Package: MTE
Type: Package
Title: Maximum Tangent Likelihood and Other Robust Estimation for
        High-Dimensional Regression
Version: 1.0.0
Author: Shaobo Li and Yichen Qin
Maintainer: Shaobo Li <lis6@mail.uc.edu>
Description: Provides several robust estimators for linear regression and variable selection. They are Maximum tangent likelihood estimator (Qin, et al. (2017) <arXiv:1708.05439>), least absolute deviance estimator, and Huber loss. The penalized version of each of these estimator incorporates L1 penalty function, i.e., LASSO and Adaptive Lasso. They are able to produce consistent estimates for both fixed and high-dimensional settings.
Depends: R (>= 3.1.0)
License: GPL-3
LazyData: TRUE
RoxygenNote: 6.0.1
Imports: stats, quantreg, parcor
NeedsCompilation: no
Packaged: 2017-08-29 03:28:23 UTC; shaoboli
Repository: CRAN
Date/Publication: 2017-08-29 12:18:35 UTC
