Robust Regression with Compositional Covariates
Estimate parameters of linear regression model with compositional cova...
Compute solution path of constrained lasso.
Extract coefficients estimate from the sparse version of the robregcc ...
Principal sensitivity component analysis with compositional covariates...
Plot cross-validation error plot
Plot solution path at different value of lambda
Plot residuals estimate from robregcc object
Extract residuals estimate from the sparse version of the robregcc fit...
Control parameter for model estimation:
Simulation data
Robust model estimation approach for regression with compositional cov...
We implement the algorithm estimating the parameters of the robust regression model with compositional covariates. The model simultaneously treats outliers and provides reliable parameter estimates. Publication reference: Mishra, A., Mueller, C.,(2019) <arXiv:1909.04990>.