LqG

Robust Group Variable Screening Based on Maximum Lq-Likelihood Estimation

CRAN Package

Produces a group screening procedure that is based on maximum Lq-likelihood estimation, to simultaneously account for the group structure and data contamination in variable screening. The methods are described in Li, Y., Li, R., Qin, Y., Lin, C., & Yang, Y. (2021) Robust Group Variable Screening Based on Maximum Lq-likelihood Estimation. Statistics in Medicine, 40:6818-6834..

  • Version0.1.0
  • R version≥ 3.5.0
  • LicenseGPL-3
  • Needs compilation?No
  • Last release04/27/2022

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  • Depends1 package
  • Imports1 package