rrat

Robust Regression with Asymmetric Heavy-Tail Noise Distributions

CRAN Package

Implementation of Robust Regression tailored to deal with Asymmetric noise Distribution, which was originally proposed by Takeuchi & Bengio & Kanamori (2002) doi:10.1162/08997660260293300. In addition, this implementation is extended as introducing potential feature regularization by LASSO etc.


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