RSAVS: A package for robust subgroup analysis and variable selection.

The RSAVS can do subgroup analysis and variable selection simultaneously and it supports multiple choices of loss and penalty functions. It implements the computation in a parallel manner.

RSAVS functions

RSAVS_Compute_BIC RSAVS_Determine_Mu RSAVS_Further_Improve RSAVS_Generate_D_Matrix loss_function: RSAVS_Huber, RSAVS_L1, RSAVS_L2 RSAVS_LargeN RSAVS_Mu_to_Mat RSAVS_RI RSAVS_Summary_Iteration RSAVS_S_to_Groups RSAVS_Path RSAVS_Path_PureR RSAVS_Solver RSAVS_Solver_PureR

RSAVS datesets

Student performance dataset: full_df, mat_df, por_df

See also

Useful links:

• https://fenguoerbian.github.io/RSAVS/

• https://github.com/fenguoerbian/RSAVS/

• Report bugs at https://github.com/fenguoerbian/RSAVS/issues

Author

Maintainer: Chao Cheng 413557584@qq.com