Maximum Tangent Likelihood and Other Robust Estimation for High-Dimensional Regression

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Documentation for package ‘MTE’ version 1.0.0

Help Pages

huber.lasso Huber-Lasso estimator
huber.reg Huber estimation for linear regression
huberloss Huber Loss
LAD Least Absolute Deviance Estimator for Linear Regression
LADlasso LAD-Lasso for Linear Regression
lnt Tangent-likelihood function.
MTE Maximum Tangent-likelihood Estimation
MTElasso MTE-Lasso estimator