L2E Package for R


An R Package demonstrating how to use the computational framework in “A User-Friendly Computational Framework for Robust Structured Regression with the L2 Criterion”


About the package

We introduce a user-friendly computational framework for implementing robust versions of a wide variety of structured regression methods with the $L_2$ criterion. In addition to introducing an algorithm for performing $L_{2}E$ regression, our framework enables robust regression with the $L_2$ criterion for additional structural constraints, works without requiring complex tuning procedures on the precision parameter, can be used to identify heterogeneous subpopulations, and can incorporate readily available non-robust structured regression solvers. We provide convergence guarantees for the framework and demonstrate its flexibility with some examples. Supplementary materials for this article are available online.

Demo code

For demo code showing how to use the framework, please refer to the GitHub page for the package at https://jocelynchi.github.io/L2E-package-demo/.

Citing L2E

A pdf of the accompanying journal manuscript for L2E can be found at arXiv:2105.03228. To cite the L2E framework, please use the following BibTeX entry.

@article{l2e,
  author = {Jocelyn T. Chi and Eric C. Chi},
  title = {A User-Friendly Computational Framework for Robust Structured Regression with the L$_2$ Criterion},
  journal = {Journal of Computational and Graphical Statistics, In press.},
  year = {2022+},
  url = {https://arxiv.org/abs/2010.04133}
}