getzze / RobustModels.jl

A Julia package for robust regressions using M-estimators and quantile regressions
MIT License
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Add Penalty, Regularized Least Squares and IPODRegression #37

Open getzze opened 1 year ago

getzze commented 1 year ago

Θ-IPOD Regression algorithm is based on "Outlier Detection Using Nonconvex Penalized Regression", 2011, Y. She, A.B. Owen

codecov[bot] commented 1 year ago

Codecov Report

Attention: Patch coverage is 85.40479% with 128 lines in your changes missing coverage. Please review.

Project coverage is 85.02%. Comparing base (b3ef64a) to head (0d3adee). Report is 5 commits behind head on main.

Files with missing lines Patch % Lines
src/ipod.jl 80.66% 58 Missing :warning:
src/penalties.jl 81.36% 30 Missing :warning:
src/regularizedpred.jl 91.02% 29 Missing :warning:
src/robustlinearmodel.jl 91.01% 8 Missing :warning:
src/RobustModels.jl 33.33% 2 Missing :warning:
src/linpred.jl 0.00% 1 Missing :warning:
Additional details and impacted files ```diff @@ Coverage Diff @@ ## main #37 +/- ## ========================================== + Coverage 84.12% 85.02% +0.90% ========================================== Files 12 14 +2 Lines 1776 2651 +875 ========================================== + Hits 1494 2254 +760 - Misses 282 397 +115 ```

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