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Optimal Convex M-Estimation for Linear Regression via Antitonic Score Matching

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7.1Kdownloads / year
63.0%test coverage
13/13flavors OK

Overview

About
Maintained by Min XuCRAN page ↗

Performs linear regression with respect to a data-driven convex loss function that is chosen to minimize the asymptotic covariance of the resulting M-estimator. The convex loss function is estimated in 5 steps: (1) form an initial OLS (ordinary least squares) or LAD (least absolute deviation) estimate of the regression coefficients; (2) use the resulting residuals to obtain a kernel estimator of the error density; (3) estimate the score function of the errors by differentiating the logarithm of the kernel density estimate; (4) compute the L2 projection of the estimated score function onto the set of decreasing functions; (5) take a negative antiderivative of the projected score function estimate. Newton's method (with Hessian modification) is then used to minimize the convex empirical risk function. Further details of the method are given in Feng et al. (2024) doi:10.48550/arXiv.2403.16688.

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Health

CRAN checks
13OK
Slowest check: 2.0 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-09-08
  • ERROR12 OK, 1 ERROR2026-09-07
  • OK13 OK2026-08-30
  • ERROR12 OK, 1 ERROR2026-08-23
  • OK13 OK2026-08-05
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  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-05-20
  • ERROR12 OK, 1 ERROR2026-05-17
  • OK14 OK2026-03-10
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Documentation

In release 0.2.4
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
10
Examples that run
100%10 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
0%

Downloads

7.1K
CRAN downloads in the past year
Rank #6,496 · ~19/day · ~591/mo
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47830 days
1.3K90 days
7.1K1 year
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Also on87 r2u19 autocran

Dependencies

Declared dependencies
5 external dependencies (excludes base and recommended)

Installing asm adds 6 packages (4 with compiled code, 2.0 MB of source tarballs). Heaviest: quantreg 903 KB, SparseM 540 KB, pracma 389 KB.

Depends (1)
R >= 3.1
LinkingTo (0)
none
Suggests (1)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (6)
Author, Maintainer since 0.1.0 (2024)
Author · added in 0.2.1
Author · added in 0.2.1
Listed in earlier versions (3)
Show 3 peopleHide 3 people
Oliver Feng
no longer listed · 0.1.0
Feng
no longer listed · 0.2.0 to 0.2.4
Samworth
no longer listed · 0.2.0 to 0.2.4
Releases (6)

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Package metadata

First published
2024-04-25
Total releases
6 / 2 yrs
License
GPL (>= 3) OSI
Minimum R
≥ 3.1
Download size
23 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("asm")
Xu, M., Feng, O. Y., Feng, Y., Kao, Y., Samworth, R. J., & Xia, L. (2025). asm: Optimal Convex M-Estimation for Linear Regression via Antitonic Score Matching (Version 0.2.4) [Computer software]. https://doi.org/10.32614/CRAN.package.asm

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for asm version 0.2.4 [Data set]. HJJB, LLC. Data release v2026-10-20. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-20, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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