This program includes R codes for massive data in paper "Robust Distributed Learning under Least Squares Approximation".
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RDLSA_Code.R has eight functions: grad12, chunk.f, select_h, modreg.MEM, data.gene, RDLSA, CDMR, para.esti. Their usages are in "RDLSA_Code-ReadMe.txt".
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RDLSA_SCAD_Code.R has ten functions: grad12, chunk.f, select_h, f_lam, Indicator, data.gene, modreg.MEM, RDLSA_SCAD, CDMR_SCAD, var_sele. Their usages are in "RDLSA_SCAD_Code-ReadMe.txt".
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example1.R is the Rcode for Case 2 and
$\epsilon \sim N(0,1)$ in Example1. -
example2.R is the Rcode for Case 2 and
$\epsilon \sim N(0,1)$ in Example2.