pense: Penalized Elastic Net S/MM-Estimator of Regression

Robust penalized (adaptive) elastic net S and M estimators for linear regression. The methods are proposed in Cohen Freue, G. V., Kepplinger, D., Salibián-Barrera, M., and Smucler, E. (2019) <>. The package implements the extensions and algorithms described in Kepplinger, D. (2020) <doi:10.14288/1.0392915>.

Package details

AuthorDavid Kepplinger [aut, cre], Matías Salibián-Barrera [aut], Gabriela Cohen Freue [aut]
MaintainerDavid Kepplinger <>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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pense documentation built on Oct. 23, 2020, 7:11 p.m.