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) <https://projecteuclid.org/euclid.aoas/1574910036>. 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 <david.kepplinger@gmail.com>
LicenseMIT + file LICENSE
Version2.0.2
URL https://dakep.github.io/pense-rpkg https://github.com/dakep/pense-rpkg
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pense")

Try the pense package in your browser

Any scripts or data that you put into this service are public.

pense documentation built on Oct. 23, 2020, 7:11 p.m.