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

Robust penalized elastic net S and MM estimator for linear regression. The method is described in detail in Cohen Freue, G. V., Kepplinger, D., Salibian-Barrera, M., and Smucler, E. (2017) <https://gcohenfr.github.io/pdfs/PENSE_manuscript.pdf>.

Getting started

Package details

AuthorDavid Kepplinger [aut, cre], Matias Salibian-Barrera [aut], Gabriela Cohen Freue [aut], Derek Cho [ctb]
MaintainerDavid Kepplinger <[email protected]>
LicenseGPL (>= 2)
Version1.2.5
URL 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 June 8, 2019, 5:02 p.m.