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) <>.

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Package details

AuthorDavid Kepplinger [aut, cre], Matias Salibian-Barrera [aut], Gabriela Cohen Freue [aut], Derek Cho [ctb]
MaintainerDavid Kepplinger <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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pense documentation built on June 8, 2019, 5:02 p.m.