Man pages for pense
Penalized Elastic Net S/MM-Estimator of Regression
| cd_algorithm_options | Coordinate Descent (CD) Algorithm to Compute Penalized... |
| coef.pense_cvfit | Extract Coefficient Estimates |
| coef.pense_fit | Extract Coefficient Estimates |
| consistency_const | Get the Constant for Consistency for the M-Scale |
| deprecated_en_options | Deprecated |
| dot-approx_match | Approximate Value Matching |
| dot-bisquare_consistency_const | Get the Constant for Consistency for the M-Scale Using the... |
| dot-find_stable_bdb_bisquare | Determine a breakdown point with stable numerical properties... |
| dot-run_replicated_cv | Run replicated K-fold CV with random splits |
| dot-standardize_data | Standardize data |
| elnet | Compute the Least Squares (Adaptive) Elastic Net... |
| elnet_cv | Cross-validation for Least-Squares (Adaptive) Elastic Net... |
| en_admm_options | Use the ADMM Elastic Net Algorithm |
| en_algorithm_options | Control the Algorithm to Compute (Weighted) Least-Squares... |
| en_cd_options | Use Coordinate Descent to Solve Elastic Net Problems |
| en_dal_options | Use the DAL Elastic Net Algorithm |
| en_lars_options | Use the LARS Elastic Net Algorithm |
| enpy | Deprecated |
| enpy_initial_estimates | ENPY Initial Estimates for EN S-Estimators |
| enpy_options | Options for the ENPY Algorithm |
| en_ridge_options | Ridge optimizer using an Augmented data matrix. Only... |
| initest_options | Deprecated |
| mloc | Compute the M-estimate of Location |
| mlocscale | Compute the M-estimate of Location and Scale |
| mm_algorithm_options | MM-Algorithm to Compute Penalized Elastic Net S- and... |
| mscale | Compute the M-Scale of Centered Values |
| mscale_algorithm_options | Options for the M-scale Estimation Algorithm |
| mscale_derivative | Compute the Gradient and Hessian of the M-Scale Function |
| mstep_options | Deprecated |
| pense | Compute (Adaptive) Elastic Net S-Estimates of Regression |
| pense_cv | Cross-validation for (Adaptive) PENSE Estimates |
| pensem | Deprecated Alias of pensem_cv |
| pensem_cv | Compute Penalized Elastic Net M-Estimates from PENSE |
| pense_options | Deprecated |
| plot.pense_cvfit | Plot Method for Penalized Estimates With Cross-Validation |
| plot.pense_fit | Plot Method for Penalized Estimates |
| prediction_performance | Prediction Performance of Adaptive PENSE Fits |
| predict.pense_cvfit | Predict Method for PENSE Fits |
| predict.pense_fit | Predict Method for PENSE Fits |
| prinsens | Principal Sensitivity Components |
| print.nsoptim_metrics | Print Metrics |
| regmest | Compute (Adaptive) Elastic Net M-Estimates of Regression |
| regmest_cv | Cross-validation for (Adaptive) Elastic Net M-Estimates |
| residuals.pense_cvfit | Extract Residuals |
| residuals.pense_fit | Extract Residuals |
| rho_function | List Available Rho Functions |
| starting_point | Create Starting Points for the PENSE Algorithm |
| summary.pense_cvfit | Summarize Cross-Validated PENSE Fit |
| tau_size | Compute the Tau-Scale of Centered Values |
