README.md

mmlasso

This package provides the functions to compute the MM-Lasso and adaptive MM-Lasso estimators proposed in Smucler and Yohai (2017). A more efficient implementation, with a lot more options and functionalities, is available as part of the pense package https://cran.r-project.org/web/packages/pense/index.html.



esmucler/mmlasso documentation built on May 16, 2019, 8:52 a.m.