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>.

Version: 2.0.2
Depends: R (≥ 3.5.0), Matrix
Imports: Rcpp, methods, parallel, lifecycle (≥ 0.2.0), rlang (≥ 0.4.0)
LinkingTo: Rcpp, RcppArmadillo (≥ 0.9.600)
Suggests: testthat (≥ 2.1.0), knitr, rmarkdown
Published: 2020-10-05
Author: David Kepplinger [aut, cre], Matías Salibián-Barrera [aut], Gabriela Cohen Freue [aut]
Maintainer: David Kepplinger <david.kepplinger at gmail.com>
BugReports: https://github.com/dakep/pense-rpkg/issues
License: MIT + file LICENSE
Copyright: See the file COPYRIGHT for copyright details on some of the functions and algorithms used.
URL: https://dakep.github.io/pense-rpkg, https://github.com/dakep/pense-rpkg
NeedsCompilation: yes
SystemRequirements: C++11
Materials: NEWS
CRAN checks: pense results

Downloads:

Reference manual: pense.pdf
Vignettes: Estimating predictive models
Controlling the grid of penalization levels
Migrating from pense version 1.x to 2.x
Package source: pense_2.0.2.tar.gz
Windows binaries: r-devel: pense_2.0.2.zip, r-release: pense_2.0.2.zip, r-oldrel: pense_2.0.2.zip
macOS binaries: r-release: pense_2.0.2.tgz, r-oldrel: pense_2.0.2.tgz
Old sources: pense archive

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