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:	2.2.2
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, jsonlite
Published:	2024-07-27
DOI:	10.32614/CRAN.package.pense
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
Materials:	NEWS
CRAN checks:	pense results

Documentation:

Reference manual:	pense.pdf
Vignettes:	Estimating predictive models Controlling the grid of penalization levels Migrating from pense version 1.x to 2.x

Downloads:

Package source:	pense_2.2.2.tar.gz
Windows binaries:	r-devel: pense_2.2.2.zip, r-release: pense_2.2.2.zip, r-oldrel: pense_2.2.2.zip
macOS binaries:	r-release (arm64): pense_2.2.2.tgz, r-oldrel (arm64): pense_2.2.2.tgz, r-release (x86_64): pense_2.2.2.tgz, r-oldrel (x86_64): pense_2.2.2.tgz
Old sources:	pense archive

Linking:

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