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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 |
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_2.2.2.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_2.2.0.tgz, r-release (x86_64): pense_2.2.2.tgz, r-oldrel (x86_64): pense_2.2.0.tgz |
Old sources: | pense archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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