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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:

Please use the canonical form https://CRAN.R-project.org/package=pense to link to this page.

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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