pense: Penalized Elastic Net S/MM-Estimator of Regression

Robust penalized elastic net S and MM estimator for linear regression. The method is described in detail in Cohen Freue, G. V., Kepplinger, D., Salibian-Barrera, M., and Smucler, E. (2017) <https://gcohenfr.github.io/pdfs/PENSE_manuscript.pdf>.

Version: 1.2.5
Depends: R (≥ 3.1.0), Matrix
Imports: Rcpp, robustbase, parallel, methods
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, lars
Published: 2019-06-08
Author: David Kepplinger [aut, cre], Matias Salibian-Barrera [aut], Gabriela Cohen Freue [aut], Derek Cho [ctb]
Maintainer: David Kepplinger <david.kepplinger at gmail.com>
BugReports: https://github.com/dakep/pense-rpkg/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
Copyright: See the file COPYRIGHTS for copyright details on some of the functions and algorithms used.
pense copyright details
URL: https://github.com/dakep/pense-rpkg
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: pense results

Downloads:

Reference manual: pense.pdf
Package source: pense_1.2.5.tar.gz
Windows binaries: r-devel: pense_1.2.5.zip, r-devel-gcc8: pense_1.2.5.zip, r-release: pense_1.2.5.zip, r-oldrel: pense_1.2.5.zip
OS X binaries: r-release: pense_1.2.5.tgz, r-oldrel: pense_1.2.5.tgz
Old sources: pense archive

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