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: | 2.1.0 |
| 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: | 2021-07-07 |
| 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_2.1.0.tar.gz |
| Windows binaries: | r-devel: pense_2.1.0.zip, r-release: pense_2.1.0.zip, r-oldrel: pense_2.1.0.zip |
| macOS binaries: | r-release (arm64): pense_2.1.0.tgz, r-oldrel (arm64): pense_2.1.0.tgz, r-release (x86_64): pense_2.1.0.tgz, r-oldrel (x86_64): pense_2.1.0.tgz |
| Old sources: | pense archive |
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