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>.

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Description file content

Package
pense
Type
Package
Title
Penalized Elastic Net S/MM-Estimator of Regression
Version
1.2.0
Date
2018-03-08
Copyright
See the file COPYRIGHTS for copyright details on some of the functions and algorithms used.
Encoding
UTF-8
Biarch
true
URL
BugReports
https://github.com/dakep/pense-rpkg/issues
Description
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) .
Depends
R (>= 3.1.0), Matrix
Imports
Rcpp, robustbase, parallel, methods
LinkingTo
Rcpp, RcppArmadillo
Suggests
testthat, lars
License
GPL (>= 2)
NeedsCompilation
yes
RoxygenNote
6.0.1
Packaged
2018-03-10 23:57:05 UTC; david
Author
David Kepplinger [aut, cre], Matias Salibian-Barrera [aut], Gabriela Cohen Freue [aut], Derek Cho [ctb]
Maintainer
David Kepplinger
Repository
CRAN
Date/Publication
2018-03-11 04:18:38 UTC

install.packages('pense')

1.2.0

6 months ago

https://github.com/dakep/pense-rpkg

David Kepplinger

GPL (>= 2)

Depends on

R (>= 3.1.0), Matrix

Imports

Rcpp, robustbase, parallel, methods

Suggests

testthat, lars

Discussions