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: | 1.0.8 |
Depends: | R (≥ 3.1.0), Matrix |
Imports: | Rcpp, robustbase, parallel, methods |
LinkingTo: | Rcpp, RcppArmadillo |
Suggests: | testthat, lars |
Published: | 2017-11-03 |
Author: | David Kepplinger [aut, cre], Derek Cho [aut], Matias Salibian-Barrera [aut], Gabriela Cohen Freue [aut] |
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 |
Reference manual: | pense.pdf |
Package source: | pense_1.0.8.tar.gz |
Windows binaries: | r-devel: pense_1.0.8.zip, r-release: pense_1.0.8.zip, r-oldrel: pense_1.0.8.zip |
OS X El Capitan binaries: | r-release: pense_1.0.8.tgz |
OS X Mavericks binaries: | r-oldrel: pense_1.0.8.tgz |
Old sources: | pense archive |
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