pense
Penalized Elastic Net S/MM-Estimator of Regression
Robust penalized (adaptive) elastic net S and M estimators for linear regression. The adaptive methods are proposed in Kepplinger, D. (2023) <doi:10.1016/j.csda.2023.107730> and the non-adaptive methods in Cohen Freue, G. V., Kepplinger, D., Salibián-Barrera, M., and Smucler, E. (2019) <doi:10.1214/19-AOAS1269>. The package implements robust hyper-parameter selection with robust information sharing cross-validation according to Kepplinger & Wei (2025) <doi:10.1080/00401706.2025.2540970>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.5.2 |
rolling linux/jammy R-4.5 | pense_2.5.2.tar.gz |
5.2 MiB |
2.5.2 |
rolling linux/noble R-4.5 | pense_2.5.2.tar.gz |
5.2 MiB |
2.5.2 |
rolling source/ R- | pense_2.5.2.tar.gz |
9.6 MiB |
2.5.2 |
latest linux/jammy R-4.5 | pense_2.5.2.tar.gz |
5.2 MiB |
2.5.2 |
latest linux/noble R-4.5 | pense_2.5.2.tar.gz |
5.2 MiB |
2.5.2 |
latest source/ R- | pense_2.5.2.tar.gz |
9.6 MiB |
2.5.2 |
2026-04-26 source/ R- | pense_2.5.2.tar.gz |
9.6 MiB |
2.5.2 |
2026-04-23 source/ R- | pense_2.5.2.tar.gz |
9.6 MiB |
2.5.2 |
2026-04-09 windows/windows R-4.5 | pense_2.5.2.zip |
5.5 MiB |
2.2.2 |
2025-04-20 source/ R- | pense_2.2.2.tar.gz |
1.2 MiB |