Package: pense 2.2.2
David Kepplinger
pense: Penalized Elastic Net S/MM-Estimator of Regression
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>.
Authors:
pense_2.2.2.tar.gz
pense_2.2.2.tar.gz(r-4.5-noble)pense_2.2.2.tar.gz(r-4.4-noble)
pense_2.2.2.tgz(r-4.4-emscripten)pense_2.2.2.tgz(r-4.3-emscripten)
pense.pdf |pense.html✨
pense/json (API)
NEWS
| # Install 'pense' in R: |
| install.packages('pense', repos = 'https://cloud.r-project.org') |
Bug tracker:https://github.com/dakep/pense-rpkg/issues1 issues
Pkgdown site:https://dakep.github.io
Last updated 8 months agofrom:c213123562. Checks:3 OK. Indexed: no.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 25 2025 |
| R-4.5-linux-x86_64 | OK | Mar 25 2025 |
| R-4.4-linux-x86_64 | OK | Mar 25 2025 |
Exports:adamest_cvadapense_cvas_starting_pointcd_algorithm_optionsconsistency_constelnetelnet_cven_admm_optionsen_cd_optionsen_dal_optionsen_lars_optionsen_options_aug_larsen_options_dalenpyenpy_initial_estimatesenpy_optionsinitest_optionsmlocmlocscalemm_algorithm_optionsmscalemscale_algorithm_optionsmstep_optionspensepense_cvpense_optionspensempensem_cvprediction_performanceprinsensregmestregmest_cvrho_functionstarting_pointtau_size
Dependencies:cligluelatticelifecycleMatrixRcppRcppArmadillorlang
Controlling the grid of penalization levels
Rendered fromlambda_grids.Rmdusingknitr::rmarkdownon Mar 25 2025.Last update: 2021-07-07
Started: 2020-10-05
Estimating predictive models
Rendered fromcomputing_adapense.Rmdusingknitr::rmarkdownon Mar 25 2025.Last update: 2021-07-07
Started: 2020-10-05
Migrating from pense version 1.x to 2.x
Rendered frommigration_guide.Rmdusingknitr::rmarkdownon Mar 25 2025.Last update: 2020-10-05
Started: 2020-10-05
Citation
To cite package ‘pense’ in publications use:
Kepplinger D, Salibián-Barrera M, Cohen Freue G (2024). pense: Penalized Elastic Net S/MM-Estimator of Regression. R package version 2.2.2, https://CRAN.R-project.org/package=pense.
Corresponding BibTeX entry:
@Manual{,
title = {pense: Penalized Elastic Net S/MM-Estimator of
Regression},
author = {David Kepplinger and Matías Salibián-Barrera and Gabriela
{Cohen Freue}},
year = {2024},
note = {R package version 2.2.2},
url = {https://CRAN.R-project.org/package=pense},
}