pense
Penalized Elastic Net S/MM-Estimator of Regression
Description
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>.
Downloads
343
Last 30 days
11254th
1.2K
Last 90 days
5K
Last year
Trend: -8.8% (30d vs prior 30d)
CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (3 non-OK)
installed package size
installed size is 54.7Mb
sub-directories of 1Mb or more:
doc 4.0Mb
libs 50.3Mb
installed package size
installed size is 55.8Mb
sub-directories of 1Mb or more:
doc 4.0Mb
libs 51.3Mb
installed package size
installed size is 8.1Mb
sub-directories of 1Mb or more:
doc 4.0Mb
libs 3.7Mb
Check History
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 54.7Mb
sub-directories of 1Mb or more:
doc 4.0Mb
libs 50.3Mb
installed package size
installed size is 55.8Mb
sub-directories of 1Mb or more:
doc 4.0Mb
libs 51.3Mb
installed package size
installed size is 8.1Mb
sub-directories of 1Mb or more:
doc 4.0Mb
libs 3.7Mb