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) <>. The package implements the extensions and algorithms described in Kepplinger, D. (2020) <doi:10.14288/1.0392915>.

Version: 2.2.0
Depends: R (≥ 3.5.0), Matrix
Imports: Rcpp, methods, parallel, lifecycle (≥ 0.2.0), rlang (≥ 0.4.0)
LinkingTo: Rcpp, RcppArmadillo (≥ 0.9.600)
Suggests: testthat (≥ 2.1.0), knitr, rmarkdown, jsonlite
Published: 2023-02-07
DOI: 10.32614/CRAN.package.pense
Author: David Kepplinger [aut, cre], Matías Salibián-Barrera [aut], Gabriela Cohen Freue [aut]
Maintainer: David Kepplinger <david.kepplinger at>
License: MIT + file LICENSE
Copyright: See the file COPYRIGHT for copyright details on some of the functions and algorithms used.
NeedsCompilation: yes
Materials: NEWS
CRAN checks: pense results [issues need fixing before 2024-08-03]


Reference manual: pense.pdf
Vignettes: Estimating predictive models
Controlling the grid of penalization levels
Migrating from pense version 1.x to 2.x


Package source: pense_2.2.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): pense_2.2.0.tgz, r-oldrel (arm64): pense_2.2.0.tgz, r-release (x86_64): pense_2.2.0.tgz, r-oldrel (x86_64): pense_2.2.0.tgz
Old sources: pense archive


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