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>.
Label | Latest Version |
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main | 1.2.5 |