pense

MaRDI QIDQ56132swMATHCRANFDO

Authors David Kepplinger, Matías Salibián-barrera, Gabriela Cohen Freue, Matías Salibián-Barrera

Last update 27 January 2026

Copyright license MIT license, File License

Software version identifier 2.2.0, PACKAGES.rds, 1.0.6, 1.0.8, 1.2.0, 1.2.1, 1.2.4, 1.2.5, 1.2.9, 2.0.1, 2.0.2, 2.0.3, 2.1.0, 2.2.2, 2.5.0, 2.5.2

Official website https://cran.r-project.org/web/packages/pense/index.html

Source code repository https://github.com/cran/pense

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>.

Cites work

• Information Sharing for Robust and Stable Cross-Validation
• Robust elastic net estimators for variable selection and identification of proteomic biomarkers
• Robust variable selection and estimation via adaptive elastic net S-estimators for linear regression

Cited in

(5)

• robustHD
• CellMiner
• chemometrics
• cellWise
• enetLTS

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