Penalized Elastic Net S/MM-Estimator of Regression


[Up] [Top]

Documentation for package ‘pense’ version 1.2.5

Help Pages

coef.elnetfit Extract Model Coefficients
coef.pense Extract Model Coefficients
elnet Elastic Net Estimator for Regression
elnet_cv Cross-validate Elastic Net
enpy PY (Pena-Yohai) initial estimates for EN S-estimators
en_options Additional Options for the EN Algorithms
en_options_aug_lars Additional Options for the EN Algorithms
en_options_dal Additional Options for the EN Algorithms
initest_options Additional Options for the Initial Estimator
mscale Robust M-estimate of Scale
mstep_options Additional Options for the Penalized EN MM-estimator
pense Penalized Elastic Net S-estimators for Regression
pensem Perform an M-step after the EN S-Estimator
pensem.default Perform an M-step after the EN S-Estimator
pensem.pense Perform an M-step after the EN S-Estimator
pense_options Additional Options for the Penalized EN S-estimator
plot.cv_elnetfit Plot Method for Cross-Validated Elastic Net Models
plot.elnetfit Plot Method for Fitted Elastic Net Models
plot.pense Plot Method for Fitted Penalized Elastic Net S/MM-Estimates of Regression
predict.elnetfit Predict Method for the classical Elastic Net Estimator
predict.pense Predict Method for Penalized Elastic Net S- and MM-estimators
prinsens Principal Sensitivity Components
residuals.elnetfit Extract Residuals from a Fitted Elastic-Net Estimator
residuals.pense Extract Residuals from a Fitted Penalized Elastic-Net S/MM-estimator