Penalized Elastic Net S/MM-Estimator of Regression


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Documentation for package ‘pense’ version 2.2.2

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adaelnet Compute the Least Squares (Adaptive) Elastic Net Regularization Path
adaen Compute the Least Squares (Adaptive) Elastic Net Regularization Path
adamest_cv Cross-validation for (Adaptive) Elastic Net M-Estimates
adapense Compute (Adaptive) Elastic Net S-Estimates of Regression
adapense_cv Cross-validation for (Adaptive) PENSE Estimates
as_starting_point Create Starting Points for the PENSE Algorithm
as_starting_point.enpy_starting_points Create Starting Points for the PENSE Algorithm
as_starting_point.pense_cvfit Create Starting Points for the PENSE Algorithm
as_starting_point.pense_fit Create Starting Points for the PENSE Algorithm
cd_algorithm_options Coordinate Descent (CD) Algorithm to Compute Penalized Elastic Net S-estimates
coef.pense_cvfit Extract Coefficient Estimates
coef.pense_fit Extract Coefficient Estimates
consistency_const Get the Constant for Consistency for the M-Scale
deprecated_en_options Deprecated
elnet Compute the Least Squares (Adaptive) Elastic Net Regularization Path
elnet_cv Cross-validation for Least-Squares (Adaptive) Elastic Net Estimates
enpy Deprecated
enpy_initial_estimates ENPY Initial Estimates for EN S-Estimators
enpy_options Options for the ENPY Algorithm
en_admm_options Use the ADMM Elastic Net Algorithm
en_algorithm_options Control the Algorithm to Compute (Weighted) Least-Squares Elastic Net Estimates
en_cd_options Use Coordinate Descent to Solve Elastic Net Problems
en_dal_options Use the DAL Elastic Net Algorithm
en_lars_options Use the LARS Elastic Net Algorithm
en_options_aug_lars Deprecated
en_options_dal Deprecated
initest_options Deprecated
mloc Compute the M-estimate of Location
mlocscale Compute the M-estimate of Location and Scale
mm_algorithm_options MM-Algorithm to Compute Penalized Elastic Net S- and M-Estimates
mscale Compute the M-Scale of Centered Values
mscale_algorithm_options Options for the M-scale Estimation Algorithm
mstep_options Deprecated
pense Compute (Adaptive) Elastic Net S-Estimates of Regression
pensem Deprecated Alias of pensem_cv
pensem_cv Compute Penalized Elastic Net M-Estimates from PENSE
pensem_cv.default Compute Penalized Elastic Net M-Estimates from PENSE
pensem_cv.pense_cvfit Compute Penalized Elastic Net M-Estimates from PENSE
pense_cv Cross-validation for (Adaptive) PENSE Estimates
pense_options Deprecated
plot.pense_cvfit Plot Method for Penalized Estimates With Cross-Validation
plot.pense_fit Plot Method for Penalized Estimates
predict.pense_cvfit Predict Method for PENSE Fits
predict.pense_fit Predict Method for PENSE Fits
prediction_performance Prediction Performance of Adaptive PENSE Fits
prinsens Principal Sensitivity Components
print.pense_cvfit Summarize Cross-Validated PENSE Fit
print.pense_pred_perf Prediction Performance of Adaptive PENSE Fits
regmest Compute (Adaptive) Elastic Net M-Estimates of Regression
regmest_cv Cross-validation for (Adaptive) Elastic Net M-Estimates
residuals.pense_cvfit Extract Residuals
residuals.pense_fit Extract Residuals
rho_function List Available Rho Functions
starting_point Create Starting Points for the PENSE Algorithm
summary.pense_cvfit Summarize Cross-Validated PENSE Fit
tau_size Compute the Tau-Scale of Centered Values