Penalized Elastic Net S/MM-Estimator of Regression
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Documentation for package ‘pense’ version 2.2.0
Help Pages
| 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 |