Penalized Elastic Net S/MM-Estimator of Regression

Robust penalized (adaptive) elastic net S and M estimators for linear regression. The adaptive methods are proposed in Kepplinger, D. (2023) and the non-adaptive methods in Cohen Freue, G. V., Kepplinger, D., Salibián-Barrera, M., and Smucler, E. (2019) . The package implements robust hyper-parameter selection with robust information sharing cross-validation according to Kepplinger & Wei (2025) .