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Robust penalized (adaptive) elastic net S and M estimators for linear regression. The methods are proposed in Cohen Freue, G. V., Kepplinger, D., Salibián-Barrera, M., and Smucler, E. (2019) https://projecteuclid.org/euclid.aoas/1574910036. The package implements the extensions and algorithms described in Kepplinger, D. (2020) doi:10.14288/1.0392915.

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