This is the GitHub repository for the R package "mmlasso" written by Ezequiel Smucler (@esmucler). This package provides functions to calculate the MM-Lasso and adaptive MM-Lasso estimators proposed in Smucler and Yohai (2015).
References
Robust and Sparse Estimators for Linear Regression Models, Smucler and Yohai (2015). Available here.