Penalized Youden Index Estimator // Implements the Penalized Youden Index Estimator (PYE) and the Covariate-Adjusted Youden Index Estimator (covYI), providing a novel framework for feature and covariate selection and combination in high- dimensional binary classification problems. Methodologies are based on Salaroli and Pardo (2023) doi:10.1016/j.chemolab.2023.104786 and an unpublished manuscript by Salaroli and Pardo (2026) under review.