| mstep_options {pense} | R Documentation |
Additional Options for the Penalized EN MM-estimator
mstep_options(cc = 3.44, maxit = 1000, eps = 1e-06, adjust_bdp = FALSE, verbosity = 0, en_correction = TRUE)
cc |
tuning constant for the M-estimator. |
maxit |
maximum number of iterations allowed. |
eps |
numeric tolerance for convergence. |
adjust_bdp |
should the breakdown point be adjusted based on the effective degrees of freedom? |
verbosity |
verbosity of the algorithm. |
en_correction |
should the corrected EN estimator be used to choose
the optimal lambda with CV.
If |
a checked options list.
Other specifying additional options: en_options_aug_lars,
initest_options,
pense_options