pense_options {pense} | R Documentation |
Additional Options for the Penalized EN S-estimator
pense_options(delta = 0.25, maxit = 1000, eps = 1e-06, mscale_eps = 1e-08, mscale_maxit = 200, verbosity = 0, cc, en_correction = TRUE)
delta |
desired breakdown point of the resulting estimator. |
maxit |
maximum number of iterations allowed. |
eps |
numeric tolerance for convergence. |
mscale_eps, mscale_maxit |
maximum number of iterations and numeric tolerance for the M-scale. |
verbosity |
verbosity of the algorithm. |
cc |
tuning constant for the S-estimator. Default is to chosen based
on the breakdown point |
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
,
mstep_options