update_eta_bktk

<code>update_eta_bktk</code> updates the precision parameter tau = e^eta for L2E regression using Newton's method

An implementation of a computational framework for performing robust structured regression with the L2 criterion
from Chi and Chi (2021+). Improvements using the majorization-minimization (MM) principle from Liu, Chi, and
Lange (2022+) added in Version 2.0.

Jocelyn Chi

Robust Structured Regression via the L2 Criterion

Xiaoqian Liu

Lisa Lin

Kenneth Lange

Eric Chi

update_eta_bktk function

<dl><dt>r</dt>
<dd>Vector of residual</dd>
<dt>eta</dt>
<dd>Initial estimate of eta</dd>
<dt>max_iter</dt>
<dd>Maximum number of iterations</dd>
<dt>tol</dt>
<dd>Relative tolerance</dd></dl>

Arguments

Eta update using Newton's method with backtracking — update_eta_bktk

<dl>

<dt>r</dt>
<dd>Vector of residual</dd>


<dt>eta</dt>
<dd>Initial estimate of eta</dd>


<dt>max_iter</dt>
<dd>Maximum number of iterations</dd>


<dt>tol</dt>
<dd>Relative tolerance</dd>

</dl>

update_eta_bktk: Eta update using Newton's method with backtracking

Description

Usage

Value

Arguments