These are internal functions for printing and calculating quantities such as additive K-factors and multiplicative Delta-Factors that determine a specified m-Extent of Shrinkage. mstep() is called by qm.ridge(), true.risk(), true.simu(), aug.lars() and uc.lars().
mstep(mobj, kinc, p, qp, eqm1)
Objective value for the M-extent-of-shrinkage along a path of shape qp.
Previous additive eigenvalue inflation constant yielding a smaller mobj.
Number of elements in the regression coefficient vector.
Shrinkage path Q-shape parameter.
Vector of X'X eigenvalues raised to the power (qp-1).
An output list consisting of two objects (k-factor & d-matrix):
New k-factor producing an m-Extent-of-shrinkage of mobj.
A pxp diagonal matrix of multiplicative shrinkage (delta) factors for the uncorrelated components of the regression coefficient vector.