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
)tuning constant for the M-estimator.
maximum number of iterations allowed.
numeric tolerance for convergence.
should the breakdown point be adjusted based on the effective degrees of freedom?
verbosity of the algorithm.
should the corrected EN estimator be used to choose
the optimal lambda with CV.
If TRUE, as by default, the estimator is "bias corrected".
a checked options list.
Other specifying additional options:
en_options_aug_lars(),
initest_options(),
pense_options()