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
)desired breakdown point of the resulting estimator.
maximum number of iterations allowed.
numeric tolerance for convergence.
maximum number of iterations and numeric tolerance for the M-scale.
verbosity of the algorithm.
tuning constant for the S-estimator. Default is to chosen based
on the breakdown point delta. Should never have to be changed.
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(),
mstep_options()