consistency_const

Get the Constant for Consistency for the M-Scale

Robust penalized (adaptive) elastic net S and M estimators for
linear regression. The methods are proposed in
Cohen Freue, G. V., Kepplinger, D., Salibián-Barrera, M., and Smucler, E.
(2019) <https://projecteuclid.org/euclid.aoas/1574910036>.
The package implements the extensions and algorithms described in
Kepplinger, D. (2020) <doi:10.14288/1.0392915>.

David Kepplinger

pense

Penalized Elastic Net S/MM-Estimator of Regression

Matías Salibián-Barrera

Gabriela Cohen Freue

consistency_const function

<dl><dt>delta</dt>
<dd>desired breakdown point (between 0 and 0.5)</dd>
<dt>rho</dt>
<dd>the name of the chosen \(\rho\) function.</dd></dl>

Arguments

Get the Constant for Consistency for the M-Scale — consistency_const

<dl>

<dt>delta</dt>
<dd>desired breakdown point (between 0 and 0.5)</dd>


<dt>rho</dt>
<dd>the name of the chosen \(\rho\) function.</dd>

</dl>

consistency_const: Get the Constant for Consistency for the M-Scale

Description

Usage

Value

Arguments

See Also