en_admm_options

Use the ADMM Elastic Net Algorithm

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

en_admm_options function

<dl><dt>max_it</dt>
<dd>maximum number of iterations.</dd>
<dt>step_size</dt>
<dd>step size for the algorithm.</dd>
<dt>acceleration</dt>
<dd>acceleration factor for linearized ADMM.</dd></dl>

Arguments

Use the ADMM Elastic Net Algorithm — en_admm_options

<dl>

<dt>max_it</dt>
<dd>maximum number of iterations.</dd>


<dt>step_size</dt>
<dd>step size for the algorithm.</dd>


<dt>acceleration</dt>
<dd>acceleration factor for linearized ADMM.</dd>

</dl>

en_admm_options: Use the ADMM Elastic Net Algorithm

Description

Usage

Value

Arguments

See Also