en_ridge_options

<p>Ridge optimizer using an Augmented data matrix.
Only available for Ridge problems (`alpha=0``) and selected automatically in this case.</p>

internal

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_ridge_options function

Ridge optimizer using an Augmented data matrix.
Only available for Ridge problems (`alpha=0``) and selected automatically in this case. — en_ridge_options

Ridge optimizer using an Augmented data matrix.
Only available for Ridge problems (`alpha=0``) and selected automatically in this case.

en_ridge_options: Ridge optimizer using an Augmented data matrix. Only available for Ridge problems (`alpha=0``) and selected automatically in this case.

Description

Usage

Arguments