mscale_algorithm_options

Options for the M-scale Estimation 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

mscale_algorithm_options function

<dl><dt>max_it</dt>
<dd>maximum number of iterations.</dd>
<dt>eps</dt>
<dd>numerical tolerance to check for convergence.</dd></dl>

Arguments

Options for the M-scale Estimation Algorithm — mscale_algorithm_options

<dl>

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


<dt>eps</dt>
<dd>numerical tolerance to check for convergence.</dd>

</dl>

mscale_algorithm_options: Options for the M-scale Estimation Algorithm

Description

Usage

Value

Arguments