tau_size

Compute the \(\tau\)-scale without centering the values.

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

tau_size function

<dl><dt>x</dt>
<dd>numeric values. Missing values are verbosely ignored.</dd></dl>

Arguments

Compute the Tau-Scale of Centered Values — tau_size

<dl>

<dt>x</dt>
<dd>numeric values. Missing values are verbosely ignored.</dd>

</dl>

tau_size: Compute the Tau-Scale of Centered Values

Description

Usage

Value

Arguments

See Also