initest_options: Deprecated

In pense: Penalized Elastic Net S/MM-Estimator of Regression

Deprecated

Description

\Sexpr[results=rd, stage=render]{lifecycle::badge('deprecated')}

Options for computing initial estimates via ENPY. Superseded by enpy_options().

Usage

initest_options(
  keep_solutions = 5,
  psc_method = c("exact", "rr"),
  maxit = 10,
  maxit_pense_refinement = 5,
  eps = 1e-06,
  psc_keep = 0.5,
  resid_keep_method = c("proportion", "threshold"),
  resid_keep_prop = 0.6,
  resid_keep_thresh = 2,
  mscale_eps = 1e-08,
  mscale_maxit = 200
)

Arguments

keep_solutions	how many initial estimates should be kept to perform full PENSE iterations?
psc_method	The method to use for computing the principal sensitivity components. See details for the possible choices.
maxit	maximum number of refinement iterations.
maxit_pense_refinement	ignored. Maximum number of PENSE iterations to refine initial estimator.
eps	ignored. Numeric tolerance for convergence.
psc_keep	proportion of observations to keep based on the PSC scores.
resid_keep_method	How to clean the data based on large residuals. If "proportion", observations with the smallest resid_keep_prop residuals will be retained. If "threshold", all observations with scaled residuals smaller than the threshold resid_keep_thresh will be retained.
resid_keep_prop, resid_keep_thresh	proportion or threshold for observations to keep based on their residual.
mscale_eps, mscale_maxit	ignored. Maximum number of iterations and numeric tolerance for the M-scale.

Warning

Do not use this function in new code. It may be removed from future versions of the package.

See Also

Other deprecated functions: deprecated_en_options, enpy(), mstep_options(), pense_options(), pensem()

pense documentation built on Feb. 16, 2023, 9:36 p.m.