mscale_derivative: Compute the Gradient and Hessian of the M-Scale Function

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

Compute the Gradient and Hessian of the M-Scale Function

Description

Compute the derivative (gradient) or the Hessian of the M-scale function evaluated at the point x.

Usage

mscale_derivative(
  x,
  bdp = 0.25,
  order = 1,
  cc,
  opts = mscale_algorithm_options()
)

Arguments

x	numeric values. Missing values are verbosely ignored.
bdp	desired breakdown point (between 0 and 0.5).
order	compute the gradient (order=1) or the gradient and the Hessian (order=2).
cc	cutoff value for the bisquare rho function. By default, chosen to yield a consistent estimate for the Normal distribution.
opts	a list of options for the M-scale estimation algorithm, see mscale_algorithm_options() for details.

Value

a vector of derivatives of the M-scale function, one per element in x.

pense documentation built on Jan. 27, 2026, 5:06 p.m.