rho-tuning-constants: Get the Constant for Consistency for the M-Scale and for...

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

Get the Constant for Consistency for the M-Scale and for Efficiency for the M-estimate of Location

Description

Returns the tuning constants required to achieve the desired breakdown point or efficiency under the Normal model.

Usage

consistency_const(delta, rho, eps = sqrt(.Machine$double.eps))

efficiency_const(eff, rho, eps = sqrt(.Machine$double.eps))

Arguments

delta	desired breakdown point (between 0 and 0.5)
rho	the name of the chosen \rho function. See rho_function() for a list of supported functions.
eps	numerical tolerance level for equality comparisons
eff	desired asymptotic efficiency (between 0.1 and 0.99).

Value

consistency constant

See Also

Other Robustness control options: mscale_algorithm_options(), rho_function()

Other Robustness control options: mscale_algorithm_options(), rho_function()

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