Description Usage Arguments Value
Compute REL for a fixed estimate.
1 2 3 4 5 6 7 | REL_fixed(Z_mat, q = NULL, outlier_loop_arg = optim_outlier_control(),
wts_init = NULL, vary_penalty = c("RB", "RB2", "none"), reuse_delta = F,
RB_mu = 10, RB_tau = 2, RB2_ksi = 2, outer_eps = 1e-08,
outer_rel_eps = 1e-04, dual_step = 2, outer_maxit = 1000,
wts_beta_rep = 1, outer_tol_type = c("primal_dual", "fval", "gamma",
"primal"), mirror_arg = optim_mirror_control(line_search = T),
verbose = F)
|
Z_mat |
a matrix of the score equations with observations in rows and variables in columns. |
q |
an integer specifying the number of detected outliers. Default is |
outlier_loop_arg |
control arguments passed to the |
wts_init |
an initial guess for the weights vector. Default is |
vary_penalty |
a string specifying the type of penalty variation. |
reuse_delta |
use the last estimate of |
RB_mu |
the |
RB_tau |
the |
RB2_ksi |
the |
outer_eps |
absolute tolerance required for outer loop convergence. |
outer_rel_eps |
relative tolerance required for outer loop convergence. |
dual_step |
initial penalty parameter. |
outer_maxit |
maximum number of outer loop iterations. |
wts_beta_rep |
the number of repetitions of the block coordinate descent update within each outer loop iteration. |
outer_tol_type |
the type of tolerance check for the outer loop. |
mirror_arg |
control arguments passed to the mirror descent optimization; see |
verbose |
a boolean to allow console output. |
A list with estimates and convergence information.
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