REL_fixed: Compute REL for a fixed estimate.

Description Usage Arguments Value

Description

Compute REL for a fixed estimate.

Usage

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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)

Arguments

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 floor(.1 * n).

outlier_loop_arg

control arguments passed to the delta optimization; see optim_outlier_control.

wts_init

an initial guess for the weights vector. Default is 1/n.

vary_penalty

a string specifying the type of penalty variation.

reuse_delta

use the last estimate of delta in the current outer loop iteration.

RB_mu

the mu parameter for the residual balancing scheme.

RB_tau

the tau parameter for the residual balancing scheme.

RB2_ksi

the ksi parameter for the RB2 scheme.

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 optim_mirror_control.

verbose

a boolean to allow console output.

Value

A list with estimates and convergence information.


hoangtt1989/BICEP documentation built on May 28, 2019, 3:37 p.m.