Additional options for computing penalized EN MM-estimates. Superseded by mm_algorithm_options() and options supplied directly to pensem_cv().

mstep_options(
cc = 3.44,
maxit = 1000,
eps = 1e-06,
verbosity = 0,
en_correction = TRUE
)

Arguments

cc ignored. Tuning constant for the M-estimator. maximum number of iterations allowed. ignored. Numeric tolerance for convergence. ignored. Should the breakdown point be adjusted based on the effective degrees of freedom? ignored. Verbosity of the algorithm. ignored. Should the corrected EN estimator be used to choose the optimal lambda with CV. If TRUE, as by default, the estimator is "bias corrected".

Warning

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

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