decide_delta {MaximinInfer}

Decide ridge penalty data-dependently

Description

To tell if the estimator is stable or not without ridge penalty at first. If instable, it picks a ridge penalty data-dependently.

Usage

decide_delta(
  obj,
  gen.size = 500,
  step_delta = 0.1,
  MAX_iter = 100,
  verbose = FALSE
)

Arguments

obj

The returned list of Maximin

gen.size

The generating sample size (Default = 500)

step_delta

The step size of searching delta (Default = 0.1)

MAX_iter

Maximum of iterations for searching (Default = 100)

verbose

Print information about delta and reward (Default = FALSE)

Value

delta

The data-dependent ridge penalty

reward.ratio

The ratio of penalized reward over non-penalized reward