enpy {pense}

Deprecated

Description

Compute initial estimates for EN S-estimates using ENPY. Superseded by enpy_initial_estimates().

Usage

enpy(x, y, alpha, lambda, delta, cc, options, en_options)

Arguments

x

data matrix with predictors.

y

response vector.

alpha, lambda

EN penalty parameters (NOT adjusted for the number of observations in x).

delta

desired breakdown point of the resulting estimator.

cc

tuning constant for the S-estimator. Default is to chosen based on the breakdown point delta. Should never have to be changed.

options

ignored. Additional options for the initial estimator.

en_options

ignored. Additional options for the EN algorithm.

Value

coeff

A numeric matrix with one initial coefficient per column

objF

A vector of values of the objective function for the respective coefficient

Warning

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

See Also

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