RXshrink-internal {RXshrink}R Documentation

Internal RXshrink functions

Description

These are internal functions for printing and calculating quantities such as additive K-factors and multiplicative Delta-Factors that determine a specified M extent-of-shrinkage. RXmstep() is called by RXridge(), RXtrisk() and RXtsimu().

Usage

  RXmstep(mobj, kinc, p, qp, eqm1)

Arguments

mobj Newest objective value for the M-extent-of-shrinkage along a path of shape qp.
kinc Previous additive eigenvalue inflation constant yielding a smaller mobj.
p Number of elements in the regression coefficient vector.
qp Shrinkage path Q-shape parameter.
eqm1 Vector of X'X eigenvalues raised to the power (qp-1).

Value

An output list consisting of two objects:

kinc New, increased value of kinc that produces an M-extent-of-shrinkage = mobj.
d A pxp diagonal matrix of multiplicative shrinkage (delta) factors for the uncorrelated components of the regression coefficient vector.

Author(s)

Bob Obenchain <wizbob@att.net>


[Package RXshrink version 1.0-4 Index]