Control parameters for the quadratic-vs-Cauchy screen — riposte_screen_control • riposte

Control parameters for the quadratic-vs-Cauchy screen

Usage

riposte_screen_control(
  method = c("shrink", "threshold"),
  threshold = 100,
  lambda = NULL
)

Arguments

method: "shrink" (smooth, the default) or "threshold" (hard switch).
threshold: condition-number cutoff for method = "threshold".
lambda: optional fixed shrinkage; if NULL, chosen from the conditioning of Sigma.

Value

a list of screen settings.