Control numerical details of fMCP and fSCAD fitting
Usage
fmcp_control(
max_iter = 100L,
tol = 1e-08,
norm_floor = 1e-08,
cutoff = 1e-06,
refit = TRUE,
trace = FALSE,
keep_matrices = FALSE
)Arguments
- max_iter
Positive integer. Maximum local quadratic approximation iterations for each tuning-parameter combination.
- tol
Positive number. Relative coefficient convergence tolerance.
- norm_floor
Positive number used only to stabilize division by an interval norm near zero.
- cutoff
Nonnegative absolute threshold applied to B-spline coefficients after optimization. Coefficients below this threshold are set exactly to zero.
- refit
Logical. If
TRUE, refit the roughness-penalized model on the selected B-spline coefficients after thresholding.- trace
Logical. If
TRUE, retain per-candidate objective traces.- keep_matrices
Logical. If
TRUE, retain design and penalty matrices in the returned fit. This is useful for diagnostics and testing but may substantially increase object size.