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.