Scontrol: Tuning parameters for multivariate S, MM and GS estimates

In FRB: Fast and Robust Bootstrap

Tuning parameters for multivariate S, MM and GS estimates

Description

Tuning parameters for multivariate S, MM and GS estimates as used in FRB functions for multivariate regression, PCA and Hotelling tests. Mainly regarding the fast-(G)S algorithm.

Usage

Scontrol(nsamp = 500, k = 3, bestr = 5, convTol = 1e-10, maxIt = 50)

MMcontrol(bdp = 0.5, eff = 0.95, shapeEff = FALSE, convTol.MM = 1e-07, 
          maxIt.MM = 50, fastScontrols = Scontrol(...), ...)

GScontrol(nsamp = 100, k = 3, bestr = 5, convTol = 1e-10, maxIt = 50)

Arguments

nsamp	number of random subsamples to be used in the fast-(G)S algorithm
k	number of initial concentration steps performed on each subsample candidate
bestr	number of best candidates to keep for full iteration (i.e. concentration steps until convergence)
convTol	relative convergence tolerance for estimates used in (G)S-concentration iteration
maxIt	maximal number of steps in (G)S-concentration iteration
bdp	breakdown point of the MM-estimates; usually equals 0.5
eff	Gaussian efficiency of the MM-estimates; usually set at 0.95
shapeEff	logical; if TRUE, eff is with regard to shape-efficiency, otherwise location-efficiency
convTol.MM	relative convergence tolerance for estimates used in MM-iteration
maxIt.MM	maximal number of steps in MM-iteration
fastScontrols	the tuning parameters of the initial S-estimate
...	allows for any individual parameter from Scontrol to be set directly

Details

The default number of random samples is lower for GS-estimates than for S-estimates, because computations regarding the former are more demanding.

Value

A list with the tuning parameters as set by the arguments.

Author(s)

Gert Willems and Ella Roelant

References

• S. Van Aelst and G. Willems (2013), Fast and robust bootstrap for multivariate inference: The R package FRB. Journal of Statistical Software, 53(3), 1–32. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.18637/jss.v053.i03")}.

See Also

GSest_multireg, Sest_multireg, MMest_multireg, Sest_twosample, MMest_twosample, FRBpcaS, ...

Examples

## Show the default settings:
str(Scontrol())
str(MMcontrol())
str(GScontrol())

FRB documentation built on Oct. 7, 2024, 5:09 p.m.