Number of regression fixed point cluster iterations

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Description

Computes the number of fixed point iterations needed by fixreg to find mtf times a fixed point cluster (FPC) of size cn with an approximated probability of prob.

Thought for use within fixreg.

Usage

1
itnumber(n, p, cn, mtf, prob = 0.95, maxir = 20000)

Arguments

n

positive integer. Total number of points.

p

positive integer. Number of independent variables.

cn

positive integer smaller or equal to n. Size of the FPC.

mtf

positive integer.

prob

number between 0 and 1.

maxir

positive integer. itnumber is set to this value if it would otherwise be larger.

Details

The computation is based on the binomial distribution with probability given by clusexpect with ir=1.

Value

An integer.

Author(s)

Christian Hennig c.hennig@ucl.ac.uk http://www.homepages.ucl.ac.uk/~ucakche/

References

Hennig, C. (2002) Fixed point clusters for linear regression: computation and comparison, Journal of Classification 19, 249-276.

See Also

fixreg, clusexpect

Examples

1
  itnumber(500,4,150,2)

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