cov_control: Tuning parameters for Huber M-estimation of location and...

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/control.R

Description

Obtain a list with tuning paramters for cov_Huber.

Usage

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cov_control(prob = 0.95, max_iterations = 200, tol = 1e-07)

Arguments

prob

numeric; probability for the quantile of the chi-squared distribution to be used as cutoff point in the Huber weight function (defaults to 0.95).

max_iterations

an integer giving the maximum number of iterations in the iteratively reweighted algorithm.

tol

a small positive numeric value to be used to determine convergence of the iteratively reweighted algorithm.

Value

A list with components corresponding to the arguments.

Author(s)

Andreas Alfons

References

Huber, P.J. (1981) Robust statistics. John Wiley & Sons.

See Also

cov_Huber

Examples

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data("BSG2014")

# run fast and robust bootstrap test
ctrl <- cov_control(prob = 0.95)
test <- test_mediation(BSG2014,
                       x = "ValueDiversity",
                       y = "TeamCommitment",
                       m = "TaskConflict",
                       method = "covariance",
                       control = ctrl)
summary(test)

robmed documentation built on Nov. 5, 2018, 5:06 p.m.