glmRob.mallows.control: Control for Mallows-type Robust GLM Estimator

In robust: Port of the S+ "Robust Library"

Control for Mallows-type Robust GLM Estimator

Description

Allows users to set parameters for glmRob.

Usage

glmRob.mallows.control(wt.fn = wt.carroll, wt.tuning = 8, ...)

Arguments

wt.fn	a weight function that might depend on a tuning constant. This function will be evaluated at the square root of the robust Mahalanobis distances of the covariates divided by their dimension.
wt.tuning	a tuning constant for wt.fn.
...	additional arguments are ignored.

Value

a list is returned, consisting of these parameters packaged to be used by glmRob(). The values for glmRob.mallows.control() can be supplied directly in a call to glmRob(). These values are filtered through glmRob.mallows.control() inside glmRob().

See Also

glmRob.

robust documentation built on Sept. 11, 2024, 5:16 p.m.