glmRob.misclass.control: Control for Misclassification Robust GLM Estimator

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

Control for Misclassification Robust GLM Estimator

Description

Allows users to set parameters for glmRob.

Usage

glmRob.misclass.control(mc.gamma = 0.01, mc.maxit = 30, mc.trc = FALSE,
  mc.tol = 0.001, mc.initial = NULL, ...)

Arguments

mc.gamma	a real number between 0 and 1 that represents the probability of misclassification of a response variable.
mc.maxit	maximum number of iterations.
mc.trc	a logical value indicating whether a trace of the current parameter values is printed to the screen while the algorithm iterates.
mc.tol	convergence threshold.
mc.initial	a vector of initial values to start the iterations. If ommited, the coeficients resulting from a non-robust glm fit are used.
...	additional arguments are ignored.

Value

a list containing the parameters packaged to be used by glmRob. The values for glmRob.misclass.control can be supplied directly in a call to glmRob. These values are filtered through glmRob.misclass.control inside glmRob.

See Also

glmRob

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