multi_cutoff: Multiple models, varying cut-off

In robust2sls: Outlier Robust Two-Stage Least Squares Inference and Testing

Multiple models, varying cut-off

Description

multi_cutoff() runs several outlier detection algorithms that differ in the value of the cut-off that determines whether an observation is classified as an outlier or not.

Usage

multi_cutoff(gamma, ...)

Arguments

gamma	A numeric vector representing the probability of falsely classifying an observation as an outlier. One setting of the algorithm per element of gamma is being run.
...	Arguments for specifying the other settings of the outlier detection algorithm, outlier_detection.

Details

mutli_cutoff uses the foreach and future packages to run several models at the same time in parallel. This means the user has to register a backend and thereby determine how the code should be executed. The default is sequential, i.e. not in parallel. See future::plan() for details.

Value

A list containing the robust2sls objects, one per setting of gamma. The length of the list therefore corresponds to the length of the vector gamma.

robust2sls documentation built on Jan. 11, 2023, 5:13 p.m.