glmrob.control: Controlling Robust GLM Fitting by Different Methods

Description Usage Arguments Value Author(s) See Also Examples

Description

These are auxiliary functions as user interface for glmrob fitting when the different methods, "Mqle", "BY", or "MT" are used. Typically only used when calling glmrob.

Usage

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glmrobMqle.control(acc = 1e-04, test.acc = "coef", maxit = 50, tcc = 1.345)
glmrobBY.control  (maxit = 1000, const = 0.5, maxhalf = 10)
glmrobMT.control  (cw = 2.1, nsubm = 500, acc = 1e-06, maxit = 200)

Arguments

acc

positive convergence tolerance; the iterations converge when ???

test.acc

Only "coef" is currently implemented

maxit

integer giving the maximum number of iterations.

tcc

tuning constant c for Huber's psi-function

const

for "BY", the normalizing constant ..

maxhalf

for "BY"; the number of halving steps when the gradient itself no longer improves. We have seen examples when increasing maxhalf was of relevance.

cw

tuning constant c for Tukey's biweight psi-function

nsubm

the number of subsamples to take for finding an initial estimate for method = "MT".

Value

A list with the arguments as components.

Author(s)

Andreas Ruckstuhl and Martin Maechler

See Also

glmrob

Examples

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robustbase documentation built on May 30, 2017, 12:48 a.m.