Controlling Robust GLM Fitting by Different Methods

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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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