| ransac_basin_radius | R Documentation |
Support-preservation (basin) radius for a fixed-effects start.
ransac_basin_radius(object, cc = NULL, rho = NULL)
object |
a fitted |
cc |
the rejection point |
rho |
an optional redescending |
Computes the radius r^\star(c) = c\,\sigma / (2 \max_j
\|x_j\|) of the ball around the initial fixed-effects estimate
within which every observation keeps its redescender-support
membership, so the population Hessian stays positive definite (Koller
and Stahel; the RANSAC-RSE basin theorem). Here c is the
rejection point of the redescending \psi — the smallest
x > 0 with \psi(x) = 0. For the bisquare this is the tuning
cutoff (default 4.685); the geometry generalises to any
finite-rejection-point redescender (e.g. lqqPsi) by
finding its rejection point numerically. A redescending \psi is
safe to engage from a start only if the eventual estimate stays within
this radius of the (high-breakdown) start — otherwise the iteration
may leave the basin and converge to a phony solution.
the basin radius r^\star(c) in the units of
\beta (a scalar), with attribute "max_xnorm".
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