define_rho_parameters: Determines parameters of rho-function.

In eh-in-r/RCTS: Clustering Time Series While Resisting Outliers

Determines parameters of rho-function.

Description

Robust updating of group membership is based on a rho function (instead of the non-robust quadratic function) on the norm of the errors. This requires parameters of location and scale. They are defined here (currently as median and madn). This function is applied on the estimated errors: Y - XB - FL - FgLg. This function is used in update_g().

Usage

define_rho_parameters(object = NULL)

Arguments

object

input

Value

list

eh-in-r/RCTS documentation built on May 19, 2023, 1:09 p.m.