glmrob.control: Controlling Robust GLM Fitting by Different Methods

In robustbase: Basic Robust Statistics

Controlling Robust GLM Fitting by Different Methods

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

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

str(glmrobMqle.control())
str(glmrobBY.control())
str(glmrobMT.control())

robustbase documentation built on Sept. 27, 2024, 5:09 p.m.