rht.control: Control function for rht

Description Usage Arguments Details Value Author(s)

View source: R/rht.control.R

Description

This function specifies the parameters needed to compute robust estimators

Usage

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rht.control(acc = 1e-06, steps = 50, asymmetric = FALSE, 
            quietly = FALSE, exact = FALSE, ddigits = 3, ...)

Arguments

acc

scalar; determines the precision in the termination rule of the IRWLS algorithm

steps

scalar (integer); determines the maximal number of IRWLS iterations

asymmetric

logical; FALSE gives symmetric (standard) Huber psi-function (default); TRUE gives the asymmetric Huber psi-function

quietly

logical; default is FALSE; if quietly is TRUE, the text/message output (stdout) of all algorithms is suppressed (this is useful in simulation studies)

exact

locial; if TRUE the exact asymptotic variance of the M-estimator is computed, where exact means that the variance of the scale estimate is considered; if FALSE, the contribution of the scale variance is neglected (default).

ddigits

scalar (integer); determines the number of relevant decimal digits to be reported (default=3)

...

additional specifications

Details

The user may specify parameters differently if needed. Notably, if the algorithm fails to converge, one may consider modifying the number of iterations (steps) and/or the precision (acc).

Value

A list consisting of the parameter values.

Author(s)

Tobias Schoch


rhte documentation built on May 2, 2019, 6:24 p.m.