fitsaemodel.control: Tuning parameters of fitsaemodel

Description Usage Arguments Details Value Author(s) See Also

Description

This function carries global settings and parameter definitions that are used by fitsaemodel (and its derivatives). Modifications of the parameters can be delivered as additional arguments in the fitsaemodel call.

Usage

1
2
fitsaemodel.control(niter = 40, iter = c(200, 200), acc = 1e-05, 
                    dec=0, decorr=0, init="default", ...)

Arguments

niter

integer, defining the maximum number of outer-loop iterations (default: niter=40)

iter

integer or vector of size 2, defining the maximum loops of the inner loops (default: iter=c(200, 200); element 1 refers to beta; element 2 refers to v; note that d has an implicitly defined maxiter of 100 and cannot be modified)

acc

scalar or vector of size 4, defining the numeric tolerance used in the termination rule of the loops (default: acc=1e-05; the positions of elements in the vector of size 4 are: 1=acc outer-loop; 2=acc inner-loop beta; 3=acc inner-loop v; 4=acc inner-loop d).

dec

type of matrix square root (decomposition); dec=0 for SVD (default) or dec=1 for Cholesky decomposition

decorr

in order to robustly decorrelate the residuals, one has to chose decorr=1 (default decorr=0)

init

a character string; specifies by what method the main algorithm is initialized; by default: init="default"; alternatively, (and provided that the robustbase package is installed) one may choose a high-breakdown-point initial estimate: either "lts" (fast LTS regression) or "s" (S-estimate of regression). For datasets with more than 100,000 observations, the former is rather slow. For more details on the initializing methods see the documentation of robustbase ("ltsReg" and "lmrob.S").

...

(will be used in the future)

Details

Caution! Modifying the default values of the parameters may result in convergence failure and/or loss of convergence speed.

Value

(an object used by the robust methods)

Author(s)

Tobias Schoch

See Also

fitsaemodel


rsae documentation built on May 2, 2019, 5:50 p.m.