Expected value of the number of times a fixed point cluster is found
A rough approximation of the expectation of the number of times a well
separated fixed point
cluster (FPC) of size n
is found in ir
fixed point
iterations of fixreg
.
clusexpect(n, p, cn, ir)
n |
positive integer. Total number of points. |
p |
positive integer. Number of independent variables. |
cn |
positive integer smaller or equal to |
ir |
positive integer. Number of fixed point iterations. |
The approximation is based on the assumption that a well separated FPC
is found iff all p+2
points of the initial coinfiguration come
from the FPC. The value is ir
times the probability for
this. For a discussion of this assumption cf. Hennig (2002).
A number.
Hennig, C. (2002) Fixed point clusters for linear regression: computation and comparison, Journal of Classification 19, 249-276.
round(clusexpect(500,4,150,2000),digits=2)
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