Minimum size of regression fixed point cluster
Computes the minimum size of a fixed point cluster (FPC) which is
found at least mtf times with approximated
probability prob by
ir fixed point iterations of fixreg.
Thought for use within fixreg.
minsize(n, p, ir, mtf, prob = 0.5)
n |
positive integer. Total number of points. |
p |
positive integer. Number of independent variables. |
ir |
positive integer. Number of fixed point iterations. |
mtf |
positive integer. |
prob |
numerical between 0 and 1. |
The computation is based on the binomial distribution with probability
given by clusexpect with ir=1.
An integer.
Hennig, C. (2002) Fixed point clusters for linear regression: computation and comparison, Journal of Classification 19, 249-276.
minsize(500,4,7000,2)
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