robust: glmRob.mallows.control – R documentation

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robust

glmRob.mallows.control

Control for Mallows-type Robust GLM Estimator

Description

Allows users to set parameters for glmRob.

Usage

glmRob.mallows.control(wt.fn = wt.carroll, wt.tuning = 8, ...)

Arguments

`wt.fn`	a weight function that might depend on a tuning constant. This function will be evaluated at the square root of the robust Mahalanobis distances of the covariates divided by their dimension.
`wt.tuning`	a tuning constant for `wt.fn`.
`...`	additional arguments are ignored.

Value

a list is returned, consisting of these parameters packaged to be used by glmRob(). The values for glmRob.mallows.control() can be supplied directly in a call to glmRob(). These values are filtered through glmRob.mallows.control() inside glmRob().