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glmRob.misclass.control

Control for Misclassification Robust GLM Estimator


Description

Allows users to set parameters for glmRob.

Usage

glmRob.misclass.control(mc.gamma = 0.01, mc.maxit = 30, mc.trc = FALSE,
  mc.tol = 0.001, mc.initial = NULL, ...)

Arguments

mc.gamma

a real number between 0 and 1 that represents the probability of misclassification of a response variable.

mc.maxit

maximum number of iterations.

mc.trc

a logical value indicating whether a trace of the current parameter values is printed to the screen while the algorithm iterates.

mc.tol

convergence threshold.

mc.initial

a vector of initial values to start the iterations. If ommited, the coeficients resulting from a non-robust glm fit are used.

...

additional arguments are ignored.

Value

a list containing the parameters packaged to be used by glmRob. The values for glmRob.misclass.control can be supplied directly in a call to glmRob. These values are filtered through glmRob.misclass.control inside glmRob.

See Also


robust

Port of the S+ "Robust Library"

v0.5-0.0
GPL-2
Authors
Jiahui Wang, Ruben Zamar <ruben@stat.ubc.ca>, Alfio Marazzi <Alfio.Marazzi@inst.hospvd.ch>, Victor Yohai <vyohai@dm.uba.ar>, Matias Salibian-Barrera <matias@stat.ubc.ca>, Ricardo Maronna <maron@mate.unlp.edu.ar>, Eric Zivot <ezivot@u.washington.edu>, David Rocke <dmrocke@ucdavis.edu>, Doug Martin, Martin Maechler <maechler@stat.math.ethz.ch>, Kjell Konis <kjell.konis@me.com>.
Initial release
2020-03-07

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