robustbase: glmrob.control – R documentation

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glmrob.control

Controlling Robust GLM Fitting by Different Methods

Description

These are auxiliary functions as user interface for glmrob fitting when the different methods, "Mqle", "BY", or "MT" are used. Typically only used when calling glmrob.

Usage

glmrobMqle.control(acc = 1e-04, test.acc = "coef", maxit = 50, tcc = 1.345)
glmrobBY.control  (maxit = 1000, const = 0.5, maxhalf = 10)
glmrobMT.control  (cw = 2.1, nsubm = 500, acc = 1e-06, maxit = 200)

Arguments

`acc`	positive convergence tolerance; the iterations converge when ???
`test.acc`	Only "coef" is currently implemented
`maxit`	integer giving the maximum number of iterations.
`tcc`	tuning constant c for Huber's psi-function
`const`	for "BY", the normalizing constant ..

`maxhalf`	for "BY"; the number of halving steps when the gradient itself no longer improves. We have seen examples when increasing `maxhalf` was of relevance.
`cw`	tuning constant c for Tukey's biweight psi-function
`nsubm`	the number of subsamples to take for finding an initial estimate for `method = "MT"`.

Value

A list with the arguments as components.

Author(s)

Andreas Ruckstuhl and Martin Maechler

Examples

str(glmrobMqle.control())
str(glmrobBY.control())
str(glmrobMT.control())

robustbase

Basic Robust Statistics

v0.93-7

GPL (>= 2)

Authors

Martin Maechler [aut, cre] (<https://orcid.org/0000-0002-8685-9910>), Peter Rousseeuw [ctb] (Qn and Sn), Christophe Croux [ctb] (Qn and Sn), Valentin Todorov [aut] (most robust Cov), Andreas Ruckstuhl [aut] (nlrob, anova, glmrob), Matias Salibian-Barrera [aut] (lmrob orig.), Tobias Verbeke [ctb, fnd] (mc, adjbox), Manuel Koller [aut] (mc, lmrob, psi-func.), Eduardo L. T. Conceicao [aut] (MM-, tau-, CM-, and MTL- nlrob), Maria Anna di Palma [ctb] (initial version of Comedian)

Initial release

2021-01-04