glmrob.control function

Controlling Robust GLM Fitting by Different Methods

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.

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".

Returns

A list with the arguments as components.

Author(s)

Andreas Ruckstuhl and Martin Maechler

See Also

glmrob

Examples

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