quanf

FastRCS selects the subset of size h that minimizes the I-index criterion. The function <code>quanf</code> determines the size of h based on the rate of contamination the user expects is present in the data.
 This is an internal function not intended to be called 
 by the user.

robust

regression

The FastRCS algorithm of Vakili and Schmitt (2014) for robust fit of the multivariable linear regression model and outliers detection.

Vakili Kaveh

FastRCS

Fits the FastRCS Robust Multivariable Linear Regression Model

Kaveh Vakili

quanf function

<dl> <dt>n</dt>
<dd>Number of rows of the data matrix.</dd> <dt>p</dt>
<dd>Number of columns of the data matrix.</dd><dt>alpha</dt>
<dd>Numeric parameter controlling the size of the active subsets,
	 i.e., <code>"h=quanf(alpha,n,p)"</code>. Allowed
 values are between 0.5 and 1 and the default is 0.5.</dd></dl>

Arguments

Author

Converts alpha values to h-values — quanf

<dl>

 <dt>n</dt>
<dd>Number of rows of the data matrix.</dd>

 <dt>p</dt>
<dd>Number of columns of the data matrix.</dd>

<dt>alpha</dt>
<dd>Numeric parameter controlling the size of the active subsets,
	 i.e., <code>"h=quanf(alpha,n,p)"</code>. Allowed
 values are between 0.5 and 1 and the default is 0.5.</dd>

</dl>

quanf: Converts alpha values to h-values

Description

Usage

Value

Arguments

Author

Examples