itnumber: Number of regression fixed point cluster iterations
Description
Computes the number of fixed point iterations needed by
fixreg
to find mtf
times
a fixed point cluster (FPC) of size
cn
with an approximated probability of prob
.
Thought for use within fixreg
.
Usage
itnumber(n, p, cn, mtf, prob = 0.95, maxir = 20000)
Arguments
- n
positive integer. Total number of points.
- p
positive integer. Number of independent variables.
- cn
positive integer smaller or equal to n
.
Size of the FPC.
- mtf
positive integer.
- prob
number between 0 and 1.
- maxir
positive integer. itnumber
is set to this value if
it would otherwise be larger.
Details
The computation is based on the binomial distribution with probability
given by clusexpect
with ir=1
.
References
Hennig, C. (2002) Fixed point clusters for linear regression:
computation and comparison, Journal of
Classification 19, 249-276.