glmRob.cubif.control

Allows users to set parameters for <code>glmRob</code>.

robust

regression

Methods for robust statistics, a state of the art in the early
2000s, notably for robust regression and robust multivariate analysis.

Valentin Todorov

Port of the S+ "Robust Library"

Jiahui Wang

Ruben Zamar

Alfio Marazzi

Victor Yohai

Matias Salibian-Barrera

Ricardo Maronna

Eric Zivot

David Rocke

Doug Martin

Martin Maechler

Kjell Konis

glmRob.cubif.control function

<dl><dt>epsilon</dt>
<dd>a positive numeric values specifying the convergence threshold for the parameters.</dd>
<dt>maxit</dt>
<dd>a positive integer giving the maximum number of iterations.</dd>
<dt>bpar</dt>
<dd>bpar</dd>
<dt>cpar</dt>
<dd>a single positive numeric value specifying the tuning constant for the initial estimate. This is the truncation value for the likelihood equation for the initial estimate. It determines the starting point of the iterative algorithm to calculate the final estimate.</dd>
<dt>trc</dt>
<dd>a logical value. If <code>TRUE</code> the number of the current iteration is printed on the screen.</dd>
<dt>...</dt>
<dd>additional arguments are ignored.</dd></dl>

Arguments

Control Parameters for the Bounded Influence Robust GLM Estimator — glmRob.cubif.control

<dl>

<dt>epsilon</dt>
<dd>a positive numeric values specifying the convergence threshold for the parameters.</dd>


<dt>maxit</dt>
<dd>a positive integer giving the maximum number of iterations.</dd>


<dt>bpar</dt>
<dd>bpar</dd>


<dt>cpar</dt>
<dd>a single positive numeric value specifying the tuning constant for the initial estimate. This is the truncation value for the likelihood equation for the initial estimate. It determines the starting point of the iterative algorithm to calculate the final estimate.</dd>


<dt>trc</dt>
<dd>a logical value. If <code>TRUE</code> the number of the current iteration is printed on the screen.</dd>


<dt>...</dt>
<dd>additional arguments are ignored.</dd>

</dl>

Control Parameters for the Bounded Influence Robust GLM Estimator

glmRob.cubif.control: Control Parameters for the Bounded Influence Robust GLM Estimator

Description

Usage

Value

Arguments

See Also