glmRob.mallows.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.mallows.control function

<dl>
<dt>wt.fn</dt>
<dd>a weight function that might depend on a tuning constant. This function will be evaluated at the square root of the robust Mahalanobis distances of the covariates divided by their dimension.</dd>
<dt>wt.tuning</dt>
<dd>a tuning constant for <code>wt.fn</code>.</dd>
<dt>...</dt>
<dd>additional arguments are ignored.</dd></dl>

Arguments

Control for Mallows-type Robust GLM Estimator — glmRob.mallows.control

<dl>


<dt>wt.fn</dt>
<dd>a weight function that might depend on a tuning constant. This function will be evaluated at the square root of the robust Mahalanobis distances of the covariates divided by their dimension.</dd>


<dt>wt.tuning</dt>
<dd>a tuning constant for <code>wt.fn</code>.</dd>


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

</dl>

Control for Mallows-type Robust GLM Estimator

glmRob.mallows.control: Control for Mallows-type Robust GLM Estimator

Description

Usage

Value

Arguments

See Also