robustbase (version 0.99-4-1)

nlrob.control: Control Nonlinear Robust Regression Algorithms

Description

Allow the user to specify details for the different nonlinear robust regression algorithms in nlrob.

Usage

nlrob.control(method,
              psi = c("bisquare", "lqq", "welsh", "optimal", "hampel", "ggw"),
              init = c("S", "lts"),
              optimizer = "JDEoptim", optArgs  = list(),
              ...)

Value

a list with several named components. The contents depend quite a bit on the method.

Arguments

method

character string specifying the method

psi

string specifying the psi-function which defines the estimator.

init

for some methods, currently, "MM" only, a string specifying the initial estimator.

optimizer

currently only "JDEoptim" from package DEoptimR.

optArgs

a list of optional arguments to the optimizer. Currently, that is JDEoptim from package DEoptimR.

...

optional arguments depending on method, such as fnscale, tuning.chi or both tuning.chi.tau and tuning.chi.scale; for method = "MM" also optim.control to be passed to the optim(.., hessian=TRUE) call. Internally, nlrob.control() will choose (or check) defaults for the psi/rho/chi related tuning parameters, also depending on the method chosen; see e.g., the ‘Examples’.

See Also

nlrob; for some details, nlrob.algorithms.

Examples

## Show how the different 'method's  have different smart defaults :
str(nlrob.control("MM"))
str(nlrob.control("MM", psi = "hampel"))# -> other tuning.psi.M and tuning.chi.scale defaults
str(nlrob.control("MM", psi = "lqq", tol = 1e-10))# other tuning.psi.M & tuning.chi.scale defaults
str(nlrob.control("tau"))
str(nlrob.control("tau",psi= "lqq"))
str(nlrob.control("CM")) # tuning.chi undefined, unneeded
str(nlrob.control("CM", psi= "optimal"))
str(nlrob.control("mtl"))