R: Controlling Robust GLM Fitting by Different Methods

glmrob..control {robustbase} | R Documentation

## Controlling Robust GLM Fitting by Different Methods

### Description

These are auxiliary functions as user interface for `glmrob` fitting when the different methods, `"Mqle"`, `"BY"`, or `"MT"` are used. Typically only used when calling `glmrob`.

### Usage

    glmrobMqle.control(acc = 1e-04, test.acc = "coef", maxit = 50, tcc = 1.345)
    glmrobBY.control  (maxit = 1000, const = 0.5, maxhalf = 10)
    glmrobMT.control  (cw = 2.1, nsubm = 500, acc = 1e-06, maxit = 200)

### Arguments

`acc` | positive convergence tolerance; the iterations converge when ???
`test.acc` | Only "coef" is currently implemented
`maxit` | integer giving the maximum number of iterations.
`tcc` | tuning constant c for Huber's psi-function
`const` | for "BY", the normalizing constant ..

`maxhalf` | for "BY"; the number of halving steps when the gradient itself no longer improves. We have seen examples when increasing `maxhalf` was of relevance.
`cw` | tuning constant c for Tukey's biweight psi-function
`nsubm` | the number of subsamples to take for finding an initial estimate for `method = "MT"`.

### Value

A `list` with the arguments as components.

### Author(s)

Andreas Ruckstuhl and Martin Maechler

### See Also

`glmrob`

### Examples

    str(glmrobMqle.control())
    str(glmrobBY.control())
    str(glmrobMT.control())

[Package robustbase version 0.95-0 Index]