glmRob.mallows.control {robust}R Documentation

Control for Mallows-type Robust GLM Estimator

Description

Allows users to set parameters for glmRob.

Usage

glmRob.mallows.control(wt.fn = wt.carroll, wt.tuning = 8, ...)

Arguments

wt.fn 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.
wt.tuning a tuning constant for wt.fn.
... additional arguments are ignored.

Value

a list is returned, consisting of these parameters packaged to be used by glmRob(). The values for glmRob.mallows.control() can be supplied directly in a call to glmRob(). These values are filtered through glmRob.mallows.control() inside glmRob().

See Also

glmRob.


[Package robust version 0.3-4 Index]