itnumber: Number of regression fixed point cluster iterations
Description
Computes the number of fixed point iterations needed by
fixreg to find mtf times
a fixed point cluster (FPC) of size
cn with an approximated probability of prob. Thought for use within fixreg.
Usage
itnumber(n, p, cn, mtf, prob = 0.95, maxir = 20000)
Arguments
n
positive integer. Total number of points.
p
positive integer. Number of independent variables.
cn
positive integer smaller or equal to n.
Size of the FPC.
prob
number between 0 and 1.
maxir
positive integer. itnumber is set to this value if
it would otherwise be larger.
Details
The computation is based on the binomial distribution with probability
given by clusexpect with ir=1.References
Hennig, C. (2002) Fixed point clusters for linear regression:
computation and comparison, Journal of
Classification 19, 249-276.