MMreg_control
objectCreates an object of class MMreg_control
to be used with the fsreg()
function,
containing various control parameters for calling the MATLAB function MMreg()
.
MMreg_control(intercept = TRUE, InitialEst, Soptions, eff, effshape,
rhofunc = c("bisquare", "optimal", "hyperbolic", "hampel"), rhofuncparam,
refsteps = 3, tol = 1e-07, conflev,
msg = TRUE, nocheck = FALSE, plot = FALSE)
Indicator for constant term. Scalar. If intercept=TRUE
,
a model with constant term will be fitted (default), else,
no constant term will be included.
Starting values of the MM-estimator, a list with the fiollowing
elements: loc
, a $p x 1$ vector, location vector estimate and
scale
, a scaler, estimate of the scale. If empty (default) the program
will use S estimators. In this last case it is possible to specify the
options given in function Sreg.
Options to pass to Sreg, an Sreg_control
object.
The options are: Srhofunc, Snsamp, Srefsteps, Sreftol, Srefstepsbestr, Sreftolbestr, Sminsctol, Sbestr.
See function Sreg_control
for more details on these options.
It is necessary to add to the S options the letter S at the beginning. For example, if you want to use the optimal rho function the supplied option is 'Srhofunc','optimal'. For example, if you want to use 3000 subsets, the supplied option is 'Snsamp',3000
Scalar defining nominal efficiency (i.e. a number between 0.5 and 0.99). The default value is 0.95.
Location or scale efficiency. If effshape=1
efficiency refers to shape efficiency else (default) efficiency
refers to location efficiency.
Specifies the rho function which must be used to weight the residuals. Possible values are 'bisquare' 'optimal' 'hyperbolic' 'hampel'.
'bisquare' uses Tukey's rho and psi functions. See TBrho and TBpsi.
'optimal' uses optimal rho and psi functions. See OPTrho and OPTpsi.
'hyperbolic' uses hyperbolic rho and psi functions. See HYPrho and HYPpsi.
'hampel' uses Hampel rho and psi functions. See HArho and HApsi.
The default is 'bisquare'.
Additional parameters for the specified rho function. For hyperbolic rho function it is possible to set up the value of k = sup CVC (the default value of k is 4.5).
For Hampel rho function it is possible to define parameters a, b and c (the default values are a=2, b=4, c=8)
Number of refining iterations in each subsample (default is refsteps=3
).
refsteps = 0
means "raw-subsampling" without iterations.
Scalar controlling tolerance in the MM loop. The default value is tol=1e-6
Confidence level which is used to declare units as outliers. Usually conflev=0.95, 0.975, 0.99 (individual alpha) or conflev=1-0.05/n, 1-0.025/n, 1-0.01/n (simultaneous alpha). Default value is 0.975
Controls whether to display or not messages on the screen If msg==1
(default)
messages are displayed on the screen about step in which signal took place else
no message is displayed on the screen.
Check input arguments, scalar. If nocheck=TRUE
no check is performed
on matrix y
and matrix X
. Notice that y
and X
are left unchanged. In other words the additional column of ones for the
intercept is not added. As default nocheck=FALSE
.
Plot on the screen. Scalar. If plots=TRUE
the plot of minimum deletion
residual with envelopes based on n observations and the scatterplot matrix with
the outliers highlighted is produced. If plots=2
the user can also monitor
the intermediate plots based on envelope superimposition.
If plots=FALSE
(default) no plot is produced.
An object of class "MMreg_control"
which is basically a
list
with components the input arguments of
the function mapped accordingly to the corresponding Matlab function.
Creates an object of class MMreg_control
to be used with the fsreg()
function,
containing various control parameters.
See Also as FSR_control
, MMreg_control
and LXS_control
# NOT RUN {
# }
# NOT RUN {
## (out <- fsreg(Y~., data=hbk, method="MM", control=MMreg_control(eff=0.99, rhofunc="optimal")))
(out <- fsreg(Y~., data=hbk, method="MM", control=MMreg_control(eff=0.99)))
# }
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