MMregeda_control objectCreates an object of class MMregeda_control to be used with the fsreg() function,
containing various control parameters.
MMregeda_control(intercept = TRUE, InitialEst, Soptions, eff, effshape,
refsteps = 3, tol = 1e-07, conflev, 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
Vector defining nominal efficiency (i.e. a series of numbers
between 0.5 and 0.99). The default value is the sequence seq(0.5, 0.99, 0.01)
Location or scale efficiency. If effshape=1
efficiency refers to shape efficiency else (default) efficiency
refers to location efficiency.
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
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 "MMregeda_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 MMregeda_control to be used with the fsreg() function,
containing various control parameters.
See Also as FSR_control, Sreg_control, MMreg_control and LXS_control
# NOT RUN {
(out <- fsreg(Y~., data=hbk, method="MM", monitoring=TRUE,
control=MMregeda_control(eff=seq(0.75, 0.99, 0.01))))
# }
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