Robust Generalized Multistage Estimate (RGME) for heteroscedastic error case, robust form of CLsME (See dfr.hetroLS)
dfr.robhetroLS(formula, data, start = getInitial(formula, data), control =
nlr.control(tolerance = 0.001, minlanda = 1/2^10,
maxiter = 25 * length(start)), robfunc, varmodel, tau = varmodel$par, method = "NM", ...)nl.form object of the nonlinear function model.
list of data include responce and predictor.
list of parameter values of nonlinear model function (\(\theta\). in \(f(x,\theta)\)).
list of nlr.control for controling convergence criterions.
nl.form object of robust function used for downgrading.
nl.fomr object of variance function model for heteroscedastic variance.
list of initial values for variance model function varmodel argument.
="NLM" means using nlmest.NLM function,or ="NM" means using derivative free nlmest.NM function
extra arguments to nonlinear regression model, heteroscedastic variance function, robust loss function or its tuning constants.
return object nl.fitt.rgn for nonlinear regression wuth heterogeneous error.
nonlinear regression parameter estimate of \(\theta\).
of fited model.
nl.form object of called nonlinear regression model.
computed response.
computed (right side of formula) at estimated parameter with gradient and hessian attributes.
list of curvatures, see curvature function.
matrix of convergence history, collumns include: convergence index, parameters, minimized objective function, convergence criterion values, or other values. These values will be used in plot function in ploting history.
fittmethod object of method used for fitt.
list of called data.
Object of class "callorNULL" source function called for fitt.
Fault object of error, if no error Fault number = 0 will return back.
robust loss value including gradient and hessain attributes.
computed robust rho function, including gradient and hessain attributes.
estimated residuals, including gradient and hessain attributes.
curvature
nl.form object of robust loss rho function.
covariance matrix, diagonal of variance model predicted values.
cholesky decomposition of vm.
transformed of response by rm, include gradinet and hessian attributes.
transformed of predictor by rm, include gradinet and hessian attributes.
nl.fitt.rob object of fited variance odel:
parametersestimate of variance parameter \(\tau\)
formnl.form object of called varmodel.
predictorvariance model computed at estimated parameter, \(H(x;\hat\tau)\)
responsesample variance computed used as response variable.
historymatrix of convergence history, collumns include: convergence index, parameters, minimized objective function, convergence criterion values, or other values.
methodfittmethod object of method used for fitt.
dataresponse (\(z_i\)) and predictor t variable values, used to computing the variance model.
sourcefncObject of class "callorNULL" source function called for fitt.
FaultFault object of error, if no error Fault number = 0 will return back.
hthetarobust loss value including gradient and hessain attributes, for variance model. In fact is loglikelihood values.
rhocomputed robust rho function, including gradient and hessain attributes.
Robustified form of Least square based estimate for nonlinear regression with hetroscedastic error when variance is a general function of unkown parameters.
Riazoshams, H. (2012), Robustifying the Least Squares estimate of parameters of variance model function in nonlinear regression with heteroscedastic variance, Poster Presentation, Royal Statistical Society Conference (RSS) 2012, Telford, UK.
dfr.hetro, nlr.control, fittmethod, nl.form, nl.fitt.rob, nl.fitt.rgn, nlr.control, nl.robhetroLS, dfr.hetroLS
# NOT RUN {
"dfr.robhetroLS"
# }
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