Usage
mob_control(alpha = 0.05, bonferroni = TRUE, minsplit = 20, trim = 0.1,
objfun = deviance, breakties = FALSE, parm = NULL, verbose = FALSE)
Arguments
alpha
numeric significance level. A node is splitted when
the (possibly Bonferroni-corrected) $p$ value for any parameter
stability test in that node falls below alpha
.
bonferroni
logical. Should $p$ values be Bonferroni corrected?
minsplit
integer. The minimum number of observations (sum of the
weights) in a node.
trim
numeric. This specifies the trimming in the parameter instability
test for the numerical variables. If smaller than 1, it is interpreted
as the fraction relative to the current node size.
objfun
function. A function for extracting the minimized value of
the objective function from a fitted model in a node.
breakties
logical. Should ties in numeric variables be broken
randomly for computing the associated parameter instability test?
parm
numeric or character. Number or name of model parameters
included in the parameter instability tests (by default all parameters
are included).
verbose
logical. Should information about the fitting process
of mob
(such as test statistics, $p$ values, selected
splitting variables and split points) be printed to the screen?