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robustlmm (version 3.5.0-2)

ransac_basin_radius: Redescender basin (support-preservation) radius

Description

Support-preservation (basin) radius for a fixed-effects start.

Usage

ransac_basin_radius(object, cc = NULL, rho = NULL)

Value

the basin radius \(r^\star(c)\) in the units of

\(\beta\) (a scalar), with attribute "max_xnorm".

Arguments

object

a fitted lmerMod or rlmerMod supplying the error scale \(\sigma\) and the fixed-effects design matrix.

cc

the rejection point \(c\) of the redescender. If NULL and rho is supplied, \(c\) is the rejection point of rho found numerically; if both are NULL, the bisquare default 4.685.

rho

an optional redescending psi_func_rcpp (e.g. bisquarePsi, lqqPsi) whose rejection point supplies \(c\) when cc is NULL.

Details

Computes the radius \(r^\star(c) = c\,\sigma / (2 \max_j \|x_j\|)\) of the ball around the initial fixed-effects estimate within which every observation keeps its redescender-support membership, so the population Hessian stays positive definite (Koller and Stahel; the RANSAC-RSE basin theorem). Here \(c\) is the rejection point of the redescending \(\psi\) --- the smallest \(x > 0\) with \(\psi(x) = 0\). For the bisquare this is the tuning cutoff (default 4.685); the geometry generalises to any finite-rejection-point redescender (e.g. lqqPsi) by finding its rejection point numerically. A redescending \(\psi\) is safe to engage from a start only if the eventual estimate stays within this radius of the (high-breakdown) start --- otherwise the iteration may leave the basin and converge to a phony solution.