multi_cutoff {robust2sls} | R Documentation |
Multiple models, varying cut-off
Description
multi_cutoff()
runs several outlier detection algorithms that differ
in the value of the cut-off that determines whether an observation is
classified as an outlier or not.
Usage
multi_cutoff(gamma, ...)
Arguments
gamma |
A numeric vector representing the probability of falsely
classifying an observation as an outlier. One setting of the algorithm per
element of |
... |
Arguments for specifying the other settings of the outlier
detection algorithm, |
Details
mutli_cutoff
uses the
foreach
and
future
packages to run several models at the
same time in parallel. This means the user has to register a backend and
thereby determine how the code should be executed. The default is
sequential, i.e. not in parallel. See
future::plan()
for details.
Value
A list containing the robust2sls
objects, one per setting of
gamma
. The length of the list therefore corresponds to the length of
the vector gamma
.