heckitrob.control {ssmrob} | R Documentation |
Auxiliary for Controlling Robust Fitting
Description
Auxiliary function used for fitting the sample selection models. Contains control sequences, tuning constants and robustness weight functions.
Usage
heckitrob.control(acc = 1e-04, test.acc = "coef", maxit = 50, maxitO = 50,
weights.x1 = c("none", "hat", "robCov", "covMcd"),
weights.x2 = c("none", "hat", "robCov", "covMcd"),
tcc = 1.345, t.c = 1.345)
Arguments
acc |
positive convergence level |
test.acc |
only "coef" is currently implemented |
maxit |
integer giving the maximum number of iterations: selection equation |
maxitO |
integer giving the maximum number of iterations: outcome equation |
weights.x1 |
vector of robustness weights controlling for the leverage effect in the selection equation |
weights.x2 |
vector of robustness weights controlling for the leverage effect in the outcome equation |
tcc |
tuning constant c for Huber's psi-function for the selection stage |
t.c |
tuning constant c for Huber's psi-function for the outcome stage |
Value
A list with the arguments as components.
Author(s)
Mikhail Zhelonkin, Marc G. Genton, Elvezio Ronchetti
[Package ssmrob version 1.0 Index]