Generate a Robust Family Object

DESCRIPTION:

Generates a new family object, with its component functions suitably modified to perform a robust version of the glm or gam fit.

USAGE:

robust(family = gaussian, scale=0, k=1.345, maxit=10) 

OPTIONAL ARGUMENTS:

family
a family object, as produced by gaussian, binomial, poisson, etc.
scale
a scale parameter can be supplied. If omitted, a robust scale is estimated based on a scale of 1 and the fit of the first glm or gam iteration.
k
a threshold used in the computation of the robustness weights.
maxit
the maximum number of iterations.

VALUE:

a new family object, with its component functions suitably modified to perform a robust version of the glm or gam fit.

DETAILS:

Provides a method not greatly affected by outliers. Gives a good fit to the bulk of the data.

SEE ALSO:

, , , , .

EXAMPLES:

# Fit a linear model robustly 
glm(formula, family=robust) 
# Fit a generalized additive model robustly 
gam(formula, family=robust(binomial))