a weight function that might depend on a tuning constant.
This function will be evaluated at the square root of the
robust Mahalanobis distances of the covariates divided by their
dimension.
wt.tuning
a tuning constant for
wt.fn.
VALUE:
a list is returned, consisting of these parameters packaged to be
used by
glmRob(). The values for
glmRob.mallows.control() can be supplied
directly in a call to
glmRob(). These values are filtered through
glmRob.mallows.control()
inside
glmRob().
SEE ALSO:
.
EXAMPLES:
glmRob(formula, family, fit.method = 'mallows', mallows.control=glmRob.mallows.control(wt.fn = wt.huber))
glmRob(formula, family, fit.method = 'mallows', wt.tuning = 5)
# These are equivalent