nlrob-algos.RdCompute an MM-estimator for nonlinear robust (constrained) regression.
Compute a Tau-estimator for nonlinear robust (constrained) regression.
Compute a “Constrained M” (=: CM) estimator for nonlinear robust (constrained) regression.
Compute a “Maximum Trimmed Likelihood” (=: MTL) estimator for nonlinear robust (constrained) regression.
## You can *not* call the nlrob(*, method = <M>) like this ==> see help(nlrob)
## ------- ===== ------------------------------------------
nlrob.MM(formula, data, lower, upper,
tol = 1e-06,
psi = c("bisquare", "lqq", "optimal", "hampel"),
init = c("S", "lts"),
ctrl = nlrob.control("MM", psi = psi, init = init, fnscale = NULL,
tuning.chi.scale = .psi.conv.cc(psi, .Mchi.tuning.defaults[[psi]]),
tuning.psi.M = .psi.conv.cc(psi, .Mpsi.tuning.defaults[[psi]]),
optim.control = list(), optArgs = list(...)),
...)
nlrob.tau(formula, data, lower, upper,
tol = 1e-06, psi = c("bisquare", "optimal"),
ctrl = nlrob.control("tau", psi = psi, fnscale = NULL,
tuning.chi.scale = NULL, tuning.chi.tau = NULL,
optArgs = list(...)),
...)
nlrob.CM(formula, data, lower, upper,
tol = 1e-06,
psi = c("bisquare", "lqq", "welsh", "optimal", "hampel", "ggw"),
ctrl = nlrob.control("CM", psi = psi, fnscale = NULL,
tuning.chi = NULL, optArgs = list(...)),
...)
nlrob.mtl(formula, data, lower, upper,
tol = 1e-06,
ctrl = nlrob.control("mtl", cutoff = 2.5, optArgs = list(...)),
...)nonlinear regression formula, using both
variable names from data and parameter names from either
lower or upper.
data to be used, a data.frame
bounds aka “box constraints” for all the
parameters, in the case "CM" and "mtl" these must include the error
standard deviation as "sigma", see nlrob()
about its names, etc.
Note that one of these two must be a properly “named”, e.g.,
names(lower) being a character vector of parameter names
(used in formula above).
numerical convergence tolerance.
see nlrob.control.
a list, typically the result of a call to
nlrob.control.
..
an R object of class "nlrob.<meth>", basically a
list with components
Copyright 2013, Eduardo L. T. Conceicao. Available under the GPL (>= 2)
Currently, all four methods use JDEoptim()
from DEoptimR, which subsamples using sample().
From R version 3.6.0, sample depends on
RNGkind(*, sample.kind), such that exact reproducibility of
results from R versions 3.5.3 and earlier requires setting
RNGversion("3.5.0").
In any case, do use set.seed() additionally for reproducibility!
For "MTL":
Maronna, Ricardo A., Martin, R. Douglas, and Yohai, Victor J. (2006).
Robust Statistics: Theory and Methods Wiley, Chichester, p. 133.
Yohai, V.J. (1987) High breakdown-point and high efficiency robust estimates for regression. The Annals of Statistics 15, 642–656.
Yohai, V.J., and Zamar, R.H. (1988). High breakdown-point estimates of regression by means of the minimization of an efficient scale. Journal of the American Statistical Association 83, 406–413.
Mendes, B.V.M., and Tyler, D.E. (1996) Constrained M-estimation for regression.
In: Robust Statistics, Data Analysis and Computer Intensive Methods, Lecture Notes in Statistics 109, Springer, New York, 299–320.
Hadi, Ali S., and Luceno, Alberto (1997). Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms. Computational Statistics & Data Analysis 25, 251–272.
Gervini, Daniel, and Yohai, Victor J. (2002). A class of robust and fully efficient regression estimators. The Annals of Statistics 30, 583–616.
DNase1 <- DNase[DNase$Run == 1,]
form <- density ~ Asym/(1 + exp(( xmid -log(conc) )/scal ))
pnms <- c("Asym", "xmid", "scal")
set.seed(47) # as these by default use randomized optimization:
fMM <- robustbase:::nlrob.MM(form, data = DNase1,
lower = setNames(c(0,0,0), pnms), upper = 3,
## call to nlrob.control to pass 'optim.control':
ctrl = nlrob.control("MM", optim.control = list(trace = 1),
optArgs = list(trace = TRUE)))
#> 1 : < 0.05069941 > ( 0.05299046 ) 2.006964 1.450969 1.199327
#> 2 : < 0.04523961 > ( 0.05299046 ) 2.006964 1.450969 1.199327
#> 3 : < 0.02986584 > ( 0.05299046 ) 2.006964 1.450969 1.199327
#> 4 : < 0.0264096 > ( 0.05299046 ) 2.006964 1.450969 1.199327
#> 5 : < 0.02894298 > ( 0.02079043 ) 2.705921 1.706303 1.068746
#> 6 : < 0.02603563 > ( 0.02079043 ) 2.705921 1.706303 1.068746
#> 7 : < 0.01986311 > ( 0.02079043 ) 2.705921 1.706303 1.068746
#> 8 : < 0.01609618 > ( 0.02079043 ) 2.705921 1.706303 1.068746
#> 9 : < 0.01455267 > ( 0.02079043 ) 2.705921 1.706303 1.068746
#> 10 : < 0.01243339 > ( 0.02079043 ) 2.705921 1.706303 1.068746
#> 11 : < 0.01072001 > ( 0.01920318 ) 2.575602 1.693522 1.07722
#> 12 : < 0.009677451 > ( 0.01920318 ) 2.575602 1.693522 1.07722
#> 13 : < 0.009602394 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 14 : < 0.008188723 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 15 : < 0.006119826 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 16 : < 0.005292673 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 17 : < 0.003710545 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 18 : < 0.002748527 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 19 : < 0.002485876 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 20 : < 0.002063535 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 21 : < 0.001470831 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 22 : < 0.001417322 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 23 : < 0.001409855 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 24 : < 0.001389385 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 25 : < 0.001389385 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 26 : < 0.001286905 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 27 : < 0.001286905 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 28 : < 0.001123711 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 29 : < 0.001123711 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 30 : < 0.0009308617 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 31 : < 0.0009173112 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 32 : < 0.0007617063 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 33 : < 0.0007617063 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 34 : < 0.0007703871 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 35 : < 0.0007703871 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 36 : < 0.0007703871 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 37 : < 0.0007572125 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 38 : < 0.0007273438 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 39 : < 0.0006588138 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 40 : < 0.0006588138 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 41 : < 0.0006588138 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 42 : < 0.0006490691 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 43 : < 0.0006064914 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 44 : < 0.0006064914 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 45 : < 0.000550097 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 46 : < 0.0005228653 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 47 : < 0.0006788435 > ( 0.0133622 ) 2.528541 1.713568 1.103098
#> 48 : < 0.0006788435 > ( 0.0133622 ) 2.528541 1.713568 1.103098
#> 49 : < 0.0006788435 > ( 0.0133622 ) 2.528541 1.713568 1.103098
#> 50 : < 0.000645026 > ( 0.0133622 ) 2.528541 1.713568 1.103098
#> 51 : < 0.0006275806 > ( 0.0133622 ) 2.528541 1.713568 1.103098
#> 52 : < 0.0005851229 > ( 0.0133622 ) 2.528541 1.713568 1.103098
#> 53 : < 0.0005123287 > ( 0.0133622 ) 2.528541 1.713568 1.103098
#> 54 : < 0.0007941211 > ( 0.01118383 ) 2.500988 1.681037 1.099034
#> 55 : < 0.0007760146 > ( 0.01118383 ) 2.500988 1.681037 1.099034
#> 56 : < 0.0007760146 > ( 0.01118383 ) 2.500988 1.681037 1.099034
#> 57 : < 0.0007760146 > ( 0.01118383 ) 2.500988 1.681037 1.099034
#> 58 : < 0.0007607864 > ( 0.01118383 ) 2.500988 1.681037 1.099034
#> 59 : < 0.0007607864 > ( 0.01118383 ) 2.500988 1.681037 1.099034
#> 60 : < 0.0008091312 > ( 0.01080434 ) 2.500988 1.681037 1.100433
#> 61 : < 0.000736377 > ( 0.01080434 ) 2.500988 1.681037 1.100433
#> 62 : < 0.000736377 > ( 0.01080434 ) 2.500988 1.681037 1.100433
#> 63 : < 0.0008071798 > ( 0.01019707 ) 2.566007 1.746734 1.11744
#> 64 : < 0.0007727917 > ( 0.01019707 ) 2.566007 1.746734 1.11744
#> 65 : < 0.0007727917 > ( 0.01019707 ) 2.566007 1.746734 1.11744
#> 66 : < 0.0006622312 > ( 0.01019707 ) 2.566007 1.746734 1.11744
#> 67 : < 0.0005160917 > ( 0.01019707 ) 2.566007 1.746734 1.11744
#> 68 : < 0.0005086453 > ( 0.01019707 ) 2.566007 1.746734 1.11744
#> 69 : < 0.0005760943 > ( 0.009832042 ) 2.554514 1.741773 1.121975
#> 70 : < 0.0006680199 > ( 0.009093679 ) 2.570388 1.745766 1.122237
#> 71 : < 0.00059494 > ( 0.009093679 ) 2.570388 1.745766 1.122237
#> 72 : < 0.0005516235 > ( 0.008927132 ) 2.551371 1.734223 1.117755
#> 73 : < 0.000576669 > ( 0.008467724 ) 2.544567 1.723901 1.116786
#> 74 : < 0.0005456564 > ( 0.008467724 ) 2.544567 1.723901 1.116786
#> 75 : < 0.0004743475 > ( 0.008467724 ) 2.544567 1.723901 1.116786
#> 76 : < 0.0004739582 > ( 0.008467724 ) 2.544567 1.723901 1.116786
#> 77 : < 0.0004378026 > ( 0.008456503 ) 2.542438 1.722437 1.116707
#> 78 : < 0.0003832678 > ( 0.008389518 ) 2.58577 1.767961 1.129992
#> 79 : < 0.0003323723 > ( 0.008389518 ) 2.58577 1.767961 1.129992
#> 80 : < 0.0002282994 > ( 0.008389518 ) 2.58577 1.767961 1.129992
#> 81 : < 0.000294096 > ( 0.008033429 ) 2.58098 1.762339 1.13023
#> 82 : < 0.0002188404 > ( 0.008033429 ) 2.58098 1.762339 1.13023
#> 83 : < 0.0001875213 > ( 0.008033429 ) 2.58098 1.762339 1.13023
#> 84 : < 0.0001721344 > ( 0.008033429 ) 2.58098 1.762339 1.13023
#> 85 : < 0.0001539168 > ( 0.007984676 ) 2.564217 1.743265 1.124157
#> 86 : < 0.0001072988 > ( 0.007984676 ) 2.564217 1.743265 1.124157
#> 87 : < 9.464617e-05 > ( 0.007892267 ) 2.574925 1.755196 1.127971
#> 88 : < 8.127913e-05 > ( 0.007892267 ) 2.574925 1.755196 1.127971
#> 89 : < 6.538715e-05 > ( 0.007892267 ) 2.574925 1.755196 1.127971
#> 90 : < 5.824443e-05 > ( 0.007892267 ) 2.574925 1.755196 1.127971
#> 91 : < 4.474242e-05 > ( 0.007892267 ) 2.574925 1.755196 1.127971
#> 92 : < 4.474242e-05 > ( 0.007892267 ) 2.574925 1.755196 1.127971
#> 93 : < 4.002027e-05 > ( 0.007892267 ) 2.574925 1.755196 1.127971
#> 94 : < 3.115745e-05 > ( 0.007891114 ) 2.568015 1.748257 1.12596
#> 95 : < 2.346785e-05 > ( 0.007891114 ) 2.568015 1.748257 1.12596
#> 96 : < 1.890454e-05 > ( 0.007891114 ) 2.568015 1.748257 1.12596
#> 97 : < 1.776247e-05 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 98 : < 1.08226e-05 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 99 : < 8.733677e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 100 : < 8.070519e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 101 : < 7.682144e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 102 : < 6.803753e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 103 : < 6.803753e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 104 : < 6.803753e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 105 : < 4.361337e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 106 : < 4.050931e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 107 : < 3.540563e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 108 : < 3.188359e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 109 : < 2.853233e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 110 : < 2.464473e-06 > ( 0.007882932 ) 2.569874 1.750024 1.126498
#> 111 : < 2.279735e-06 > ( 0.007882932 ) 2.569874 1.750024 1.126498
#> 112 : < 2.279735e-06 > ( 0.007882932 ) 2.569874 1.750024 1.126498
#> 113 : < 2.16731e-06 > ( 0.007882932 ) 2.569874 1.750024 1.126498
#> 114 : < 2.137293e-06 > ( 0.007882932 ) 2.569874 1.750024 1.126498
#> 115 : < 1.728817e-06 > ( 0.007882499 ) 2.569528 1.749486 1.126152
#> 116 : < 1.550326e-06 > ( 0.007882499 ) 2.569528 1.749486 1.126152
#> 117 : < 1.314956e-06 > ( 0.007882499 ) 2.569528 1.749486 1.126152
#> 118 : < 8.032411e-07 > ( 0.007882499 ) 2.569528 1.749486 1.126152
#> iter 10 value 599.703996
#> final value 599.699450
#> converged
## The same via nlrob() {recommended; same random seed to necessarily give the same}:
set.seed(47)
gMM <- nlrob(form, data = DNase1, method = "MM",
lower = setNames(c(0,0,0), pnms), upper = 3, trace = TRUE)
#> 1 : < 0.05069941 > ( 0.05299046 ) 2.006964 1.450969 1.199327
#> 2 : < 0.04523961 > ( 0.05299046 ) 2.006964 1.450969 1.199327
#> 3 : < 0.02986584 > ( 0.05299046 ) 2.006964 1.450969 1.199327
#> 4 : < 0.0264096 > ( 0.05299046 ) 2.006964 1.450969 1.199327
#> 5 : < 0.02894298 > ( 0.02079043 ) 2.705921 1.706303 1.068746
#> 6 : < 0.02603563 > ( 0.02079043 ) 2.705921 1.706303 1.068746
#> 7 : < 0.01986311 > ( 0.02079043 ) 2.705921 1.706303 1.068746
#> 8 : < 0.01609618 > ( 0.02079043 ) 2.705921 1.706303 1.068746
#> 9 : < 0.01455267 > ( 0.02079043 ) 2.705921 1.706303 1.068746
#> 10 : < 0.01243339 > ( 0.02079043 ) 2.705921 1.706303 1.068746
#> 11 : < 0.01072001 > ( 0.01920318 ) 2.575602 1.693522 1.07722
#> 12 : < 0.009677451 > ( 0.01920318 ) 2.575602 1.693522 1.07722
#> 13 : < 0.009602394 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 14 : < 0.008188723 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 15 : < 0.006119826 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 16 : < 0.005292673 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 17 : < 0.003710545 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 18 : < 0.002748527 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 19 : < 0.002485876 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 20 : < 0.002063535 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 21 : < 0.001470831 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 22 : < 0.001417322 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 23 : < 0.001409855 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 24 : < 0.001389385 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 25 : < 0.001389385 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 26 : < 0.001286905 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 27 : < 0.001286905 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 28 : < 0.001123711 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 29 : < 0.001123711 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 30 : < 0.0009308617 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 31 : < 0.0009173112 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 32 : < 0.0007617063 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 33 : < 0.0007617063 > ( 0.0154993 ) 2.443425 1.612181 1.07251
#> 34 : < 0.0007703871 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 35 : < 0.0007703871 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 36 : < 0.0007703871 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 37 : < 0.0007572125 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 38 : < 0.0007273438 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 39 : < 0.0006588138 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 40 : < 0.0006588138 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 41 : < 0.0006588138 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 42 : < 0.0006490691 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 43 : < 0.0006064914 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 44 : < 0.0006064914 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 45 : < 0.000550097 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 46 : < 0.0005228653 > ( 0.01483469 ) 2.569391 1.749319 1.108162
#> 47 : < 0.0006788435 > ( 0.0133622 ) 2.528541 1.713568 1.103098
#> 48 : < 0.0006788435 > ( 0.0133622 ) 2.528541 1.713568 1.103098
#> 49 : < 0.0006788435 > ( 0.0133622 ) 2.528541 1.713568 1.103098
#> 50 : < 0.000645026 > ( 0.0133622 ) 2.528541 1.713568 1.103098
#> 51 : < 0.0006275806 > ( 0.0133622 ) 2.528541 1.713568 1.103098
#> 52 : < 0.0005851229 > ( 0.0133622 ) 2.528541 1.713568 1.103098
#> 53 : < 0.0005123287 > ( 0.0133622 ) 2.528541 1.713568 1.103098
#> 54 : < 0.0007941211 > ( 0.01118383 ) 2.500988 1.681037 1.099034
#> 55 : < 0.0007760146 > ( 0.01118383 ) 2.500988 1.681037 1.099034
#> 56 : < 0.0007760146 > ( 0.01118383 ) 2.500988 1.681037 1.099034
#> 57 : < 0.0007760146 > ( 0.01118383 ) 2.500988 1.681037 1.099034
#> 58 : < 0.0007607864 > ( 0.01118383 ) 2.500988 1.681037 1.099034
#> 59 : < 0.0007607864 > ( 0.01118383 ) 2.500988 1.681037 1.099034
#> 60 : < 0.0008091312 > ( 0.01080434 ) 2.500988 1.681037 1.100433
#> 61 : < 0.000736377 > ( 0.01080434 ) 2.500988 1.681037 1.100433
#> 62 : < 0.000736377 > ( 0.01080434 ) 2.500988 1.681037 1.100433
#> 63 : < 0.0008071798 > ( 0.01019707 ) 2.566007 1.746734 1.11744
#> 64 : < 0.0007727917 > ( 0.01019707 ) 2.566007 1.746734 1.11744
#> 65 : < 0.0007727917 > ( 0.01019707 ) 2.566007 1.746734 1.11744
#> 66 : < 0.0006622312 > ( 0.01019707 ) 2.566007 1.746734 1.11744
#> 67 : < 0.0005160917 > ( 0.01019707 ) 2.566007 1.746734 1.11744
#> 68 : < 0.0005086453 > ( 0.01019707 ) 2.566007 1.746734 1.11744
#> 69 : < 0.0005760943 > ( 0.009832042 ) 2.554514 1.741773 1.121975
#> 70 : < 0.0006680199 > ( 0.009093679 ) 2.570388 1.745766 1.122237
#> 71 : < 0.00059494 > ( 0.009093679 ) 2.570388 1.745766 1.122237
#> 72 : < 0.0005516235 > ( 0.008927132 ) 2.551371 1.734223 1.117755
#> 73 : < 0.000576669 > ( 0.008467724 ) 2.544567 1.723901 1.116786
#> 74 : < 0.0005456564 > ( 0.008467724 ) 2.544567 1.723901 1.116786
#> 75 : < 0.0004743475 > ( 0.008467724 ) 2.544567 1.723901 1.116786
#> 76 : < 0.0004739582 > ( 0.008467724 ) 2.544567 1.723901 1.116786
#> 77 : < 0.0004378026 > ( 0.008456503 ) 2.542438 1.722437 1.116707
#> 78 : < 0.0003832678 > ( 0.008389518 ) 2.58577 1.767961 1.129992
#> 79 : < 0.0003323723 > ( 0.008389518 ) 2.58577 1.767961 1.129992
#> 80 : < 0.0002282994 > ( 0.008389518 ) 2.58577 1.767961 1.129992
#> 81 : < 0.000294096 > ( 0.008033429 ) 2.58098 1.762339 1.13023
#> 82 : < 0.0002188404 > ( 0.008033429 ) 2.58098 1.762339 1.13023
#> 83 : < 0.0001875213 > ( 0.008033429 ) 2.58098 1.762339 1.13023
#> 84 : < 0.0001721344 > ( 0.008033429 ) 2.58098 1.762339 1.13023
#> 85 : < 0.0001539168 > ( 0.007984676 ) 2.564217 1.743265 1.124157
#> 86 : < 0.0001072988 > ( 0.007984676 ) 2.564217 1.743265 1.124157
#> 87 : < 9.464617e-05 > ( 0.007892267 ) 2.574925 1.755196 1.127971
#> 88 : < 8.127913e-05 > ( 0.007892267 ) 2.574925 1.755196 1.127971
#> 89 : < 6.538715e-05 > ( 0.007892267 ) 2.574925 1.755196 1.127971
#> 90 : < 5.824443e-05 > ( 0.007892267 ) 2.574925 1.755196 1.127971
#> 91 : < 4.474242e-05 > ( 0.007892267 ) 2.574925 1.755196 1.127971
#> 92 : < 4.474242e-05 > ( 0.007892267 ) 2.574925 1.755196 1.127971
#> 93 : < 4.002027e-05 > ( 0.007892267 ) 2.574925 1.755196 1.127971
#> 94 : < 3.115745e-05 > ( 0.007891114 ) 2.568015 1.748257 1.12596
#> 95 : < 2.346785e-05 > ( 0.007891114 ) 2.568015 1.748257 1.12596
#> 96 : < 1.890454e-05 > ( 0.007891114 ) 2.568015 1.748257 1.12596
#> 97 : < 1.776247e-05 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 98 : < 1.08226e-05 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 99 : < 8.733677e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 100 : < 8.070519e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 101 : < 7.682144e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 102 : < 6.803753e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 103 : < 6.803753e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 104 : < 6.803753e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 105 : < 4.361337e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 106 : < 4.050931e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 107 : < 3.540563e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 108 : < 3.188359e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 109 : < 2.853233e-06 > ( 0.007884938 ) 2.573635 1.753783 1.1275
#> 110 : < 2.464473e-06 > ( 0.007882932 ) 2.569874 1.750024 1.126498
#> 111 : < 2.279735e-06 > ( 0.007882932 ) 2.569874 1.750024 1.126498
#> 112 : < 2.279735e-06 > ( 0.007882932 ) 2.569874 1.750024 1.126498
#> 113 : < 2.16731e-06 > ( 0.007882932 ) 2.569874 1.750024 1.126498
#> 114 : < 2.137293e-06 > ( 0.007882932 ) 2.569874 1.750024 1.126498
#> 115 : < 1.728817e-06 > ( 0.007882499 ) 2.569528 1.749486 1.126152
#> 116 : < 1.550326e-06 > ( 0.007882499 ) 2.569528 1.749486 1.126152
#> 117 : < 1.314956e-06 > ( 0.007882499 ) 2.569528 1.749486 1.126152
#> 118 : < 8.032411e-07 > ( 0.007882499 ) 2.569528 1.749486 1.126152
gMM
#> Robustly fitted nonlinear regression model (method MM)
#> model: density ~ Asym/(1 + exp((xmid - log(conc))/scal))
#> data: DNase1
#> Asym xmid scal
#> 2.536678 1.702704 1.103871
#> status: converged
summary(gMM)
#>
#> Call:
#> nlrob(formula = form, data = DNase1, lower = setNames(c(0, 0,
#> 0), pnms), upper = 3, method = "MM", trace = TRUE)
#>
#> Method "MM", init = "S", psi = "bisquare"
#> Residuals:
#> Min 1Q Median 3Q Max
#> -0.017710 -0.007115 0.003025 0.007331 0.067414
#>
#> Parameters:
#> Estimate Std. Error t value Pr(>|t|)
#> Asym 2.53668 0.08489 29.88 6.96e-12 ***
#> xmid 1.70270 0.08590 19.82 5.88e-10 ***
#> scal 1.10387 0.02758 40.03 2.87e-13 ***
#> ---
#> Signif. codes: 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
#>
#> Robust residual standard error: 0.007882
#> Convergence after 23 function and 23 gradient evaluations
#>
#> Robustness weights:
#> 2 observations c(11,12) are outliers with |weight| = 0 ( < 0.0063);
#> The remaining 14 ones are summarized as
#> Min. 1st Qu. Median Mean 3rd Qu. Max.
#> 0.4523 0.8529 0.9380 0.8571 0.9724 0.9966
## and they are the same {apart from 'call' and 'ctrl' and new stuff in gMM}:
ni <- names(fMM); ni <- ni[is.na(match(ni, c("call","ctrl")))]
stopifnot(all.equal(fMM[ni], gMM[ni]))