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.
...
additional arguments are ignored.
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().