ContaminationSize {distrEx} | R Documentation |
Generic function for the computation of convex contamination (pseudo-)distance of two probability distributions P and Q. That is, the minimal size 0 <= epsilon <= 1 is computed such that there exists some probability distribution R with
Q = (1 - epsilon)P + epsilon R
ContaminationSize(e1, e2)
e1 |
object of class "Distribution" |
e2 |
object of class "Distribution" |
Computes the distance from e1
to e2
respectively
P to Q. This is not really a distance as it is not symmetric!
The size of contamination is computed.
Matthias Kohl Matthias.Kohl@stamats.de
Huber, P.J. (1981) Robust Statistics. New York: Wiley.
KolmogorovDist
, TotalVarDist
,
HellingerDist
, Distribution-class
ContaminationSize(Norm(), Norm(mean=0.1)) ContaminationSize(Pois(), Pois(1.5))