getInfCent {ROptEstOld}R Documentation

Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound

Description

Generic function for the computation of the optimal centering constant (contamination neighborhoods) respectively, of the optimal lower clipping bound (total variation neighborhood). This function is rarely called directly. It is used to compute optimally robust ICs.

Usage

getInfCent(L2deriv, neighbor, ...)

## S4 method for signature 'UnivariateDistribution,
##   ContNeighborhood':
getInfCent(L2deriv, neighbor, clip, cent, tol.z, symm, trafo)

## S4 method for signature 'UnivariateDistribution,
##   TotalVarNeighborhood':
getInfCent(L2deriv, neighbor, clip, cent, tol.z, symm, trafo)

## S4 method for signature 'RealRandVariable,
##   ContNeighborhood':
getInfCent(L2deriv, neighbor, Distr, z.comp, stand, cent, clip)

Arguments

L2deriv L2-derivative of some L2-differentiable family of probability measures.
neighbor object of class "Neighborhood".
... additional parameters.
Distr distribution of L2-differentiable family.
clip optimal clipping bound.
cent optimal centering constant.
stand standardizing matrix.
tol.z the desired accuracy (convergence tolerance).
symm logical: indicating symmetry of L2deriv.
trafo matrix: transformation of the parameter.
z.comp logical vector: indication which components of the centering constant have to be computed.

Value

The optimal centering constant is computed.

Methods

L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood"
computation of optimal centering constant.
L2deriv = "UnivariateDistribution", neighbor = "TotalVarNeighborhood"
computation of optimal lower clipping bound.
L2deriv = "RealRandVariable", neighbor = "ContNeighborhood"
computation of optimal centering constant.

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

ContIC-class, TotalVarIC-class


[Package ROptEstOld version 0.5.2 Index]