getInfClip {ROptEst} | R Documentation |
Generic function for the computation of the optimal clipping bound in case of infinitesimal robust models. This function is rarely called directly. It is used to compute optimally robust ICs.
getInfClip(clip, L2deriv, risk, neighbor, ...) ## S4 method for signature 'numeric, ## UnivariateDistribution, asMSE, ContNeighborhood': getInfClip(clip, L2deriv, risk, neighbor, biastype, cent, symm, trafo) ## S4 method for signature 'numeric, ## UnivariateDistribution, asMSE, TotalVarNeighborhood': getInfClip(clip, L2deriv, risk, neighbor, biastype, cent, symm, trafo) ## S4 method for signature 'numeric, EuclRandVariable, ## asMSE, ContNeighborhood': getInfClip(clip, L2deriv, risk, neighbor, biastype, Distr, stand, cent, trafo) ## S4 method for signature 'numeric, ## UnivariateDistribution, asUnOvShoot, ## UncondNeighborhood': getInfClip(clip, L2deriv, risk, neighbor, biastype, cent, symm, trafo) ## S4 method for signature 'numeric, ## UnivariateDistribution, asSemivar, ContNeighborhood': getInfClip(clip, L2deriv, risk, neighbor, cent, symm, trafo)
clip |
positive real: clipping bound |
L2deriv |
L2-derivative of some L2-differentiable family of probability measures. |
risk |
object of class "RiskType" . |
neighbor |
object of class "Neighborhood" . |
... |
additional parameters. |
biastype |
object of class "BiasType" |
cent |
optimal centering constant. |
stand |
standardizing matrix. |
Distr |
object of class "Distribution" . |
symm |
logical: indicating symmetry of L2deriv . |
trafo |
matrix: transformation of the parameter. |
The optimal clipping bound is computed.
Matthias Kohl Matthias.Kohl@stamats.de, Peter Ruckdeschel Peter.Ruckdeschel@itwm.fraunhofer.de
Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. 8: 106–115.
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Ruckdeschel, P. (2005) Optimally One-Sided Bounded Influence Curves. Mathematical Methods in Statistics 14(1), 105-131.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
ContIC-class
, TotalVarIC-class