getInfStand {ROptEst} | R Documentation |
Generic function for the computation of the standardizing matrix which takes care of the Fisher consistency of the corresponding IC. This function is rarely called directly. It is used to compute optimally robust ICs.
getInfStand(L2deriv, neighbor, biastype, ...) ## S4 method for signature 'UnivariateDistribution, ## ContNeighborhood, BiasType': getInfStand(L2deriv, neighbor, biastype, clip, cent, trafo) ## S4 method for signature 'UnivariateDistribution, ## TotalVarNeighborhood, BiasType': getInfStand(L2deriv, neighbor, biastype, clip, cent, trafo) ## S4 method for signature 'RealRandVariable, ## ContNeighborhood, BiasType': getInfStand(L2deriv, neighbor, biastype, Distr, A.comp, cent, trafo, w) ## S4 method for signature 'UnivariateDistribution, ## ContNeighborhood, BiasType': getInfStand(L2deriv, neighbor, biastype, clip, cent, trafo) ## S4 method for signature 'UnivariateDistribution, ## ContNeighborhood, BiasType': getInfStand(L2deriv, neighbor, biastype, clip, cent, trafo)
L2deriv |
L2-derivative of some L2-differentiable family of probability measures. |
neighbor |
object of class "Neighborhood" |
biastype |
object of class "BiasType" |
... |
additional parameters |
clip |
optimal clipping bound. |
cent |
optimal centering constant. |
Distr |
object of class "Distribution" . |
trafo |
matrix: transformation of the parameter. |
A.comp |
matrix: indication which components of the standardizing matrix have to be computed. |
w |
object of class RobWeight ; current weight |
The standardizing matrix is computed.
Matthias Kohl Matthias.Kohl@stamats.de, Peter Ruckdeschel Peter.Ruckdeschel@itwm.fraunhofer.de
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