getInfGamma {ROptEst} | R Documentation |
Generic function for the computation of the optimal clipping bound.
This function is rarely called directly. It is called by getInfClip
to compute optimally robust ICs.
getInfGamma(L2deriv, risk, neighbor, biastype, ...) ## S4 method for signature 'UnivariateDistribution, asMSE, ## ContNeighborhood, BiasType': getInfGamma(L2deriv, risk, neighbor, biastype, cent, clip) ## S4 method for signature 'UnivariateDistribution, ## asGRisk, TotalVarNeighborhood, BiasType': getInfGamma(L2deriv, risk, neighbor, biastype, cent, clip) ## S4 method for signature 'RealRandVariable, asMSE, ## ContNeighborhood, BiasType': getInfGamma(L2deriv, risk, neighbor, biastype, Distr, stand, cent, clip) ## S4 method for signature 'UnivariateDistribution, ## asUnOvShoot, ContNeighborhood, BiasType': getInfGamma(L2deriv, risk, neighbor, biastype, cent, clip) ## S4 method for signature 'UnivariateDistribution, asMSE, ## ContNeighborhood, onesidedBias': getInfGamma(L2deriv, risk, neighbor, biastype, cent, clip) ## S4 method for signature 'UnivariateDistribution, asMSE, ## ContNeighborhood, asymmetricBias': getInfGamma(L2deriv, risk, neighbor, biastype, cent, clip)
L2deriv |
L2-derivative of some L2-differentiable family of probability measures. |
risk |
object of class "RiskType" . |
neighbor |
object of class "Neighborhood" . |
biastype |
object of class "BiasType" |
... |
additional parameters |
cent |
optimal centering constant. |
clip |
optimal clipping bound. |
stand |
standardizing matrix. |
Distr |
object of class "Distribution" . |
The function is used in case of asymptotic G-risks; confer Ruckdeschel and Rieder (2004).
getInfClip
for symmetric bias. getInfClip
for symmetric bias. getInfClip
for symmetric bias. getInfClip
for symmetric bias. getInfClip
for onesided bias. getInfClip
for asymmetric bias. 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. and Rieder, H. (2004) Optimal Influence Curves for General Loss Functions. Statistics & Decisions 22, 201-223.
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.
asGRisk-class
, asMSE-class
,
asUnOvShoot-class
, ContIC-class
,
TotalVarIC-class