getInfCent {ROptEst} | R Documentation |
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.
getInfCent(L2deriv, neighbor, biastype, ...) ## S4 method for signature 'UnivariateDistribution, ## ContNeighborhood, BiasType': getInfCent(L2deriv, neighbor, biastype, clip, cent, tol.z, symm, trafo) ## S4 method for signature 'UnivariateDistribution, ## TotalVarNeighborhood, BiasType': getInfCent(L2deriv, neighbor, biastype, clip, cent, tol.z, symm, trafo) ## S4 method for signature 'RealRandVariable, ## ContNeighborhood, BiasType': getInfCent(L2deriv, neighbor, biastype, Distr, z.comp, w) ## S4 method for signature 'UnivariateDistribution, ## ContNeighborhood, onesidedBias': getInfCent(L2deriv, neighbor, biastype, clip, cent, tol.z, symm, trafo) ## S4 method for signature 'UnivariateDistribution, ## ContNeighborhood, asymmetricBias': getInfCent(L2deriv, neighbor, biastype, clip, cent, tol.z, symm, 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. |
tol.z |
the desired accuracy (convergence tolerance). |
symm |
logical: indicating symmetry of L2deriv . |
trafo |
matrix: transformation of the parameter. |
Distr |
object of class Distribution . |
z.comp |
logical vector: indication which components of the centering constant have to be computed. |
w |
object of class RobWeight ; current weight |
The optimal centering constant 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