getInfCentRegTS {ROptRegTS} | R Documentation |
Generic function for the computation of the optimal centering constant/function (contamination neighborhoods) respectively, of the optimal lower clipping bound/function (total variation neighborhoods). This function is rarely called directly. It is used to compute optimally robust ICs.
getInfCentRegTS(ErrorL2deriv, Regressor, neighbor, ...) ## S4 method for signature 'UnivariateDistribution, ## UnivariateDistribution, ContNeighborhood': getInfCentRegTS(ErrorL2deriv, Regressor, neighbor, clip, cent, stand, z.comp) ## S4 method for signature 'UnivariateDistribution, ## UnivariateDistribution, TotalVarNeighborhood': getInfCentRegTS(ErrorL2deriv, Regressor, neighbor, clip, cent, z.comp) ## S4 method for signature 'UnivariateDistribution, ## numeric, CondTotalVarNeighborhood': getInfCentRegTS(ErrorL2deriv, Regressor, neighbor, clip, cent, z.comp) ## S4 method for signature 'UnivariateDistribution, ## UnivariateDistribution, Av1CondContNeighborhood': getInfCentRegTS(ErrorL2deriv, Regressor, neighbor, clip, cent, stand, z.comp, x.vec) ## S4 method for signature 'UnivariateDistribution, ## UnivariateDistribution, Av1CondTotalVarNeighborhood': getInfCentRegTS(ErrorL2deriv, Regressor, neighbor, clip, cent, stand, z.comp, x.vec, tol.z) ## S4 method for signature 'UnivariateDistribution, ## MultivariateDistribution, ContNeighborhood': getInfCentRegTS(ErrorL2deriv, Regressor, neighbor, clip, cent, stand, z.comp) ## S4 method for signature 'UnivariateDistribution, ## MultivariateDistribution, Av1CondContNeighborhood': getInfCentRegTS(ErrorL2deriv, Regressor, neighbor, clip, cent, stand, z.comp, x.vec) ## S4 method for signature 'UnivariateDistribution, ## Distribution, Av2CondContNeighborhood': getInfCentRegTS(ErrorL2deriv, Regressor, neighbor, clip, cent, stand, z.comp, tol.z) ## S4 method for signature 'RealRandVariable, Distribution, ## ContNeighborhood': getInfCentRegTS(ErrorL2deriv, Regressor, neighbor, ErrorDistr, stand, cent, clip, z.comp) ## S4 method for signature 'RealRandVariable, Distribution, ## Av1CondContNeighborhood': getInfCentRegTS(ErrorL2deriv, Regressor, neighbor, ErrorDistr, stand, cent, clip, z.comp, x.vec)
ErrorL2deriv |
L2-derivative of ErrorDistr . |
Regressor |
regressor. |
neighbor |
object of class "Neighborhood" . |
... |
additional parameters. |
clip |
optimal clipping bound. |
cent |
optimal centering constant/function. |
stand |
standardizing matrix. |
z.comp |
which components of the centering constant/function have to be computed. |
x.vec |
(approximated) support of Regressor . |
tol.z |
the desired accuracy (convergence tolerance). |
ErrorDistr |
error distribution. |
The optimal centering constant/function is computed.
Matthias Kohl Matthias.Kohl@stamats.de
Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. 8: 106–115.
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
ContIC-class
, Av1CondContIC-class
,
Av2CondContIC-class
, Av1CondTotalVarIC-class
,
CondContIC-class
, CondTotalVarIC-class