getInfCentRegTS {ROptRegTS}R Documentation

Generic Function for the Computation of the Optimal Centering Constant/Function resp. Lower Clipping Bound/Function

Description

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.

Usage

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)

Arguments

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.

Value

The optimal centering constant/function is computed.

Methods

ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", neighbor = "ContNeighborhood"
computation of optimal centering constant.
ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", neighbor = "TotalVarNeighborhood"
computation of lower clipping bound.
ErrorL2deriv = "UnivariateDistribution", Regressor = "numeric", neighbor = "CondTotalVarNeighborhood"
computation of lower clipping bound.
ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", neighbor = "Av1CondContNeighborhood"
computation of optimal centering function.
ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", neighbor = "Av1CondTotalVarNeighborhood"
computation of optimal lower clipping function.
ErrorL2deriv = "UnivariateDistribution", Regressor = "MultivariateDistribution", neighbor = "ContNeighborhood"
computation of optimal centering constant.
ErrorL2deriv = "UnivariateDistribution", Regressor = "MultivariateDistribution", neighbor = "Av1CondContNeighborhood"
computation of optimal centering function.
ErrorL2deriv = "UnivariateDistribution", Regressor = "MultivariateDistribution", neighbor = "Av1CondTotalVarNeighborhood"
computation of optimal lower clipping function.
ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", neighbor = "Av2CondContNeighborhood"
computation of optimal centering constant.
ErrorL2deriv = "RealRandVariable", Regressor = "Distribution", neighbor = "ContNeighborhood"
computation of optimal centering constant.
ErrorL2deriv = "RealRandVariable", Regressor = "Distribution", neighbor = "Av1CondContNeighborhood"
computation of optimal centering function.

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

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.

See Also

ContIC-class, Av1CondContIC-class, Av2CondContIC-class, Av1CondTotalVarIC-class, CondContIC-class, CondTotalVarIC-class


[Package ROptRegTS version 0.6.1 Index]