getInfClipRegTS {ROptRegTS} | R Documentation |
Generic function for the computation of the optimal clipping bound/function. This function is rarely called directly. It is used to compute optimally robust ICs in case infinitesimal models.
getInfClipRegTS(clip, ErrorL2deriv, Regressor, risk, neighbor, ...) ## S4 method for signature 'numeric, ## UnivariateDistribution, Distribution, asMSE, ## Neighborhood': getInfClipRegTS(clip, ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent) ## S4 method for signature 'numeric, ## UnivariateDistribution, Distribution, asMSE, ## Av1CondTotalVarNeighborhood': getInfClipRegTS(clip, ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent) ## S4 method for signature 'numeric, EuclRandVariable, ## Distribution, asMSE, Neighborhood': getInfClipRegTS(clip, ErrorL2deriv, Regressor, risk, neighbor, ErrorDistr, stand, cent, trafo) ## S4 method for signature 'numeric, ## UnivariateDistribution, UnivariateDistribution, ## asUnOvShoot, UncondNeighborhood': getInfClipRegTS(clip, ErrorL2deriv, Regressor, risk, neighbor, z.comp, cent) ## S4 method for signature 'numeric, ## UnivariateDistribution, numeric, asUnOvShoot, ## CondNeighborhood': getInfClipRegTS(clip, ErrorL2deriv, Regressor, risk, neighbor)
clip |
optimal clipping bound. |
ErrorL2deriv |
L2-derivative of ErrorDistr . |
Regressor |
regressor. |
risk |
object of class "RiskType" . |
neighbor |
object of class "Neighborhood" . |
... |
additional parameters. |
cent |
optimal centering constant/function. |
stand |
standardizing matrix. |
z.comp |
which components of the centering constant/function have to be computed. |
ErrorDistr |
error distribution. |
trafo |
matrix: transformation of the parameter. |
The optimal clipping bound/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
, TotalVarIC-class
,
Av1CondContIC-class
, Av2CondContIC-class
,
Av1CondTotalVarIC-class
, CondContIC-class
,
CondTotalVarIC-class