getFixRobRegTypeIC {ROptRegTS} | R Documentation |
Generic function for the computation of optimally robust regression-type ICs in case of fixed robust models. This function is rarely called directly.
getFixRobRegTypeIC(ErrorDistr, Regressor, risk, neighbor, ...) ## S4 method for signature 'Norm, UnivariateDistribution, ## fiUnOvShoot, UncondNeighborhood': getFixRobRegTypeIC(ErrorDistr, Regressor, risk, neighbor, sampleSize, upper, maxiter, tol, warn, Algo, cont) ## S4 method for signature 'Norm, UnivariateDistribution, ## fiUnOvShoot, CondNeighborhood': getFixRobRegTypeIC(ErrorDistr, Regressor, risk, neighbor, sampleSize, upper, maxiter, tol, warn, Algo, cont)
ErrorDistr |
error distribution |
Regressor |
regressor |
risk |
object of class "RiskType" . |
neighbor |
object of class "Neighborhood" . |
... |
additional parameters. |
sampleSize |
integer: sample size. |
upper |
upper bound for the optimal clipping bound. |
maxiter |
the maximum number of iterations. |
tol |
the desired accuracy (convergence tolerance). |
warn |
logical: print warnings. |
Algo |
"A" or "B". |
cont |
"left" or "right". |
The optimally robust IC is computed.
Matthias Kohl Matthias.Kohl@stamats.de
Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. Verw. Geb. 10:269–278.
Rieder, H. (1989) A finite-sample minimax regression estimator. Statistics 20(2): 211–221.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.