getFixRobRegTypeIC {ROptRegTS}R Documentation

Generic Function for the Computation of Optimally Robust Regression-Type ICs

Description

Generic function for the computation of optimally robust regression-type ICs in case of fixed robust models. This function is rarely called directly.

Usage

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)

Arguments

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".

Value

The optimally robust IC is computed.

Methods

ErrorDistr = "Norm", Regressor = "UnivariateDistribution", risk = "fiUnOvShoot", neighbor = "UncondNeighborhood"
computes the optimally robust influence curve for one-dimensional normal regression and finite-sample under-/overshoot risk.
ErrorDistr = "Norm", Regressor = "UnivariateDistribution", risk = "fiUnOvShoot", neighbor = "CondNeighborhood"
computes the optimally robust influence curve for one-dimensional normal regression and finite-sample under-/overshoot risk.

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

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.

See Also

FixRobRegTypeModel-class


[Package ROptRegTS version 0.6.1 Index]