getInfGammaRegTS {ROptRegTS} | R Documentation |
Generic function for the computation of the optimal clipping bound.
This function is rarely called directly. It is called by getInfClipRegTS
to compute optimally robust ICs.
getInfGammaRegTS(ErrorL2deriv, Regressor, risk, neighbor, ...) ## S4 method for signature 'UnivariateDistribution, ## UnivariateDistribution, asMSE, ContNeighborhood': getInfGammaRegTS(ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent, clip) ## S4 method for signature 'UnivariateDistribution, ## UnivariateDistribution, asMSE, ## Av1CondContNeighborhood': getInfGammaRegTS(ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent, clip) ## S4 method for signature 'UnivariateDistribution, ## UnivariateDistribution, asMSE, ## Av1CondTotalVarNeighborhood': getInfGammaRegTS(ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent, clip) ## S4 method for signature 'UnivariateDistribution, ## MultivariateDistribution, asMSE, ContNeighborhood': getInfGammaRegTS(ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent, clip) ## S4 method for signature 'UnivariateDistribution, ## MultivariateDistribution, asMSE, ## Av1CondContNeighborhood': getInfGammaRegTS(ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent, clip) ## S4 method for signature 'UnivariateDistribution, ## MultivariateDistribution, asMSE, ## Av1CondTotalVarNeighborhood': getInfGammaRegTS(ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent, clip) ## S4 method for signature 'UnivariateDistribution, ## Distribution, asMSE, Av2CondContNeighborhood': getInfGammaRegTS(ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent, clip) ## S4 method for signature 'RealRandVariable, Distribution, ## asMSE, ContNeighborhood': getInfGammaRegTS(ErrorL2deriv, Regressor, risk, neighbor, ErrorDistr, stand, cent, clip) ## S4 method for signature 'RealRandVariable, Distribution, ## asMSE, Av1CondContNeighborhood': getInfGammaRegTS(ErrorL2deriv, Regressor, risk, neighbor, ErrorDistr, stand, cent, clip) ## S4 method for signature 'UnivariateDistribution, ## UnivariateDistribution, asUnOvShoot, ## ContNeighborhood': getInfGammaRegTS(ErrorL2deriv, Regressor, risk, neighbor, cent, clip) ## S4 method for signature 'UnivariateDistribution, ## UnivariateDistribution, asUnOvShoot, ## TotalVarNeighborhood': getInfGammaRegTS(ErrorL2deriv, Regressor, risk, neighbor, cent, clip) ## S4 method for signature 'UnivariateDistribution, ## numeric, asUnOvShoot, CondContNeighborhood': getInfGammaRegTS(ErrorL2deriv, Regressor, risk, neighbor, clip) ## S4 method for signature 'UnivariateDistribution, ## numeric, asUnOvShoot, CondTotalVarNeighborhood': getInfGammaRegTS(ErrorL2deriv, Regressor, risk, neighbor, clip)
ErrorL2deriv |
L2-derivative of ErrorDistr . |
Regressor |
regressor. |
risk |
object of class "RiskType" . |
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. |
ErrorDistr |
error distribution. |
The function is used in case of asymptotic G-risks; confer Ruckdeschel and Rieder (2004).
getInfClipRegTS
. getInfClipRegTS
. getInfClipRegTS
. getInfClipRegTS
. getInfClipRegTS
. getInfClipRegTS
. getInfClipRegTS
. getInfClipRegTS
. getInfClipRegTS
. getInfClipRegTS
. getInfClipRegTS
. getInfClipRegTS
. getInfClipRegTS
. 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.
Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for General Loss Functions. Statistics & Decisions (submitted).
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
asMSE-class
, asUnOvShoot-class
,
ContIC-class
, Av1CondContIC-class
,
Av2CondContIC-class
, Av1CondTotalVarIC-class
,
CondContIC-class
, CondTotalVarIC-class