CondTotalVarIC {ROptRegTS}R Documentation

Generating function for CondTotalVarIC-class

Description

Generates an object of class "CondTotalVarIC"; i.e., an influence curves eta of the form

eta = max(c(x), min(A x Lambda_f, b(x)))

with lower clipping function c, upper clipping function b and standardizing matrix A. Lambda_f stands for the L2 derivative of the corresponding error distribution.

Usage

CondTotalVarIC(name, CallL2Fam = call("L2RegTypeFamily"), 
        Curve = EuclRandVarList(RealRandVariable(Map = list(function(x) {x[1] * x[2]}), 
                                                 Domain = EuclideanSpace(dimension = 1))), 
        Risks, Infos, 
        clipUp = RealRandVariable(Map = list(function(x) {Inf}), Domain = Reals()), 
        stand = as.matrix(1), 
        clipLo = RealRandVariable(Map = list(function(x) {-Inf}), Domain = Reals()), 
        lowerCase = NULL, neighborRadius = 0, neighborRadiusCurve = function(x){1})

Arguments

name object of class "character".
CallL2Fam object of class "call": creates an object of the underlying L2-differentiable regression type family.
Curve object of class "EuclRandVarList"
Risks object of class "list": list of risks; cf. RiskType-class.
Infos matrix of characters with two columns named method and message: additional informations.
clipUp object of class "RealRandVariable": upper clipping function.
clipLo object of class "RealRandVariable": lower clipping function.
stand matrix: standardizing matrix.
lowerCase optional constant for lower case solution.
neighborRadius radius of the corresponding conditional total variation neighborhood.
neighborRadiusCurve radius curve of the corresponding conditional total variation neighborhood.

Value

Object of class "CondTotalVarIC"

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

CondIC-class, CondTotalVarIC-class

Examples

IC1 <- CondTotalVarIC()
IC1

[Package ROptRegTS version 0.6.1 Index]