getFixClipRegTS {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 of fixed robust models.
getFixClipRegTS(clip, ErrorDistr, Regressor, risk, neighbor, ...)
clip |
optimal clipping bound. |
ErrorDistr |
error distribution. |
Regressor |
regressor. |
risk |
object of class "RiskType" . |
neighbor |
object of class "Neighborhood" . |
... |
additional parameters. |
The optimal clipping bound/function 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.
ContIC-class
, TotalVarIC-class
,
Av1CondContIC-class
, Av2CondContIC-class
,
Av1CondTotalVarIC-class
, CondContIC-class
,
CondTotalVarIC-class