ConvexContamination {distrEx} | R Documentation |
Generic function for generating convex contaminations. This is also known as gross error model. Given two distributions P (ideal distribution), R (contaminating distribution) and the size varepsilonin [0,1] the convex contaminated distribution
Q = (1-epsilon)P + epsilon R
is generated.
ConvexContamination(e1, e2, size)
e1 |
object of class "Distribution" : ideal distribution |
e2 |
object of class "Distribution" : contaminating distribution |
size |
size of contamination (amount of gross errors) |
Object of class "Distribution"
.
"UnivarLebDecDistribution"
.Matthias Kohl Matthias.Kohl@stamats.de
Huber, P.J. (1981) Robust Statistics. New York: Wiley.
ContaminationSize
, Distribution-class
# Convex combination of two normal distributions C1 <- ConvexContamination(e1 = Norm(), e2 = Norm(mean = 5), size = 0.1) plot(C1)