ContaminationSize {distrEx} | R Documentation |
Generic function for the computation of convex contamination (pseudo-)distance of two probability distributions P and Q. That is, the minimal size 0 <= epsilon <= 1 is computed such that there exists some probability distribution R with
Q = (1 - epsilon)P + epsilon R
ContaminationSize(e1, e2, ...) ## S4 method for signature 'AbscontDistribution, ## AbscontDistribution': ContaminationSize(e1,e2) ## S4 method for signature 'DiscreteDistribution, ## DiscreteDistribution': ContaminationSize(e1,e2) ## S4 method for signature 'AcDcLcDistribution, ## AcDcLcDistribution': ContaminationSize(e1,e2)
e1 |
object of class "Distribution" |
e2 |
object of class "Distribution" |
... |
further arguments to be used in particular methods (not in package distrEx) |
Computes the distance from e1
to e2
respectively
P to Q. This is not really a distance as it is not symmetric!
A list containing the following components:
e1 |
object of class "Distribution" ; ideal distribution |
e2 |
object of class "Distribution" ; 'contaminated' distribution |
size.of.contamination |
size of contamination |
Matthias Kohl Matthias.Kohl@stamats.de,
Peter Ruckdeschel Peter.Ruckdeschel@itwm.fraunhofer.de
Huber, P.J. (1981) Robust Statistics. New York: Wiley.
KolmogorovDist
, TotalVarDist
,
HellingerDist
, Distribution-class
ContaminationSize(Norm(), Norm(mean=0.1)) ContaminationSize(Pois(), Pois(1.5))