OBRECheckTolParameters

The function compute the relative distance from the past to the current iteration of matrix A, with
respect to the relative tolerance if at the current iteration matrix A is not null. Otherwise the absolute
error is checked. Then the vector a is checked in the same way.

An implementation for computing Optimal B-Robust Estimators of two-parameter
distribution. The procedure is composed of some equations
that are evaluated alternatively until the solution is reached. Some tools
for analyzing the estimates are included. The most relevant is
covariance matrix computation using a closed formula.

Fabio Piacenza

OBRE

Optimal B-Robust Estimator Tools

Andrea Riboldi

Ivan Luciano Danesi

Oliver Kuehnle

Davide Di Vincenzo

Ruben Ciaponi

Stephen Allen

Novella Saccenti

Annarita Filippi

OBRECheckTolParameters function

<dl><dt>matANew</dt>
<dd>Matrix A at the current iteration.</dd>
<dt>matAOld</dt>
<dd>Matrix A at the past iteration.</dd>
<dt>nvANew</dt>
<dd>Vector a at the current iteration.</dd>
<dt>nvAOld</dt>
<dd>Vector a at the past iteration.</dd>
<dt>nRelTol</dt>
<dd>Relative tolerance.</dd>
<dt>nAbsTol</dt>
<dd>Absolute tolerance.</dd></dl>

Arguments

Check if OBRE matrix A and vector a are final. — OBRECheckTolParameters

<dl>

<dt>matANew</dt>
<dd>Matrix A at the current iteration.</dd>


<dt>matAOld</dt>
<dd>Matrix A at the past iteration.</dd>


<dt>nvANew</dt>
<dd>Vector a at the current iteration.</dd>


<dt>nvAOld</dt>
<dd>Vector a at the past iteration.</dd>


<dt>nRelTol</dt>
<dd>Relative tolerance.</dd>


<dt>nAbsTol</dt>
<dd>Absolute tolerance.</dd>

</dl>

Check if OBRE matrix A and vector a are final.

OBRECheckTolParameters: Check if OBRE matrix A and vector a are final.

Description

Usage

Value

Arguments