OBREnvAComputation

The function evaluates integrals used to compute the components of OBRE a vector.

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

OBREnvAComputation function

<dl><dt>nvData</dt>
<dd>The vector of data.</dd>
<dt>nTheta1</dt>
<dd>The first parameter.</dd>
<dt>nTheta2</dt>
<dd>The second parameter.</dd>
<dt>lDensityExpr</dt>
<dd>The list of symbolic expressions of density, cumulative and derivatives.</dd>
<dt>nCParOBRE</dt>
<dd>OBRE c parameter.</dd>
<dt>matA</dt>
<dd>OBRE matrix A.</dd>
<dt>nvA</dt>
<dd>OBRE vector a.</dd></dl>

Arguments

OBRE vector a. — OBREnvAComputation

<dl>

<dt>nvData</dt>
<dd>The vector of data.</dd>


<dt>nTheta1</dt>
<dd>The first parameter.</dd>


<dt>nTheta2</dt>
<dd>The second parameter.</dd>


<dt>lDensityExpr</dt>
<dd>The list of symbolic expressions of density, cumulative and derivatives.</dd>


<dt>nCParOBRE</dt>
<dd>OBRE c parameter.</dd>


<dt>matA</dt>
<dd>OBRE matrix A.</dd>


<dt>nvA</dt>
<dd>OBRE vector a.</dd>

</dl>

OBRE vector a.

OBREnvAComputation: OBRE vector a.

Description

Usage

Value

Arguments