ROptEst (version 0.5.0)

getFixRobIC: Generic Function for the Computation of Optimally Robust ICs

Description

Generic function for the computation of optimally robust ICs in case of robust models with fixed neighborhoods. This function is rarely called directly.

Usage

getFixRobIC(Distr, risk, neighbor, ...)

## S3 method for class 'Norm,fiUnOvShoot,UncondNeighborhood':
getFixRobIC(Distr, risk, neighbor, 
            sampleSize, upper, maxiter, tol, warn, Algo, cont)

Arguments

Distr

object of class "Distribution".

risk

object of class "RiskType".

neighbor

object of class "Neighborhood".

...

additional parameters.

sampleSize

integer: sample size.

upper

upper bound for the optimal clipping bound.

maxiter

the maximum number of iterations.

tol

the desired accuracy (convergence tolerance).

warn

logical: print warnings.

Algo

"A" or "B".

cont

"left" or "right".

Value

• The optimally robust IC is computed.

concept

influence curve

References

Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. Verw. Geb. 10:269--278. Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

FixRobModel-class