getInfCent: Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound

Description

Generic function for the computation of the optimal centering constant (contamination neighborhoods) respectively, of the optimal lower clipping bound (total variation neighborhood). This function is rarely called directly. It is used to compute optimally robust ICs.

Usage

getInfCent(L2deriv, neighbor, ...)

## S3 method for class 'UnivariateDistribution,ContNeighborhood':
getInfCent(L2deriv, neighbor, clip, cent, tol.z, symm, trafo)

## S3 method for class 'UnivariateDistribution,TotalVarNeighborhood':
getInfCent(L2deriv, neighbor, clip, cent, tol.z, symm, trafo)

## S3 method for class 'RealRandVariable,ContNeighborhood':
getInfCent(L2deriv, neighbor, z.comp, stand, cent, clip)

Arguments

L2deriv

L2-derivative of some L2-differentiable family of probability measures.

neighbor

object of class "Neighborhood".

...

additional parameters.

clip

optimal clipping bound.

cent

optimal centering constant.

stand

standardizing matrix.

tol.z

the desired accuracy (convergence tolerance).

symm

logical: indicating symmetry of L2deriv.

trafo

matrix: transformation of the parameter.

z.comp

logical vector: indication which components of the centering constant have to be computed.

Value

The optimal centering constant is computed.

concept

influence curve

References