ROptEst (version 0.5.0)

getInfClip: Generic Function for the Computation of the Optimal Clipping Bound

Description

Generic function for the computation of the optimal clipping bound in case of infinitesimal robust models. This function is rarely called directly. It is used to compute optimally robust ICs.

Usage

getInfClip(clip, L2deriv, risk, neighbor, ...)

## S3 method for class 'numeric,UnivariateDistribution,asMSE,ContNeighborhood':
getInfClip(clip, L2deriv, risk, neighbor, cent, symm, trafo)

## S3 method for class 'numeric,UnivariateDistribution,asMSE,TotalVarNeighborhood':
getInfClip(clip, L2deriv, risk, neighbor, cent, symm, trafo)

## S3 method for class 'numeric,EuclRandVariable,asMSE,ContNeighborhood':
getInfClip(clip, L2deriv, risk, neighbor, Distr, stand, cent, trafo)

## S3 method for class 'numeric,UnivariateDistribution,asUnOvShoot,UncondNeighborhood':
getInfClip(clip, L2deriv, risk, neighbor, cent, symm, trafo)

Arguments

clip

positive real: clipping bound

L2deriv

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

risk

object of class "RiskType".

neighbor

object of class "Neighborhood".

...

additional parameters.

cent

optimal centering constant.

stand

standardizing matrix.

Distr

object of class "Distribution".

symm

logical: indicating symmetry of L2deriv.

trafo

matrix: transformation of the parameter.

Value

• The optimal clipping bound is computed.

concept

influence curve

References

Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. 8: 106--115. Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer. Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

ContIC-class, TotalVarIC-class