ROptEst (version 0.5.0)

getInfRobIC: Generic Function for the Computation of Optimally Robust ICs

Description

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

Usage

getInfRobIC(L2deriv, risk, neighbor, ...)

## S3 method for class 'UnivariateDistribution,asCov,ContNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, Finfo, trafo)

## S3 method for class 'UnivariateDistribution,asCov,TotalVarNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, Finfo, trafo)

## S3 method for class 'RealRandVariable,asCov,ContNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, Distr, Finfo, trafo)

## S3 method for class 'UnivariateDistribution,asBias,ContNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo, 
             upper, maxiter, tol, warn)

## S3 method for class 'UnivariateDistribution,asBias,TotalVarNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo, 
             upper, maxiter, tol, warn)

## S3 method for class 'RealRandVariable,asBias,ContNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm, 
             L2derivDistrSymm, Finfo, z.start, A.start, trafo, upper, maxiter, tol, warn)

## S3 method for class 'UnivariateDistribution,asHampel,UncondNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo, 
             upper, maxiter, tol, warn)

## S3 method for class 'RealRandVariable,asHampel,ContNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm, 
             L2derivDistrSymm, Finfo, z.start, A.start, trafo, upper, maxiter, tol, warn)

## S3 method for class 'UnivariateDistribution,asGRisk,UncondNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo, 
             upper, maxiter, tol, warn)

## S3 method for class 'RealRandVariable,asGRisk,ContNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm, 
             L2derivDistrSymm, Finfo, z.start, A.start, trafo, upper, maxiter, tol, warn)

## S3 method for class 'UnivariateDistribution,asUnOvShoot,UncondNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo, 
             upper, maxiter, tol, warn)

Arguments

L2deriv

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

risk

object of class "RiskType".

neighbor

object of class "Neighborhood".

...

additional parameters.

Distr

object of class "Distribution".

symm

logical: indicating symmetry of L2deriv.

DistrSymm

object of class "DistributionSymmetry".

L2derivSymm

object of class "FunSymmList".

L2derivDistrSymm

object of class "DistrSymmList".

Finfo

Fisher information matrix.

z.start

initial value for the centering constant.

A.start

initial value for the standardizing matrix.

trafo

matrix: transformation of the parameter.

upper

upper bound for the optimal clipping bound.

maxiter

the maximum number of iterations.

tol

the desired accuracy (convergence tolerance).

warn

logical: print warnings.

Value

• The optimally robust IC 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

InfRobModel-class