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ROptEst (version 1.0)

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

Description

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

Usage

getFixClip(clip, Distr, risk, neighbor,  ...)


"getFixClip"(clip, Distr, risk, neighbor)


"getFixClip"(clip, Distr, risk, neighbor)

Arguments

clip
positive real: clipping bound
Distr
object of class "Distribution".
risk
object of class "RiskType".
neighbor
object of class "Neighborhood".
...
additional parameters.

Value

Methods

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

ContIC-class, TotalVarIC-class