ROptEst (version 1.0)

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, biastype, ...)
"getInfCent"(L2deriv,  neighbor, biastype, clip, cent, tol.z, symm, trafo)
"getInfCent"(L2deriv,  neighbor, biastype, clip, cent, tol.z, symm, trafo)
"getInfCent"(L2deriv, neighbor, biastype, Distr, z.comp, w, tol.z = .Machine$double.eps^.5)
"getInfCent"(L2deriv, neighbor, biastype, Distr, z.comp, w, tol.z = .Machine$double.eps^.5)
"getInfCent"(L2deriv, neighbor, biastype, clip, cent, tol.z, symm, trafo)
"getInfCent"(L2deriv,  neighbor, biastype, clip, cent, tol.z, symm, trafo)

Arguments

L2deriv

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

neighbor

object of class "Neighborhood".

biastype

object of class "BiasType"

...

additional parameters.

clip

optimal clipping bound.

cent

optimal centering constant.

tol.z

the desired accuracy (convergence tolerance).

symm

logical: indicating symmetry of L2deriv.

trafo

matrix: transformation of the parameter.

Distr

object of class Distribution.

z.comp

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

w

object of class RobWeight; current weight

Value

Methods

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

Ruckdeschel, P. (2005) Optimally One-Sided Bounded Influence Curves. Mathematical Methods in Statistics 14(1), 105-131.

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

ContIC-class, TotalVarIC-class