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, ...)
"getInfClip"( clip, L2deriv, risk, neighbor, biastype, cent, symm, trafo)
"getInfClip"( clip, L2deriv, risk, neighbor, biastype, cent, symm, trafo)
"getInfClip"( clip, L2deriv, risk, neighbor, biastype, cent, symm, trafo)
"getInfClip"( clip, L2deriv, risk, neighbor, biastype, cent, symm, trafo)
"getInfClip"( clip, L2deriv, risk, neighbor, biastype, cent, symm, trafo)
"getInfClip"( clip, L2deriv, risk, neighbor, biastype, cent, symm, trafo)
"getInfClip"( clip, L2deriv, risk, neighbor, biastype, Distr, stand, cent, trafo)
"getInfClip"( clip, L2deriv, risk, neighbor, biastype, cent, symm, trafo)
"getInfClip"( clip, L2deriv, risk, neighbor, biastype, 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.

biastype

object of class "BiasType"

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

Methods

References

Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. 8: 106--115.

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

Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for General Loss Functions. Statistics & Decisions 22, 201-223.

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