minmaxBias: Generic Function for the Computation of Bias-Optimally Robust ICs

Description

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

Usage

minmaxBias(L2deriv, neighbor, biastype, ...)
"minmaxBias"(L2deriv, neighbor, biastype, symm, trafo, maxiter, tol, warn, Finfo, verbose = NULL)
"minmaxBias"( L2deriv, neighbor, biastype, symm, trafo, maxiter, tol, warn, Finfo, verbose = NULL)
"minmaxBias"( L2deriv, neighbor, biastype, symm, trafo, maxiter, tol, warn, Finfo, verbose = NULL)
"minmaxBias"( L2deriv, neighbor, biastype, symm, trafo, maxiter, tol, warn, Finfo, verbose = NULL)
"minmaxBias"(L2deriv, neighbor, biastype, normtype, Distr, z.start, A.start,  z.comp, A.comp, Finfo, trafo, maxiter, tol, verbose = NULL)
"minmaxBias"(L2deriv, neighbor, biastype, normtype, Distr, z.start, A.start,  z.comp, A.comp, Finfo, trafo, maxiter, tol, verbose = NULL)

Arguments

L2deriv

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

neighbor

object of class "Neighborhood".

biastype

object of class "BiasType".

normtype

object of class "NormType".

...

additional parameters.

Distr

object of class "Distribution".

symm

logical: indicating symmetry of L2deriv.

z.start

initial value for the centering constant.

A.start

initial value for the standardizing matrix.

z.comp

logical indicator which indices need to be computed and which are 0 due to symmetry.

A.comp

matrix of logical indicator which indices need to be computed and which are 0 due to symmetry.

trafo

matrix: transformation of the parameter.

maxiter

the maximum number of iterations.

tol

the desired accuracy (convergence tolerance).

warn

logical: print warnings.

Finfo

Fisher information matrix.

verbose

logical: if TRUE, some messages are printed

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