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RobLox (version 1.0)

Optimally Robust Influence Curves and Estimators for Location and Scale

Description

Functions for the determination of optimally robust influence curves and estimators in case of normal location and/or scale.

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Version

Install

install.packages('RobLox')

Monthly Downloads

464

Version

1.0

License

LGPL-3

Maintainer

Matthias Kohl

Last Published

September 5th, 2016

Functions in RobLox (1.0)

rlsOptIC.An1

Computation of the optimally robust IC for An1 estimators
rlsOptIC.Ha4

Computation of the optimally robust IC for Ha4 estimators
rlsOptIC.An2

Computation of the optimally robust IC for An2 estimators
rlsOptIC.BM

Computation of the optimally robust IC for BM estimators
finiteSampleCorrection

Function to compute finite-sample corrected radii
RobLox-package

Optimally robust influence curves and estimators for location and scale
rlsOptIC.AnMad

Computation of the optimally robust IC for AnMad estimators
rlsOptIC.AL

Computation of the optimally robust IC for AL estimators
rlOptIC

Computation of the optimally robust IC for AL estimators
rlsOptIC.Ha3

Computation of the optimally robust IC for Ha3 estimators
rlsOptIC.Hu3

Computation of the optimally robust IC for Hu3 estimators
rlsOptIC.MM2

Computation of the optimally robust IC for MM2 estimators
rlsOptIC.M

Computation of the optimally robust IC for M estimators
rlsOptIC.HuMad

Computation of the optimally robust IC for HuMad estimators
rlsOptIC.Hu2

Computation of the optimally robust IC for Hu2 estimators
rlsOptIC.Hu2a

Computation of the optimally robust IC for Hu2a estimators
rlsOptIC.HaMad

Computation of the optimally robust IC for HuMad estimators
rlsOptIC.Tu1

Computation of the optimally robust IC for Tu1 estimators
rlsOptIC.Hu1

Computation of the optimally robust IC for Hu1 estimators
rlsOptIC.Tu2

Computation of the optimally robust IC for Tu2 estimators
rlsOptIC.TuMad

Computation of the optimally robust IC for TuMad estimators
rowRoblox and colRoblox

Optimally robust estimation for location and/or scale
showdown

Estimator Showdown by Monte-Carlo Study.
roblox

Optimally robust estimator for location and/or scale
rsOptIC

Computation of the optimally robust IC for AL estimators