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RobLox (version 1.2.1)

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 (see Chapter 8 in Kohl (2005) ).

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Version

Install

install.packages('RobLox')

Monthly Downloads

1,764

Version

1.2.1

License

LGPL-3

Maintainer

Matthias Kohl

Last Published

February 10th, 2024

Functions in RobLox (1.2.1)

rlsOptIC.Tu1

Computation of the optimally robust IC for Tu1 estimators
rlsOptIC.MM2

Computation of the optimally robust IC for MM2 estimators
showdown

Estimator Showdown by Monte-Carlo Study.
rsOptIC

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

Computation of the optimally robust IC for TuMad estimators
roblox

Optimally robust estimator for location and/or scale
rowRoblox and colRoblox

Optimally robust estimation for location and/or scale
rlsOptIC.An1

Computation of the optimally robust IC for An1 estimators
rlsOptIC.Hu2

Computation of the optimally robust IC for Hu2 estimators
finiteSampleCorrection

Function to compute finite-sample corrected radii
rlsOptIC.Hu3

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

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

Computation of the optimally robust IC for BM estimators
rlOptIC

Computation of the optimally robust IC for AL estimators
RobLox-package

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

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

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

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

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

Computation of the optimally robust IC for Ha3 estimators
rlsOptIC.Hu1

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

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

Computation of the optimally robust IC for Tu2 estimators
rlsOptIC.Ha4

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

Computation of the optimally robust IC for An2 estimators