ContaminationSize: Generic Function for the Computation of the Convex Contamination
(Pseudo-)Distance of Two Distributions
Description
Generic function for the computation of convex contamination (pseudo-)distance
of two probability distributions $P$ and $Q$. That is, the
minimal size $\varepsilon\in [0,1]$ is computed such that
there exists some probability distribution $R$ with
$$Q = (1-\varepsilon)P + \varepsilon R$$
Usage
ContaminationSize(e1, e2)
Arguments
e1
object of class "Distribution"
e2
object of class "Distribution"
Value
The size of contamination is computed.
concept
convex contamination
gross error
Details
Computes the distance from e1 to e2 respectively
$P$ to $Q$. This is not really a distance as it is not symmetric!
References
Huber, P.J. (1981) Robust Statistics. New York: Wiley.