ConvexContamination: Generic Function for Generating Convex Contaminations
Description
Generic function for generating convex contaminations. This is also
known as gross error model. Given two distributions $P$
(ideal distribution), $R$ (contaminating distribution) and the
size $\varepsilon\in [0,1]$ the convex contaminated distribution
$$Q = (1-\varepsilon)P + \varepsilon R$$
is generated.
Usage
ConvexContamination(e1, e2, size)
Arguments
e1
object of class "Distribution": ideal distribution
e2
object of class "Distribution": contaminating distribution
size
size of contamination (amount of gross errors)
Value
Object of class "Distribution".
concept
convex contamination
gross error
univariate distribution
absolutely continuous distribution
discrete distribution
S4 distribution class
References
Huber, P.J. (1981) Robust Statistics. New York: Wiley.