ConvexContamination

0th

Percentile

Generic Function for Generating Convex Contaminations

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.

Keywords
methods, distribution
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".

Methods

e1 = "UnivariateDistribution", e2 = "UnivariateDistribution", size = "numeric":

convex combination of two univariate distributions

e1 = "AbscontDistribution", e2 = "AbscontDistribution", size = "numeric":

convex combination of two absolutely continuous univariate distributions

e1 = "DiscreteDistribution", e2 = "DiscreteDistribution", size = "numeric":

convex combination of two discrete univariate distributions

e1 = "AcDcLcDistribution", e2 = "AcDcLcDistribution", size = "numeric":

convex combination of two univariate distributions which may be coerced to "UnivarLebDecDistribution".

References

Huber, P.J. (1981) Robust Statistics. New York: Wiley.

See Also

ContaminationSize, Distribution-class

Aliases
  • ConvexContamination
  • ConvexContamination-methods
  • ConvexContamination,UnivariateDistribution,UnivariateDistribution,numeric-method
  • ConvexContamination,AbscontDistribution,AbscontDistribution,numeric-method
  • ConvexContamination,AbscontDistribution,UnivariateDistribution,numeric-method
  • ConvexContamination,DiscreteDistribution,DiscreteDistribution,numeric-method
  • ConvexContamination,LatticeDistribution,DiscreteDistribution,numeric-method
  • ConvexContamination,DiscreteDistribution,LatticeDistribution,numeric-method
  • ConvexContamination,LatticeDistribution,LatticeDistribution,numeric-method
  • ConvexContamination,AcDcLcDistribution,AcDcLcDistribution,numeric-method
Examples
# NOT RUN {
# Convex combination of two normal distributions
C1 <- ConvexContamination(e1 = Norm(), e2 = Norm(mean = 5), size = 0.1)
plot(C1)
# }
Documentation reproduced from package distrEx, version 2.8.0, License: LGPL-3

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