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Showing results 1 to 10 of 1,070.


Function corrob [groc v1.0.6]
keywords
robust
title
Robust correlation measure
description
Compute robust estimates of the correlation between two variables using the Orthogonalized Gnanadesikan-Kettenring pairwise estimator.
Function covrob [groc v1.0.6]
keywords
robust
title
Robust covariance measure
description
Compute robust estimates of the covariance between two variables using the robust tau estimate of univariate scale, as proposed by Maronna and Zamar (2002).
Function getInfCent [ROptEst v1.2.1]
keywords
robust
title
Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound
description
Generic function for the computation of the optimal centering constant (contamination neighborhoods) respectively, of the optimal lower clipping bound (total variation neighborhood). This function is rarely called directly. It is used to compute optimally robust ICs.
Function getL1normL2deriv [ROptEst v1.2.1]
keywords
robust
title
Calculation of L1 norm of L2derivative
description
Methods to calculate the L1 norm of the L2derivative in a smooth parametric model.
Function getL2normL2deriv [ROptEst v1.2.1]
keywords
robust
title
Calculation of L2 norm of L2derivative
description
Function to calculate the L2 norm of the L2derivative in a smooth parametric model.
Function getInfLM [ROptEst v1.2.1]
keywords
robust
title
Functions to determine Lagrange multipliers
description
Functions to determine Lagrange multipliers A and a in a Hampel problem or in a(n) (inner) loop in a MSE problem; can be done either by optimization or by fixed point iteration. These functions are rarely called directly.
Function getInfClip [ROptEst v1.2.1]
keywords
robust
title
Generic Function for the Computation of the Optimal Clipping Bound
description
Generic function for the computation of the optimal clipping bound in case of infinitesimal robust models. This function is rarely called directly. It is used to compute optimally robust ICs.
Function getInfGamma [ROptEst v1.2.1]
keywords
robust
title
Generic Function for the Computation of the Optimal Clipping Bound
description
Generic function for the computation of the optimal clipping bound. This function is rarely called directly. It is called by getInfClip to compute optimally robust ICs.
Function inputGenerators [ROptEst v1.2.1]
keywords
robust
title
Input generating functions for function 'robest'
description
Generating functions to generate structured input for function robest.
Function comparePlot-methods [ROptEst v1.2.1]
keywords
robust
title
Compare - Plots
description
Plots 2-4 influence curves to the same model.