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.