| getInfCentRegTS {ROptRegTS} | R Documentation |
Generic function for the computation of the optimal centering constant/function (contamination neighborhoods) respectively, of the optimal lower clipping bound/function (total variation neighborhoods). This function is rarely called directly. It is used to compute optimally robust ICs.
getInfCentRegTS(ErrorL2deriv, Regressor, neighbor, ...)
## S4 method for signature 'UnivariateDistribution,
## UnivariateDistribution, ContNeighborhood':
getInfCentRegTS(ErrorL2deriv,
Regressor, neighbor, clip, cent, stand, z.comp)
## S4 method for signature 'UnivariateDistribution,
## UnivariateDistribution, TotalVarNeighborhood':
getInfCentRegTS(ErrorL2deriv,
Regressor, neighbor, clip, cent, z.comp)
## S4 method for signature 'UnivariateDistribution,
## numeric, CondTotalVarNeighborhood':
getInfCentRegTS(ErrorL2deriv,
Regressor, neighbor, clip, cent, z.comp)
## S4 method for signature 'UnivariateDistribution,
## UnivariateDistribution, Av1CondContNeighborhood':
getInfCentRegTS(ErrorL2deriv,
Regressor, neighbor, clip, cent, stand, z.comp, x.vec)
## S4 method for signature 'UnivariateDistribution,
## UnivariateDistribution, Av1CondTotalVarNeighborhood':
getInfCentRegTS(ErrorL2deriv,
Regressor, neighbor, clip, cent, stand, z.comp, x.vec, tol.z)
## S4 method for signature 'UnivariateDistribution,
## MultivariateDistribution, ContNeighborhood':
getInfCentRegTS(ErrorL2deriv,
Regressor, neighbor, clip, cent, stand, z.comp)
## S4 method for signature 'UnivariateDistribution,
## MultivariateDistribution, Av1CondContNeighborhood':
getInfCentRegTS(ErrorL2deriv,
Regressor, neighbor, clip, cent, stand, z.comp, x.vec)
## S4 method for signature 'UnivariateDistribution,
## Distribution, Av2CondContNeighborhood':
getInfCentRegTS(ErrorL2deriv,
Regressor, neighbor, clip, cent, stand, z.comp, tol.z)
## S4 method for signature 'RealRandVariable, Distribution,
## ContNeighborhood':
getInfCentRegTS(ErrorL2deriv,
Regressor, neighbor, ErrorDistr, stand, cent, clip, z.comp)
## S4 method for signature 'RealRandVariable, Distribution,
## Av1CondContNeighborhood':
getInfCentRegTS(ErrorL2deriv,
Regressor, neighbor, ErrorDistr, stand, cent, clip, z.comp, x.vec)
ErrorL2deriv |
L2-derivative of ErrorDistr. |
Regressor |
regressor. |
neighbor |
object of class "Neighborhood". |
... |
additional parameters. |
clip |
optimal clipping bound. |
cent |
optimal centering constant/function. |
stand |
standardizing matrix. |
z.comp |
which components of the centering constant/function have to be computed. |
x.vec |
(approximated) support of Regressor. |
tol.z |
the desired accuracy (convergence tolerance). |
ErrorDistr |
error distribution. |
The optimal centering constant/function is computed.
Matthias Kohl Matthias.Kohl@stamats.de
Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. 8: 106–115.
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
ContIC-class, Av1CondContIC-class,
Av2CondContIC-class, Av1CondTotalVarIC-class,
CondContIC-class, CondTotalVarIC-class