| getInfRobRegTypeIC {ROptRegTS} | R Documentation |
Generic function for the computation of optimally robust regression-type ICs in case of infinitesimal robust models. This function is rarely called directly.
getInfRobRegTypeIC(ErrorL2deriv, Regressor, risk, neighbor, ...)
## S4 method for signature 'UnivariateDistribution,
## UnivariateDistribution, asBias, ContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,
## UnivariateDistribution, asBias,
## Av1CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,
## UnivariateDistribution, asBias,
## Av1CondTotalVarNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,
## Distribution, asBias, Av2CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,
## Distribution, asCov, ContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo)
## S4 method for signature 'UnivariateDistribution,
## UnivariateDistribution, asCov, TotalVarNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo)
## S4 method for signature 'UnivariateDistribution,
## Distribution, asCov, CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo)
## S4 method for signature 'UnivariateDistribution,
## Distribution, asCov, CondTotalVarNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo)
## S4 method for signature 'UnivariateDistribution,
## Distribution, asCov, Av1CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo)
## S4 method for signature 'UnivariateDistribution,
## Distribution, asCov, Av2CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo)
## S4 method for signature 'UnivariateDistribution,
## Distribution, asCov, Av1CondTotalVarNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo)
## S4 method for signature 'UnivariateDistribution,
## Distribution, asGRisk, ContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,
## Distribution, asGRisk, Av1CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,
## Distribution, asGRisk, Av2CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,
## Distribution, asGRisk, Av1CondTotalVarNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,
## MultivariateDistribution, asBias, ContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,
## MultivariateDistribution, asBias,
## Av1CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,
## MultivariateDistribution, asBias,
## Av1CondTotalVarNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'RealRandVariable, Distribution,
## asBias, ContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorSymm, RegSymm, ErrorDistr, ErrorL2derivSymm,
ErrorL2derivDistrSymm, Finfo, trafo, upper, z.start, A.start, maxiter, tol, warn)
## S4 method for signature 'RealRandVariable, Distribution,
## asBias, Av1CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorSymm, RegSymm, ErrorDistr, ErrorL2derivSymm,
ErrorL2derivDistrSymm, Finfo, trafo, upper, z.start, A.start, maxiter, tol, warn)
## S4 method for signature 'RealRandVariable, Distribution,
## asCov, ContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorDistr, Finfo, trafo)
## S4 method for signature 'RealRandVariable, Distribution,
## asCov, Av1CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorDistr, Finfo, trafo)
## S4 method for signature 'RealRandVariable, Distribution,
## asGRisk, ContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorSymm, RegSymm, ErrorDistr, ErrorL2derivSymm,
ErrorL2derivDistrSymm, Finfo, trafo, upper, z.start, A.start, maxiter, tol, warn)
## S4 method for signature 'RealRandVariable, Distribution,
## asGRisk, Av1CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorSymm, RegSymm, ErrorDistr, ErrorL2derivSymm,
ErrorL2derivDistrSymm, Finfo, trafo, upper, z.start, A.start, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,
## UnivariateDistribution, asUnOvShoot,
## UncondNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,
## UnivariateDistribution, asUnOvShoot,
## CondNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv,
Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo,
upper, maxiter, tol, warn)
ErrorL2deriv |
L2-derivative of ErrorDistr. |
Regressor |
regressor. |
risk |
object of class "RiskType". |
neighbor |
object of class "Neighborhood". |
... |
additional parameters. |
ErrorSymm |
symmetry of ErrorDistr. |
ErrorL2derivDistrSymm |
symmetry of ErrorL2derivDistr. |
RegSymm |
symmetry of RegDistr. |
ErrorDistr |
error distribution. |
ErrorL2derivSymm |
symmetry of ErrorL2deriv. |
Finfo |
Fisher information matrix. |
trafo |
matrix: transformation of the parameter. |
upper |
upper bound for the optimal clipping bound. |
maxiter |
the maximum number of iterations |
tol |
the desired accuracy (convergence tolerance). |
warn |
logical: print warnings. |
z.start |
initial value for the centering constant/function. |
A.start |
initial value for the standardizing matrix. |
The optimally robust IC 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.