| getInfClipRegTS {ROptRegTS} | R Documentation |
Generic function for the computation of the optimal clipping bound/function. This function is rarely called directly. It is used to compute optimally robust ICs in case infinitesimal models.
getInfClipRegTS(clip, ErrorL2deriv, Regressor, risk, neighbor, ...)
## S4 method for signature 'numeric,
## UnivariateDistribution, Distribution, asMSE,
## Neighborhood':
getInfClipRegTS(clip,
ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent)
## S4 method for signature 'numeric,
## UnivariateDistribution, Distribution, asMSE,
## Av1CondTotalVarNeighborhood':
getInfClipRegTS(clip,
ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent)
## S4 method for signature 'numeric, EuclRandVariable,
## Distribution, asMSE, Neighborhood':
getInfClipRegTS(clip, ErrorL2deriv,
Regressor, risk, neighbor, ErrorDistr, stand, cent, trafo)
## S4 method for signature 'numeric,
## UnivariateDistribution, UnivariateDistribution,
## asUnOvShoot, UncondNeighborhood':
getInfClipRegTS(clip,
ErrorL2deriv, Regressor, risk, neighbor, z.comp, cent)
## S4 method for signature 'numeric,
## UnivariateDistribution, numeric, asUnOvShoot,
## CondNeighborhood':
getInfClipRegTS(clip,
ErrorL2deriv, Regressor, risk, neighbor)
clip |
optimal clipping bound. |
ErrorL2deriv |
L2-derivative of ErrorDistr. |
Regressor |
regressor. |
risk |
object of class "RiskType". |
neighbor |
object of class "Neighborhood". |
... |
additional parameters. |
cent |
optimal centering constant/function. |
stand |
standardizing matrix. |
z.comp |
which components of the centering constant/function have to be computed. |
ErrorDistr |
error distribution. |
trafo |
matrix: transformation of the parameter. |
The optimal clipping bound/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, TotalVarIC-class,
Av1CondContIC-class, Av2CondContIC-class,
Av1CondTotalVarIC-class, CondContIC-class,
CondTotalVarIC-class