| CondTotalVarIC {ROptRegTS} | R Documentation |
Generates an object of class "CondTotalVarIC";
i.e., an influence curves eta of the form
eta = max(c(x), min(A x Lambda_f, b(x)))
with lower clipping function c, upper clipping function b and standardizing matrix A. Lambda_f stands for the L2 derivative of the corresponding error distribution.
CondTotalVarIC(name, CallL2Fam = call("L2RegTypeFamily"),
Curve = EuclRandVarList(RealRandVariable(Map = list(function(x) {x[1] * x[2]}),
Domain = EuclideanSpace(dimension = 1))),
Risks, Infos,
clipUp = RealRandVariable(Map = list(function(x) {Inf}), Domain = Reals()),
stand = as.matrix(1),
clipLo = RealRandVariable(Map = list(function(x) {-Inf}), Domain = Reals()),
lowerCase = NULL, neighborRadius = 0, neighborRadiusCurve = function(x){1})
name |
object of class "character". |
CallL2Fam |
object of class "call":
creates an object of the underlying L2-differentiable
regression type family. |
Curve |
object of class "EuclRandVarList" |
Risks |
object of class "list":
list of risks; cf. RiskType-class. |
Infos |
matrix of characters with two columns
named method and message: additional informations. |
clipUp |
object of class "RealRandVariable":
upper clipping function. |
clipLo |
object of class "RealRandVariable":
lower clipping function. |
stand |
matrix: standardizing matrix. |
lowerCase |
optional constant for lower case solution. |
neighborRadius |
radius of the corresponding conditional total variation neighborhood. |
neighborRadiusCurve |
radius curve of the corresponding conditional total variation neighborhood. |
Object of class "CondTotalVarIC"
Matthias Kohl Matthias.Kohl@stamats.de
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
CondIC-class, CondTotalVarIC-class
IC1 <- CondTotalVarIC() IC1