getFixClip              package:ROptEst              R Documentation

_G_e_n_e_r_i_c _F_u_n_c_t_i_o_n _f_o_r _t_h_e _C_o_m_p_u_t_a_t_i_o_n _o_f _t_h_e _O_p_t_i_m_a_l _C_l_i_p_p_i_n_g _B_o_u_n_d

_D_e_s_c_r_i_p_t_i_o_n:

     Generic function for the computation of the optimal clipping bound
     in case of robust models with fixed neighborhoods. This function
     is  rarely called directly. It is used to compute optimally robust
     ICs.

_U_s_a_g_e:

     getFixClip(clip, Distr, risk, neighbor, ...)

     ## S4 method for signature 'numeric, Norm, fiUnOvShoot,
     ##   ContNeighborhood':
     getFixClip(clip, Distr, risk, neighbor)

     ## S4 method for signature 'numeric, Norm, fiUnOvShoot,
     ##   TotalVarNeighborhood':
     getFixClip(clip, Distr, risk, neighbor)

_A_r_g_u_m_e_n_t_s:

    clip: positive real: clipping bound 

   Distr: object of class '"Distribution"'. 

    risk: object of class '"RiskType"'. 

neighbor: object of class '"Neighborhood"'. 

     ...: additional parameters. 

_V_a_l_u_e:

     The optimal clipping bound is computed.

_M_e_t_h_o_d_s:

     _c_l_i_p = "_n_u_m_e_r_i_c", _D_i_s_t_r = "_N_o_r_m", _r_i_s_k = "_f_i_U_n_O_v_S_h_o_o_t", _n_e_i_g_h_b_o_r = "_C_o_n_t_N_e_i_g_h_b_o_r_h_o_o_d" 
          optimal clipping bound for finite-sample under-/overshoot
          risk. 

     _c_l_i_p = "_n_u_m_e_r_i_c", _D_i_s_t_r = "_N_o_r_m", _r_i_s_k = "_f_i_U_n_O_v_S_h_o_o_t", _n_e_i_g_h_b_o_r = "_T_o_t_a_l_V_a_r_N_e_i_g_h_b_o_r_h_o_o_d" 
          optimal clipping bound for finite-sample under-/overshoot
          risk. 

_A_u_t_h_o_r(_s):

     Matthias Kohl Matthias.Kohl@stamats.de

_R_e_f_e_r_e_n_c_e_s:

     Huber, P.J. (1968) Robust Confidence Limits. Z.
     Wahrscheinlichkeitstheor. Verw. Geb. *10*:269-278.

     Kohl, M. (2005) _Numerical Contributions to the Asymptotic Theory
     of Robustness_.  Bayreuth: Dissertation.

_S_e_e _A_l_s_o:

     'ContIC-class', 'TotalVarIC-class'

