updateNorm-methods: Methods for Function updateNorm in Package 'ROptEst'

In ROptEst: Optimally Robust Estimation

Methods for Function updateNorm in Package ‘ROptEst’

Description

updateNorm-methods to update norm in IC-Algo

Usage

updateNorm(normtype, ...)
## S4 method for signature 'SelfNorm'
updateNorm(normtype, L2, neighbor, biastype, Distr, V.comp, 
                                cent, stand,  w)     

Arguments

normtype	normtype of class NormType
...	further arguments to be passed to specific methods.
L2	L2derivative
neighbor	object of class "Neighborhood".
biastype	object of class "BiasType"
cent	optimal centering constant.
stand	standardizing matrix.
Distr	standardizing matrix.
V.comp	matrix: indication which components of the standardizing matrix have to be computed.
w	object of class RobWeight; current weight

Details

updateNorm is used internally in the opt-IC-algorithm to be able to work with a norm that depends on the current covariance (SelfNorm)

Value

updateNorm

an updated object of class NormType.

Methods

updateNorm

signature(normtype = "SelfNorm"): udates the norm in the self-standardized case; just used internally in the opt-IC-Algorithm.

Author(s)

Peter Ruckdeschel [e-mail]

See Also

NormType-class

ROptEst documentation built on Sept. 12, 2024, 7:40 a.m.