TotalVarIC: Generating function for TotalVarIC-class

In ROptEstOld: Optimally Robust Estimation - Old Version

Description

Generates an object of class "TotalVarIC"; i.e., an influence curves eta of the form

eta = max(c, min(A Lambda, d))

with lower clipping bound c, upper clipping bound d and standardizing matrix A. Lambda stands for the L2 derivative of the corresponding L2 differentiable parametric family which can be created via CallL2Fam.

Usage

TotalVarIC(name, CallL2Fam = call("L2ParamFamily"), 
           Curve = EuclRandVarList(RealRandVariable(Map = c(function(x) {x}), 
                                                    Domain = Reals())), 
           Risks, Infos, clipLo = -Inf, clipUp = Inf, stand = as.matrix(1), 
           lowerCase = NULL, neighborRadius = 0)

Arguments

name	object of class "character".
CallL2Fam	object of class "call": creates an object of the underlying L2-differentiable parametric 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.
clipLo	negative real: lower clipping bound.
clipUp	positive real: lower clipping bound.
stand	matrix: standardizing matrix
lowerCase	optional constant for lower case solution.
neighborRadius	radius of the corresponding (unconditional) contamination neighborhood.

Value

Object of class "TotalVarIC"

Author(s)

Matthias Kohl [e-mail]

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

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

See Also

IC-class, ContIC

Examples

IC1 <- TotalVarIC()
plot(IC1)

ROptEstOld documentation built on May 2, 2019, 12:51 p.m.