Description Usage Arguments Value Methods Author(s) References See Also
Generic function for the computation of optimally robust ICs in case of infinitesimal robust models. This function is rarely called directly.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43  getInfRobIC(L2deriv, risk, neighbor, ...)
## S4 method for signature 'UnivariateDistribution,asCov,ContNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, Finfo, trafo)
## S4 method for signature 'UnivariateDistribution,asCov,TotalVarNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, Finfo, trafo)
## S4 method for signature 'RealRandVariable,asCov,ContNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, Distr, Finfo, trafo)
## S4 method for signature 'UnivariateDistribution,asBias,ContNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,asBias,TotalVarNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'RealRandVariable,asBias,ContNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, z.start, A.start, trafo, upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,asHampel,UncondNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'RealRandVariable,asHampel,ContNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, trafo, z.start, A.start, upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,asGRisk,UncondNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'RealRandVariable,asGRisk,ContNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, trafo, z.start, A.start, upper, maxiter, tol, warn)
## S4 method for signature
## 'UnivariateDistribution,asUnOvShoot,UncondNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)

L2deriv 
L2derivative of some L2differentiable family of probability measures. 
risk 
object of class 
neighbor 
object of class 
... 
additional parameters. 
Distr 
object of class 
symm 
logical: indicating symmetry of 
DistrSymm 
object of class 
L2derivSymm 
object of class 
L2derivDistrSymm 
object of class 
Finfo 
Fisher information matrix. 
z.start 
initial value for the centering constant. 
A.start 
initial value for the standardizing matrix. 
trafo 
matrix: transformation of the parameter. 
upper 
upper bound for the optimal clipping bound. 
maxiter 
the maximum number of iterations. 
tol 
the desired accuracy (convergence tolerance). 
warn 
logical: print warnings. 
The optimally robust IC is computed.
computes the classical optimal influence curve for L2 differentiable parametric families with unknown onedimensional parameter.
computes the classical optimal influence curve for L2 differentiable parametric families with unknown onedimensional parameter.
computes the classical optimal influence curve for L2 differentiable parametric families with unknown kdimensional parameter (k > 1) where the underlying distribution is univariate.
computes the bias optimal influence curve for L2 differentiable parametric families with unknown onedimensional parameter.
computes the bias optimal influence curve for L2 differentiable parametric families with unknown onedimensional parameter.
computes the bias optimal influence curve for L2 differentiable parametric families with unknown kdimensional parameter (k > 1) where the underlying distribution is univariate.
computes the optimally robust influence curve for L2 differentiable parametric families with unknown onedimensional parameter.
computes the optimally robust influence curve for L2 differentiable parametric families with unknown kdimensional parameter (k > 1) where the underlying distribution is univariate.
computes the optimally robust influence curve for L2 differentiable parametric families with unknown onedimensional parameter.
computes the optimally robust influence curve for L2 differentiable parametric families with unknown kdimensional parameter (k > 1) where the underlying distribution is univariate.
computes the optimally robust influence curve for onedimensional L2 differentiable parametric families and asymptotic under/overshoot risk.
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.
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