oneStepEstimator: Generic function for the computation of one-step estimators

In ROptEstOld: Optimally Robust Estimation - Old Version

Description

Generic function for the computation of one-step estimators.

Usage

oneStepEstimator(x, IC, start)

Arguments

x	sample
IC	object of class "InfluenceCurve"
start	initial estimate

Details

Given an initial estimation start, a sample x and an influence curve IC the corresponding one-step estimator is computed

Value

The one-step estimation is computed.

Methods

x = "numeric", IC = "InfluenceCurve", start = "numeric"

univariate samples.

x = "numeric", IC = "InfluenceCurve", start = "list"

univariate samples.

x = "matrix", IC = "InfluenceCurve", start = "numeric"

multivariate samples.

x = "matrix", IC = "InfluenceCurve", start = "list"

multivariate samples.

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

InfluenceCurve-class

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