CondContIC: Generating function for CondContIC-class

In ROptRegTS: Optimally Robust Estimation for Regression-Type Models

Description

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

eta = (A Lambda - a)min(1, b/|A Lambda - a|)

with clipping function b, centering function a and standardizing matrix A. Lambda stands for the L2 derivative of the corresponding L2 differentiable parametric family which can be created via CallL2Fam.

Usage

CondContIC(name, CallL2Fam = call("L2RegTypeFamily"),
       Curve = EuclRandVarList(RealRandVariable(
               Map = list(function(x){x[1]*x[2]}),
               Domain = EuclideanSpace(dimension = 2))),
       Risks, Infos, 
       clip = RealRandVariable(Map = list(function(x){ Inf }), Domain = Reals()), 
       stand = as.matrix(1), 
       cent = EuclRandVarList(RealRandVariable(
              Map = list(function(x){numeric(length(x))}),
              Domain = EuclideanSpace(dimension = 2))),
       lowerCase = NULL, neighborRadius = 0, neighborRadiusCurve = function(x){1})

Arguments

name	object of class "character".
CallL2Fam	object of class "call": creates an object of the underlying L2-differentiable regression type 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.
clip	object of class "RealRandVariable": clipping function.
cent	object of class "EuclRandVarList": centering function.
stand	matrix: standardizing matrix.
lowerCase	optional constant for lower case solution.
neighborRadius	radius of the corresponding conditional contamination neighborhood.
neighborRadiusCurve	radius curve of the corresponding conditional contamination neighborhood.

Value

Object of class "CondContIC"

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

CondIC-class, CondContIC-class

Examples

IC1 <- CondContIC()
IC1

ROptRegTS documentation built on May 2, 2019, 3:40 p.m.