getFixRobRegTypeIC: Generic Function for the Computation of Optimally Robust...

Description Usage Arguments Value Methods Author(s) References See Also

Description

Generic function for the computation of optimally robust regression-type ICs in case of fixed robust models. This function is rarely called directly.

Usage

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getFixRobRegTypeIC(ErrorDistr, Regressor, risk, neighbor, ...)

## S4 method for signature 
## 'Norm,UnivariateDistribution,fiUnOvShoot,UncondNeighborhood'
getFixRobRegTypeIC(ErrorDistr, 
            Regressor, risk, neighbor, sampleSize, upper, maxiter, tol, warn, Algo, cont)

## S4 method for signature 
## 'Norm,UnivariateDistribution,fiUnOvShoot,CondNeighborhood'
getFixRobRegTypeIC(ErrorDistr, 
            Regressor, risk, neighbor, sampleSize, upper, maxiter, tol, warn, Algo, cont)

Arguments

ErrorDistr

error distribution

Regressor

regressor

risk

object of class "RiskType".

neighbor

object of class "Neighborhood".

...

additional parameters.

sampleSize

integer: sample size.

upper

upper bound for the optimal clipping bound.

maxiter

the maximum number of iterations.

tol

the desired accuracy (convergence tolerance).

warn

logical: print warnings.

Algo

"A" or "B".

cont

"left" or "right".

Value

The optimally robust IC is computed.

Methods

ErrorDistr = "Norm", Regressor = "UnivariateDistribution", risk = "fiUnOvShoot", neighbor = "UncondNeighborhood"

computes the optimally robust influence curve for one-dimensional normal regression and finite-sample under-/overshoot risk.

ErrorDistr = "Norm", Regressor = "UnivariateDistribution", risk = "fiUnOvShoot", neighbor = "CondNeighborhood"

computes the optimally robust influence curve for one-dimensional normal regression and finite-sample under-/overshoot risk.

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. Verw. Geb. 10:269–278.

Rieder, H. (1989) A finite-sample minimax regression estimator. Statistics 20(2): 211–221.

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

See Also

FixRobRegTypeModel-class


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