Generic function for the computation of the optimal clipping bound.
This function is rarely called directly. It is called by getInfClipRegTS
to compute optimally robust ICs.
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 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89  getInfGammaRegTS(ErrorL2deriv, Regressor, risk, neighbor, ...)
## S4 method for signature
## 'UnivariateDistribution,UnivariateDistribution,asMSE,ContNeighborhood'
getInfGammaRegTS(
ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent, clip)
## S4 method for signature
## 'UnivariateDistribution,
## UnivariateDistribution,
## asMSE,
## Av1CondContNeighborhood'
getInfGammaRegTS(
ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent, clip)
## S4 method for signature
## 'UnivariateDistribution,
## UnivariateDistribution,
## asMSE,
## Av1CondTotalVarNeighborhood'
getInfGammaRegTS(
ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent, clip)
## S4 method for signature
## 'UnivariateDistribution,
## MultivariateDistribution,
## asMSE,
## ContNeighborhood'
getInfGammaRegTS(
ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent, clip)
## S4 method for signature
## 'UnivariateDistribution,
## MultivariateDistribution,
## asMSE,
## Av1CondContNeighborhood'
getInfGammaRegTS(
ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent, clip)
## S4 method for signature
## 'UnivariateDistribution,
## MultivariateDistribution,
## asMSE,
## Av1CondTotalVarNeighborhood'
getInfGammaRegTS(
ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent, clip)
## S4 method for signature
## 'UnivariateDistribution,Distribution,asMSE,Av2CondContNeighborhood'
getInfGammaRegTS(
ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent, clip)
## S4 method for signature
## 'RealRandVariable,Distribution,asMSE,ContNeighborhood'
getInfGammaRegTS(
ErrorL2deriv, Regressor, risk, neighbor, ErrorDistr, stand, cent,
clip)
## S4 method for signature
## 'RealRandVariable,Distribution,asMSE,Av1CondContNeighborhood'
getInfGammaRegTS(
ErrorL2deriv, Regressor, risk, neighbor, ErrorDistr, stand, cent,
clip)
## S4 method for signature
## 'UnivariateDistribution,
## UnivariateDistribution,
## asUnOvShoot,
## ContNeighborhood'
getInfGammaRegTS(
ErrorL2deriv, Regressor, risk, neighbor, cent, clip)
## S4 method for signature
## 'UnivariateDistribution,
## UnivariateDistribution,
## asUnOvShoot,
## TotalVarNeighborhood'
getInfGammaRegTS(
ErrorL2deriv, Regressor, risk, neighbor, cent, clip)
## S4 method for signature
## 'UnivariateDistribution,numeric,asUnOvShoot,CondContNeighborhood'
getInfGammaRegTS(
ErrorL2deriv, Regressor, risk, neighbor, clip)
## S4 method for signature
## 'UnivariateDistribution,numeric,asUnOvShoot,CondTotalVarNeighborhood'
getInfGammaRegTS(
ErrorL2deriv, Regressor, risk, neighbor, clip)

ErrorL2deriv 
L2derivative of 
Regressor 
regressor. 
risk 
object of class 
neighbor 
object of class 
... 
additional parameters. 
clip 
optimal clipping bound. 
cent 
optimal centering constant/function. 
stand 
standardizing matrix. 
z.comp 
which components of the centering constant/function have to be computed. 
ErrorDistr 
error distribution. 
The function is used in case of asymptotic Grisks; confer Ruckdeschel and Rieder (2004).
used by getInfClipRegTS
.
used by getInfClipRegTS
.
used by getInfClipRegTS
.
used by getInfClipRegTS
.
used by getInfClipRegTS
.
used by getInfClipRegTS
.
used by getInfClipRegTS
.
used by getInfClipRegTS
.
used by getInfClipRegTS
.
used by getInfClipRegTS
.
used by getInfClipRegTS
.
used by getInfClipRegTS
.
used by getInfClipRegTS
.
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.
Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for General Loss Functions. Statistics & Decisions (submitted).
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
asMSEclass
, asUnOvShootclass
,
ContICclass
, Av1CondContICclass
,
Av2CondContICclass
, Av1CondTotalVarICclass
,
CondContICclass
, CondTotalVarICclass
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