getInfGammaRegTS: Generic Function for the Computation of the Optimal Clipping...

In ROptRegTS: Optimally Robust Estimation for Regression-Type Models

Description

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.

Usage

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)

Arguments

ErrorL2deriv	L2-derivative of ErrorDistr.
Regressor	regressor.
risk	object of class "RiskType".
neighbor	object of class "Neighborhood".
...	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.

Details

The function is used in case of asymptotic G-risks; confer Ruckdeschel and Rieder (2004).

Methods

ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", risk = "asMSE", neighbor = "ContNeighborhood"

used by getInfClipRegTS.

ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", risk = "asMSE", neighbor = "Av1CondContNeighborhood"

used by getInfClipRegTS.

ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", risk = "asMSE", neighbor = "Av1CondTotalVarNeighborhood"

used by getInfClipRegTS.

ErrorL2deriv = "UnivariateDistribution", Regressor = "MultivariateDistribution", risk = "asMSE", neighbor = "ContNeighborhood"

used by getInfClipRegTS.

ErrorL2deriv = "UnivariateDistribution", Regressor = "MultivariateDistribution", risk = "asMSE", neighbor = "Av1CondContNeighborhood"

used by getInfClipRegTS.

ErrorL2deriv = "UnivariateDistribution", Regressor = "MultivariateDistribution", risk = "asMSE", neighbor = "Av1CondTotalVarNeighborhood"

used by getInfClipRegTS.

ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", risk = "asMSE", neighbor = "Av2CondContNeighborhood"

used by getInfClipRegTS.

ErrorL2deriv = "RealRandVariable", Regressor = "Distribution", risk = "asMSE", neighbor = "ContNeighborhood"

used by getInfClipRegTS.

ErrorL2deriv = "RealRandVariable", Regressor = "Distribution", risk = "asMSE", neighbor = "Av1CondContNeighborhood"

used by getInfClipRegTS.

ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", risk = "asUnOvShoot", neighbor = "ContNeighborhood"

used by getInfClipRegTS.

ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", risk = "asUnOvShoot", neighbor = "TotalVarNeighborhood"

used by getInfClipRegTS.

ErrorL2deriv = "UnivariateDistribution", Regressor = "numeric", risk = "asUnOvShoot", neighbor = "CondContNeighborhood"

used by getInfClipRegTS.

ErrorL2deriv = "UnivariateDistribution", Regressor = "numeric", risk = "asUnOvShoot", neighbor = "CondTotalVarNeighborhood"

used by getInfClipRegTS.

Author(s)

Matthias Kohl [e-mail]

References

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.

See Also

asMSE-class, asUnOvShoot-class, ContIC-class, Av1CondContIC-class, Av2CondContIC-class, Av1CondTotalVarIC-class, CondContIC-class, CondTotalVarIC-class

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