0RobLox-package: Optimally robust influence curves and estimators for location...
In RobLox: Optimally Robust Influence Curves and Estimators for Location and Scale

Description Details Package versions Author(s) References See Also Examples

Functions for the determination of optimally robust influence curves and estimators in case of normal location and/or scale.

Package:	RobLox
Version:	1.2.0
Date:	2019-04-02
Depends:	R(>= 3.4), stats, distrMod(>= 2.8.0), RobAStBase(>= 1.2.0)
Imports:	methods, lattice, RColorBrewer, Biobase, RandVar(>= 1.2.0), distr(>= 2.8.0)
Suggests:	MASS
ByteCompile:	yes
License:	LGPL-3
URL:	http://robast.r-forge.r-project.org/
VCS/SVNRevision:	1214

Note: The first two numbers of package versions do not necessarily reflect package-individual development, but rather are chosen for the RobAStXXX family as a whole in order to ease updating "depends" information.

Matthias Kohl matthias.kohl@stamats.de

M. Kohl (2005). Numerical Contributions to the Asymptotic Theory of Robustness. Dissertation. University of Bayreuth. Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer. Rieder, H., Kohl, M. and Ruckdeschel, P. (2008). The Costs of not Knowing the Radius. Statistical Methods and Applications 17(1) 13-40. Extended version: http://r-kurs.de/RRlong.pdf

M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. Statistical Methods and Application, 19(3):333-354.

RobAStBase-package

library(RobLox)
ind <- rbinom(100, size=1, prob=0.05) 
x <- rnorm(100, mean=ind*3, sd=(1-ind) + ind*9)
roblox(x)
res <- roblox(x, eps.lower = 0.01, eps.upper = 0.1, returnIC = TRUE)
estimate(res)
confint(res)
confint(res, method = symmetricBias())
pIC(res)
## don't run to reduce check time on CRAN
## Not run: 
checkIC(pIC(res))
Risks(pIC(res))
Infos(pIC(res))
plot(pIC(res))
infoPlot(pIC(res))

## End(Not run)
## row-wise application
ind <- rbinom(200, size=1, prob=0.05) 
X <- matrix(rnorm(200, mean=ind*3, sd=(1-ind) + ind*9), nrow = 2)
rowRoblox(X)