rlsOptIC.An1: Computation of the optimally robust IC for An1 estimators
In RobLox: Optimally Robust Influence Curves and Estimators for Location and Scale

Description Usage Arguments Details Value Author(s) References See Also Examples

The function rlsOptIC.An1 computes the optimally robust IC for An1 estimators in case of normal location with unknown scale and (convex) contamination neighborhoods. The definition of these estimators can be found in Subsection 8.5.3 of Kohl (2005).

1	rlsOptIC.An1(r, aUp = 2.5, delta = 1e-06)

`r`	non-negative real: neighborhood radius.
`aUp`	positive real: the upper end point of the interval to be searched for a.
`delta`	the desired accuracy (convergence tolerance).

The optimal value of the tuning constant a can be read off from the slot Infos of the resulting IC.

Object of class "IC"

Matthias Kohl Matthias.Kohl@stamats.de

Andrews, D.F., Bickel, P.J., Hampel, F.R., Huber, P.J., Rogers, W.H. and Tukey, J.W. (1972) Robust estimates of location. Princeton University Press.

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

IC-class

IC1 <- rlsOptIC.An1(r = 0.1)
checkIC(IC1)
Risks(IC1)
Infos(IC1)
## don't run to reduce check time on CRAN
## Not run: 
plot(IC1)
infoPlot(IC1)

## End(Not run)