rlsOptIC.TuMad: Computation of the optimally robust IC for TuMad estimators
In RobLox: Optimally Robust Influence Curves and Estimators for Location and Scale
Description
Usage
Arguments
Details
Value
Author(s)
References
See Also
Examples
Description
The function rlsOptIC.TuMad computes the optimally robust IC for
TuMad estimators in case of normal location with unknown scale and
(convex) contamination neighborhoods. The definition of
these estimators can be found in Subsection 8.5.4 of Kohl (2005).
Usage
1
rlsOptIC.TuMad(r, aUp = 10, delta = 1e-06)
Arguments
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).
Details
The optimal value of the tuning constant a can be read off
from the slot Infos of the resulting IC.
Value
Object of class "IC"
Author(s)
Matthias Kohl Matthias.Kohl@stamats.de
References
Beaton, A.E. and Tukey, J.W. (1974) The fitting of power series,
meaning polynomials, illustrated on band-spectroscopic data.
Discussions. Technometrics 16: 147–185.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness.
Bayreuth: Dissertation.
See Also
Examples
1
2
3
4
5
6
IC1 <- rlsOptIC.TuMad(r = 0.1)
checkIC(IC1)
Risks(IC1)
Infos(IC1)
plot(IC1)
infoPlot(IC1)
RobLox documentation built on May 2, 2019, 11:03 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Details Value Author(s) References See Also Examples
Description
The function rlsOptIC.TuMad computes the optimally robust IC for
TuMad estimators in case of normal location with unknown scale and
(convex) contamination neighborhoods. The definition of
these estimators can be found in Subsection 8.5.4 of Kohl (2005).
Usage
1 | rlsOptIC.TuMad(r, aUp = 10, delta = 1e-06)
|
Arguments
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). |
Details
The optimal value of the tuning constant a can be read off
from the slot Infos of the resulting IC.
Value
Object of class "IC"
Author(s)
Matthias Kohl Matthias.Kohl@stamats.de
References
Beaton, A.E. and Tukey, J.W. (1974) The fitting of power series, meaning polynomials, illustrated on band-spectroscopic data. Discussions. Technometrics 16: 147–185.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
See Also
Examples
1 2 3 4 5 6 | IC1 <- rlsOptIC.TuMad(r = 0.1)
checkIC(IC1)
Risks(IC1)
Infos(IC1)
plot(IC1)
infoPlot(IC1)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.