getCnipers: Cniper Points

In stamats/rmx: Radius-Minimax Estimators

Cniper Points

Description

The function getCnipers finds the cniper points in the data.

Usage

getCnipers(x, ...)

Arguments

x	object of S3 class cniper or rmx.
...	further arguments passed through.

Details

The function determines the cniper points in the data used to compute the RMX estimator.

Value

A list with at least the following arguments:

values	object of class rmx.
indices	lower boundary of cniper region.

Author(s)

Matthias Kohl [e-mail]

References

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

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

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.

Ruckdeschel, P. (2010). Consequences of Higher Order Asymptotics for the MSE of M-estimators on Neighborhoods. arXiv, https://arxiv.org/abs/1006.0123.

See Also

rmx, cniper, getOutliers

Examples

ind <- rbinom(100, size=1, prob=0.05) 
x <- rnorm(100, mean=ind*3, sd=(1-ind) + ind*9)
res <- rmx(x, eps.lower = 0.01, eps.upper = 0.1)
(cni.res <- cniper(res))
getCnipers(cni.res)

stamats/rmx documentation built on Sept. 29, 2023, 7:13 p.m.