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

In ROptEst: Optimally Robust Estimation

Generic Function for the Computation of the Optimal Clipping Bound

Description

Generic function for the computation of the optimal clipping bound in case of robust models with fixed neighborhoods. This function is rarely called directly. It is used to compute optimally robust ICs.

Usage

getFixClip(clip, Distr, risk, neighbor,  ...)

## S4 method for signature 'numeric,Norm,fiUnOvShoot,ContNeighborhood'
getFixClip(clip, Distr, risk, neighbor)

## S4 method for signature 'numeric,Norm,fiUnOvShoot,TotalVarNeighborhood'
getFixClip(clip, Distr, risk, neighbor)

Arguments

clip	positive real: clipping bound
Distr	object of class "Distribution".
risk	object of class "RiskType".
neighbor	object of class "Neighborhood".
...	additional parameters.

Value

The optimal clipping bound is computed.

Methods

clip = "numeric", Distr = "Norm", risk = "fiUnOvShoot", neighbor = "ContNeighborhood"

optimal clipping bound for finite-sample under-/overshoot risk.

clip = "numeric", Distr = "Norm", risk = "fiUnOvShoot", neighbor = "TotalVarNeighborhood"

optimal clipping bound for finite-sample under-/overshoot risk.

Author(s)

Matthias Kohl [e-mail]

References

Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. Verw. Geb. 10:269–278.

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

See Also

ContIC-class, TotalVarIC-class

ROptEst documentation built on Feb. 7, 2024, 3:02 p.m.