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

Description Usage Arguments Value Methods Author(s) References See Also

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

1
2
3
4
5
6
7
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 [email protected]

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 May 2, 2019, 5:45 p.m.