getFixRobIC | R Documentation |
Generic function for the computation of optimally robust ICs in case of robust models with fixed neighborhoods. This function is rarely called directly.
getFixRobIC(Distr, risk, neighbor, ...)
## S4 method for signature 'Norm,fiUnOvShoot,UncondNeighborhood'
getFixRobIC(Distr, risk, neighbor,
sampleSize, upper, maxiter, tol, warn, Algo, cont)
Distr |
object of class |
risk |
object of class |
neighbor |
object of class |
... |
additional parameters. |
sampleSize |
integer: sample size. |
upper |
upper bound for the optimal clipping bound. |
maxiter |
the maximum number of iterations. |
tol |
the desired accuracy (convergence tolerance). |
warn |
logical: print warnings. |
Algo |
"A" or "B". |
cont |
"left" or "right". |
The optimally robust IC is computed.
computes the optimally robust influence curve for one-dimensional normal location and finite-sample under-/overshoot risk.
Matthias Kohl Matthias.Kohl@stamats.de
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.
FixRobModel-class
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