Av1CondContIC: Generating function for Av1CondContIC-class

In ROptRegTS: Optimally Robust Estimation for Regression-Type Models

Description

Generates an object of class "Av1CondContIC"; i.e., an influence curves eta of the form

eta = (A Lambda - a)min(1, b/|A Lambda - a|)

with clipping bound b, centering function a and standardizing matrix A. Lambda stands for the L2 derivative of the corresponding L2 differentiable parametric family which can be created via CallL2Fam.

Usage

Av1CondContIC(name, CallL2Fam = call("L2RegTypeFamily"),
       Curve = EuclRandVarList(RealRandVariable(
               Map = list(function(x){x[1]*x[2]}),
               Domain = EuclideanSpace(dimension = 2))),
       Risks, Infos, clip = Inf, stand = as.matrix(1), 
       cent = EuclRandVarList(RealRandVariable(
               Map = list(function(x){numeric(length(x))}),
               Domain = EuclideanSpace(dimension = 2))),
       lowerCase = NULL, neighborRadius = 0)

Arguments

name	object of class "character".
CallL2Fam	object of class "call": creates an object of the underlying L2-differentiable regression type family.
Curve	object of class "EuclRandVarList"
Risks	object of class "list": list of risks; cf. RiskType-class.
Infos	matrix of characters with two columns named method and message: additional informations.
clip	positive real: clipping bound.
cent	object of class "EuclRandVarList": centering function.
stand	matrix: standardizing matrix.
lowerCase	optional constant for lower case solution.
neighborRadius	radius of the corresponding (unconditional) contamination neighborhood.

Value

Object of class "Av1CondContIC"

Author(s)

Matthias Kohl [e-mail]

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

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

See Also

CondIC-class, Av1CondContIC-class

Examples

IC1 <- Av1CondContIC()
IC1

ROptRegTS documentation built on May 2, 2019, 6:51 p.m.