Av2CondContIC: Generating function for Av2CondContIC-class

In ROptRegTS: Optimally Robust Estimation for Regression-Type Models

Description

Generates an object of class "Av2CondContIC"; i.e., an influence curves eta of the form

eta = A K^(-1) x(Lambda_f - z)min(1, c/|Lambda_f - a|)

with K=E x t(x), clipping bound c, centering constant z and standardizing constant A. Lambda_f stands for the L2 derivative of the corresponding error distribution.

Usage

Av2CondContIC(name, CallL2Fam = call("L2RegTypeFamily"), 
        Curve = EuclRandVarList(RealRandVariable(
                Map = list(function(x) {x[1] * x[2]}),
                Domain = EuclideanSpace(dimension = 2))),
        Risks, Infos, clip = Inf, stand = 1, cent = 0, 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	real: centering constant
stand	real: standardizing constant
lowerCase	optional constant for lower case solution.
neighborRadius	radius of the corresponding (unconditional) contamination neighborhood.

Value

Object of class "Av2CondContIC"

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, Av2CondContIC-class

Examples

IC1 <- Av2CondContIC()
IC1

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