Methods for Function getStartIC in Package ‘RobExtremes’

Description

getStartIC computes the optimally-robust IC to be used as argument ICstart in kStepEstimator.

Usage

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getStartIC(model, risk, ...)
## S4 method for signature 'L2ScaleShapeUnion,interpolRisk'
getStartIC(model, risk, ...)

Arguments

model

normtype of class NormType

risk

normtype of class NormType

...

further arguments to be passed to specific methods.

Details

getStartIC is used internally in functions robest and roptest to compute the optimally robust influence function according to the arguments given to them.

Value

An IC of type HampIC.

Methods

getStartIC

signature(model = "L2ScaleShapeUnion", risk = "interpolRisk"): computes the optimally robust influence function by interpolation on a grid (using helper function .getPsi).

getStartIC

signature(model = "LocL2ScaleShapeUnion", risk = "interpolRisk"): computes the optimally robust influence function by interpolation on a grid (using helper function .getPsi).

Author(s)

Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de

See Also

robest,optIC, radiusMinimaxIC

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