rlsOptIC.BM | R Documentation |
The function rlsOptIC.BM
computes the optimally robust IC for
BM estimators in case of normal location with unknown scale and
(convex) contamination neighborhoods. These estimators were proposed
by Bednarski and Mueller (2001). A definition of these
estimators can also be found in Section 8.4 of Kohl (2005).
rlsOptIC.BM(r, bL.start = 2, bS.start = 1.5, delta = 1e-06, MAX = 100)
r |
non-negative real: neighborhood radius. |
bL.start |
positive real: starting value for |
bS.start |
positive real: starting value for |
delta |
the desired accuracy (convergence tolerance). |
MAX |
if |
The computation of the optimally robust IC for BM estimators
is based on optim
where MAX
is used to
control the constraints on b_{\rm loc}
and b_{{\rm sc},0}
. The optimal values of the
tuning constants b_{\rm loc}
, b_{{\rm sc},0}
,
\alpha
and \gamma
can be read off
from the slot Infos
of the resulting IC.
Object of class "IC"
Matthias Kohl Matthias.Kohl@stamats.de
Bednarski, T and Mueller, C.H. (2001) Optimal bounded influence regression and scale M-estimators in the context of experimental design. Statistics, 35(4): 349-369.
M. Kohl (2005). Numerical Contributions to the Asymptotic Theory of Robustness. Dissertation. University of Bayreuth. https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf.
M. Kohl (2012). Bounded influence estimation for regression and scale. Statistics, 46(4): 437-488. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1080/02331888.2010.540668")}
IC-class
IC1 <- rlsOptIC.BM(r = 0.1)
checkIC(IC1)
Risks(IC1)
Infos(IC1)
plot(IC1)
infoPlot(IC1)
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