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
.
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)
object of class "character"
.
object of class "call"
:
creates an object of the underlying L2-differentiable
regression type family.
object of class "EuclRandVarList"
object of class "list"
:
list of risks; cf. RiskType-class
.
matrix of characters with two columns
named method
and message
: additional informations.
positive real: clipping bound.
object of class "EuclRandVarList"
: centering function.
matrix: standardizing matrix.
optional constant for lower case solution.
radius of the corresponding (unconditional) contamination neighborhood.
Object of class "Av1CondContIC"
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
# NOT RUN {
IC1 <- Av1CondContIC()
IC1
# }
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