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RobLox (version 1.2.3)
Optimally Robust Influence Curves and Estimators for Location and Scale
Description
Functions for the determination of optimally robust influence curves and estimators in case of normal location and/or scale (see Chapter 8 in Kohl (2005)
).
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Version
1.2.3
1.2.1
1.2.0
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0.8.2
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Install
install.packages('RobLox')
Monthly Downloads
1,310
Version
1.2.3
License
LGPL-3
Maintainer
Matthias Kohl
Last Published
January 15th, 2025
Functions in RobLox (1.2.3)
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rlsOptIC.Tu1
Computation of the optimally robust IC for Tu1 estimators
rlsOptIC.Hu2
Computation of the optimally robust IC for Hu2 estimators
rlsOptIC.Hu2a
Computation of the optimally robust IC for Hu2a estimators
rlsOptIC.MM2
Computation of the optimally robust IC for MM2 estimators
rlsOptIC.Hu3
Computation of the optimally robust IC for Hu3 estimators
rlsOptIC.Tu2
Computation of the optimally robust IC for Tu2 estimators
rlsOptIC.HuMad
Computation of the optimally robust IC for HuMad estimators
rlsOptIC.M
Computation of the optimally robust IC for M estimators
rlsOptIC.TuMad
Computation of the optimally robust IC for TuMad estimators
rowRoblox and colRoblox
Optimally robust estimation for location and/or scale
rsOptIC
Computation of the optimally robust IC for AL estimators
roblox
Optimally robust estimator for location and/or scale
showdown
Estimator Showdown by Monte-Carlo Study.
rlOptIC
Computation of the optimally robust IC for AL estimators
rlsOptIC.AnMad
Computation of the optimally robust IC for AnMad estimators
finiteSampleCorrection
Function to compute finite-sample corrected radii
rlsOptIC.Ha3
Computation of the optimally robust IC for Ha3 estimators
rlsOptIC.An2
Computation of the optimally robust IC for An2 estimators
rlsOptIC.BM
Computation of the optimally robust IC for BM estimators
rlsOptIC.Ha4
Computation of the optimally robust IC for Ha4 estimators
rlsOptIC.HaMad
Computation of the optimally robust IC for HuMad estimators
rlsOptIC.Hu1
Computation of the optimally robust IC for Hu1 estimators
rlsOptIC.AL
Computation of the optimally robust IC for AL estimators
RobLox-package
Optimally robust influence curves and estimators for location and scale
rlsOptIC.An1
Computation of the optimally robust IC for An1 estimators