ROptEst (version 1.3.4)

getFixClip: Generic Function for the Computation of the Optimal Clipping Bound

Description

Generic function for the computation of the optimal clipping bound in case of robust models with fixed neighborhoods. This function is rarely called directly. It is used to compute optimally robust ICs.

Usage

getFixClip(clip, Distr, risk, neighbor,  ...)
# S4 method for numeric,Norm,fiUnOvShoot,ContNeighborhood
getFixClip(clip, Distr, risk, neighbor)
# S4 method for numeric,Norm,fiUnOvShoot,TotalVarNeighborhood
getFixClip(clip, Distr, risk, neighbor)

Value

The optimal clipping bound is computed.

Arguments

clip

positive real: clipping bound

Distr

object of class "Distribution".

risk

object of class "RiskType".

neighbor

object of class "Neighborhood".

...

additional parameters.

Methods

clip = "numeric", Distr = "Norm", risk = "fiUnOvShoot", neighbor = "ContNeighborhood"

optimal clipping bound for finite-sample under-/overshoot risk.

clip = "numeric", Distr = "Norm", risk = "fiUnOvShoot", neighbor = "TotalVarNeighborhood"

optimal clipping bound for finite-sample under-/overshoot risk.

Author

Matthias Kohl

References

Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. Verw. Geb. 10:269--278.

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

ContIC-class, TotalVarIC-class