Generates an object of class "TotalVarIC"
;
i.e., an influence curves \(\eta\) of the form
$$\eta = c \vee A\Lambda \wedge d$$
with lower clipping bound \(c\), upper clipping bound \(d\) and
standardizing matrix \(A\). \(\Lambda\) stands for
the L2 derivative of the corresponding L2 differentiable
parametric family which can be created via CallL2Fam
.
TotalVarIC(name, CallL2Fam = call("L2ParamFamily"),
Curve = EuclRandVarList(RealRandVariable(Map = c(function(x) {x}),
Domain = Reals())),
Risks, Infos, clipLo = -Inf, clipUp = Inf, stand = as.matrix(1),
lowerCase = NULL, neighborRadius = 0)
object of class "character"
.
object of class "call"
:
creates an object of the underlying L2-differentiable
parametric 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.
negative real: lower clipping bound.
positive real: lower clipping bound.
matrix: standardizing matrix
optional constant for lower case solution.
radius of the corresponding (unconditional) contamination neighborhood.
Object of class "TotalVarIC"
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 <- TotalVarIC()
plot(IC1)
# }
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