Generic function for the computation of optimally robust ICs in case of robust models with fixed neighborhoods. This function is rarely called directly.
getFixRobIC(Distr, risk, neighbor, ...)# S4 method for Norm,fiUnOvShoot,UncondNeighborhood
getFixRobIC(Distr, risk, neighbor,
sampleSize, upper, maxiter, tol, warn, Algo, cont)
object of class "Distribution".
object of class "RiskType".
object of class "Neighborhood".
additional parameters.
integer: sample size.
upper bound for the optimal clipping bound.
the maximum number of iterations.
the desired accuracy (convergence tolerance).
logical: print warnings.
"A" or "B".
"left" or "right".
The optimally robust IC is computed.
computes the optimally robust influence curve for one-dimensional normal location and finite-sample under-/overshoot risk.
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.