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ROptEstOld (version 1.2.0)

getInfCent: Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound

Description

Generic function for the computation of the optimal centering constant (contamination neighborhoods) respectively, of the optimal lower clipping bound (total variation neighborhood). This function is rarely called directly. It is used to compute optimally robust ICs.

Usage

getInfCent(L2deriv, neighbor, ...)

# S4 method for UnivariateDistribution,ContNeighborhood getInfCent(L2deriv, neighbor, clip, cent, tol.z, symm, trafo)

# S4 method for UnivariateDistribution,TotalVarNeighborhood getInfCent(L2deriv, neighbor, clip, cent, tol.z, symm, trafo)

# S4 method for RealRandVariable,ContNeighborhood getInfCent(L2deriv, neighbor, Distr, z.comp, stand, cent, clip)

Arguments

L2deriv

L2-derivative of some L2-differentiable family of probability measures.

neighbor

object of class "Neighborhood".

additional parameters.

Distr

distribution of L2-differentiable family.

clip

optimal clipping bound.

cent

optimal centering constant.

stand

standardizing matrix.

tol.z

the desired accuracy (convergence tolerance).

symm

logical: indicating symmetry of L2deriv.

trafo

matrix: transformation of the parameter.

z.comp

logical vector: indication which components of the centering constant have to be computed.

Value

The optimal centering constant is computed.

Methods

L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood"

computation of optimal centering constant.

L2deriv = "UnivariateDistribution", neighbor = "TotalVarNeighborhood"

computation of optimal lower clipping bound.

L2deriv = "RealRandVariable", neighbor = "ContNeighborhood"

computation of optimal centering constant.

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

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

See Also

ContIC-class, TotalVarIC-class