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.
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)
L2-derivative of some L2-differentiable family of probability measures.
object of class "Neighborhood"
.
additional parameters.
distribution of L2-differentiable family.
optimal clipping bound.
optimal centering constant.
standardizing matrix.
the desired accuracy (convergence tolerance).
logical: indicating symmetry of L2deriv
.
matrix: transformation of the parameter.
logical vector: indication which components of the centering constant have to be computed.
The optimal centering constant is computed.
computation of optimal centering constant.
computation of optimal lower clipping bound.
computation of optimal centering constant.
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.