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ROptRegTS (version 1.2.0)

getFixRobRegTypeIC: Generic Function for the Computation of Optimally Robust Regression-Type ICs

Description

Generic function for the computation of optimally robust regression-type ICs in case of fixed robust models. This function is rarely called directly.

Usage

getFixRobRegTypeIC(ErrorDistr, Regressor, risk, neighbor, ...)

# S4 method for Norm,UnivariateDistribution,fiUnOvShoot,UncondNeighborhood getFixRobRegTypeIC(ErrorDistr, Regressor, risk, neighbor, sampleSize, upper, maxiter, tol, warn, Algo, cont)

# S4 method for Norm,UnivariateDistribution,fiUnOvShoot,CondNeighborhood getFixRobRegTypeIC(ErrorDistr, Regressor, risk, neighbor, sampleSize, upper, maxiter, tol, warn, Algo, cont)

Arguments

ErrorDistr

error distribution

Regressor

regressor

risk

object of class "RiskType".

neighbor

object of class "Neighborhood".

additional parameters.

sampleSize

integer: sample size.

upper

upper bound for the optimal clipping bound.

maxiter

the maximum number of iterations.

tol

the desired accuracy (convergence tolerance).

warn

logical: print warnings.

Algo

"A" or "B".

cont

"left" or "right".

Value

The optimally robust IC is computed.

Methods

ErrorDistr = "Norm", Regressor = "UnivariateDistribution", risk = "fiUnOvShoot", neighbor = "UncondNeighborhood"

computes the optimally robust influence curve for one-dimensional normal regression and finite-sample under-/overshoot risk.

ErrorDistr = "Norm", Regressor = "UnivariateDistribution", risk = "fiUnOvShoot", neighbor = "CondNeighborhood"

computes the optimally robust influence curve for one-dimensional normal regression and finite-sample under-/overshoot risk.

References

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

Rieder, H. (1989) A finite-sample minimax regression estimator. Statistics 20(2): 211--221.

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

See Also

FixRobRegTypeModel-class