Generic function for the computation of optimally robust regression-type ICs in case of fixed robust models. This function is rarely called directly.
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)
error distribution
regressor
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 regression and finite-sample under-/overshoot risk.
computes the optimally robust influence curve for one-dimensional normal regression and finite-sample under-/overshoot risk.
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.