Generic function for the computation of the standardizing matrix which takes care of the Fisher consistency of the corresponding IC. This function is rarely called directly. It is used to compute optimally robust ICs.
getInfStandRegTS(ErrorL2deriv, Regressor, neighbor, ...)# S4 method for UnivariateDistribution,UnivariateDistribution,ContNeighborhood
getInfStandRegTS(
ErrorL2deriv, Regressor, neighbor, z.comp, clip, cent, stand, trafo)
# S4 method for UnivariateDistribution,UnivariateDistribution,TotalVarNeighborhood
getInfStandRegTS(
ErrorL2deriv, Regressor, neighbor, clip, cent)
# S4 method for UnivariateDistribution,UnivariateDistribution,CondTotalVarNeighborhood
getInfStandRegTS(
ErrorL2deriv, Regressor, neighbor, clip, cent)
# S4 method for UnivariateDistribution,UnivariateDistribution,Av1CondContNeighborhood
getInfStandRegTS(
ErrorL2deriv, Regressor, neighbor, z.comp, clip, cent, stand, trafo)
# S4 method for UnivariateDistribution,UnivariateDistribution,Av1CondTotalVarNeighborhood
getInfStandRegTS(
ErrorL2deriv, Regressor, neighbor, z.comp, clip, cent, stand, trafo)
# S4 method for UnivariateDistribution,MultivariateDistribution,ContNeighborhood
getInfStandRegTS(
ErrorL2deriv, Regressor, neighbor, z.comp, clip, cent, stand, trafo)
# S4 method for UnivariateDistribution,MultivariateDistribution,Av1CondContNeighborhood
getInfStandRegTS(
ErrorL2deriv, Regressor, neighbor, z.comp, clip, cent, stand, trafo)
# S4 method for UnivariateDistribution,MultivariateDistribution,Av1CondTotalVarNeighborhood
getInfStandRegTS(
ErrorL2deriv, Regressor, neighbor, z.comp, clip, cent, stand, trafo)
# S4 method for UnivariateDistribution,Distribution,Av2CondContNeighborhood
getInfStandRegTS(
ErrorL2deriv, Regressor, neighbor, z.comp, clip, cent, stand, trafo)
# S4 method for RealRandVariable,Distribution,ContNeighborhood
getInfStandRegTS(
ErrorL2deriv, Regressor, neighbor, ErrorDistr, A.comp, stand, clip,
cent, trafo)
# S4 method for RealRandVariable,Distribution,Av1CondContNeighborhood
getInfStandRegTS(
ErrorL2deriv, Regressor, neighbor, ErrorDistr, A.comp, stand, clip,
cent, trafo)
L2-derivative of ErrorDistr
.
regressor.
object of class "Neighborhood"
.
additional parameters.
error distribution.
optimal clipping bound/function.
optimal centering constant/function.
standardizing matrix.
which components of the centering constant/function have to be computed.
which components of the standardizing matrix have to be computed.
matrix: transformation of the parameter.
The standardizing matrix is computed.
computes standardizing matrix.
computes standardizing constant.
computes standardizing constant.
computes standardizing matrix.
computes standardizing matrix.
computes standardizing matrix.
computes standardizing matrix.
computes standardizing matrix.
computes standardizing matrix.
computes standardizing matrix.
computes standardizing matrix.
Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. 8: 106--115.
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
ContIC-class
, TotalVarIC-class
,
Av1CondContIC-class
, Av2CondContIC-class
,
Av1CondTotalVarIC-class
, CondContIC
,
CondTotalVarIC