gen.data

Generates a random dataset with some amount of contaimination.

utilities

Methods for robust statistics, a state of the art in the early
2000s, notably for robust regression and robust multivariate analysis.

Valentin Todorov

robust

Port of the S+ "Robust Library"

Jiahui Wang

Ruben Zamar

Alfio Marazzi

Victor Yohai

Matias Salibian-Barrera

Ricardo Maronna

Eric Zivot

David Rocke

Doug Martin

Martin Maechler

Kjell Konis

gen.data function

<dl> <dt>coeff</dt>
<dd>a numeric vector of length 3 containing the true coefficients.</dd>
 <dt>n</dt>
<dd>a positive integer giving the number of observations in the data set.</dd>
 <dt>eps</dt>
<dd>a numeric value between 0 and 0.5 specifying the fraction of contamination.</dd>
 <dt>sig</dt>
<dd>a positive numeric value giving the standard deviation of the uncontaminated data.</dd>
 <dt>snr</dt>
<dd>a positive numeic value giving the signal to noise ratio, well not really.</dd>
 <dt>seed</dt>
<dd>an integer value giving the seed for the random number generator.</dd></dl>

Arguments

Generate Data With Contamination — gen.data

<dl>

 <dt>coeff</dt>
<dd>a numeric vector of length 3 containing the true coefficients.</dd>


 <dt>n</dt>
<dd>a positive integer giving the number of observations in the data set.</dd>


 <dt>eps</dt>
<dd>a numeric value between 0 and 0.5 specifying the fraction of contamination.</dd>


 <dt>sig</dt>
<dd>a positive numeric value giving the standard deviation of the uncontaminated data.</dd>


 <dt>snr</dt>
<dd>a positive numeic value giving the signal to noise ratio, well not really.</dd>


 <dt>seed</dt>
<dd>an integer value giving the seed for the random number generator.</dd>

</dl>

Generate Data With Contamination

gen.data: Generate Data With Contamination

Description

Usage

Value

Arguments