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TotalVarIC

Generating function for TotalVarIC-class


Description

Generates an object of class "TotalVarIC"; i.e., an influence curves eta of the form

eta = max(c, min(A Lambda, d))

with lower clipping bound c, upper clipping bound d and standardizing matrix A. Lambda stands for the L2 derivative of the corresponding L2 differentiable parametric family which can be created via CallL2Fam.

Usage

TotalVarIC(name, CallL2Fam = call("L2ParamFamily"), 
           Curve = EuclRandVarList(RealRandVariable(Map = c(function(x) {x}), 
                                                    Domain = Reals())), 
           Risks, Infos, clipLo = -Inf, clipUp = Inf, stand = as.matrix(1), 
           lowerCase = NULL, neighborRadius = 0)

Arguments

name

object of class "character".

CallL2Fam

object of class "call": creates an object of the underlying L2-differentiable parametric family.

Curve

object of class "EuclRandVarList".

Risks

object of class "list": list of risks; cf. RiskType-class.

Infos

matrix of characters with two columns named method and message: additional informations.

clipLo

negative real: lower clipping bound.

clipUp

positive real: lower clipping bound.

stand

matrix: standardizing matrix

lowerCase

optional constant for lower case solution.

neighborRadius

radius of the corresponding (unconditional) contamination neighborhood.

Value

Object of class "TotalVarIC"

Author(s)

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

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

See Also

Examples

IC1 <- TotalVarIC()
plot(IC1)

ROptEstOld

Optimally Robust Estimation - Old Version

v1.2.0
LGPL-3
Authors
Matthias Kohl [aut, cre, cph]
Initial release
2019-04-02

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