ROptEstOld: getFixRobIC – R documentation

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getFixRobIC

Generic Function for the Computation of Optimally Robust ICs

Description

Generic function for the computation of optimally robust ICs in case of robust models with fixed neighborhoods. This function is rarely called directly.

Usage

getFixRobIC(Distr, risk, neighbor, ...)

## S4 method for signature 'Norm,fiUnOvShoot,UncondNeighborhood'
getFixRobIC(Distr, risk, neighbor, 
            sampleSize, upper, maxiter, tol, warn, Algo, cont)

Arguments

`Distr`	object of class `"Distribution"`.
`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

Distr = "Norm", risk = "fiUnOvShoot", neighbor = "UncondNeighborhood": computes the optimally robust influence curve for one-dimensional normal location and finite-sample under-/overshoot risk.

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

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

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