ROptEstOld: getInfCent – R documentation

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getInfCent

Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound

Description

Generic function for the computation of the optimal centering constant (contamination neighborhoods) respectively, of the optimal lower clipping bound (total variation neighborhood). This function is rarely called directly. It is used to compute optimally robust ICs.

Usage

getInfCent(L2deriv, neighbor, ...)

## S4 method for signature 'UnivariateDistribution,ContNeighborhood'
getInfCent(L2deriv, neighbor, clip, cent, tol.z, symm, trafo)

## S4 method for signature 'UnivariateDistribution,TotalVarNeighborhood'
getInfCent(L2deriv, neighbor, clip, cent, tol.z, symm, trafo)

## S4 method for signature 'RealRandVariable,ContNeighborhood'
getInfCent(L2deriv, neighbor, Distr, z.comp, stand, cent, clip)

Arguments

`L2deriv`	L2-derivative of some L2-differentiable family of probability measures.
`neighbor`	object of class `"Neighborhood"`.
`...`	additional parameters.
`Distr`	distribution of L2-differentiable family.
`clip`	optimal clipping bound.
`cent`	optimal centering constant.
`stand`	standardizing matrix.
`tol.z`	the desired accuracy (convergence tolerance).
`symm`	logical: indicating symmetry of `L2deriv`.
`trafo`	matrix: transformation of the parameter.
`z.comp`	logical vector: indication which components of the centering constant have to be computed.

Value

The optimal centering constant is computed.

Methods

L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood": computation of optimal centering constant.
L2deriv = "UnivariateDistribution", neighbor = "TotalVarNeighborhood": computation of optimal lower clipping bound.
L2deriv = "RealRandVariable", neighbor = "ContNeighborhood": computation of optimal centering constant.

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

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

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