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oneStepEstimator

Generic function for the computation of one-step estimators


Description

Generic function for the computation of one-step estimators.

Usage

oneStepEstimator(x, IC, start)

Arguments

x

sample

IC

object of class "InfluenceCurve"

start

initial estimate

Details

Given an initial estimation start, a sample x and an influence curve IC the corresponding one-step estimator is computed

Value

The one-step estimation is computed.

Methods

x = "numeric", IC = "InfluenceCurve", start = "numeric"

univariate samples.

x = "numeric", IC = "InfluenceCurve", start = "list"

univariate samples.

x = "matrix", IC = "InfluenceCurve", start = "numeric"

multivariate samples.

x = "matrix", IC = "InfluenceCurve", start = "list"

multivariate samples.

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


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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