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RobLox

Optimally Robust Influence Curves and Estimators for Location and Scale

Functions for the determination of optimally robust influence curves and estimators in case of normal location and/or scale.

Functions (25)

0RobLox-package

Optimally robust influence curves and estimators for location and scale

finiteSampleCorrection

Function to compute finite-sample corrected radii

rlOptIC

Computation of the optimally robust IC for AL estimators

rlsOptIC.AL

Computation of the optimally robust IC for AL estimators

rlsOptIC.An1

Computation of the optimally robust IC for An1 estimators

rlsOptIC.An2

Computation of the optimally robust IC for An2 estimators

rlsOptIC.AnMad

Computation of the optimally robust IC for AnMad estimators

rlsOptIC.BM

Computation of the optimally robust IC for BM estimators

rlsOptIC.Ha3

Computation of the optimally robust IC for Ha3 estimators

rlsOptIC.Ha4

Computation of the optimally robust IC for Ha4 estimators

rlsOptIC.HaMad

Computation of the optimally robust IC for HuMad estimators

rlsOptIC.Hu1

Computation of the optimally robust IC for Hu1 estimators

rlsOptIC.Hu2

Computation of the optimally robust IC for Hu2 estimators

rlsOptIC.Hu2a

Computation of the optimally robust IC for Hu2a estimators

rlsOptIC.Hu3

Computation of the optimally robust IC for Hu3 estimators

rlsOptIC.HuMad

Computation of the optimally robust IC for HuMad estimators

rlsOptIC.M

Computation of the optimally robust IC for M estimators

rlsOptIC.MM2

Computation of the optimally robust IC for MM2 estimators

rlsOptIC.Tu1

Computation of the optimally robust IC for Tu1 estimators

rlsOptIC.Tu2

Computation of the optimally robust IC for Tu2 estimators

rlsOptIC.TuMad

Computation of the optimally robust IC for TuMad estimators

roblox

Optimally robust estimator for location and/or scale

rowRoblox

Optimally robust estimation for location and/or scale

rsOptIC

Computation of the optimally robust IC for AL estimators

showdown

Estimator Showdown by Monte-Carlo Study.

RobLox

Optimally Robust Influence Curves and Estimators for Location and Scale

v1.2.0

LGPL-3

Authors

Matthias Kohl [cre, cph], Peter Ruckdeschel [aut, cph]

Initial release

2019-04-02

RobLox

Functions (25)

RobLox

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