Computation of the optimally robust IC for Tu2 estimators
The function rlsOptIC.Tu2 computes the optimally robust IC for
Tu2 estimators in case of normal location with unknown scale and
(convex) contamination neighborhoods. The definition of
these estimators can be found in Subsection 8.5.4 of Kohl (2005).
rlsOptIC.Tu2(r, a.start = 5, k.start = 1.5, delta = 1e-06, MAX = 100)
r |
non-negative real: neighborhood radius. |
a.start |
positive real: starting value for a. |
k.start |
positive real: starting value for k. |
delta |
the desired accuracy (convergence tolerance). |
MAX |
if a or k are beyond the admitted values,
|
The computation of the optimally robust IC for Tu2 estimators
is based on optim where MAX is used to
control the constraints on a and k. The optimal values of
the tuning constant a and k can be read off from the slot
Infos of the resulting IC.
Object of class "IC"
Matthias Kohl Matthias.Kohl@stamats.de
Beaton, A.E. and Tukey, J.W. (1974) The fitting of power series, meaning polynomials, illustrated on band-spectroscopic data. Discussions. Technometrics 16: 147–185.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
IC1 <- rlsOptIC.Tu2(r = 0.1) checkIC(IC1) Risks(IC1) Infos(IC1) plot(IC1) infoPlot(IC1)
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