Computation of the optimally robust IC for TuMad estimators
The function rlsOptIC.TuMad computes the optimally robust IC for
TuMad 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.TuMad(r, aUp = 10, delta = 1e-06)
r |
non-negative real: neighborhood radius. |
aUp |
positive real: the upper end point of the interval to be searched for a. |
delta |
the desired accuracy (convergence tolerance). |
The optimal value of the tuning constant a 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.TuMad(r = 0.1) checkIC(IC1) Risks(IC1) Infos(IC1) plot(IC1) infoPlot(IC1)
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