rlsOptIC.Ha3 {RobLox} | R Documentation |
Computation of the optimally robust IC for Ha3 estimators
Description
The function rlsOptIC.Ha3
computes the optimally robust IC for
Ha3 estimators in case of normal location with unknown scale and
(convex) contamination neighborhoods. The definition of
these estimators can be found in Subsection 8.5.2 of Kohl (2005).
Usage
rlsOptIC.Ha3(r, a.start = 0.25, b.start = 2.5, c.start = 5,
delta = 1e-06, MAX = 100)
Arguments
r |
non-negative real: neighborhood radius. |
a.start |
positive real: starting value for a. |
b.start |
positive real: starting value for b. |
c.start |
positive real: starting value for c. |
delta |
the desired accuracy (convergence tolerance). |
MAX |
if a or b or c are beyond the admitted values,
|
Details
The computation of the optimally robust IC for Ha3 estimators
is based on optim
where MAX
is used to
control the constraints on a, b and c. The optimal values of
the tuning constants a, b and c can be read off
from the slot Infos
of the resulting IC.
Value
Object of class "IC"
Author(s)
Matthias Kohl Matthias.Kohl@stamats.de
References
M. Kohl (2005). Numerical Contributions to the Asymptotic Theory of Robustness. Dissertation. University of Bayreuth. https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf.
See Also
Examples
IC1 <- rlsOptIC.Ha3(r = 0.1)
checkIC(IC1)
Risks(IC1)
Infos(IC1)
## don't run to reduce check time on CRAN
## Not run:
plot(IC1)
infoPlot(IC1)
## End(Not run)