ContaminationSize {distrEx} | R Documentation |
Generic function for the computation of convex contamination (pseudo-)distance
of two probability distributions P
and Q
. That is, the
minimal size \varepsilon\in [0,1]
is computed such that
there exists some probability distribution R
with
Q = (1-\varepsilon)P + \varepsilon R
ContaminationSize(e1, e2, ...)
## S4 method for signature 'AbscontDistribution,AbscontDistribution'
ContaminationSize(e1,e2)
## S4 method for signature 'DiscreteDistribution,DiscreteDistribution'
ContaminationSize(e1,e2)
## S4 method for signature 'AcDcLcDistribution,AcDcLcDistribution'
ContaminationSize(e1,e2)
e1 |
object of class |
e2 |
object of class |
... |
further arguments to be used in particular methods (not in package distrEx) |
Computes the distance from e1
to e2
respectively
P
to Q
. This is not really a distance as it is not symmetric!
A list containing the following components:
e1 |
object of class |
e2 |
object of class |
size.of.contamination |
size of contamination |
convex contamination (pseudo-)distance of two absolutely continuous univariate distributions.
convex contamination (pseudo-)distance of two discrete univariate distributions.
convex contamination (pseudo-)distance of two discrete univariate distributions.
Matthias Kohl Matthias.Kohl@stamats.de,
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
Huber, P.J. (1981) Robust Statistics. New York: Wiley.
KolmogorovDist
, TotalVarDist
,
HellingerDist
, Distribution-class
ContaminationSize(Norm(), Norm(mean=0.1))
ContaminationSize(Pois(), Pois(1.5))