ConvexContamination {distrEx} | R Documentation |
Generic function for generating convex contaminations. This is also
known as gross error model. Given two distributions P
(ideal distribution), R
(contaminating distribution) and the
size \varepsilon\in [0,1]
the convex contaminated distribution
Q = (1-\varepsilon)P + \varepsilon R
is generated.
ConvexContamination(e1, e2, size)
e1 |
object of class |
e2 |
object of class |
size |
size of contamination (amount of gross errors) |
Object of class "Distribution"
.
convex combination of two univariate distributions
convex combination of two absolutely continuous univariate distributions
convex combination of two discrete univariate distributions
convex combination of two univariate distributions which may be coerced to
"UnivarLebDecDistribution"
.
Matthias Kohl Matthias.Kohl@stamats.de
Huber, P.J. (1981) Robust Statistics. New York: Wiley.
ContaminationSize
, Distribution-class
# Convex combination of two normal distributions
C1 <- ConvexContamination(e1 = Norm(), e2 = Norm(mean = 5), size = 0.1)
plot(C1)