[Robast-commits] r62 - pkg/RobLox/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Feb 21 10:06:06 CET 2008
Author: stamats
Date: 2008-02-21 10:06:06 +0100 (Thu, 21 Feb 2008)
New Revision: 62
Modified:
pkg/RobLox/man/roblox.Rd
Log:
enabled k-step estimation
Modified: pkg/RobLox/man/roblox.Rd
===================================================================
--- pkg/RobLox/man/roblox.Rd 2008-02-21 09:04:45 UTC (rev 61)
+++ pkg/RobLox/man/roblox.Rd 2008-02-21 09:06:06 UTC (rev 62)
@@ -9,7 +9,7 @@
respectively.
}
\usage{
-roblox(x, mean, sd, eps, eps.lower, eps.upper, initial.est,
+roblox(x, mean, sd, eps, eps.lower, eps.upper, initial.est, k = 1,
tol = 1e-06, A.loc.start = 1, a.sc.start = 0, A.sc.start = 0.5,
bUp = 1000, itmax = 100, returnIC = FALSE)
}
@@ -25,6 +25,7 @@
upper bound for the amount of gross errors. See details below }
\item{initial.est}{ initial estimate for \code{mean} and/or \code{sd}. If missing
median and/or MAD are used. }
+ \item{k}{ positive integer. k-step is used to compute the optimally robust estimator.}
\item{tol}{ the desired accuracy (convergence tolerance). }
\item{A.loc.start}{ positive real: starting value for
the standardizing constant of the location part. }
@@ -40,7 +41,7 @@
\details{
Computes the optimally robust estimator for location with scale specified,
scale with location specified, or both if neither is specified. The computation
- uses a one-step construction with an appropriate initial estimate for location
+ uses a k-step construction with an appropriate initial estimate for location
or scale or location and scale, respectively. Valid candidates are e.g.
median and/or MAD (default) as well as Kolmogorov(-Smirnov) or von Mises minimum
distance estimators; cf. Rieder (1994) and Kohl (2005).
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