Usage
L2ParamFamily(name, distribution = Norm(), distrSymm,
main = main(param), nuisance = nuisance(param),
fixed = fixed(param), trafo = trafo(param),
param = ParamFamParameter(name = paste("Parameter of", name),
main = main, nuisance = nuisance,
fixed = fixed, trafo = trafo),
props = character(0),
startPar = NULL, makeOKPar = NULL,
modifyParam = function(theta){ Norm(mean=theta) },
L2deriv.fct = function(param) {force(theta <- param@main)
return(function(x) {x-theta})},
L2derivSymm, L2derivDistr, L2derivDistrSymm,
FisherInfo.fct, FisherInfo = FisherInfo.fct(param),
.returnClsName = NULL)
Arguments
name
character string: name of the family
distribution
object of class "Distribution"
:
member of the family
distrSymm
object of class "DistributionSymmetry"
:
symmetry of distribution
.
main
numeric vector: main parameter
nuisance
numeric vector: nuisance parameter
fixed
numeric vector: fixed part of the parameter
trafo
function in param
or matrix: transformation of the parameter
param
object of class "ParamFamParameter"
:
parameter of the family
startPar
startPar
is a function in the observations x
returning initial information for MCEstimator
used
by optimize
resp. optim
; i.e; if (total) parameter is of
length 1, star
makeOKPar
makeOKPar
is a function in the (total)
parameter param
; used if optim
resp. optimize
---
try to use ``illegal'' parameter values; then makeOKPar
makes
a valid par
modifyParam
function: mapping from the parameter space
(represented by "param"
) to the distribution space
(represented by "distribution"
).
props
character vector: properties of the family
L2deriv.fct
function: mapping from the parameter space (argument
param
of class "ParamFamParameter"
) to a mapping from
observation x
to the value of the L2derivative;
L2deriv.fct
is used by m
L2derivSymm
object of class "FunSymmList"
:
symmetry of the maps contained in L2deriv
L2derivDistr
object of class "UnivarDistrList"
:
distribution of L2deriv
L2derivDistrSymm
object of class "DistrSymmList"
:
symmetry of the distributions contained in L2derivDistr
FisherInfo.fct
function: mapping from the parameter space (argument
param
of class "ParamFamParameter"
) to the set of positive
semidefinite matrices; FisherInfo.fct
is used by modifyModel
to
move the Fi
FisherInfo
object of class "PosSemDefSymmMatrix"
:
Fisher information of the family
.returnClsName
the class name of the return value; by default this
argument is NULL
whereupon the return class will be
L2ParamFamily
; but, internally, this generating function is also
used to produce objects of class Binomia