Usage
L2ScaleFamily(scale = 1, loc = 0, name, centraldistribution = Norm(),
locscalename = c("loc", "scale"), modParam, LogDeriv,
L2derivDistr.0, FisherInfo.0, distrSymm, L2derivSymm,
L2derivDistrSymm, trafo, .returnClsName = NULL)
Arguments
scale
positive number: scale parameter of the model
loc
numeric: location parameter of the model
name
character: name of the parametric family.
centraldistribution
object of class "AbscontDistribution"
:
central distribution; we assume from the beginning, that centraldistribution
is symmetric about $0$
locscalename
a character vector of length 1 or 2 containing the names
of the scale resp. of location and scale parameter; if length is 2,
locscalename
is either unnamed, then order must
be c(scale,loc)
, or named, then names must be
modParam
optional function: mapping from the parameter space
(represented by "param"
) to the distribution space
(represented by "distribution"
).
LogDeriv
function with argument x
: the negative logarithmic
derivative of the density of the central distribution; if missing, it is
determined numerically using numeric differentiation.
L2derivDistr.0
object of class "UnivariateDistribution"
:
distribution of the L2derivative at the central distribution
FisherInfo.0
object of class "PosSemDefSymmMatrix"
:
Fisher information of the model at the "standard" parameter value
distrSymm
object of class "DistributionSymmetry"
:
symmetry of distribution
.
L2derivSymm
object of class "FunSymmList"
:
symmetry of the maps contained in L2deriv
L2derivDistrSymm
object of class "DistrSymmList"
:
symmetry of the distributions contained in L2derivDistr
trafo
matrix or function in param
: transformation of the parameter
.returnClsName
the class name of the return value; by default this
argument is NULL
whereupon the return class will be
L2ScaleFamily
; but, internally, this generating function is also
used to produce objects of class Norm