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OBRE (version 0.2-0)

Optimal B-Robust Estimator Tools

Description

An implementation for computing Optimal B-Robust Estimators of two-parameter distribution. The procedure is composed of some equations that are evaluated alternatively until the solution is reached. Some tools for analyzing the estimates are included. The most relevant is covariance matrix computation using a closed formula.

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Version

Install

install.packages('OBRE')

Monthly Downloads

131

Version

0.2-0

License

GPL (>= 3)

Maintainer

Fabio Piacenza

Last Published

June 9th, 2023

Functions in OBRE (0.2-0)

fisherEl12Part1

Part 1 of element [1, 2] for Fisher Information matrix
fisherEl22Part1

Part 1 of element [2, 2] for Fisher Information matrix
fisherEl22Part2

Part 2 of element [2, 2] for Fisher Information matrix
scoreComponent

First component of the score function.
OBREnvADen

Denominator for nvA
fisherEl12Part2

Part 2 of element [1, 1] for Fisher Information matrix
summary

Generic summary method
plot.OBREresult

Function that plot an OBREresult object.
matFisherComputation

Fisher information matrix
summary.OBREresult

Function that summarize the results contained in an OBREresult object.
OBREMatVMatQEl22

Element [2, 2] of matrix Q.
fisherEl11Part1

Part 1 of element [1, 1] for Fisher Information matrix
OBREWeightsFun

OBRE weights.
fisherEl11Part2

Part 2 of element [1, 1] for Fisher Information matrix
OBREmatMArgumentC

Argument C for OBRE matrix M integrals.
densityExpressions

Distributions formulas for OBRE
OBREnvAComputation

OBRE vector a.
OBREnvANum2

Second part numerator for nvA
OBREnvANum1

First part numerator for nvA
OBRECovarianceMatrix

Function that computes the OBRE covariance matrix.
OBRECheckTolParameters

Check if OBRE matrix A and vector a are final.
OBREMatVMatMEl22

Element [2, 2] of matrix M.
OBREMatVMatMEl11

Element [1, 1] of matrix M.
OBREMatVMatMEl21

Element [2, 1] of matrix M.
NlLike

Negative Log-Likelihood
MLE

Numerical Maximum Likelihood Estimator
OBRE

Optimal B-Robust Estimator
OBREMatMComputation

Function computing the OBRE matrix M.
OBREMatVMatMEl12

Element [1, 2] of matrix M.
OBREMatVMatQEl11

Element [1, 1] of matrix Q.
OBREMatVMatQEl12

Element [1, 2] of matrix Q.
OBREmatMArgumentB

Argument B for OBRE matrix M integrals.
OBREmatMArgumentA

Argument A for OBRE matrix M integrals.