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ROptEst (version 0.5.0)

Optimally robust estimation

Description

Optimally robust estimation using S4 classes and methods

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Version

Install

install.packages('ROptEst')

Monthly Downloads

2,262

Version

0.5.0

License

GPL version 2 or later

Maintainer

Matthias Kohl

Last Published

January 15th, 2025

Functions in ROptEst (0.5.0)

fiMSE

Generating function for fiMSE-class

asCov-class

Asymptotic covariance

fiMSE-class

Finite-sample mean square error

asGRisk-class

Convex asymptotic risk

NoSymmetry

Generating function for NoSymmetry-class

OddSymmetric

Generating function for OddSymmetric-class

UncondNeighborhood-class

Unconditional neighborhood

EvenSymmetric-class

Class for Even Functions

InfluenceCurve-class

Influence curve

LnormScaleFamily

Generating function for lognormal scale families

ProbFamily-class

Family of probability measures

asMSE-class

Asymptotic mean square error

EllipticalSymmetry-class

Class for Elliptically Symmetric Distributions

FixRobModel

Generating function for FixRobModel-class

checkIC

Generic Function for Checking ICs

InfRobModel-class

Robust model with infinitesimal (unconditional) neighborhood

NonSymmetric

Generating function for NonSymmetric-class

ContNeighborhood-class

Contamination Neighborhood

getInfStand

Generic Function for the Computation of the Standardizing Matrix

L2ParamFamily-class

L2 differentiable parametric family

asBias

Generating function for asBias-class

PosDefSymmMatrix

Generating function for PosDefSymmMatrix-class

optRisk

Generic function for the computation of the minimal risk

NonSymmetric-class

Class for Non-symmetric Functions

trAsCov-class

Trace of asymptotic covariance

OptionalNumeric-class

Optional numeric

trAsCov

Generating function for trAsCov-class

asRisk-class

Aymptotic risk

asBias-class

Standardized Asymptotic Bias

RiskType-class

Risk

BinomFamily

Generating function for Binomial families

fiUnOvShoot-class

Finite-sample under-/overshoot probability

asHampel

Generating function for asHampel-class

ContNeighborhood

Generating function for ContNeighborhood-class

asUnOvShoot-class

Asymptotic under-/overshoot probability

SphericalSymmetry

Generating function for SphericalSymmetry-class

FixRobModel-class

Robust model with fixed (unconditional) neighborhood

NoSymmetry-class

Class for Non-symmetric Distributions

fiCov

Generating function for fiCov-class

fiHampel

Generating function for fiHampel-class

radiusMinimaxIC

Generic function for the computation of the radius minimax IC

ParamFamily

Generating function for ParamFamily-class

getIneffDiff

Generic Function for the Computation of Inefficiency Differences

TotalVarNeighborhood

Generating function for TotalVarNeighborhood-class

Symmetry-class

Class of Symmetries

FunctionSymmetry-class

Class of Symmetries for Functions

NormScaleFamily

Generating function for normal scale families

DistrSymmList-class

List of Symmetries for a List of Distributions

SphericalSymmetry-class

Class for Spherical Symmetric Distributions

InfRobModel

Generating function for InfRobModel-class

EvenSymmetric

Generating function for EvenSymmetric-class

getAsRisk

Generic Function for Computation of Asymptotic Risks

FunSymmList-class

List of Symmetries for a List of Functions

getInfCent

Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound

getInfRobIC

Generic Function for the Computation of Optimally Robust ICs

trFiCov-class

Trace of finite-sample covariance

ExpScaleFamily

Generating function for exponential scale families

PosDefSymmMatrix-class

Positive-definite, symmetric matrices

oneStepEstimator

Generic function for the computation of one-step estimators

GumbelLocationFamily

Generating function for Gumbel location families

NormLocationFamily

Generating function for normal location families

asMSE

Generating function for asMSE-class

GammaFamily

Generating function for Gamma families

DistrSymmList

Generating function for DistrSymmList-class

OddSymmetric-class

Class for Odd Functions

TotalVarNeighborhood-class

Total variation neighborhood

asCov

Generating function for asCov-class

ContIC

Generating function for ContIC-class

asUnOvShoot

Generating function for asUnOvShoot-class

getFiRisk

Generic Function for Computation of Finite-Sample Risks

ContIC-class

Influence curve of contamination type

leastFavorableRadius

Generic Function for the Computation of Least Favorable Radii

FunSymmList

Generating function for FunSymmList-class

getFixClip

Generic Function for the Computation of the Optimal Clipping Bound

asHampel-class

Asymptotic Hampel risk

TotalVarIC-class

Influence curve of total variation type

fiRisk-class

Finite-sample risk

getInfGamma

Generic Function for the Computation of the Optimal Clipping Bound

InfluenceCurve

Generating function for InfluenceCurve-class

ParamFamily-class

Parametric family of probability measures.

Neighborhood-class

Neighborhood

ParamFamParameter

Generating function for ParamFamParameter-class

locMEstimator

Generic function for the computation of location M estimators

ksEstimator

Generic Function for the Computation of the Kolmogorov Minimum Distance Estimator

NormLocationScaleFamily

Generating function for normal location and scale families

lowerCaseRadius

Computation of the lower case radius

trFiCov

Generating function for trFiCov-class

getRiskIC

Generic function for the computation of a risk for an IC

fiBias-class

Finite-sample Bias

checkL2deriv

Generic function for checking L2-derivatives

fiUnOvShoot

Generating function for fiUnOvShoot-class

evalIC

Generic function for evaluating ICs

EllipticalSymmetry

Generating function for EllipticalSymmetry-class

L2ParamFamily

Generating function for L2ParamFamily-class

TotalVarIC

Generating function for TotalVarIC-class

fiCov-class

Finite-sample covariance

infoPlot

Plot absolute and relative information

getInfClip

Generic Function for the Computation of the Optimal Clipping Bound

optIC

Generic function for the computation of optimally robust ICs

getFixRobIC

Generic Function for the Computation of Optimally Robust ICs

DistributionSymmetry-class

Class of Symmetries for Distributions

Generating function for IC-class

PoisFamily

Generating function for Poisson families

fiBias

Generating function for fiBias-class

fiHampel-class

Finite-sample Hampel risk

IC-class

Influence curve

ParamFamParameter-class

Parameter of a parametric family of probability measures

RobModel-class

Robust model

generateIC

Generic function for the generation of influence curves