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ROptEst (version 1.0)

Optimally Robust Estimation

Description

Optimally robust estimation in general smoothly parameterized models using S4 classes and methods.

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Version

Install

install.packages('ROptEst')

Monthly Downloads

2,262

Version

1.0

License

LGPL-3

Maintainer

Matthias Kohl

Last Published

September 5th, 2016

Functions in ROptEst (1.0)

CniperPointPlot

Wrapper function for cniperPointPlot - Computation and Plot of Cniper Contamination and Cniper Points

asL1-class

Asymptotic mean absolute error

asL4

Generating function for asL4-class

asL1

Generating function for asMSE-class

asL4-class

Asymptotic mean power 4 error

ROptEst-package

Optimally robust estimation

cniperCont

Functions for Computation and Plot of Cniper Contamination and Cniper Points.

asAnscombe

Generating function for asAnscombe-class

asAnscombe-class

Asymptotic Anscombe risk

comparePlot-methods

Compare - Plots

getFixRobIC

Generic Function for the Computation of Optimally Robust ICs

getInfCent

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

getIneffDiff

Generic Function for the Computation of Inefficiency Differences

getInfGamma

Generic Function for the Computation of the Optimal Clipping Bound

getBiasIC

Generic function for the computation of the asymptotic bias for an IC

getInfClip

Generic Function for the Computation of the Optimal Clipping Bound

getInfLM

Functions to determine Lagrange multipliers

getFixClip

Generic Function for the Computation of the Optimal Clipping Bound

getFiRisk

Generic Function for Computation of Finite-Sample Risks

getAsRisk

Generic Function for Computation of Asymptotic Risks

getRadius

Computation of the Optimal Radius for Given Clipping Bound

getL1normL2deriv

Calculation of L1 norm of L2derivative

getInfRad

Generic Function for the Computation of the Optimal Radius for Given Clipping Bound

getInfStand

Generic Function for the Computation of the Standardizing Matrix

getMaxIneff

getMaxIneff -- computation of the maximal inefficiency of an IC

getInfRobIC

Generic Function for the Computation of Optimally Robust ICs

getInfV

Generic Function for the Computation of the asymptotic Variance of a Hampel type IC

getModifyIC

Generic Function for the Computation of Functions for Slot modifyIC

getReq

getReq -- computation of the radius interval where IC1 is better than IC2.

getL2normL2deriv

Calculation of L2 norm of L2derivative

internal_interpolate_helpers

Internal helper functions for generating interpolation grids for speed up in package ROptEst

getRiskIC

Generic function for the computation of a risk for an IC

inputGenerators

Input generating functions for function 'robest'

optRisk

Generic function for the computation of the minimal risk

internals_for_MBRE_computation

Internal / Helper function of package ROptEst for MBRE calculation

lowerCaseRadius

Computation of the lower case radius

internals_for_ROptEst_robest

Internal / Helper functions of package ROptEst for function robest

optIC

Generic function for the computation of optimally robust ICs

leastFavorableRadius

Generic Function for the Computation of Least Favorable Radii

minmaxBias

Generic Function for the Computation of Bias-Optimally Robust ICs

plot-methods

Methods for Function plot in Package `ROptEst'

robest

Optimally robust estimation

radiusMinimaxIC

Generic function for the computation of the radius minimax IC

roptest

Optimally robust estimation