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ROptEst (version 1.1.0)

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

528

Version

1.1.0

License

LGPL-3

Maintainer

Matthias Kohl

Last Published

August 3rd, 2018

Functions in ROptEst (1.1.0)

getInfCent

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

getInfRad

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

getReq

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

getInfGamma

Generic Function for the Computation of the Optimal Clipping Bound

cniperCont

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

radiusMinimaxIC

Generic function for the computation of the radius minimax IC

plot-methods

Methods for Function plot in Package `ROptEst'

getRiskFctBV-methods

Methods for Function getRiskFctBV in Package `ROptEst'

getFixRobIC

Generic Function for the Computation of Optimally Robust ICs

RMXEOMSEMBREOBRE

Optimally robust estimation: RMXE, OMSE, MBRE, and OBRE

getBiasIC

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

getIneffDiff

Generic Function for the Computation of Inefficiency Differences

getInfClip

Generic Function for the Computation of the Optimal Clipping Bound

getRiskIC

Generic function for the computation of a risk for an IC

getFixClip

Generic Function for the Computation of the Optimal Clipping Bound

getL2normL2deriv

Calculation of L2 norm of L2derivative

getMaxIneff

getMaxIneff -- computation of the maximal inefficiency of an IC

comparePlot-methods

Compare - Plots

get.asGRisk.fct-methods

Methods for Function get.asGRisk.fct in Package `ROptEst'

getInfRobIC

Generic Function for the Computation of Optimally Robust ICs

getAsRisk

Generic Function for Computation of Asymptotic Risks

getModifyIC

Generic Function for the Computation of Functions for Slot modifyIC

internal_interpolate_helpers

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

getRadius

Computation of the Optimal Radius for Given Clipping Bound

getInfStand

Generic Function for the Computation of the Standardizing Matrix

getInfV

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

internals_for_ROptEst

Internal / Helper functions of package ROptEst

getInfLM

Functions to determine Lagrange multipliers

inputGenerators

Input generating functions for function 'robest'

getStartIC-methods

Methods for Function getStartIC in Package `ROptEst'

getL1normL2deriv

Calculation of L1 norm of L2derivative

leastFavorableRadius

Generic Function for the Computation of Least Favorable Radii

robest

Optimally robust estimation

roptest

Optimally robust estimation

internals_for_MBRE_computation

Internal / Helper function of package ROptEst for MBRE calculation

optIC

Generic function for the computation of optimally robust ICs

internals_for_ROptEst_robest

Internal / Helper functions of package ROptEst for function robest

internals_for_ROptEst_Cniperplots

Internal / Helper functions of package ROptEst for cniper plot functions

optRisk

Generic function for the computation of the minimal risk

lowerCaseRadius

Computation of the lower case radius

minmaxBias

Generic Function for the Computation of Bias-Optimally Robust ICs

updateNorm-methods

Methods for Function updateNorm in Package `ROptEst'

ROptEst-package

Optimally robust estimation

asL4-class

Asymptotic mean power 4 error

CniperPointPlot

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

ORobEstimate-class

ORobEstimate-class.

asL4

Generating function for asL4-class

asAnscombe-class

Asymptotic Anscombe risk

asL1-class

Asymptotic mean absolute error

asL1

Generating function for asMSE-class

asAnscombe

Generating function for asAnscombe-class