getStartIC-methods: Methods for Function getStartIC in Package `ROptEst'

Description

getStartIC computes the optimally-robust IC to be used as argument ICstart in kStepEstimator.

Usage

getStartIC(model, risk, ...)
# S4 method for ANY,ANY
getStartIC(model, risk, ...)
# S4 method for L2ParamFamily,asGRisk
getStartIC(model, risk, ...,
                      withEvalAsVar = TRUE, withMakeIC = FALSE, ..debug=FALSE,
                      modifyICwarn = NULL)
# S4 method for L2ParamFamily,asBias
getStartIC(model, risk, ..., withMakeIC = FALSE,
        ..debug=FALSE, modifyICwarn = NULL)
# S4 method for L2ParamFamily,asCov
getStartIC(model, risk, ..., withMakeIC = FALSE,
    ..debug=FALSE)
# S4 method for L2ParamFamily,trAsCov
getStartIC(model, risk, ..., withMakeIC = FALSE,
    ..debug=FALSE)
# S4 method for L2ParamFamily,asAnscombe
getStartIC(model, risk, ...,
                      withEvalAsVar = TRUE, withMakeIC = FALSE, ..debug=FALSE,
                      modifyICwarn = NULL)

Arguments

model

normtype of class NormType

risk

normtype of class NormType

…

further arguments to be passed to specific methods.

withEvalAsVar

logical (of length 1): if TRUE, risks based on covariances are to be evaluated (default), otherwise just a call is returned.

withMakeIC

logical; if TRUE the IC is passed through makeIC before return.

..debug

logical; if TRUE information for debugging is issued.

modifyICwarn

logical: should a (warning) information be added if modifyIC is applied and hence some optimality information could no longer be valid? Defaults to NULL in which case this value is taken from RobAStBaseOptions.

Value

An IC of type HampIC.

Methods

getStartIC: signature(model = "ANY", risk = "ANY"): issue that this is not yet implemented.
getStartIC: signature(model = "L2ParamFamily", risk = "asGRisk"): depending on the values of argument eps (to be passed on through the … argument) computes the optimally robust influence function on the fly via calls to optIC or radiusMinimaxIC.
getStartIC: signature(model = "L2ParamFamily", risk = "asBias"): computes the most-bias-robust influence function on the fly via calls to optIC.
getStartIC: signature(model = "L2ParamFamily", risk = "asCov"): computes the classically optimal influence function on the fly via calls to optIC.
getStartIC: signature(model = "L2ParamFamily", risk = "trAsCov"): computes the classically optimal influence function on the fly via calls to optIC.

Details

getStartIC is used internally in functions robest and roptest to compute the optimally robust influence function according to the arguments given to them.