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ROptEst (version 1.2.1)

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

2,019

Version

1.2.1

License

LGPL-3

Maintainer

Matthias Kohl

Last Published

April 25th, 2019

Functions in ROptEst (1.2.1)

checkIC-methods

Methods for Checking and Making ICs

cniperCont

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

getInfRad

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

getInfRobIC

Generic Function for the Computation of Optimally Robust ICs

internals_for_MBRE_computation

Internal / Helper function of package ROptEst for MBRE calculation

internals_for_ROptEst_robest

Internal / Helper functions of package ROptEst for function robest

leastFavorableRadius

Generic Function for the Computation of Least Favorable Radii

lowerCaseRadius

Computation of the lower case radius

ROptEst-package

Optimally robust estimation

CniperPointPlot

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

getFixClip

Generic Function for the Computation of the Optimal Clipping Bound

getFixRobIC

Generic Function for the Computation of Optimally Robust ICs

getMaxIneff

getMaxIneff -- computation of the maximal inefficiency of an IC

getModifyIC

Generic Function for the Computation of Functions for Slot modifyIC

asL4-class

Asymptotic mean power 4 error

asAnscombe-class

Asymptotic Anscombe risk

minmaxBias

Generic Function for the Computation of Bias-Optimally Robust ICs

optIC

Generic function for the computation of optimally robust ICs

asL4

Generating function for asL4-class

getIneffDiff

Generic Function for the Computation of Inefficiency Differences

asAnscombe

Generating function for asAnscombe-class

getInfCent

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

getL1normL2deriv

Calculation of L1 norm of L2derivative

getL2normL2deriv

Calculation of L2 norm of L2derivative

getStartIC-methods

Methods for Function getStartIC in Package `ROptEst'

getInfLM

Functions to determine Lagrange multipliers

getInfClip

Generic Function for the Computation of the Optimal Clipping Bound

getInfGamma

Generic Function for the Computation of the Optimal Clipping Bound

inputGenerators

Input generating functions for function 'robest'

internal_interpolate_helpers

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

comparePlot-methods

Compare - Plots

internals_for_ROptEst_Cniperplots

Internal / Helper functions of package ROptEst for cniper plot functions

get.asGRisk.fct-methods

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

getRiskFctBV-methods

Methods for Function getRiskFctBV in Package `ROptEst'

getRiskIC

Generic function for the computation of a risk for an IC

internals_for_ROptEst

Internal / Helper functions of package ROptEst

radiusMinimaxIC

Generic function for the computation of the radius minimax IC

robest

Optimally robust estimation

ORobEstimate-class

ORobEstimate-class.

RMXEOMSEMBREOBRE

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

getAsRisk

Generic Function for Computation of Asymptotic Risks

getBiasIC

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

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

getRadius

Computation of the Optimal Radius for Given Clipping Bound

getReq

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

optRisk

Generic function for the computation of the minimal risk

plot-methods

Methods for Function plot in Package `ROptEst'

roptest

Optimally robust estimation

updateNorm-methods

Methods for Function updateNorm in Package `ROptEst'

asL1-class

Asymptotic mean absolute error

asL1

Generating function for asMSE-class