RDocumentation
Moon
Learn R
Search all packages and functions
⚠️
There's a newer version (1.3.3) of this package.
Take me there.
ROptEst (version 1.2.1)
Optimally Robust Estimation
Description
Optimally robust estimation in general smoothly parameterized models using S4 classes and methods.
Copy Link
Copy
Link to current version
Version
Version
1.3.3
1.3.1
1.2.1
1.2.0
1.1.0
1.0.1
1.0
0.9
0.8.1
0.7
0.6.3
0.6.2
0.6.0
0.5.0
Down Chevron
Install
install.packages('ROptEst')
Monthly Downloads
564
Version
1.2.1
License
LGPL-3
Maintainer
Matthias Kohl
Last Published
April 25th, 2019
Functions in ROptEst (1.2.1)
Search functions
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