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ROptEst (version 1.3.3)

Optimally Robust Estimation

Description

R infrastructure for optimally robust estimation in general smoothly parameterized models using S4 classes and methods as decribed Kohl, M., Ruckdeschel, P., and Rieder, H. (2010), , and in Rieder, H., Kohl, M., and Ruckdeschel, P. (2008), .

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Version

Install

install.packages('ROptEst')

Monthly Downloads

2,019

Version

1.3.3

License

LGPL-3

Maintainer

Matthias Kohl

Last Published

February 7th, 2024

Functions in ROptEst (1.3.3)

Generic Function for the Computation of the Optimal Clipping Bound

Generating function for asL4-class

checkIC-methods

Methods for Checking and Making ICs

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

Generic Function for Computation of Asymptotic Risks

comparePlot-methods

Compare - Plots

get.asGRisk.fct-methods

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

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

Generic Function for the Computation of Inefficiency Differences

getL1normL2deriv

Calculation of L1 norm of L2derivative

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

Generic Function for the Computation of Optimally Robust ICs

getL2normL2deriv

Calculation of L2 norm of L2derivative

Generic Function for the Computation of the Standardizing Matrix

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

getMaxIneff -- computation of the maximal inefficiency of an IC

Generic Function for the Computation of Functions for Slot modifyIC

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

Computation of the Optimal Radius for Given Clipping Bound

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

Generic Function for the Computation of Optimally Robust ICs

Generic Function for the Computation of Bias-Optimally Robust ICs

Generic function for the computation of optimally robust ICs

getStartIC-methods

Methods for Function getStartIC in Package `ROptEst'

Methods for Function plot in Package `ROptEst'

internal_interpolate_helpers

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

Functions to determine Lagrange multipliers

Generic function for the computation of the minimal risk

Generic Function for the Computation of the Optimal Clipping Bound

inputGenerators

Input generating functions for function 'robest'

internals_for_ROptEst_robest

Internal / Helper functions of package ROptEst for function robest

Generic Function for the Computation of the Optimal Clipping Bound

internals_for_MBRE_computation

Internal / Helper function of package ROptEst for MBRE calculation

internals_for_ROptEst_Cniperplots

Internal / Helper functions of package ROptEst for cniper plot functions

internals_for_ROptEst

Internal / Helper functions of package ROptEst

getRiskFctBV-methods

Methods for Function getRiskFctBV in Package `ROptEst'

updateNorm-methods

Methods for Function updateNorm in Package `ROptEst'

Optimally robust estimation

radiusMinimaxIC

Generic function for the computation of the radius minimax IC

Optimally robust estimation

Generic function for the computation of a risk for an IC

lowerCaseRadius

Computation of the lower case radius

leastFavorableRadius

Generic Function for the Computation of Least Favorable Radii

CniperPointPlot

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

ORobEstimate-class

ORobEstimate-class.

ROptEst-package

Optimally robust estimation

Generating function for asMSE-class

asAnscombe-class

Asymptotic Anscombe risk

RMXEOMSEMBREOBRE

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

Asymptotic mean absolute error

Asymptotic mean power 4 error

Generating function for asAnscombe-class