getL1normL2deriv

getL1normL2deriv-methods

getL1normL2deriv,UnivariateDistribution-method

getL1normL2deriv,RealRandVariable-method

Methods to calculate the L1 norm of the L2derivative in a smooth parametric model.

robust

R infrastructure for optimally robust estimation in general smoothly
parameterized models using S4 classes and methods as described Kohl, M.,
Ruckdeschel, P., and Rieder, H. (2010), <doi:10.1007/s10260-010-0133-0>, and in
Rieder, H., Kohl, M., and Ruckdeschel, P. (2008), <doi:10.1007/s10260-007-0047-7>.

Matthias Kohl

ROptEst

Optimally Robust Estimation

Mykhailo Pupashenko

Gerald Kroisandt

Peter Ruckdeschel

getL1normL2deriv function

<dl> <dt>L2deriv</dt>
<dd>L2derivative of the model</dd> <dt>cent</dt>
<dd>centering Lagrange Multiplier</dd> <dt>stand</dt>
<dd>standardizing Lagrange Multiplier</dd> <dt>Distr</dt>
<dd>distribution of the L2derivative</dd> <dt>normtype</dt>
<dd>object of class <code>NormType</code>; the norm under which we work</dd> <dt>...</dt>
<dd>further arguments (not used at the moment)</dd></dl>

Arguments

Peter Ruckdeschel <a href="/link/peter.ruckdeschel%40uni-oldenburg.de?package=ROptEst&version=1.3.5" data-mini-rdoc="ROptEst::peter.ruckdeschel@uni-oldenburg.de">peter.ruckdeschel@uni-oldenburg.de</a>

Author

Calculation of L1 norm of L2derivative — getL1normL2deriv

<dl>

 <dt>L2deriv</dt>
<dd>L2derivative of the model</dd>

 <dt>cent</dt>
<dd>centering Lagrange Multiplier</dd>

 <dt>stand</dt>
<dd>standardizing Lagrange Multiplier</dd>

 <dt>Distr</dt>
<dd>distribution of the L2derivative</dd>

 <dt>normtype</dt>
<dd>object of class <code>NormType</code>; the norm under which we work</dd>

 <dt>...</dt>
<dd>further arguments (not used at the moment)</dd>

</dl>

Peter Ruckdeschel <a href='mailto:peter.ruckdeschel@uni-oldenburg.de'>peter.ruckdeschel@uni-oldenburg.de</a>

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getL1normL2deriv: Calculation of L1 norm of L2derivative

Description

Usage

Value

Arguments

Author

Examples