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ROptEstOld (version 0.9.2)
Optimally robust estimation - old version
Description
Optimally robust estimation using S4 classes and methods. Old version still needed for current versions of ROptRegTS and RobRex.
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Link to current version
Version
Version
1.2.0
1.1.0
0.9.2
0.8
0.7
0.5.2
Install
install.packages('ROptEstOld')
Monthly Downloads
22
Version
0.9.2
License
LGPL-3
Maintainer
Matthias Kohl
Last Published
September 13th, 2013
Functions in ROptEstOld (0.9.2)
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IC
Generating function for IC-class
BinomFamily
Generating function for Binomial families
Neighborhood-class
Neighborhood
FunSymmList
Generating function for FunSymmList-class
InfluenceCurve-class
Influence curve
IC-class
Influence curve
EvenSymmetric-class
Class for Even Functions
FixRobModel
Generating function for FixRobModel-class
NonSymmetric-class
Class for Non-symmetric Functions
asMSE-class
Asymptotic mean square error
asMSE
Generating function for asMSE-class
InfluenceCurve
Generating function for InfluenceCurve-class
EvenSymmetric
Generating function for EvenSymmetric-class
NonSymmetric
Generating function for NonSymmetric-class
ContIC
Generating function for ContIC-class
asHampel-class
Asymptotic Hampel risk
FixRobModel-class
Robust model with fixed (unconditional) neighborhood
fiCov
Generating function for fiCov-class
UncondNeighborhood-class
Unconditional neighborhood
NormLocationFamily
Generating function for normal location families
ContIC-class
Influence curve of contamination type
ContNeighborhood-class
Contamination Neighborhood
TotalVarIC-class
Influence curve of total variation type
InfRobModel
Generating function for InfRobModel-class
FunctionSymmetry-class
Class of Symmetries for Functions
RobModel-class
Robust model
TotalVarNeighborhood-class
Total variation neighborhood
FunSymmList-class
List of Symmetries for a List of Functions
OddSymmetric
Generating function for OddSymmetric-class
fiCov-class
Finite-sample covariance
evalIC
Generic function for evaluating ICs
InfRobModel-class
Robust model with infinitesimal (unconditional) neighborhood
ParamFamParameter
Generating function for ParamFamParameter-class
ParamFamParameter-class
Parameter of a parametric family of probability measures
checkL2deriv
Generic function for checking L2-derivatives
fiHampel
Generating function for fiHampel-class
fiRisk-class
Finite-sample risk
ksEstimator
Generic Function for the Computation of the Kolmogorov Minimum Distance Estimator
OddSymmetric-class
Class for Odd Functions
fiMSE
Generating function for fiMSE-class
GumbelLocationFamily
Generating function for Gumbel location families
ParamFamily
Generating function for ParamFamily-class
asGRisk-class
Convex asymptotic risk
asCov-class
Asymptotic covariance
fiBias
Generating function for fiBias-class
asUnOvShoot-class
Asymptotic under-/overshoot probability
NormLocationScaleFamily
Generating function for normal location and scale families
asBias-class
Standardized Asymptotic Bias
getIneffDiff
Generic Function for the Computation of Inefficiency Differences
getInfCent
Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound
getFixRobIC
Generic Function for the Computation of Optimally Robust ICs
fiHampel-class
Finite-sample Hampel risk
L2ParamFamily-class
L2 differentiable parametric family
optIC
Generic function for the computation of optimally robust ICs
asHampel
Generating function for asHampel-class
getInfGamma
Generic Function for the Computation of the Optimal Clipping Bound
getRiskIC
Generic function for the computation of a risk for an IC
lowerCaseRadius
Computation of the lower case radius
NormScaleFamily
Generating function for normal scale families
trFiCov-class
Trace of finite-sample covariance
RiskType-class
Risk
getAsRisk
Generic Function for Computation of Asymptotic Risks
leastFavorableRadius
Generic Function for the Computation of Least Favorable Radii
fiMSE-class
Finite-sample mean square error
optRisk
Generic function for the computation of the minimal risk
generateIC
Generic function for the generation of influence curves
LnormScaleFamily
Generating function for lognormal scale families
ContNeighborhood
Generating function for ContNeighborhood-class
GumbelParameter-class
Paramter of Gumbel distributions
trAsCov-class
Trace of asymptotic covariance
Gumbel
Generating function for Gumbel-class
getInfClip
Generic Function for the Computation of the Optimal Clipping Bound
oneStepEstimator
Generic function for the computation of one-step estimators
getFixClip
Generic Function for the Computation of the Optimal Clipping Bound
GammaFamily
Generating function for Gamma families
getFiRisk
Generic Function for Computation of Finite-Sample Risks
ParamFamily-class
Parametric family of probability measures.
PoisFamily
Generating function for Poisson families
ROptEstOldConstants
Built-in Constants in package ROptEstOld
trAsCov
Generating function for trAsCov-class
asBias
Generating function for asBias-class
TotalVarIC
Generating function for TotalVarIC-class
fiUnOvShoot
Generating function for fiUnOvShoot-class
locMEstimator
Generic function for the computation of location M estimators
fiUnOvShoot-class
Finite-sample under-/overshoot probability
Gumbel-class
Gumbel distribution
trFiCov
Generating function for trFiCov-class
L2ParamFamily
Generating function for L2ParamFamily-class
asRisk-class
Aymptotic risk
checkIC
Generic Function for Checking ICs
fiBias-class
Finite-sample Bias
getInfStand
Generic Function for the Computation of the Standardizing Matrix
asUnOvShoot
Generating function for asUnOvShoot-class
infoPlot
Plot absolute and relative information
TotalVarNeighborhood
Generating function for TotalVarNeighborhood-class
getInfRobIC
Generic Function for the Computation of Optimally Robust ICs
radiusMinimaxIC
Generic function for the computation of the radius minimax IC
ExpScaleFamily
Generating function for exponential scale families
asCov
Generating function for asCov-class
ProbFamily-class
Family of probability measures