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ROptRegTS (version 0.8)
Optimally robust estimation for regression-type models
Description
Optimally robust estimation for regression-type models using S4 classes and methods
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Install
install.packages('ROptRegTS')
Monthly Downloads
84
Version
0.8
License
LGPL-3
Maintainer
Matthias Kohl
Last Published
January 21st, 2011
Functions in ROptRegTS (0.8)
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L2RegTypeFamily-class
L2 differentiable parametric regression-type family
InfRobRegTypeModel-class
Robust regression-type model with infinitesimal neighborhood
RegTypeFamily-class
Parametric regression-type family
Av2CondContIC
Generating function for Av2CondContIC-class
Av1CondContIC-class
Conditionally centered influence curve of contamination type
CondTotalVarIC
Generating function for CondTotalVarIC-class
NormLinRegScaleFamily
Generating Function for Linear Regression Family with Unknown Scale
leastFavorableRadius-methods
Methods for Function leastFavorableRadius in Package `ROptRegTS'
optIC-methods
Methods for Function optIC in Package `ROptRegTS'
getInfGammaRegTS
Generic Function for the Computation of the Optimal Clipping Bound
getFixClipRegTS
Generic Function for the Computation of the Optimal Clipping Bound
Av1CondTotalVarIC-class
Conditionally centered influence curve of total variaton type
Av1CondTotalVarIC
Generating function for Av1CondTotalVarIC-class
Av1CondTotalVarNeighborhood-class
Average conditional total variation neighborhood
NormLinRegInterceptFamily
Generating Function for Linear Regression Family with Unknown Intercept
Av2CondNeighborhood-class
Average square conditional neighborhood
getInfCentRegTS
Generic Function for the Computation of the Optimal Centering Constant/Function resp. Lower Clipping Bound/Function
Av2CondContIC-class
Conditionally centered influence curve of contamination type
Av2CondContNeighborhood-class
Average square conditional contamination neighborhood
CondTotalVarNeighborhood
Generating function for CondContNeighborhood-class
Av1CondTotalVarNeighborhood
Generating function for Av1CondTotalVarNeighborhood-class
getFixRobRegTypeIC
Generic Function for the Computation of Optimally Robust Regression-Type ICs
CondTotalVarNeighborhood-class
Conditional total variation neighborhood
CondContIC-class
Conditionally centered influence curve of contamination type
generateIC-methods
Methods for Function generateIC in Package `ROptRegTS'
L2RegTypeFamily
Generating function for L2RegTypeFamily-class
getIneffDiff-methods
Methods for Function getIneffDiff in Package `ROptRegTS'
getFiRiskRegTS
Generic Function for Computation of Finite-Sample Risks
CondContNeighborhood-class
Conditional contamination neighborhood
Av1CondContIC
Generating function for Av1CondContIC-class
FixRobRegTypeModel-class
Robust regression-type model with fixed neighborhood
radiusMinimaxIC-methods
Methods for Function radiusMinimaxIC in Package `ROptRegTS'
Av1CondNeighborhood-class
Average conditional neighborhood
CondContNeighborhood
Generating function for CondContNeighborhood-class
CondIC-class
Conditionally centered partial influence curve
CondIC
Generating function for CondIC-class
getInfStandRegTS
Generic Function for the Computation of the Standardizing Matrix
CondNeighborhood-class
Conditional neighborhood
CondTotalVarIC-class
Conditionally centered influence curve of total variaton type
getInfClipRegTS
Generic Function for the Computation of the Optimal Clipping Bound
RegTypeFamily
Generating function for RegTypeFamily-class
CondContIC
Generating function for CondContIC-class
getInfRobRegTypeIC
Generic Function for the Computation of Optimally Robust Regression-Type ICs
getAsRiskRegTS
Generic Function for Computation of Asymptotic Risks in case of Regression-Type Models
InfRobRegTypeModel
Generating function for InfRobRegTypeModel-class
NormLinRegFamily
Generating function for linear regression family
Av1CondContNeighborhood-class
Average conditional contamination neighborhood
Av2CondContNeighborhood
Generating function for Av2CondContNeighborhood-class
Av1CondContNeighborhood
Generating function for Av1CondContNeighborhood-class
AvCondNeighborhood-class
Average conditional neighborhood
FixRobRegTypeModel
Generating function for FixRobRegTypeModel-class