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ROptRegTS (version 0.9.1)

Optimally robust estimation for regression-type models

Description

Optimally robust estimation for regression-type models using S4 classes and methods

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Version

Install

install.packages('ROptRegTS')

Monthly Downloads

35

Version

0.9.1

License

LGPL-3

Maintainer

Matthias Kohl

Last Published

September 14th, 2013

Functions in ROptRegTS (0.9.1)

Av2CondContIC-class

Conditionally centered influence curve of contamination type
Av2CondContIC

Generating function for Av2CondContIC-class
Av1CondContIC

Generating function for Av1CondContIC-class
Av2CondNeighborhood-class

Average square conditional neighborhood
CondTotalVarIC-class

Conditionally centered influence curve of total variaton type
getFixClipRegTS

Generic Function for the Computation of the Optimal Clipping Bound
optIC-methods

Methods for Function optIC in Package `ROptRegTS'
FixRobRegTypeModel-class

Robust regression-type model with fixed neighborhood
InfRobRegTypeModel

Generating function for InfRobRegTypeModel-class
getFiRiskRegTS

Generic Function for Computation of Finite-Sample Risks
getInfClipRegTS

Generic Function for the Computation of the Optimal Clipping Bound
Av1CondTotalVarNeighborhood-class

Average conditional total variation neighborhood
NormLinRegFamily

Generating function for linear regression family
getInfStandRegTS

Generic Function for the Computation of the Standardizing Matrix
CondTotalVarNeighborhood

Generating function for CondContNeighborhood-class
getInfRobRegTypeIC

Generic Function for the Computation of Optimally Robust Regression-Type ICs
CondContNeighborhood-class

Conditional contamination neighborhood
InfRobRegTypeModel-class

Robust regression-type model with infinitesimal neighborhood
CondTotalVarNeighborhood-class

Conditional total variation neighborhood
Av2CondContNeighborhood

Generating function for Av2CondContNeighborhood-class
RegTypeFamily-class

Parametric regression-type family
L2RegTypeFamily

Generating function for L2RegTypeFamily-class
Av2CondContNeighborhood-class

Average square conditional contamination neighborhood
NormLinRegInterceptFamily

Generating Function for Linear Regression Family with Unknown Intercept
CondIC

Generating function for CondIC-class
Av1CondContNeighborhood

Generating function for Av1CondContNeighborhood-class
Av1CondContIC-class

Conditionally centered influence curve of contamination type
Av1CondNeighborhood-class

Average conditional neighborhood
CondContIC

Generating function for CondContIC-class
Av1CondTotalVarIC

Generating function for Av1CondTotalVarIC-class
FixRobRegTypeModel

Generating function for FixRobRegTypeModel-class
CondContNeighborhood

Generating function for CondContNeighborhood-class
CondContIC-class

Conditionally centered influence curve of contamination type
radiusMinimaxIC-methods

Methods for Function radiusMinimaxIC in Package `ROptRegTS'
Av1CondTotalVarNeighborhood

Generating function for Av1CondTotalVarNeighborhood-class
getInfCentRegTS

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

Generic Function for Computation of Asymptotic Risks in case of Regression-Type Models
Av1CondTotalVarIC-class

Conditionally centered influence curve of total variaton type
CondNeighborhood-class

Conditional neighborhood
AvCondNeighborhood-class

Average conditional neighborhood
generateIC-methods

Methods for Function generateIC in Package `ROptRegTS'
CondTotalVarIC

Generating function for CondTotalVarIC-class
NormLinRegScaleFamily

Generating Function for Linear Regression Family with Unknown Scale
getFixRobRegTypeIC

Generic Function for the Computation of Optimally Robust Regression-Type ICs
L2RegTypeFamily-class

L2 differentiable parametric regression-type family
getIneffDiff-methods

Methods for Function getIneffDiff in Package `ROptRegTS'
CondIC-class

Conditionally centered partial influence curve
RegTypeFamily

Generating function for RegTypeFamily-class
Av1CondContNeighborhood-class

Average conditional contamination neighborhood
leastFavorableRadius-methods

Methods for Function leastFavorableRadius in Package `ROptRegTS'
getInfGammaRegTS

Generic Function for the Computation of the Optimal Clipping Bound