ROptRegTS (version 1.2.0)

NormLinRegScaleFamily: Generating Function for Linear Regression Family with Unknown Scale

Description

Generates an object of class "L2RegTypeFamily" which represents a linear regression family with standard normal distributed errors and random regressor where the scale of the error distribution is unknown.

Usage

NormLinRegScaleFamily(theta, scale = 1, trafo, RegDistr = Norm(), 
                      RegSymm, Reg2Mom, nuisance = FALSE)

Arguments

theta

linear regression parameter

scale

scale parameter for error distribution

trafo

matrix: transformation of the parameter

RegDistr

regressor distribution

RegSymm

symmetry of the regressor distribution

Reg2Mom

second moment matrix of regressor

nuisance

logical: is scale nuisance parameter

Value

Object of class "L2RegTypeFamily"

Details

In case theta is missing, it is set to 0. If Reg2Mom is missing, it is computed via E.

References

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

L2RegTypeFamily-class

Examples

# NOT RUN {
(LM1 <- NormLinRegScaleFamily(Reg2Mom = matrix(1)))
Map(L2deriv(LM1)[[1]])
FisherInfo(LM1)
checkL2deriv(LM1)
# }