RobAStBase (version 0.7.1)

optIC: Generic function for the computation of optimally robust ICs

Description

Generic function for the computation of optimally robust ICs.

Usage

optIC(model, risk, ...)

## S3 method for class 'L2ParamFamily,asCov':
optIC(model, risk)

Arguments

model

probability model.

risk

object of class "RiskType".

...

additional parameters.

Value

• Some optimally robust IC is computed.

concept

• robust influence curve
• influence curve

Details

The classical optimal IC which ist optimal in sense of the Cramer-Rao bound is computed.

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer. Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

InfluenceCurve-class, RiskType-class

Examples

B <- BinomFamily(size = 25, prob = 0.25) 

## classical optimal IC
IC0 <- optIC(model = B, risk = asCov())
plot(IC0) # plot IC
checkIC(IC0, B)