Generates an object of class "WeibullFamily"
which
represents a Generalized Pareto family.
WeibullFamily(scale = 1, shape = 0.5, of.interest = c("scale", "shape"),
p = NULL, N = NULL, trafo = NULL, start0Est = NULL, withPos = TRUE,
withCentL2 = FALSE, withL2derivDistr = FALSE, ..ignoreTrafo = FALSE)
Object of class "WeibullFamily"
positive real: scale parameter
positive real: shape parameter
character: which parameters, transformations are of interest.
possibilites are: "scale", "shape", "quantile", "expected loss",
"expected shortfall"; a maximum number of two of these may be selected
real or NULL: probability needed for quantile and expected shortfall
real or NULL: expected frequency for expected loss
matrix or NULL: transformation of the parameter
startEstimator --- if NULL
medkMADhybr
is used
logical of length 1: Is shape restricted to positive values?
logical: shall L2 derivative be centered by substracting
the E()? Defaults to FALSE
, but higher accuracy can be achieved
when set to TRUE
.
logical: shall the distribution of the L2 derivative
be computed? Defaults to FALSE
(to speeds up computations).
logical: only used internally in kStepEstimator
; do not change this.
Matthias Kohl Matthias.Kohl@stamats.de
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
Nataliya Horbenko nhorbenko@gmail.com
The slots of the corresponding L2 differentiable parameteric family are filled.
Kohl, M. (2005) Numerical Contributions to
the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf.
Kohl, M., Ruckdeschel, P., and Rieder, H. (2010):
Infinitesimally Robust Estimation in General Smoothly Parametrized Models.
Stat. Methods Appl., 19, 333-354.
tools:::Rd_expr_doi("10.1007/s10260-010-0133-0").
Ruckdeschel, P. and Horbenko, N. (2013): Optimally-Robust Estimators in Generalized
Pareto Models. Statistics. 47(4),
762-791.
tools:::Rd_expr_doi("10.1080/02331888.2011.628022").
Ruckdeschel, P. and Horbenko, N. (2012): Yet another breakdown point notion:
EFSBP --illustrated at scale-shape models. Metrika, 75(8),
1025--1047. tools:::Rd_expr_doi("10.1007/s00184-011-0366-4").
L2ParamFamily-class
, Weibull-class
(G1 <- WeibullFamily())
FisherInfo(G1)
checkL2deriv(G1)
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