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ROptEst (version 1.3.4)

Optimally Robust Estimation

Description

R infrastructure for optimally robust estimation in general smoothly parameterized models using S4 classes and methods as described Kohl, M., Ruckdeschel, P., and Rieder, H. (2010), , and in Rieder, H., Kohl, M., and Ruckdeschel, P. (2008), .

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Version

Install

install.packages('ROptEst')

Monthly Downloads

558

Version

1.3.4

License

LGPL-3

Maintainer

Last Published

September 2nd, 2024

Functions in ROptEst (1.3.4)

asL4-class

Asymptotic mean power 4 error
asL1-class

Asymptotic mean absolute error
asAnscombe-class

Asymptotic Anscombe risk
ORobEstimate-class

ORobEstimate-class.
checkIC-methods

Methods for Checking and Making ICs
asL4

Generating function for asL4-class
asL1

Generating function for asMSE-class
cniperCont

Functions for Computation and Plot of Cniper Contamination and Cniper Points.
ROptEst-package

Optimally robust estimation
CniperPointPlot

Wrapper function for cniperPointPlot - Computation and Plot of Cniper Contamination and Cniper Points
getIneffDiff

Generic Function for the Computation of Inefficiency Differences
comparePlot-methods

Compare - Plots
RMXEOMSEMBREOBRE

Optimally robust estimation: RMXE, OMSE, MBRE, and OBRE
getInfCent

Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound
getAsRisk

Generic Function for Computation of Asymptotic Risks
get.asGRisk.fct-methods

Methods for Function get.asGRisk.fct in Package `ROptEst'
getInfRad

Generic Function for the Computation of the Optimal Radius for Given Clipping Bound
getBiasIC

Generic function for the computation of the asymptotic bias for an IC
getInfRobIC

Generic Function for the Computation of Optimally Robust ICs
inputGenerators

Input generating functions for function 'robest'
getFixClip

Generic Function for the Computation of the Optimal Clipping Bound
asAnscombe

Generating function for asAnscombe-class
getFixRobIC

Generic Function for the Computation of Optimally Robust ICs
internal_interpolate_helpers

Internal helper functions for generating interpolation grids for speed up in package ROptEst
getInfStand

Generic Function for the Computation of the Standardizing Matrix
getInfClip

Generic Function for the Computation of the Optimal Clipping Bound
getInfGamma

Generic Function for the Computation of the Optimal Clipping Bound
getL1normL2deriv

Calculation of L1 norm of L2derivative
getL2normL2deriv

Calculation of L2 norm of L2derivative
getRiskFctBV-methods

Methods for Function getRiskFctBV in Package `ROptEst'
getRiskIC

Generic function for the computation of a risk for an IC
leastFavorableRadius

Generic Function for the Computation of Least Favorable Radii
lowerCaseRadius

Computation of the lower case radius
minmaxBias

Generic Function for the Computation of Bias-Optimally Robust ICs
getRadius

Computation of the Optimal Radius for Given Clipping Bound
getInfV

Generic Function for the Computation of the asymptotic Variance of a Hampel type IC
getStartIC-methods

Methods for Function getStartIC in Package `ROptEst'
getInfLM

Functions to determine Lagrange multipliers
radiusMinimaxIC

Generic function for the computation of the radius minimax IC
optRisk

Generic function for the computation of the minimal risk
plot-methods

Methods for Function plot in Package `ROptEst'
getMaxIneff

getMaxIneff -- computation of the maximal inefficiency of an IC
robest

Optimally robust estimation
getModifyIC

Generic Function for the Computation of Functions for Slot modifyIC
getReq

getReq -- computation of the radius interval where IC1 is better than IC2.
roptest

Optimally robust estimation
optIC

Generic function for the computation of optimally robust ICs
internals_for_MBRE_computation

Internal / Helper function of package ROptEst for MBRE calculation
internals_for_ROptEst_robest

Internal / Helper functions of package ROptEst for function robest
internals_for_ROptEst_Cniperplots

Internal / Helper functions of package ROptEst for cniper plot functions
internals_for_ROptEst

Internal / Helper functions of package ROptEst
updateNorm-methods

Methods for Function updateNorm in Package `ROptEst'