Class of optimally robust asymptotically linear estimates.
Objects can be created by calls of the form new("ORobEstimate", ...).
More frequently they are created as results of functions
roptest, MBREstimator, RMXEstimator, or
OMSEstimator.
nameObject of class "character":
name of the estimator. [*]
estimateObject of class "ANY":
estimate. [*]
estimate.callObject of class "call":
call by which estimate was produced. [*]
samplesizeobject of class "numeric" ---
the samplesize (only complete cases are counted)
at which the estimate was evaluated. [*]
completecases:object of class "logical" ---
complete cases at which the estimate was evaluated. [*]
asvarobject of class "OptionalNumericOrMatrix"
which may contain the asymptotic (co)variance of the estimator. [*]
asbiasOptional object of class "numeric":
asymptotic bias. [*]
pICOptional object of class InfluenceCurve:
influence curve. [*]
nuis.idxobject of class "OptionalNumeric":
indices of estimate belonging to the nuisance part. [*]
fixedobject of class "OptionalNumeric":
the fixed and known part of the parameter. [*]
stepsObject of class "integer": number
of steps. [*]
Infosobject of class "matrix"
with two columns named method and message:
additional informations. [*]
trafoobject of class "list":
a list with components fct and mat (see below). [*]
untransformed.estimate:Object of class "ANY":
untransformed estimate. [*]
untransformed.asvar:object of class "OptionalNumericOrMatrix"
which may contain the asymptotic (co)variance of the untransformed
estimator. [*]
pICListOptional object of class "OptionalpICList":
the list of (intermediate) (partial) influence curves used;
only filled when called from ORobEstimator with argument
withPICList==TRUE. [*]
ICListOptional object of class "OptionalpICList":
the list of (intermediate) (total) influence curves used;
only filled when called from ORobEstimator with argument
withICList==TRUE. [*]
startThe argument start --- of class "StartClass"
used in call to ORobEstimator. [*]
startvalObject of class matrix:
the starting value with which the k-step Estimator was initialized
(in \(p\)-space / transformed). [*]
ustartvalObject of class matrix:
the starting value with which the k-step Estimator was initialized
(in \(k\)-space / untransformed). [*]
kstepsObject of class "OptionalMatrix":
the intermediate estimates (in \(p\)-space) for the parameter;
only filled when called from ORobEstimator. [*]
ukstepsObject of class "OptionalMatrix":
the intermediate estimates (in \(k\)-space) for the parameter;
only filled when called from ORobEstimator. [*]
robestcallObject of class "OptionalCall", i.e.,
a call or NULL: only filled when called from roptest. [*]
roptestcallObject of class "OptionalCall", i.e.,
a call or NULL: only filled when called from roptest,
MBREstimator, RMXEstimator, or OMSEstimator.
Class "kStepEstimate", directly.
Class "ALEstimate" and class "Estimate", by
class "kStepstimate". All slots and methods marked with [*] are inherited.
signature(object = "ORobEstimate"):
accessor function for slot steps. [*]
signature(object = "ORobEstimate"):
accessor function for slot ksteps; has additional argument
diff, defaulting to FALSE; if the latter is TRUE,
the starting value from slot startval is prepended as first column;
otherwise we return the corresponding increments in each step. [*]
signature(object = "ORobEstimate"):
accessor function for slot uksteps; has additional argument
diff, defaulting to FALSE; if the latter is TRUE,
the starting value from slot ustartval is prepended as first column;
otherwise we return the corresponding increments in each step. [*]
signature(object = "ORobEstimate"):
accessor function for slot start. [*]
signature(object = "ORobEstimate"):
accessor function for slot startval. [*]
signature(object = "ORobEstimate"):
accessor function for slot startval. [*]
signature(object = "ORobEstimate"):
accessor function for slot ICList. [*]
signature(object = "ORobEstimate"):
accessor function for slot pICList. [*]
signature(object = "ORobEstimate"):
accessor function for slot robestCall. [*]
signature(object = "ORobEstimate"):
accessor function for slot roptestCall.
signature(object = "ORobEstimate"):
accessor function for attribute "timings".
with additional argument withKStep defaulting to FALSE;
in case argument withKStep==TRUE, the return value is a list
with items timings and kStepTimings combining the
two timing informaion attributes.
signature(object = "ORobEstimate"):
accessor function for attribute "timings".
signature(object = "ORobEstimate"): a show method; [*]
Peter Ruckdeschel Peter.Ruckdeschel@uni-oldenburg.de
ALEstimate-class, kStepEstimate-class