Particular methods for checking centering and Fisher consistency of ICs, resp. making an IC out of an IC possibly violating the conditions so far.
# S4 method for ContIC,L2ParamFamily
checkIC(IC, L2Fam, out = TRUE,
forceContICMethod = FALSE, ..., diagnostic = FALSE)
# S4 method for ContIC,L2ParamFamily
makeIC(IC, L2Fam,
forceContICMethod = FALSE, ..., diagnostic = FALSE)The maximum deviation from the IC properties is returned.
object of class "IC"
L2-differentiable family of probability measures.
logical: Should the values of the checks be printed out?
logical: Should we force to use the method for
signature ContIC,L2ParamFamily
in any case (even if it is not indicated by symmetry arguments)?
Otherwise it uses internal method .getComp to compute the number
of integrals to be computed, taking care of symmetries as indicated through
the symmetry slots of the model L2Fam. Only if this
number is smaller than the number of integrals to be computed in the range
of the pIC the present method is used, otherwise it switches back to the
IC,L2ParamFamily method.
-- The ContIC,L2ParamFamily up to skipped entries due to further
symmetry arguments is $(k+1)k/2+k+1=(k+1)(k+2)/2 for k the
length of the unknown parameter / length of slot L2deriv of L2Fam,
while the number of integrals on the pIC scale underlying the more general
method for signature ContIC,L2ParamFamily is p (k+1) where
p is the length of the pIC / the length of the parameter of interest
as indicated in the number of rows in the trafo slot of the underlying
slot param of L2Fam.
additional parameters to be passed on to expectation
E.
logical; if TRUE (and in case checkIC if
argument out==TRUE), diagnostic information on the integration
is printed and returned as attribute diagnostic of the return value.
Peter Ruckdeschel Peter.Ruckdeschel@uni-oldenburg.de
In checkIC, the precisions of the centering and the Fisher consistency
are computed. makeIC affinely transforms a given IC (not necessarily
satisfying the centering and Fisher consistency condition so far) such that
after this transformation it becomes an IC (satisfying the conditions).
Here particular methods for ICs of class ContIC are provided using
the particular structure of this class which allows for speed up in certain cases.
M. Kohl (2005). Numerical Contributions to the Asymptotic Theory of Robustness. Dissertation. University of Bayreuth. https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf.
M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. Statistical Methods and Applications 19(3): 333-354. tools:::Rd_expr_doi("10.1007/s10260-010-0133-0").
H. Rieder (1994): Robust Asymptotic Statistics. Springer. tools:::Rd_expr_doi("10.1007/978-1-4684-0624-5")
L2ParamFamily-class, IC-class