Generating functions to generate structured input for function robest
.
genkStepCtrl(useLast = getRobAStBaseOption("kStepUseLast"),
withUpdateInKer = getRobAStBaseOption("withUpdateInKer"),
IC.UpdateInKer = getRobAStBaseOption("IC.UpdateInKer"),
withICList = getRobAStBaseOption("withICList"),
withPICList = getRobAStBaseOption("withPICList"),
scalename = "scale", withLogScale = TRUE,
withEvalAsVar = NULL, withMakeIC = FALSE,
E.argList = NULL)
genstartCtrl(initial.est = NULL, initial.est.ArgList = NULL,
startPar = NULL, distance = CvMDist, withMDE = NULL,
E.argList = NULL)
gennbCtrl(neighbor = ContNeighborhood(), eps, eps.lower, eps.upper)
genstartICCtrl(withMakeIC = FALSE, withEvalAsVar = NULL, modifyICwarn = NULL,
E.argList = NULL)
A list of arguments to be (re-)used as (structured) input for function robest
;
more specifically, all arguments of the respective function are bundled into
a list, where arguments not explicitly specified in the call are filled with
corresponding defaults as given in the usage section of this help file.
which parameter estimate (initial estimate or
k-step estimate) shall be used to fill the slots pIC
,
asvar
and asbias
of the return value.
if there is a non-trivial trafo in the model with matrix \(D\), shall the parameter be updated on \({\rm ker}(D)\)?
if there is a non-trivial trafo in the model with matrix \(D\),
the IC to be used for this; if NULL
the result of getboundedIC(L2Fam,D)
is taken;
this IC will then be projected onto \({\rm ker}(D)\).
logical: shall slot ICList
of return value
be filled?
logical: shall slot pICList
of return value
be filled?
character: name of the respective scale component.
logical; shall a scale component (if existing and found
with name scalename
) be computed on log-scale and backtransformed
afterwards? This avoids crossing 0.
logical or NULL
: if TRUE
(default), tells R
to evaluate the asymptotic variance or if FALSE
just to produces a call
to do so. If withEvalAsVar
is NULL
(default), the content
of slot .withEvalAsVar
in the L2 family is used instead to take
this decision.
logical; if TRUE
the [p]IC is passed through
makeIC
before return.
logical: should a (warning) information be added if
modifyIC
is applied and hence some optimality information could
no longer be valid? Defaults to NULL
in which case this value
is taken from RobAStBaseOptions
.
initial estimate for unknown parameter. If missing minimum distance estimator is computed.
a list of arguments to be given to argument start
if the latter
is a function; this list by default already starts with two unnamed items,
the sample x
, and the model L2Fam
.
initial information used by optimize
resp. optim
;
i.e; if (total) parameter is of length 1, startPar
is
a search interval, else it is an initial parameter value; if NULL
slot startPar
of ParamFamily
is used to produce it;
in the multivariate case, startPar
may also be of class Estimate
,
in which case slot untransformed.estimate
is used.
distance function
logical or NULL: Shall a minimum distance estimator be used as
starting estimator in roptest()
/ robest()
---in addition to
the function given in argument startPar
of the current function
or, if the argument is NULL
, in slot startPar
of the L2
family? If NULL
(default) the content of slot .withMDE
in
the L2 family is used instead to take this decision.
object of class "UncondNeighborhood"
positive real (0 < eps
<= 0.5): amount of gross errors.
See details below.
positive real (0 <= eps.lower
<= eps.upper
):
lower bound for the amount of gross errors. See details below.
positive real (eps.lower
<= eps.upper
<= 0.5):
upper bound for the amount of gross errors. See details below.
NULL
(default) or a list of arguments to be passed
to calls to E
; appears (and may vary from instance to instance)
as argument in the generators genkStepCtrl
, genstartCtrl
genstartICCtrl
. The one in genstartCtrl
is used for
MDEstimator
in case initial.est
is NULL
only.
Arguments for calls to E
in an explicit function argument
initial.est
should be entered to argument initial.est.ArgList
.
Potential clashes with arguments of the same name in ...
are resolved by inserting the items of argument list E.argList
as named items to the argument lists, so in case of collisions the
item of E.argList
overwrites the
existing one from ...
.
Matthias Kohl Matthias.Kohl@stamats.de,
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
All these functions bundle their respective input to (reusable) lists
which can be used as arguments in function robest
.
For details, see this function.
roblox
,
L2ParamFamily-class
UncondNeighborhood-class
,
RiskType-class
genkStepCtrl()
genstartICCtrl()
genstartCtrl()
gennbCtrl()
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