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ROptEstOld (version 1.2.0)
Optimally Robust Estimation - Old Version
Description
Optimally robust estimation using S4 classes and methods. Old version still needed for current versions of ROptRegTS and RobRex.
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Version
Version
1.2.0
1.1.0
0.9.2
0.8
0.7
0.5.2
Install
install.packages('ROptEstOld')
Monthly Downloads
72
Version
1.2.0
License
LGPL-3
Maintainer
Matthias Kohl
Last Published
April 11th, 2019
Functions in ROptEstOld (1.2.0)
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NonSymmetric-class
Class for Non-symmetric Functions
NonSymmetric
Generating function for NonSymmetric-class
GumbelParameter-class
Paramter of Gumbel distributions
L2ParamFamily-class
L2 differentiable parametric family
NormLocationScaleFamily
Generating function for normal location and scale families
GumbelLocationFamily
Generating function for Gumbel location families
NormLocationFamily
Generating function for normal location families
L2ParamFamily
Generating function for L2ParamFamily-class
TotalVarNeighborhood
Generating function for TotalVarNeighborhood-class
TotalVarNeighborhood-class
Total variation neighborhood
fiCov-class
Finite-sample covariance
InfRobModel-class
Robust model with infinitesimal (unconditional) neighborhood
FixRobModel-class
Robust model with fixed (unconditional) neighborhood
InfRobModel
Generating function for InfRobModel-class
NormScaleFamily
Generating function for normal scale families
ProbFamily-class
Family of probability measures
OddSymmetric-class
Class for Odd Functions
FixRobModel
Generating function for FixRobModel-class
fiCov
Generating function for fiCov-class
getInfClip
Generic Function for the Computation of the Optimal Clipping Bound
ROptEstOldConstants
Built-in Constants in package ROptEstOld
RiskType-class
Risk
Gumbel-class
Gumbel distribution
ParamFamily-class
Parametric family of probability measures.
Gumbel
Generating function for Gumbel-class
asHampel-class
Asymptotic Hampel risk
ParamFamParameter
Generating function for ParamFamParameter-class
ExpScaleFamily
Generating function for exponential scale families
getInfGamma
Generic Function for the Computation of the Optimal Clipping Bound
asHampel
Generating function for asHampel-class
TotalVarIC-class
Influence curve of total variation type
FunctionSymmetry-class
Class of Symmetries for Functions
RobModel-class
Robust model
fiHampel-class
Finite-sample Hampel risk
TotalVarIC
Generating function for TotalVarIC-class
FunSymmList-class
List of Symmetries for a List of Functions
fiHampel
Generating function for fiHampel-class
GammaFamily
Generating function for Gamma families
asRisk-class
Aymptotic risk
asUnOvShoot-class
Asymptotic under-/overshoot probability
getAsRisk
Generic Function for Computation of Asymptotic Risks
asBias
Generating function for asBias-class
LnormScaleFamily
Generating function for lognormal scale families
getFiRisk
Generic Function for Computation of Finite-Sample Risks
FunSymmList
Generating function for FunSymmList-class
ksEstimator
Generic Function for the Computation of the Kolmogorov Minimum Distance Estimator
Neighborhood-class
Neighborhood
OddSymmetric
Generating function for OddSymmetric-class
ParamFamParameter-class
Parameter of a parametric family of probability measures
asCov-class
Asymptotic covariance
leastFavorableRadius
Generic Function for the Computation of Least Favorable Radii
asBias-class
Standardized Asymptotic Bias
UncondNeighborhood-class
Unconditional neighborhood
InfluenceCurve-class
Influence curve
checkL2deriv
Generic function for checking L2-derivatives
getFixClip
Generic Function for the Computation of the Optimal Clipping Bound
InfluenceCurve
Generating function for InfluenceCurve-class
evalIC
Generic function for evaluating ICs
trFiCov-class
Trace of finite-sample covariance
fiMSE-class
Finite-sample mean square error
fiMSE
Generating function for fiMSE-class
oneStepEstimator
Generic function for the computation of one-step estimators
optIC
Generic function for the computation of optimally robust ICs
asCov
Generating function for asCov-class
asGRisk-class
Convex asymptotic risk
getFixRobIC
Generic Function for the Computation of Optimally Robust ICs
trFiCov
Generating function for trFiCov-class
getInfRobIC
Generic Function for the Computation of Optimally Robust ICs
ParamFamily
Generating function for ParamFamily-class
getInfStand
Generic Function for the Computation of the Standardizing Matrix
PoisFamily
Generating function for Poisson families
optRisk
Generic function for the computation of the minimal risk
asMSE-class
Asymptotic mean square error
asUnOvShoot
Generating function for asUnOvShoot-class
asMSE
Generating function for asMSE-class
fiBias-class
Finite-sample Bias
fiBias
Generating function for fiBias-class
radiusMinimaxIC
Generic function for the computation of the radius minimax IC
fiRisk-class
Finite-sample risk
fiUnOvShoot-class
Finite-sample under-/overshoot probability
checkIC
Generic Function for Checking ICs
fiUnOvShoot
Generating function for fiUnOvShoot-class
getRiskIC
Generic function for the computation of a risk for an IC
infoPlot
Plot absolute and relative information
generateIC
Generic function for the generation of influence curves
getIneffDiff
Generic Function for the Computation of Inefficiency Differences
getInfCent
Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound
trAsCov-class
Trace of asymptotic covariance
trAsCov
Generating function for trAsCov-class
locMEstimator
Generic function for the computation of location M estimators
lowerCaseRadius
Computation of the lower case radius
ContIC
Generating function for ContIC-class
ContNeighborhood-class
Contamination Neighborhood
EvenSymmetric-class
Class for Even Functions
ContNeighborhood
Generating function for ContNeighborhood-class
IC-class
Influence curve
IC
Generating function for IC-class
EvenSymmetric
Generating function for EvenSymmetric-class
BinomFamily
Generating function for Binomial families
ContIC-class
Influence curve of contamination type