Learn R Programming

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.

Copy Link

Version

Install

install.packages('ROptEstOld')

Monthly Downloads

92

Version

1.2.0

License

LGPL-3

Maintainer

Matthias Kohl

Last Published

April 11th, 2019

Functions in ROptEstOld (1.2.0)

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