Generates an object of class "L2ParamFamily"
.
L2ParamFamily(name, distribution = Norm(), distrSymm,
main = 0, nuisance, trafo, param, props = character(0),
L2deriv = EuclRandVarList(RealRandVariable(list(function(x) {x}),
Domain = Reals())),
L2derivSymm, L2derivDistr, L2derivDistrSymm, FisherInfo)
character string: name of the family
object of class "Distribution"
:
member of the family
object of class "DistributionSymmetry"
:
symmetry of distribution
.
numeric vector: main parameter
numeric vector: nuisance parameter
matrix: transformation of the parameter
object of class "ParamFamParameter"
:
parameter of the family
character vector: properties of the family
object of class "EuclRandVariable"
:
L2 derivative of the family
object of class "FunSymmList"
:
symmetry of the maps contained in L2deriv
object of class "UnivarDistrList"
:
distribution of L2deriv
object of class "DistrSymmList"
:
symmetry of the distributions contained in L2derivDistr
object of class "PosDefSymmMatrix"
:
Fisher information of the family
Object of class "L2ParamFamily"
If name
is missing, the default
“L2 differentiable parametric family of probability measures”
is used. In case distrSymm
is missing it is set to
NoSymmetry()
.
If param
is missing, the parameter is created via
main
, nuisance
and trafo
as described
in ParamFamParameter
. In case L2derivSymm
is
missing, it is filled with an object of class FunSymmList
with entries NonSymmetric()
. In case L2derivDistr
is missing,
it is computed via imageDistr
. If L2derivDistrSymm
is missing,
it is set to an object of class DistrSymmList
with entries
NoSymmetry()
. In case FisherInfo
is missing, it is computed
from L2deriv
using E
.
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
# NOT RUN {
F1 <- L2ParamFamily()
plot(F1)
# }
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