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ROptRegTS (version 1.2.0)

Optimally Robust Estimation for Regression-Type Models

Description

Optimally robust estimation for regression-type models using S4 classes and methods.

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Version

Install

install.packages('ROptRegTS')

Monthly Downloads

83

Version

1.2.0

License

LGPL-3

Maintainer

Last Published

April 14th, 2019

Functions in ROptRegTS (1.2.0)

Av1CondTotalVarIC-class

Conditionally centered influence curve of total variaton type
AvCondNeighborhood-class

Average conditional neighborhood
Av1CondTotalVarNeighborhood

Generating function for Av1CondTotalVarNeighborhood-class
Av2CondContIC-class

Conditionally centered influence curve of contamination type
CondContIC

Generating function for CondContIC-class
CondContNeighborhood-class

Conditional contamination neighborhood
FixRobRegTypeModel-class

Robust regression-type model with fixed neighborhood
FixRobRegTypeModel

Generating function for FixRobRegTypeModel-class
CondContIC-class

Conditionally centered influence curve of contamination type
CondIC

Generating function for CondIC-class
CondNeighborhood-class

Conditional neighborhood
L2RegTypeFamily-class

L2 differentiable parametric regression-type family
Av1CondContNeighborhood-class

Average conditional contamination neighborhood
L2RegTypeFamily

Generating function for L2RegTypeFamily-class
getInfRobRegTypeIC

Generic Function for the Computation of Optimally Robust Regression-Type ICs
getInfStandRegTS

Generic Function for the Computation of the Standardizing Matrix
Av2CondContIC

Generating function for Av2CondContIC-class
Av2CondContNeighborhood-class

Average square conditional contamination neighborhood
Av1CondContNeighborhood

Generating function for Av1CondContNeighborhood-class
CondTotalVarNeighborhood-class

Conditional total variation neighborhood
Av1CondContIC-class

Conditionally centered influence curve of contamination type
CondTotalVarNeighborhood

Generating function for CondContNeighborhood-class
NormLinRegScaleFamily

Generating Function for Linear Regression Family with Unknown Scale
RegTypeFamily-class

Parametric regression-type family
Av1CondTotalVarIC

Generating function for Av1CondTotalVarIC-class
Av1CondTotalVarNeighborhood-class

Average conditional total variation neighborhood
Av1CondContIC

Generating function for Av1CondContIC-class
Av2CondContNeighborhood

Generating function for Av2CondContNeighborhood-class
Av2CondNeighborhood-class

Average square conditional neighborhood
leastFavorableRadius-methods

Methods for Function leastFavorableRadius in Package `ROptRegTS'
NormLinRegFamily

Generating function for linear regression family
InfRobRegTypeModel-class

Robust regression-type model with infinitesimal neighborhood
CondContNeighborhood

Generating function for CondContNeighborhood-class
optIC-methods

Methods for Function optIC in Package `ROptRegTS'
CondIC-class

Conditionally centered partial influence curve
NormLinRegInterceptFamily

Generating Function for Linear Regression Family with Unknown Intercept
getFixClipRegTS

Generic Function for the Computation of the Optimal Clipping Bound
RegTypeFamily

Generating function for RegTypeFamily-class
CondTotalVarIC-class

Conditionally centered influence curve of total variaton type
generateIC-methods

Methods for Function generateIC in Package `ROptRegTS'
getFixRobRegTypeIC

Generic Function for the Computation of Optimally Robust Regression-Type ICs
CondTotalVarIC

Generating function for CondTotalVarIC-class
getAsRiskRegTS

Generic Function for Computation of Asymptotic Risks in case of Regression-Type Models
InfRobRegTypeModel

Generating function for InfRobRegTypeModel-class
getFiRiskRegTS

Generic Function for Computation of Finite-Sample Risks
getIneffDiff-methods

Methods for Function getIneffDiff in Package `ROptRegTS'
getInfClipRegTS

Generic Function for the Computation of the Optimal Clipping Bound
getInfGammaRegTS

Generic Function for the Computation of the Optimal Clipping Bound
getInfCentRegTS

Generic Function for the Computation of the Optimal Centering Constant/Function resp. Lower Clipping Bound/Function
radiusMinimaxIC-methods

Methods for Function radiusMinimaxIC in Package `ROptRegTS'
Av1CondNeighborhood-class

Average conditional neighborhood