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

103

Version

1.2.0

License

LGPL-3

Maintainer

Matthias Kohl

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