Class of asymptotically linear estimates.
Objects can be created by calls of the form new("kStepEstimate", ...)
.
More frequently they are created via the generating function
kStepEstimator
.
name
Object of class "character"
:
name of the estimator.
estimate
Object of class "ANY"
:
estimate.
estimate.call
Object of class "call"
:
call by which estimate was produced.
samplesize
object of class "numeric"
---
the samplesize (only complete cases are counted)
at which the estimate was evaluated.
completecases
:object of class "logical"
---
complete cases at which the estimate was evaluated.
asvar
object of class "OptionalNumericOrMatrix"
which may contain the asymptotic (co)variance of the estimator.
asbias
Optional object of class "numeric"
:
asymptotic bias.
pIC
Optional object of class InfluenceCurve
:
influence curve.
nuis.idx
object of class "OptionalNumeric"
:
indices of estimate
belonging to the nuisance part.
fixed
object of class "OptionalNumeric"
:
the fixed and known part of the parameter.
steps
Object of class "integer"
: number
of steps.
Infos
object of class "matrix"
with two columns named method
and message
:
additional informations.
trafo
object of class "list"
:
a list with components fct
and mat
(see below).
untransformed.estimate
:Object of class "ANY"
:
untransformed estimate.
untransformed.asvar
:object of class "OptionalNumericOrMatrix"
which may contain the asymptotic (co)variance of the untransformed
estimator.
pICList
Optional object of class "OptionalpICList"
:
the list of (intermediate) (partial) influence curves used;
only filled when called from kStepEstimator
with argument
withPICList==TRUE
.
ICList
Optional object of class "OptionalpICList"
:
the list of (intermediate) (total) influence curves used;
only filled when called from kStepEstimator
with argument
withICList==TRUE
.
start
The argument start
--- of class "StartClass"
used in call to kStepEstimator
.
startval
Object of class matrix
:
the starting value with which the k-step Estimator was initialized
(in \(p\)-space / transformed).
ustartval
Object of class matrix
:
the starting value with which the k-step Estimator was initialized
(in \(k\)-space / untransformed).
ksteps
Object of class "OptionalMatrix"
:
the intermediate estimates (in \(p\)-space) for the parameter;
only filled when called from kStepEstimator
.
uksteps
Object of class "OptionalMatrix"
:
the intermediate estimates (in \(k\)-space) for the parameter;
only filled when called from kStepEstimator
.
robestcall
Object of class "OptionalCall"
, i.e.,
a call
or NULL
: only filled when called from roptest
in package ROptEst.
Class "ALEstimate"
, directly.
Class "Estimate"
, by class "ALEstimate"
signature(object = "kStepEstimate")
:
accessor function for slot steps
.
signature(object = "kStepEstimate")
:
accessor function for slot ksteps
; has additional argument
diff
, defaulting to FALSE
; if the latter is TRUE
,
the starting value from slot startval
is prepended as first column;
otherwise we return the corresponding increments in each step.
signature(object = "kStepEstimate")
:
accessor function for slot uksteps
; has additional argument
diff
, defaulting to FALSE
; if the latter is TRUE
,
the starting value from slot ustartval
is prepended as first column;
otherwise we return the corresponding increments in each step.
signature(object = "kStepEstimate")
:
accessor function for slot start
.
signature(object = "kStepEstimate")
:
accessor function for slot startval
.
signature(object = "kStepEstimate")
:
accessor function for slot startval
.
signature(object = "kStepEstimate")
:
accessor function for slot ICList
.
signature(object = "kStepEstimate")
:
accessor function for slot pICList
.
signature(object = "kStepEstimate")
:
accessor function for slot robestCall
.
signature(object = "kStepEstimate")
:
accessor function for attribute "timings"
.
signature(object = "kStepEstimate")
: a show method;
Matthias Kohl Matthias.Kohl@stamats.de and Peter Ruckdeschel peter.ruckdeschel@uni-oldenurg.de
ALEstimate-class