In optIC
a gain in accuracy can be obtained when computing
the optimally-robust ICs at a reference parameter of the model (instead of an
arbtirary one). To this end, moveL2Fam2RefParam
moved the model to
the reference parameter and moveICBackFromRefParam
moves the obtained
optimal IC back to the original parameter.
moveL2Fam2RefParam(L2Fam, ...)
moveICBackFromRefParam(IC, L2Fam,...)
moveL2Fam2RefParam
the L2 Family transformed to reference parameter.
moveICBackFromRefParam
the backtransformed IC.
object of class L2ParamFamily
IC of class HampIC
further arguments to be passed on.
signature(L2Fam = "L2ParamFamily")
:
returns L2Fam
unchanged.
signature(L2Fam = "L2LocationFamily")
:
moves L2Fam
to location 0
.
signature(L2Fam = "L2ScaleFamily")
:
moves L2Fam
to location 0
and scale 1
.
signature(L2Fam = "L2LocationScaleFamily")
:
moves L2Fam
to location 0
and scale 1
.
signature(L2Fam = "L2LocationUnknownScaleFamily")
:
moves L2Fam
to location 0
and scale 1
.
signature(L2Fam = "L2ScaleUnknownLocationFamily")
:
moves L2Fam
to location 0
and scale 1
.
signature(IC = "IC", L2Fam = "L2ParamFamily")
:
returns IC
unchanged.
signature(IC = "IC", L2Fam = "L2LocationFamily")
:
moves IC in IC
back to original location in L2Fam
.
signature(IC = "IC", L2Fam = "L2ScaleFamily")
:
moves IC in IC
back to original location and scale in L2Fam
,
rescaling risk where necessary.
signature(IC = "IC", L2Fam = "L2LocationScaleFamily")
:
moves IC in IC
back to original location and scale in L2Fam
,
rescaling risk where necessary.
signature(IC = "IC", L2Fam = "L2LocationUnknownScaleFamily")
:
moves IC in IC
back to original location and scale in L2Fam
,
rescaling risk where necessary.
signature(IC = "IC", L2Fam = "L2ScaleUnknownLocationFamily")
:
moves IC in IC
back to original location and scale in L2Fam
,
rescaling risk where necessary.
signature(IC = "HampIC", L2Fam = "L2ParamFamily")
:
moves IC in IC
back to original location and scale in L2Fam
(and in addition changes Lagrange multipliers accordingly),
rescaling risk where necessary.
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
moveL2Fam2RefParam
and moveICBackFromRefParam
are used
internally in functions robest
and roptest
to compute the
optimally robust influence function according to the arguments given to them.