Function for the computation of one-step estimates.
oneStepEstimator(x, IC, start = NULL,
useLast = getRobAStBaseOption("kStepUseLast"),
withUpdateInKer = getRobAStBaseOption("withUpdateInKer"),
IC.UpdateInKer = getRobAStBaseOption("IC.UpdateInKer"),
na.rm = TRUE, startArgList = NULL, withMakeIC = FALSE, ...,
E.argList = NULL)
Object of class "kStepEstimate"
sample
object of class "InfluenceCurve"
initial estimate (for full parameter,i.e. in dimension \(k\) respective
joint length of main and nuisance part of the parameter):
either a numerical value, or an object of class "Estimate"
or
a function producing either a numerical value, or an object of class "Estimate"
when evaluated at x,...
; if missing or NULL
, we use slot startPar
of the L2family L2Fam
from within IC
.
which parameter estimate (initial estimate or
one-step estimate) shall be used to fill the slots pIC
,
asvar
and asbias
of the return value.
if there is a non-trivial trafo in the model with matrix \(D\), shall the parameter be updated on \({\rm ker}(D)\)?
if there is a non-trivial trafo in the model with matrix \(D\),
the IC to be used for this; if NULL
the result of getboundedIC(L2Fam,D)
is taken;
this IC will then be projected onto \({\rm ker}(D)\).
logical: if TRUE
, the estimator is evaluated at complete.cases(x)
.
a list of arguments to be given to argument start
if the latter
is a function; this list by default already starts with two unnamed items,
the sample x
, and the model eval(CallL2Fam(IC))
; in case IC
is not of class IC
, the model argument L2Fam
will be set
to NULL
.
logical; if TRUE
the [p]IC is passed through
makeIC
before return.
additional arguments
NULL
(default) or a named list of arguments to be passed
to calls to E
from kStepEstimator
; potential clashes with
arguments of the same name in ...
are resolved by inserting
the items of argument list E.argList
as named items to the
argument lists, so in case of collisions the item of E.argList
overwrites the
existing one from ...
.
Matthias Kohl Matthias.Kohl@stamats.de,
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
Given an initial estimation start
, a sample x
and an influence curve IC
the corresponding one-step
estimator is computed.
In case IC
is an object of class "IC"
the slots asvar
and asbias
of the return
value are filled (based on the initial estimate).
The default value of argument useLast
is set by the
global option kStepUseLast
which by default is set to
FALSE
. In case of general models useLast
remains unchanged during the computations. However, if
slot CallL2Fam
of IC
generates an object of
class "L2GroupParamFamily"
the value of useLast
is changed to TRUE
.
Explicitly setting useLast
to TRUE
should
be done with care as in this situation the influence curve
is re-computed using the value of the one-step estimate
which may take quite a long time depending on the model.
If useLast
is set to TRUE
and slot modifyIC
of IC
is filled with some function (which can be
used to re-compute the IC for a different parameter), the
computation of asvar
, asbias
and IC
is
based on the one-step estimate.
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
InfluenceCurve-class
, kStepEstimate-class