Generic function for the computation of optimally robust ICs.
optIC(model, risk, ...)# S4 method for L2ParamFamily,asCov
optIC(model, risk, withMakeIC = FALSE, ...)
Some optimally robust IC is computed.
probability model.
object of class "RiskType".
additional parameters (here used for makeIC,
resp. for E).
logical; if TRUE the [p]IC is passed through
makeIC before return.
computes classical optimal influence curve for L2 differentiable parametric families.
Matthias Kohl Matthias.Kohl@stamats.de
The classical optimal IC which ist optimal in sense of the Cramer-Rao bound is computed.
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
InfluenceCurve-class, RiskType-class
B <- BinomFamily(size = 25, prob = 0.25)
## classical optimal IC
IC0 <- optIC(model = B, risk = asCov())
plot(IC0) # plot IC
checkIC(IC0, B)
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