RobAStBase (version 1.2.7)

optIC: Generic function for the computation of optimally robust ICs

Description

Generic function for the computation of optimally robust ICs.

Usage

optIC(model, risk, ...)
# S4 method for L2ParamFamily,asCov
optIC(model, risk, withMakeIC = FALSE, ...)

Value

Some optimally robust IC is computed.

Arguments

model

probability model.

risk

object of class "RiskType".

...

additional parameters (here used for makeIC, resp. for E).

withMakeIC

logical; if TRUE the [p]IC is passed through makeIC before return.

Methods

model = "L2ParamFamily", risk = "asCov"

computes classical optimal influence curve for L2 differentiable parametric families.

Author

Matthias Kohl

Details

The classical optimal IC which ist optimal in sense of the Cramer-Rao bound is computed.

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

InfluenceCurve-class, RiskType-class

Examples

B <- BinomFamily(size = 25, prob = 0.25) 

## classical optimal IC
IC0 <- optIC(model = B, risk = asCov())
plot(IC0) # plot IC
checkIC(IC0, B)