checkIC checks accuracy of the centering
and Fisher consistency condition of an IC, makeIC,
by centering and restandardizing warrants these conditions.
signature(IC="IC", L2Fam = "ParetoFamily"):
To enhance accuracy, the method for "ParetoFamily" uses
integration via the quantile transform, i.e., \(E[h(X)]\)
for a random variable \(X\sim F\) with quantil function \(q\)
is computed as \(\int_0^1 h(q(s))\,ds\)
signature(IC="IC", L2Fam = "GParetoFamily"):
As for "ParetoFamily", to enhance accuracy,
the method for "GParetoFamily" uses
integration via the quantile transform.
signature(IC="IC", L2Fam = "GEVFamily"):
As for "ParetoFamily", to enhance accuracy,
the method for "GEVFamily" uses
integration via the quantile transform.
signature(IC="IC", L2Fam = "GEVFamilyMuUnknown"):
As for "ParetoFamily", to enhance accuracy,
the method for "GEVFamilyMuUnknown" uses
integration via the quantile transform.
signature(IC="IC", L2Fam = "ParetoFamily"):
As with "checkIC", to enhance accuracy,
the method for "makeIC" for "ParetoFamily" uses
integration via the quantile transform.
signature(IC="IC", L2Fam = "GParetoFamily"):
As for "ParetoFamily", to enhance accuracy,
the method for "GParetoFamily" uses
integration via the quantile transform.
signature(IC="IC", L2Fam = "GEVFamily"):
As for "ParetoFamily", to enhance accuracy,
the method for "GEVFamily" uses
integration via the quantile transform.
signature(IC="IC", L2Fam = "GEVFamilyMuUnknown"):
As for "ParetoFamily", to enhance accuracy,
the method for "GEVFamilyMuUnknown" uses
integration via the quantile transform.
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
checkIC,makeIC