Class of L2 differentiable parametric group families.
Objects can be created by calls of the form new("L2GroupParamFamily", ...)
.
More frequently, this class is just used as an intermediate class to classes of
specific group models like L2LocationFamily-class
,
L2ScaleFamily-class
, and L2LocationScaleFamily-class
.
name
[inherited from class "ProbFamily"
]
object of class "character"
:
name of the family.
distribution
[inherited from class "ProbFamily"
]
object of class "Distribution"
:
member of the family.
distrSymm
[inherited from class "ProbFamily"
]
object of class "DistributionSymmetry"
:
symmetry of distribution
.
param
[inherited from class "ParamFamily"
]
object of class "ParamFamParameter"
:
parameter of the family.
fam.call
[inherited from class "ParamFamily"
]
object of class "call"
:
call by which parametric family was produced.
makeOKPar
[inherited from class "ParamFamily"
]
object of class "function"
:
has argument param
--- the (total) parameter,
returns valid parameter; used if optim
resp. optimize
---
try to use ``illegal'' parameter values; then makeOKPar
makes
a valid parameter value out of the illegal one.
startPar
[inherited from class "ParamFamily"
]
object of class "function"
:
has argument x
--- the data,
returns starting parameter for optim
resp. optimize
---
a starting estimator in case parameter is multivariate
or a search interval in case parameter is univariate.
modifyParam
[inherited from class "ParamFamily"
]
object of class "function"
:
mapping from the parameter space (represented by "param"
)
to the distribution space (represented by "distribution"
).
props
[inherited from class "ProbFamily"
]
object of class "character"
:
properties of the family.
L2deriv
[inherited from class "L2ParamFamily"
]
object of class "EuclRandVariable"
:
L2 derivative of the family.
L2deriv.fct
[inherited from class "L2ParamFamily"
]
object of class "function"
: mapping from
the parameter space (argument param
of class
"ParamFamParameter"
) to a mapping from observation x
to the
value of the L2derivative; L2deriv.fct
is then used from observation
x
to value of the L2derivative; L2deriv.fct
is used by
modifyModel
to move the L2deriv according to a change in the
parameter
L2derivSymm
[inherited from class "L2ParamFamily"
]
object of class "FunSymmList"
:
symmetry of the maps included in L2deriv
.
L2derivDistr
[inherited from class "L2ParamFamily"
]
object of class "UnivarDistrList"
:
list which includes the distribution of L2deriv
.
L2derivDistrSymm
[inherited from class "L2ParamFamily"
]
object of class "DistrSymmList"
:
symmetry of the distributions included in L2derivDistr
.
FisherInfo.fct
[inherited from class "L2ParamFamily"
]
object of class "function"
:
mapping from the parameter space (argument param
of class
"ParamFamParameter"
) to the set of positive
semidefinite matrices; FisherInfo.fct
is used by modifyModel
to
move the Fisher information according to a change in the parameter
FisherInfo
[inherited from class "L2ParamFamily"
]
object of class "PosDefSymmMatrix"
:
Fisher information of the family.
LogDeriv
object of class "function"
: has argument x
;
the negative logarithmic derivative of the density of the model distribution at
the "standard" parameter value.
Class "L2ParamFamily"
, directly.
Class "ParamFamily"
, by class "L2ParamFamily"
.
Class "ProbFamily"
, by class "ParamFamily"
.
signature(object = "L2GroupParamFamily")
:
accessor function for slot LogDeriv
.
signature(object = "L2GroupParamFamily")
:
replacement function for slot LogDeriv
.
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
L2ParamFamily-class
, ParamFamily-class
F1 <- new("L2GroupParamFamily")
plot(F1)
Run the code above in your browser using DataLab