Class of L2 differentiable parametric group families.
Objects can be created by calls of the form new("L2LocationFamily", ...).
More frequently they are created via the generating function
L2LocationFamily.
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[inherited from class "L2GroupParamFamily"]
object of class "function": has argument x;
the negative logarithmic derivative of the density of the model distribution at
the "standard" parameter value.
locscalename[inherited from class "L2LocationScaleUnion"]
object of class "character": names of location and scale parameter
Class "L2LocationScaleUnion", directly.
Class "L2GroupParamFamily", by class "L2LocationScaleUnion".
Class "L2ParamFamily", by class "L2GroupParamFamily".
Class "ParamFamily", by class "L2ParamFamily".
Class "ProbFamily", by class "ParamFamily".
signature(model = "L2LocationFamily", param = "ParamFamParameter"):
moves the L2-location family model to parameter param
Matthias Kohl Matthias.Kohl@stamats.de,
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.
L2LocationFamily, ParamFamily-class
F1 <- new("L2LocationFamily")
plot(F1)
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