distrMod (version 2.9.4)

checkL2deriv: Generic function for checking L2-derivatives

Description

Generic function for checking the L2-derivative of an L2-differentiable family of probability measures.

Usage

checkL2deriv(L2Fam, ...)
# S3 method for relMatrix
print(x,...)

Value

A list with items maximum.deviation, cent, consist, and condition is invisibly returned, where maximum.deviation

comprises the maximal absolute value of all entries in cent and consist,

cent shows the expectation of L2deriv(L2Fam)

(which should be 0), consist shows the difference between the Fisher information and cov(L2deriv(L2Fam)) (which should be 0), and

condition is the condition number of the Fisher information.

Arguments

L2Fam

L2-differentiable family of probability measures

x

argument to be printed

...

additional parameters (ignored/for compatibility with S3 generic in case print.relMatrix)

Author

Matthias Kohl

Details

The precisions of the centering and the Fisher information are 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

L2ParamFamily-class

Examples

F1 <- new("L2ParamFamily")
checkL2deriv(F1)