ROptEst1.3.4 package

Optimally Robust Estimation

0ROptEst-package

Optimally robust estimation

asAnscombe-class

Asymptotic Anscombe risk

asAnscombe

Generating function for asAnscombe-class

asL1-class

Asymptotic mean absolute error

asL1

Generating function for asMSE-class

asL4-class

Asymptotic mean power 4 error

asL4

Generating function for asL4-class

checkmakeIC

Methods for Checking and Making ICs

cniperCont

Functions for Computation and Plot of Cniper Contamination and Cniper ...

CniperPointPlotWrapper

Wrapper function for cniperPointPlot - Computation and Plot of Cniper ...

comparePlot

Compare - Plots

getAsGRiskFct-methods

Methods for Function get.asGRisk.fct in Package `ROptEst'

getAsRisk

Generic Function for Computation of Asymptotic Risks

getBiasIC

Generic function for the computation of the asymptotic bias for an IC

getFixClip

Generic Function for the Computation of the Optimal Clipping Bound

getFixRobIC

Generic Function for the Computation of Optimally Robust ICs

getIneffDiff

Generic Function for the Computation of Inefficiency Differences

getInfCent

Generic Function for the Computation of the Optimal Centering Constant...

getInfClip

Generic Function for the Computation of the Optimal Clipping Bound

getInfGamma

Generic Function for the Computation of the Optimal Clipping Bound

getinfLM

Functions to determine Lagrange multipliers

getInfRad

Generic Function for the Computation of the Optimal Radius for Given C...

getInfRobIC

Generic Function for the Computation of Optimally Robust ICs

getInfStand

Generic Function for the Computation of the Standardizing Matrix

getInfV

Generic Function for the Computation of the asymptotic Variance of a H...

getL1normL2deriv

Calculation of L1 norm of L2derivative

getL2normL2deriv

Calculation of L2 norm of L2derivative

getMaxIneff

getMaxIneff -- computation of the maximal inefficiency of an IC

getModifyIC

Generic Function for the Computation of Functions for Slot modifyIC

getRadius

Computation of the Optimal Radius for Given Clipping Bound

getReq

getReq -- computation of the radius interval where IC1 is better than ...

getRiskFctBV-methods

Methods for Function getRiskFctBV in Package `ROptEst'

getRiskIC

Generic function for the computation of a risk for an IC

getStartIC-methods

Methods for Function getStartIC in Package `ROptEst'

inputGenerator

Input generating functions for function 'robest'

internal_Cniperplots

Internal / Helper functions of package ROptEst for cniper plot functio...

internal-interpolate

Internal helper functions for generating interpolation grids for speed...

internalMBRE

Internal / Helper function of package ROptEst for MBRE calculation

internalRobestHelpers

Internal / Helper functions of package ROptEst for function robest

internals

Internal / Helper functions of package ROptEst

leastFavorableRadius

Generic Function for the Computation of Least Favorable Radii

lowerCaseRadius

Computation of the lower case radius

minmaxBias

Generic Function for the Computation of Bias-Optimally Robust ICs

optIC

Generic function for the computation of optimally robust ICs

optRisk

Generic function for the computation of the minimal risk

ORobEstimate-class

ORobEstimate-class.

plot-methods

Methods for Function plot in Package `ROptEst'

radiusMinimaxIC

Generic function for the computation of the radius minimax IC

RMXEOMSEMBREOBRE

Optimally robust estimation: RMXE, OMSE, MBRE, and OBRE

robest

Optimally robust estimation

roptest

Optimally robust estimation

updateNorm-methods

Methods for Function updateNorm in Package `ROptEst'

R infrastructure for optimally robust estimation in general smoothly parameterized models using S4 classes and methods as described Kohl, M., Ruckdeschel, P., and Rieder, H. (2010), <doi:10.1007/s10260-010-0133-0>, and in Rieder, H., Kohl, M., and Ruckdeschel, P. (2008), <doi:10.1007/s10260-007-0047-7>.