ROptEst

Optimally robust estimation

Wrapper function for cniperPointPlot - Computation and Plot of Cniper Contamination and Cniper Points

ORobEstimate-class.

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

Generating function for asAnscombe-class

Asymptotic Anscombe risk

Generating function for asMSE-class

Asymptotic mean absolute error

Generating function for asL4-class

Asymptotic mean power 4 error

Methods for Checking and Making ICs

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

Compare - Plots

Methods for Function get.asGRisk.fct in Package ‘ROptEst’

Generic Function for Computation of Asymptotic Risks

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

Generic Function for the Computation of the Optimal Clipping Bound

Generic Function for the Computation of Optimally Robust ICs

Generic Function for the Computation of Inefficiency Differences

Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound

Generic Function for the Computation of the Optimal Clipping Bound

Generic Function for the Computation of the Optimal Clipping Bound

Generic Function for the Computation of the Optimal Radius for Given Clipping Bound

Generic Function for the Computation of Optimally Robust ICs

Generic Function for the Computation of the Standardizing Matrix

Generic Function for the Computation of the asymptotic Variance of a Hampel type IC

Calculation of L1 norm of L2derivative

Calculation of L2 norm of L2derivative

getMaxIneff – computation of the maximal inefficiency of an IC

Generic Function for the Computation of Functions for Slot modifyIC

Computation of the Optimal Radius for Given Clipping Bound

getReq – computation of the radius interval where IC1 is better than IC2.

Methods for Function getRiskFctBV in Package ‘ROptEst’

Generic function for the computation of a risk for an IC

Methods for Function getStartIC in Package ‘ROptEst’

Functions to determine Lagrange multipliers

Input generating functions for function 'robest'

Internal helper functions for generating interpolation grids for speed up in package ROptEst

Internal / Helper function of package ROptEst for MBRE calculation

Internal / Helper functions of package ROptEst for function robest

Internal / Helper functions of package ROptEst for cniper plot functions

Internal / Helper functions of package ROptEst

Generic Function for the Computation of Least Favorable Radii

Computation of the lower case radius

Generic Function for the Computation of Bias-Optimally Robust ICs

Generic function for the computation of optimally robust ICs

Generic function for the computation of the minimal risk

Methods for Function plot in Package ‘ROptEst’

Generic function for the computation of the radius minimax IC

Optimally robust estimation

Optimally robust estimation

Methods for Function updateNorm in Package ‘ROptEst’