Optimally robust estimation
Optimally robust estimation in general smoothly parameterized models using S4 classes and methods.
| Package: | ROptEst |
| Version: | 1.2.1 |
| Date: | 2019-04-07 |
| Depends: | R(>= 3.4), methods, distr(>= 2.8.0), distrEx(>= 2.8.0), distrMod(>= 2.8.1),RandVar(>= 1.2.0), RobAStBase(>= 1.2.0) |
| Suggests: | RobLox |
| Imports: | startupmsg, MASS, stats, graphics, utils, grDevices |
| ByteCompile: | yes |
| Encoding: | latin1 |
| License: | LGPL-3 |
| URL: | http://robast.r-forge.r-project.org/ |
| VCS/SVNRevision: | 1219 |
Note: The first two numbers of package versions do not necessarily reflect package-individual development, but rather are chosen for the RobAStXXX family as a whole in order to ease updating "depends" information.
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de,
Matthias Kohl Matthias.Kohl@stamats.de
Maintainer: Matthias Kohl matthias.kohl@stamats.de
M. Kohl (2005). Numerical Contributions to the Asymptotic Theory of Robustness. Dissertation. University of Bayreuth. M. Kohl, P. Ruckdeschel, H. Rieder (2010). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. Statistical Methods and Application 19(3):333-354.
## don't test to reduce check time on CRAN
library(ROptEst)
## Example: Rutherford-Geiger (1910); cf. Feller~(1968), Section VI.7 (a)
x <- c(rep(0, 57), rep(1, 203), rep(2, 383), rep(3, 525), rep(4, 532),
rep(5, 408), rep(6, 273), rep(7, 139), rep(8, 45), rep(9, 27),
rep(10, 10), rep(11, 4), rep(12, 0), rep(13, 1), rep(14, 1))
## ML-estimate from package distrMod
MLest <- MLEstimator(x, PoisFamily())
MLest
## confidence interval based on CLT
confint(MLest)
## compute optimally (w.r.t to MSE) robust estimator (unknown contamination)
robEst <- roptest(x, PoisFamily(), eps.upper = 0.1, steps = 3)
estimate(robEst)
## check influence curve
pIC(robEst)
checkIC(pIC(robEst))
## plot influence curve
plot(pIC(robEst))
## confidence interval based on LAN - neglecting bias
confint(robEst)
## confidence interval based on LAN - including bias
confint(robEst, method = symmetricBias())Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.