ROptEst: checkmakeIC – R documentation

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checkmakeIC

Methods for Checking and Making ICs

Description

Particular methods for checking centering and Fisher consistency of ICs, resp. making an IC out of an IC possibly violating the conditions so far.

Usage

## S4 method for signature 'ContIC,L2ParamFamily'
checkIC(IC, L2Fam, out = TRUE,
              forceContICMethod = FALSE, ..., diagnostic = FALSE)
## S4 method for signature 'ContIC,L2ParamFamily'
makeIC(IC, L2Fam,
              forceContICMethod = FALSE, ..., diagnostic = FALSE)

Arguments

`IC`	object of class `"IC"`
`L2Fam`	L2-differentiable family of probability measures.
`out`	logical: Should the values of the checks be printed out?
`forceContICMethod`	logical: Should we force to use the method for signature `ContIC,L2ParamFamily` in any case (even if it is not indicated by symmetry arguments)? Otherwise it uses internal method `.getComp` to compute the number of integrals to be computed, taking care of symmetries as indicated through the symmetry slots of the model `L2Fam`. Only if this number is smaller than the number of integrals to be computed in the range of the pIC the present method is used, otherwise it switches back to the `IC,L2ParamFamily` method. – The `ContIC,L2ParamFamily` up to skipped entries due to further symmetry arguments is $`(k+1)k/2+k+1=(k+1)(k+2)/2` for `k` the length of the unknown parameter / length of slot `L2deriv` of `L2Fam`, while the number of integrals on the pIC scale underlying the more general method for signature `ContIC,L2ParamFamily` is `p (k+1)` where `p` is the length of the pIC / the length of the parameter of interest as indicated in the number of rows in the `trafo` slot of the underlying slot `param` of `L2Fam`.
`...`	additional parameters to be passed on to expectation `E`.
`diagnostic`	logical; if `TRUE` (and in case `checkIC` if argument `out==TRUE`), diagnostic information on the integration is printed and returned as attribute `diagnostic` of the return value.

Details

In checkIC, the precisions of the centering and the Fisher consistency are computed. makeIC affinely transforms a given IC (not necessarily satisfying the centering and Fisher consistency condition so far) such that after this transformation it becomes an IC (satisfying the conditions). Here particular methods for ICs of class ContIC are provided using the particular structure of this class which allows for speed up in certain cases.

Value

The maximum deviation from the IC properties is returned.

Author(s)

Peter Ruckdeschel Peter.Ruckdeschel@uni-oldenburg.de

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

Examples

IC1 <- new("IC")
checkIC(IC1)

ROptEst

Optimally Robust Estimation

v1.2.1

LGPL-3

Authors

Matthias Kohl [cre, cph], Mykhailo Pupashenko [ctb] (contributed wrapper functions for diagnostic plots), Gerald Kroisandt [ctb] (contributed testing routines), Peter Ruckdeschel [aut, cph]

Initial release

2019-04-07