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ROptEstOld

Optimally Robust Estimation - Old Version

Optimally robust estimation using S4 classes and methods. Old version still needed for current versions of ROptRegTS and RobRex.

Functions (100)

BinomFamily

Generating function for Binomial families

ContIC

Generating function for ContIC-class

ContIC-class

Influence curve of contamination type

ContNeighborhood

Generating function for ContNeighborhood-class

ContNeighborhood-class

Contamination Neighborhood

EvenSymmetric

Generating function for EvenSymmetric-class

EvenSymmetric-class

Class for Even Functions

ExpScaleFamily

Generating function for exponential scale families

FixRobModel

Generating function for FixRobModel-class

FixRobModel-class

Robust model with fixed (unconditional) neighborhood

FunSymmList

Generating function for FunSymmList-class

FunSymmList-class

List of Symmetries for a List of Functions

FunctionSymmetry-class

Class of Symmetries for Functions

GammaFamily

Generating function for Gamma families

Gumbel

Generating function for Gumbel-class

Gumbel-class

Gumbel distribution

GumbelLocationFamily

Generating function for Gumbel location families

GumbelParameter-class

Paramter of Gumbel distributions

IC

Generating function for IC-class

IC-class

Influence curve

InfRobModel

Generating function for InfRobModel-class

InfRobModel-class

Robust model with infinitesimal (unconditional) neighborhood

InfluenceCurve

Generating function for InfluenceCurve-class

InfluenceCurve-class

Influence curve

L2ParamFamily

Generating function for L2ParamFamily-class

L2ParamFamily-class

L2 differentiable parametric family

LnormScaleFamily

Generating function for lognormal scale families

Neighborhood-class

Neighborhood

NonSymmetric

Generating function for NonSymmetric-class

NonSymmetric-class

Class for Non-symmetric Functions

NormLocationFamily

Generating function for normal location families

NormLocationScaleFamily

Generating function for normal location and scale families

NormScaleFamily

Generating function for normal scale families

OddSymmetric

Generating function for OddSymmetric-class

OddSymmetric-class

Class for Odd Functions

ParamFamParameter

Generating function for ParamFamParameter-class

ParamFamParameter-class

Parameter of a parametric family of probability measures

ParamFamily

Generating function for ParamFamily-class

ParamFamily-class

Parametric family of probability measures.

PoisFamily

Generating function for Poisson families

ProbFamily-class

Family of probability measures

ROptEstOldConstants

Built-in Constants in package ROptEstOld

RiskType-class

Risk

RobModel-class

Robust model

TotalVarIC

Generating function for TotalVarIC-class

TotalVarIC-class

Influence curve of total variation type

TotalVarNeighborhood

Generating function for TotalVarNeighborhood-class

TotalVarNeighborhood-class

Total variation neighborhood

UncondNeighborhood-class

Unconditional neighborhood

asBias

Generating function for asBias-class

asBias-class

Standardized Asymptotic Bias

asCov

Generating function for asCov-class

asCov-class

Asymptotic covariance

asGRisk-class

Convex asymptotic risk

asHampel

Generating function for asHampel-class

asHampel-class

Asymptotic Hampel risk

asMSE

Generating function for asMSE-class

asMSE-class

Asymptotic mean square error

asRisk-class

Aymptotic risk

asUnOvShoot

Generating function for asUnOvShoot-class

asUnOvShoot-class

Asymptotic under-/overshoot probability

checkIC

Generic Function for Checking ICs

checkL2deriv

Generic function for checking L2-derivatives

evalIC

Generic function for evaluating ICs

fiBias

Generating function for fiBias-class

fiBias-class

Finite-sample Bias

fiCov

Generating function for fiCov-class

fiCov-class

Finite-sample covariance

fiHampel

Generating function for fiHampel-class

fiHampel-class

Finite-sample Hampel risk

fiMSE

Generating function for fiMSE-class

fiMSE-class

Finite-sample mean square error

fiRisk-class

Finite-sample risk

fiUnOvShoot

Generating function for fiUnOvShoot-class

fiUnOvShoot-class

Finite-sample under-/overshoot probability

generateIC

Generic function for the generation of influence curves

getAsRisk

Generic Function for Computation of Asymptotic Risks

getFiRisk

Generic Function for Computation of Finite-Sample Risks

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/Lower Clipping Bound

getInfClip

Generic Function for the Computation of the Optimal Clipping Bound

getInfGamma

Generic Function for the Computation of the Optimal Clipping Bound

getInfRobIC

Generic Function for the Computation of Optimally Robust ICs

getInfStand

Generic Function for the Computation of the Standardizing Matrix

getRiskIC

Generic function for the computation of a risk for an IC

infoPlot

Plot absolute and relative information

ksEstimator

Generic Function for the Computation of the Kolmogorov Minimum Distance Estimator

leastFavorableRadius

Generic Function for the Computation of Least Favorable Radii

locMEstimator

Generic function for the computation of location M estimators

lowerCaseRadius

Computation of the lower case radius

oneStepEstimator

Generic function for the computation of one-step estimators

optIC

Generic function for the computation of optimally robust ICs

optRisk

Generic function for the computation of the minimal risk

radiusMinimaxIC

Generic function for the computation of the radius minimax IC

trAsCov

Generating function for trAsCov-class

trAsCov-class

Trace of asymptotic covariance

trFiCov

Generating function for trFiCov-class

trFiCov-class

Trace of finite-sample covariance

ROptEstOld

Optimally Robust Estimation - Old Version

v1.2.0
LGPL-3
Authors
Matthias Kohl [aut, cre, cph]
Initial release
2019-04-02

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