ROptEstOld: ExpScaleFamily – R documentation

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ExpScaleFamily

Generating function for exponential scale families

Generates an object of class "L2ParamFamily" which represents an exponential scale family.

ExpScaleFamily(rate = 1, trafo)

`rate`	rate
`trafo`	matrix: optional transformation of the parameter

The slots of the corresponding L2 differentiable parameteric family are filled. The scale parameter corresponds to 1/\code{rate}.

Object of class "L2ParamFamily"

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

(E1 <- ExpScaleFamily())
plot(E1)
Map(L2deriv(E1)[[1]])
checkL2deriv(E1)

Optimally Robust Estimation - Old Version

v1.2.0

LGPL-3

Authors

Matthias Kohl [aut, cre, cph]

Initial release

2019-04-02