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checkIC

Generic Function for Checking ICs


Description

Generic function for checking centering and Fisher consistency of ICs.

Usage

checkIC(IC, L2Fam, ...)

Arguments

IC

object of class "IC"

L2Fam

L2-differentiable family of probability measures.

...

additional parameters

Details

The precisions of the centering and the Fisher consistency are computed.

Value

The maximum deviation from the IC properties is returned.

Author(s)

References

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

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

See Also

Examples

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

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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