Methods for Functions moving from and to reference parameter in Package ‘ROptEst’
In optIC a gain in accuracy can be obtained when computing
the optimally-robust ICs at a reference parameter of the model (instead of an
arbtirary one). To this end, moveL2Fam2RefParam moved the model to
the reference parameter and moveICBackFromRefParam moves the obtained
optimal IC back to the original parameter.
moveL2Fam2RefParam(L2Fam, ...)
moveICBackFromRefParam(IC, L2Fam,...)L2Fam |
object of class |
IC |
IC of class |
... |
further arguments to be passed on. |
moveL2Fam2RefParam and moveICBackFromRefParam are used
internally in functions robest and roptest to compute the
optimally robust influence function according to the arguments given to them.
|
the L2 Family transformed to reference parameter. |
|
the backtransformed IC. |
signature(L2Fam = "L2ParamFamily"):
returns L2Fam unchanged.
signature(L2Fam = "L2LocationFamily"):
moves L2Fam to location 0.
signature(L2Fam = "L2ScaleFamily"):
moves L2Fam to location 0 and scale 1.
signature(L2Fam = "L2LocationScaleFamily"):
moves L2Fam to location 0 and scale 1.
signature(L2Fam = "L2LocationUnknownScaleFamily"):
moves L2Fam to location 0 and scale 1.
signature(L2Fam = "L2ScaleUnknownLocationFamily"):
moves L2Fam to location 0 and scale 1.
signature(IC = "IC", L2Fam = "L2ParamFamily"):
returns IC unchanged.
signature(IC = "IC", L2Fam = "L2LocationFamily"):
moves IC in IC back to original location in L2Fam.
signature(IC = "IC", L2Fam = "L2ScaleFamily"):
moves IC in IC back to original location and scale in L2Fam,
rescaling risk where necessary.
signature(IC = "IC", L2Fam = "L2LocationScaleFamily"):
moves IC in IC back to original location and scale in L2Fam,
rescaling risk where necessary.
signature(IC = "IC", L2Fam = "L2LocationUnknownScaleFamily"):
moves IC in IC back to original location and scale in L2Fam,
rescaling risk where necessary.
signature(IC = "IC", L2Fam = "L2ScaleUnknownLocationFamily"):
moves IC in IC back to original location and scale in L2Fam,
rescaling risk where necessary.
signature(IC = "HampIC", L2Fam = "L2ParamFamily"):
moves IC in IC back to original location and scale in L2Fam
(and in addition changes Lagrange multipliers accordingly),
rescaling risk where necessary.
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
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