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optIC

Generic function for the computation of optimally robust ICs

Description

Generic function for the computation of optimally robust ICs.

Usage

optIC(model, risk, ...)

## S4 method for signature 'L2ParamFamily,asCov'
optIC(model, risk, withMakeIC = FALSE, ...)

Arguments

model

probability model.

risk

object of class "RiskType".

...

additional parameters (here used for makeIC, resp. for E).

withMakeIC

logical; if TRUE the [p]IC is passed through makeIC before return.

Details

The classical optimal IC which ist optimal in sense of the Cramer-Rao bound is computed.

Value

Some optimally robust IC is computed.

Methods

model = "L2ParamFamily", risk = "asCov"

computes classical optimal influence curve for L2 differentiable parametric families.

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

B <- BinomFamily(size = 25, prob = 0.25) 

## classical optimal IC
IC0 <- optIC(model = B, risk = asCov())
plot(IC0) # plot IC
checkIC(IC0, B)
RobAStBase

Robust Asymptotic Statistics

v1.2.1
LGPL-3
Authors
Matthias Kohl [cre, cph, aut], Peter Ruckdeschel [aut, cph], Mykhailo Pupashenko [ctb] (contributed wrapper functions for diagnostic plots), Gerald Kroisandt [ctb] (contributed testing routines), R Core Team [ctb, cph] (for source file 'format.perc')
Initial release
2019-04-07

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