Generating function for Logistic location and scale families
Generates an object of class "L2LocationScaleFamily" which
represents a normal location and scale family.
LogisticLocationScaleFamily(location = 0, scale = 1, trafo) LOGISTINT2
location |
location |
scale |
scale |
trafo |
function in |
The slots of the corresponding L2 differentiable
parameteric family are filled.
LOGISTINT2 is a constant used for the scale part of the Fisher information.
More precisely LOGISTINT2 equals to
integral_{-Inf}^{Inf} (tanh(x/2)x-1)^2 dlogis(x) dx.
Object of class "L2LocationScaleFamily"
Peter Ruckdeschel Peter.Ruckdeschel@uni-oldenburg.de
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
(L1 <- LogisticLocationScaleFamily())
plot(L1)
FisherInfo(L1)
### need smaller integration range:
distrExoptions("ElowerTruncQuantile"=1e-4,"EupperTruncQuantile"=1e-4)
checkL2deriv(L1)
distrExoptions("ElowerTruncQuantile"=1e-7,"EupperTruncQuantile"=1e-7)
##
set.seed(123)
x <- rlogis(100,location=1,scale=2)
CvMMDEstimator(x, L1)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.