Generic function for checking L2-derivatives
Generic function for checking the L2-derivative of an L2-differentiable family of probability measures.
checkL2deriv(L2Fam, ...) ## S3 method for class 'relMatrix' print(x,...)
L2Fam |
L2-differentiable family of probability measures |
x |
argument to be printed |
... |
additional parameters (ignored/for compatibility with S3 generic
in case |
The precisions of the centering and the Fisher information are computed.
A list with items maximum.deviation, cent, consist,
and condition is invisibly returned, where maximum.deviation
comprises the maximal absolute value of all entries in cent and consist,
cent shows the expectation of L2deriv(L2Fam)
(which should be 0), consist shows the difference
between the Fisher information and cov(L2deriv(L2Fam)) (which should be 0), and
condition is the condition number of the Fisher information.
The return value gives the non-rounded values (which will be machine dependent),
whereas on argument out==TRUE (the default) we only issue the values up to
5 digits which should be independent of the machine. For the output of relative
differences, we adjust accuracy to the size of the maximal (absolute) value of
the Fisher information. In case of the consistency condition, at positions where
the denominator is 0, we print a "."; this is done through helper S3 method
print.relMatrix.
Matthias Kohl Matthias.Kohl@stamats.de
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
F1 <- new("L2ParamFamily")
checkL2deriv(F1)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.