ROptEst: Optimally Robust Estimation

Optimally robust estimation in general smoothly parameterized models using S4 classes and methods.

AuthorMatthias Kohl [cre, cph], Mykhailo Pupashenko [ctb] (contributed wrapper functions for diagnostic plots), Gerald Kroisandt [ctb] (contributed testing routines), Peter Ruckdeschel [aut, cph]
Date of publication2016-09-05 20:19:30
MaintainerMatthias Kohl <Matthias.Kohl@stamats.de>
LicenseLGPL-3
Version1.0
http://robast.r-forge.r-project.org/

View on CRAN

Man pages

0ROptEst-package: Optimally robust estimation

asAnscombe: Generating function for asAnscombe-class

asAnscombe-class: Asymptotic Anscombe risk

asL1: Generating function for asMSE-class

asL1-class: Asymptotic mean absolute error

asL4: Generating function for asL4-class

asL4-class: Asymptotic mean power 4 error

cniperCont: Functions for Computation and Plot of Cniper Contamination...

CniperPointPlotWrapper: Wrapper function for cniperPointPlot - Computation and Plot...

comparePlot: Compare - Plots

getAsGRiskFct-methods: Methods for Function get.asGRisk.fct in Package 'ROptEst'

getAsRisk: Generic Function for Computation of Asymptotic Risks

getBiasIC: Generic function for the computation of the asymptotic bias...

getFiRisk: Generic Function for Computation of Finite-Sample Risks

getFixClip: Generic Function for the Computation of the Optimal Clipping...

getFixRobIC: Generic Function for the Computation of Optimally Robust ICs

getIneffDiff: Generic Function for the Computation of Inefficiency...

getInfCent: Generic Function for the Computation of the Optimal Centering...

getInfClip: Generic Function for the Computation of the Optimal Clipping...

getInfGamma: Generic Function for the Computation of the Optimal Clipping...

getinfLM: Functions to determine Lagrange multipliers

getInfRad: Generic Function for the Computation of the Optimal Radius...

getInfRobIC: Generic Function for the Computation of Optimally Robust ICs

getInfStand: Generic Function for the Computation of the Standardizing...

getInfV: Generic Function for the Computation of the asymptotic...

getL1normL2deriv: Calculation of L1 norm of L2derivative

getL2normL2deriv: Calculation of L2 norm of L2derivative

getMaxIneff: getMaxIneff - computation of the maximal inefficiency of an...

getModifyIC: Generic Function for the Computation of Functions for Slot...

getRadius: Computation of the Optimal Radius for Given Clipping Bound

getReq: getReq - computation of the radius interval where IC1 is...

getRiskFctBV-methods: Methods for Function getRiskFctBV in Package 'ROptEst'

getRiskIC: Generic function for the computation of a risk for an IC

getStartIC-methods: Methods for Function getStartIC in Package 'ROptEst'

inputGenerator: Input generating functions for function 'robest'

internal_Cniperplots: Internal / Helper functions of package ROptEst for cniper...

internal-interpolate: Internal helper functions for generating interpolation grids...

internalMBRE: Internal / Helper function of package ROptEst for MBRE...

internalRobestHelpers: Internal / Helper functions of package ROptEst for function...

internals: Internal / Helper functions of package ROptEst

leastFavorableRadius: Generic Function for the Computation of Least Favorable Radii

lowerCaseRadius: Computation of the lower case radius

minmaxBias: Generic Function for the Computation of Bias-Optimally Robust...

optIC: Generic function for the computation of optimally robust ICs

optRisk: Generic function for the computation of the minimal risk

plot-methods: Methods for Function plot in Package 'ROptEst'

radiusMinimaxIC: Generic function for the computation of the radius minimax IC

robest: Optimally robust estimation

roptest: Optimally robust estimation

updateNorm-methods: Methods for Function updateNorm in Package 'ROptEst'

Files in this package

ROptEst
ROptEst/inst
ROptEst/inst/TOBEDONE
ROptEst/inst/CITATION
ROptEst/inst/scripts
ROptEst/inst/scripts/MBRE.R
ROptEst/inst/scripts/GammaModel.R
ROptEst/inst/scripts/LognormalAndNormalModel.R
ROptEst/inst/scripts/NbinomModel.R
ROptEst/inst/scripts/GumbelLocationModel.R
ROptEst/inst/scripts/NormalScaleModel.R
ROptEst/inst/scripts/PoissonModel.R
ROptEst/inst/scripts/ExponentialScaleModel.R
ROptEst/inst/scripts/AnscombeOrNot.R
ROptEst/inst/scripts/UnderOverShootRisk.R
ROptEst/inst/scripts/NormalLocationModel.R
ROptEst/inst/scripts/BinomialModel.R
ROptEst/inst/scripts/NormalLocationScaleModel.R
ROptEst/inst/NEWS
ROptEst/NAMESPACE
ROptEst/R
ROptEst/R/getInfV.R ROptEst/R/updateNorm.R ROptEst/R/getStartIC.R ROptEst/R/getInfRobIC_asAnscombe.R ROptEst/R/getInfClip.R ROptEst/R/getAsRisk.R ROptEst/R/AllPlot.R ROptEst/R/lowerCaseRadius.R ROptEst/R/getMaxIneff.R ROptEst/R/roptest.R ROptEst/R/cniperCont.R ROptEst/R/getInfRobIC_asHampel.R ROptEst/R/AllClass.R ROptEst/R/getInfGamma.R ROptEst/R/roptest.new.R ROptEst/R/versionSuff.R ROptEst/R/getIneffDiff.R ROptEst/R/getInfRad.R ROptEst/R/00internal.R ROptEst/R/getComp.R ROptEst/R/getRiskIC.R ROptEst/R/getInfRobIC_asUnOvShoot.R ROptEst/R/interpolLM.R ROptEst/R/AllShow.R ROptEst/R/optRisk.R ROptEst/R/L1L2normL2deriv.R ROptEst/R/getRadius.R ROptEst/R/comparePlot.R ROptEst/R/getInfRobIC_asCov.R ROptEst/R/getInfRobIC_asGRisk.R ROptEst/R/getInfLM.R ROptEst/R/getReq.R ROptEst/R/asAnscombe.R ROptEst/R/getInfStand.R ROptEst/R/radiusMinimaxIC.R ROptEst/R/plotWrapper.R ROptEst/R/leastFavorableRadius.R ROptEst/R/getAsGRiskfct.R ROptEst/R/AllGeneric.R ROptEst/R/asL1L4.R ROptEst/R/getFixRobIC_fiUnOvShoot.R ROptEst/R/getInfRobIC_asBias.R ROptEst/R/internalutilsFromRobAStBase.R ROptEst/R/getFixClip.R ROptEst/R/getInfCent.R ROptEst/R/getRiskBV.R ROptEst/R/LowerCaseMultivariate.R ROptEst/R/internal.roptest.R ROptEst/R/optIC.R ROptEst/R/getModifyIC.R
ROptEst/MD5
ROptEst/DESCRIPTION
ROptEst/man
ROptEst/man/getAsGRiskFct-methods.Rd ROptEst/man/leastFavorableRadius.Rd ROptEst/man/getInfClip.Rd ROptEst/man/getL2normL2deriv.Rd ROptEst/man/roptest.Rd ROptEst/man/internalRobestHelpers.Rd ROptEst/man/getL1normL2deriv.Rd ROptEst/man/inputGenerator.Rd ROptEst/man/getInfCent.Rd ROptEst/man/updateNorm-methods.Rd ROptEst/man/getInfV.Rd ROptEst/man/plot-methods.Rd ROptEst/man/getinfLM.Rd ROptEst/man/getAsRisk.Rd ROptEst/man/getBiasIC.Rd ROptEst/man/asAnscombe.Rd ROptEst/man/asL4.Rd ROptEst/man/asAnscombe-class.Rd ROptEst/man/getRiskFctBV-methods.Rd ROptEst/man/0ROptEst-package.Rd ROptEst/man/getInfStand.Rd ROptEst/man/getModifyIC.Rd ROptEst/man/asL4-class.Rd ROptEst/man/optIC.Rd ROptEst/man/getStartIC-methods.Rd ROptEst/man/getRiskIC.Rd ROptEst/man/getFixRobIC.Rd ROptEst/man/getRadius.Rd ROptEst/man/internalMBRE.Rd ROptEst/man/cniperCont.Rd ROptEst/man/getReq.Rd ROptEst/man/internals.Rd ROptEst/man/internal-interpolate.Rd ROptEst/man/internal_Cniperplots.Rd ROptEst/man/asL1-class.Rd ROptEst/man/robest.Rd ROptEst/man/getFixClip.Rd ROptEst/man/radiusMinimaxIC.Rd ROptEst/man/getInfRobIC.Rd ROptEst/man/getInfGamma.Rd ROptEst/man/getIneffDiff.Rd ROptEst/man/minmaxBias.Rd ROptEst/man/lowerCaseRadius.Rd ROptEst/man/CniperPointPlotWrapper.Rd ROptEst/man/asL1.Rd ROptEst/man/optRisk.Rd ROptEst/man/comparePlot.Rd ROptEst/man/getInfRad.Rd ROptEst/man/getMaxIneff.Rd ROptEst/man/getFiRisk.Rd

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