checkmakeIC: Methods for Checking and Making ICs

In ROptEst: Optimally Robust Estimation

Methods for Checking and Making ICs

Description

Particular methods for checking centering and Fisher consistency of ICs, resp. making an IC out of an IC possibly violating the conditions so far.

Usage

## S4 method for signature 'ContIC,L2ParamFamily'
checkIC(IC, L2Fam, out = TRUE,
              forceContICMethod = FALSE, ..., diagnostic = FALSE)
## S4 method for signature 'ContIC,L2ParamFamily'
makeIC(IC, L2Fam,
              forceContICMethod = FALSE, ..., diagnostic = FALSE)

Arguments

IC	object of class "IC"
L2Fam	L2-differentiable family of probability measures.
out	logical: Should the values of the checks be printed out?
forceContICMethod	logical: Should we force to use the method for signature ContIC,L2ParamFamily in any case (even if it is not indicated by symmetry arguments)? Otherwise it uses internal method .getComp to compute the number of integrals to be computed, taking care of symmetries as indicated through the symmetry slots of the model L2Fam. Only if this number is smaller than the number of integrals to be computed in the range of the pIC the present method is used, otherwise it switches back to the IC,L2ParamFamily method. – The ContIC,L2ParamFamily up to skipped entries due to further symmetry arguments is $(k+1)k/2+k+1=(k+1)(k+2)/2 for k the length of the unknown parameter / length of slot L2deriv of L2Fam, while the number of integrals on the pIC scale underlying the more general method for signature ContIC,L2ParamFamily is p (k+1) where p is the length of the pIC / the length of the parameter of interest as indicated in the number of rows in the trafo slot of the underlying slot param of L2Fam.
...	additional parameters to be passed on to expectation E.
diagnostic	logical; if TRUE (and in case checkIC if argument out==TRUE), diagnostic information on the integration is printed and returned as attribute diagnostic of the return value.

Details

In checkIC, the precisions of the centering and the Fisher consistency are computed. makeIC affinely transforms a given IC (not necessarily satisfying the centering and Fisher consistency condition so far) such that after this transformation it becomes an IC (satisfying the conditions). Here particular methods for ICs of class ContIC are provided using the particular structure of this class which allows for speed up in certain cases.

Value

The maximum deviation from the IC properties is returned.

Author(s)

Peter Ruckdeschel [e-mail]

References

M. Kohl (2005). Numerical Contributions to the Asymptotic Theory of Robustness. Dissertation. University of Bayreuth. https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf.

M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. Statistical Methods and Applications 19(3): 333-354. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s10260-010-0133-0")}.

H. Rieder (1994): Robust Asymptotic Statistics. Springer. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/978-1-4684-0624-5")}

See Also

L2ParamFamily-class, IC-class

Examples

IC1 <- new("IC")
checkIC(IC1)

ROptEst documentation built on Sept. 12, 2024, 7:40 a.m.