inputGenerator: Input generating functions for function 'robest'

inputGeneratorsR Documentation

Input generating functions for function 'robest'


Generating functions to generate structured input for function robest.


genkStepCtrl(useLast = getRobAStBaseOption("kStepUseLast"),
                    withUpdateInKer = getRobAStBaseOption("withUpdateInKer"),
                    IC.UpdateInKer = getRobAStBaseOption("IC.UpdateInKer"),
                    withICList = getRobAStBaseOption("withICList"),
                    withPICList = getRobAStBaseOption("withPICList"),
                    scalename = "scale", withLogScale = TRUE,
                    withEvalAsVar = NULL, withMakeIC = FALSE,
                    E.argList = NULL)
genstartCtrl(initial.est = NULL, initial.est.ArgList = NULL,
                        startPar = NULL, distance = CvMDist, withMDE = NULL,
                        E.argList = NULL)
gennbCtrl(neighbor = ContNeighborhood(), eps, eps.lower, eps.upper)
genstartICCtrl(withMakeIC = FALSE, withEvalAsVar = NULL, modifyICwarn = NULL,
               E.argList = NULL)



which parameter estimate (initial estimate or k-step estimate) shall be used to fill the slots pIC, asvar and asbias of the return value.


if there is a non-trivial trafo in the model with matrix D, shall the parameter be updated on ker(D)?


if there is a non-trivial trafo in the model with matrix D, the IC to be used for this; if NULL the result of getboundedIC(L2Fam,D) is taken; this IC will then be projected onto ker(D).


logical: shall slot ICList of return value be filled?


logical: shall slot pICList of return value be filled?


character: name of the respective scale component.


logical; shall a scale component (if existing and found with name scalename) be computed on log-scale and backtransformed afterwards? This avoids crossing 0.


logical or NULL: if TRUE (default), tells R to evaluate the asymptotic variance or if FALSE just to produces a call to do so. If withEvalAsVar is NULL (default), the content of slot .withEvalAsVar in the L2 family is used instead to take this decision.


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


logical: should a (warning) information be added if modifyIC is applied and hence some optimality information could no longer be valid? Defaults to NULL in which case this value is taken from RobAStBaseOptions.


initial estimate for unknown parameter. If missing minimum distance estimator is computed.


a list of arguments to be given to argument start if the latter is a function; this list by default already starts with two unnamed items, the sample x, and the model L2Fam.


initial information used by optimize resp. optim; i.e; if (total) parameter is of length 1, startPar is a search interval, else it is an initial parameter value; if NULL slot startPar of ParamFamily is used to produce it; in the multivariate case, startPar may also be of class Estimate, in which case slot untransformed.estimate is used.


distance function


logical or NULL: Shall a minimum distance estimator be used as starting estimator in roptest() / robest()—in addition to the function given in argument startPar of the current function or, if the argument is NULL, in slot startPar of the L2 family? If NULL (default) the content of slot .withMDE in the L2 family is used instead to take this decision.


object of class "UncondNeighborhood"


positive real (0 < eps <= 0.5): amount of gross errors. See details below.


positive real (0 <= eps.lower <= eps.upper): lower bound for the amount of gross errors. See details below.


positive real (eps.lower <= eps.upper <= 0.5): upper bound for the amount of gross errors. See details below.


NULL (default) or a list of arguments to be passed to calls to E; appears (and may vary from instance to instance) as argument in the generators genkStepCtrl, genstartCtrl genstartICCtrl. The one in genstartCtrl is used for MDEstimator in case initial.est is NULL only. Arguments for calls to E in an explicit function argument initial.est should be entered to argument initial.est.ArgList. Potential clashes with arguments of the same name in ... are resolved by inserting the items of argument list E.argList as named items to the argument lists, so in case of collisions the item of E.argList overwrites the existing one from ....


All these functions bundle their respective input to (reusable) lists which can be used as arguments in function robest. For details, see this function.


Matthias Kohl,
Peter Ruckdeschel

See Also

roblox, L2ParamFamily-class UncondNeighborhood-class, RiskType-class



ROptEst documentation built on Nov. 17, 2022, 1:06 a.m.