inputGenerator: Input generating functions for function 'robest'

In ROptEst: Optimally Robust Estimation

Input generating functions for function 'robest'

Description

Generating functions to generate structured input for function robest.

Usage

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)

Arguments

useLast	which parameter estimate (initial estimate or k-step estimate) shall be used to fill the slots pIC, asvar and asbias of the return value.
withUpdateInKer	if there is a non-trivial trafo in the model with matrix D, shall the parameter be updated on {\rm ker}(D)?
IC.UpdateInKer	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 {\rm ker}(D).
withICList	logical: shall slot ICList of return value be filled?
withPICList	logical: shall slot pICList of return value be filled?
scalename	character: name of the respective scale component.
withLogScale	logical; shall a scale component (if existing and found with name scalename) be computed on log-scale and backtransformed afterwards? This avoids crossing 0.
withEvalAsVar	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.
withMakeIC	logical; if TRUE the [p]IC is passed through makeIC before return.
modifyICwarn	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.est	initial estimate for unknown parameter. If missing minimum distance estimator is computed.
initial.est.ArgList	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.
startPar	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	distance function
withMDE	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.
neighbor	object of class "UncondNeighborhood"
eps	positive real (0 < eps <= 0.5): amount of gross errors. See details below.
eps.lower	positive real (0 <= eps.lower <= eps.upper): lower bound for the amount of gross errors. See details below.
eps.upper	positive real (eps.lower <= eps.upper <= 0.5): upper bound for the amount of gross errors. See details below.
E.argList	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 ....

Details

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

Value

A list of arguments to be (re-)used as (structured) input for function robest; more specifically, all arguments of the respective function are bundled into a list, where arguments not explicitly specified in the call are filled with corresponding defaults as given in the usage section of this help file.

Author(s)

Matthias Kohl [e-mail],
Peter Ruckdeschel [e-mail]

See Also

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

Examples

genkStepCtrl()
genstartICCtrl()
genstartCtrl()
gennbCtrl()

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