ROptEstOld: Optimally robust estimation - old version

Optimally robust estimation using S4 classes and methods. Old version still needed for current versions of ROptRegTS and RobRex.

Author
Matthias Kohl
Date of publication
2013-09-13 18:55:15
Maintainer
Matthias Kohl <Matthias.Kohl@stamats.de>
License
LGPL-3
Version
0.9.2
URLs

View on CRAN

Man pages

asBias
Generating function for asBias-class
asBias-class
Standardized Asymptotic Bias
asCov
Generating function for asCov-class
asCov-class
Asymptotic covariance
asGRisk-class
Convex asymptotic risk
asHampel
Generating function for asHampel-class
asHampel-class
Asymptotic Hampel risk
asMSE
Generating function for asMSE-class
asMSE-class
Asymptotic mean square error
asRisk-class
Aymptotic risk
asUnOvShoot
Generating function for asUnOvShoot-class
asUnOvShoot-class
Asymptotic under-/overshoot probability
BinomFamily
Generating function for Binomial families
checkIC
Generic Function for Checking ICs
checkL2deriv
Generic function for checking L2-derivatives
ContIC
Generating function for ContIC-class
ContIC-class
Influence curve of contamination type
ContNeighborhood
Generating function for ContNeighborhood-class
ContNeighborhood-class
Contamination Neighborhood
evalIC
Generic function for evaluating ICs
EvenSymmetric
Generating function for EvenSymmetric-class
EvenSymmetric-class
Class for Even Functions
ExpScaleFamily
Generating function for exponential scale families
fiBias
Generating function for fiBias-class
fiBias-class
Finite-sample Bias
fiCov
Generating function for fiCov-class
fiCov-class
Finite-sample covariance
fiHampel
Generating function for fiHampel-class
fiHampel-class
Finite-sample Hampel risk
fiMSE
Generating function for fiMSE-class
fiMSE-class
Finite-sample mean square error
fiRisk-class
Finite-sample risk
fiUnOvShoot
Generating function for fiUnOvShoot-class
fiUnOvShoot-class
Finite-sample under-/overshoot probability
FixRobModel
Generating function for FixRobModel-class
FixRobModel-class
Robust model with fixed (unconditional) neighborhood
FunctionSymmetry-class
Class of Symmetries for Functions
FunSymmList
Generating function for FunSymmList-class
FunSymmList-class
List of Symmetries for a List of Functions
GammaFamily
Generating function for Gamma families
generateIC
Generic function for the generation of influence curves
getAsRisk
Generic Function for Computation of Asymptotic Risks
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...
getInfRobIC
Generic Function for the Computation of Optimally Robust ICs
getInfStand
Generic Function for the Computation of the Standardizing...
getRiskIC
Generic function for the computation of a risk for an IC
Gumbel
Generating function for Gumbel-class
Gumbel-class
Gumbel distribution
GumbelLocationFamily
Generating function for Gumbel location families
GumbelParameter-class
Paramter of Gumbel distributions
IC
Generating function for IC-class
IC-class
Influence curve
InfluenceCurve
Generating function for InfluenceCurve-class
InfluenceCurve-class
Influence curve
infoPlot
Plot absolute and relative information
InfRobModel
Generating function for InfRobModel-class
InfRobModel-class
Robust model with infinitesimal (unconditional) neighborhood
ksEstimator
Generic Function for the Computation of the Kolmogorov...
L2ParamFamily
Generating function for L2ParamFamily-class
L2ParamFamily-class
L2 differentiable parametric family
leastFavorableRadius
Generic Function for the Computation of Least Favorable Radii
LnormScaleFamily
Generating function for lognormal scale families
locMEstimator
Generic function for the computation of location M estimators
lowerCaseRadius
Computation of the lower case radius
Neighborhood-class
Neighborhood
NonSymmetric
Generating function for NonSymmetric-class
NonSymmetric-class
Class for Non-symmetric Functions
NormLocationFamily
Generating function for normal location families
NormLocationScaleFamily
Generating function for normal location and scale families
NormScaleFamily
Generating function for normal scale families
OddSymmetric
Generating function for OddSymmetric-class
OddSymmetric-class
Class for Odd Functions
oneStepEstimator
Generic function for the computation of one-step estimators
optIC
Generic function for the computation of optimally robust ICs
optRisk
Generic function for the computation of the minimal risk
ParamFamily
Generating function for ParamFamily-class
ParamFamily-class
Parametric family of probability measures.
ParamFamParameter
Generating function for ParamFamParameter-class
ParamFamParameter-class
Parameter of a parametric family of probability measures
PoisFamily
Generating function for Poisson families
ProbFamily-class
Family of probability measures
radiusMinimaxIC
Generic function for the computation of the radius minimax IC
RiskType-class
Risk
RobModel-class
Robust model
ROptEstOldConstants
Built-in Constants in package ROptEstOld
TotalVarIC
Generating function for TotalVarIC-class
TotalVarIC-class
Influence curve of total variation type
TotalVarNeighborhood
Generating function for TotalVarNeighborhood-class
TotalVarNeighborhood-class
Total variation neighborhood
trAsCov
Generating function for trAsCov-class
trAsCov-class
Trace of asymptotic covariance
trFiCov
Generating function for trFiCov-class
trFiCov-class
Trace of finite-sample covariance
UncondNeighborhood-class
Unconditional neighborhood

Files in this package

ROptEstOld
ROptEstOld/inst
ROptEstOld/inst/TOBEDONE
ROptEstOld/inst/NEWS
ROptEstOld/NAMESPACE
ROptEstOld/R
ROptEstOld/R/IC.R
ROptEstOld/R/getInfClip.R
ROptEstOld/R/Skewness.R
ROptEstOld/R/getAsRisk.R
ROptEstOld/R/AllPlot.R
ROptEstOld/R/lowerCaseRadius.R
ROptEstOld/R/SimpleL2ParamFamilies.R
ROptEstOld/R/InfRobModel.R
ROptEstOld/R/TotalVarIC.R
ROptEstOld/R/ParamFamily.R
ROptEstOld/R/ParamFamParameter.R
ROptEstOld/R/ProbFamily.R
ROptEstOld/R/GumbelLocationFamily.R
ROptEstOld/R/ContIC.R
ROptEstOld/R/Expectation.R
ROptEstOld/R/getInfRobIC_asHampel.R
ROptEstOld/R/AllClass.R
ROptEstOld/R/getInfGamma.R
ROptEstOld/R/Gumbel.R
ROptEstOld/R/UncondNeighborhood.R
ROptEstOld/R/getIneffDiff.R
ROptEstOld/R/RobModel.R
ROptEstOld/R/getRiskIC.R
ROptEstOld/R/getInfRobIC_asUnOvShoot.R
ROptEstOld/R/AllShow.R
ROptEstOld/R/Kurtosis.R
ROptEstOld/R/optRisk.R
ROptEstOld/R/Neighborhood.R
ROptEstOld/R/getInfRobIC_asCov.R
ROptEstOld/R/getInfRobIC_asGRisk.R
ROptEstOld/R/getInfStand.R
ROptEstOld/R/oneStepEstimator.R
ROptEstOld/R/radiusMinimaxIC.R
ROptEstOld/R/getFiRisk.R
ROptEstOld/R/leastFavorableRadius.R
ROptEstOld/R/AllGeneric.R
ROptEstOld/R/RiskType.R
ROptEstOld/R/getFixRobIC_fiUnOvShoot.R
ROptEstOld/R/getInfRobIC_asBias.R
ROptEstOld/R/InfluenceCurve.R
ROptEstOld/R/getFixClip.R
ROptEstOld/R/getInfCent.R
ROptEstOld/R/infoPlot.R
ROptEstOld/R/locMEstimator.R
ROptEstOld/R/Symmetry.R
ROptEstOld/R/AllInitialize.R
ROptEstOld/R/ksEstimator.R
ROptEstOld/R/Functionals.R
ROptEstOld/R/FixRobModel.R
ROptEstOld/R/L2ParamFamily.R
ROptEstOld/R/optIC.R
ROptEstOld/R/FunSymmList.R
ROptEstOld/MD5
ROptEstOld/DESCRIPTION
ROptEstOld/man
ROptEstOld/man/NormLocationScaleFamily.Rd
ROptEstOld/man/Gumbel-class.Rd
ROptEstOld/man/leastFavorableRadius.Rd
ROptEstOld/man/fiBias-class.Rd
ROptEstOld/man/getInfClip.Rd
ROptEstOld/man/InfRobModel-class.Rd
ROptEstOld/man/LnormScaleFamily.Rd
ROptEstOld/man/trAsCov-class.Rd
ROptEstOld/man/getInfCent.Rd
ROptEstOld/man/EvenSymmetric-class.Rd
ROptEstOld/man/ParamFamily-class.Rd
ROptEstOld/man/fiRisk-class.Rd
ROptEstOld/man/EvenSymmetric.Rd
ROptEstOld/man/asCov.Rd
ROptEstOld/man/ProbFamily-class.Rd
ROptEstOld/man/FunctionSymmetry-class.Rd
ROptEstOld/man/NormScaleFamily.Rd
ROptEstOld/man/trAsCov.Rd
ROptEstOld/man/asCov-class.Rd
ROptEstOld/man/getAsRisk.Rd
ROptEstOld/man/checkL2deriv.Rd
ROptEstOld/man/Neighborhood-class.Rd
ROptEstOld/man/RiskType-class.Rd
ROptEstOld/man/OddSymmetric.Rd
ROptEstOld/man/trFiCov-class.Rd
ROptEstOld/man/L2ParamFamily-class.Rd
ROptEstOld/man/ExpScaleFamily.Rd
ROptEstOld/man/FixRobModel.Rd
ROptEstOld/man/ContNeighborhood.Rd
ROptEstOld/man/asMSE.Rd
ROptEstOld/man/ParamFamParameter-class.Rd
ROptEstOld/man/fiHampel.Rd
ROptEstOld/man/evalIC.Rd
ROptEstOld/man/fiBias.Rd
ROptEstOld/man/FunSymmList-class.Rd
ROptEstOld/man/getInfStand.Rd
ROptEstOld/man/asGRisk-class.Rd
ROptEstOld/man/GumbelLocationFamily.Rd
ROptEstOld/man/asRisk-class.Rd
ROptEstOld/man/oneStepEstimator.Rd
ROptEstOld/man/fiCov.Rd
ROptEstOld/man/fiHampel-class.Rd
ROptEstOld/man/fiUnOvShoot.Rd
ROptEstOld/man/ContNeighborhood-class.Rd
ROptEstOld/man/asHampel-class.Rd
ROptEstOld/man/ParamFamily.Rd
ROptEstOld/man/generateIC.Rd
ROptEstOld/man/FixRobModel-class.Rd
ROptEstOld/man/L2ParamFamily.Rd
ROptEstOld/man/locMEstimator.Rd
ROptEstOld/man/OddSymmetric-class.Rd
ROptEstOld/man/TotalVarNeighborhood.Rd
ROptEstOld/man/fiMSE-class.Rd
ROptEstOld/man/optIC.Rd
ROptEstOld/man/fiMSE.Rd
ROptEstOld/man/ParamFamParameter.Rd
ROptEstOld/man/NormLocationFamily.Rd
ROptEstOld/man/asMSE-class.Rd
ROptEstOld/man/GumbelParameter-class.Rd
ROptEstOld/man/IC-class.Rd
ROptEstOld/man/FunSymmList.Rd
ROptEstOld/man/getRiskIC.Rd
ROptEstOld/man/getFixRobIC.Rd
ROptEstOld/man/TotalVarIC.Rd
ROptEstOld/man/asBias.Rd
ROptEstOld/man/PoisFamily.Rd
ROptEstOld/man/InfRobModel.Rd
ROptEstOld/man/ksEstimator.Rd
ROptEstOld/man/NonSymmetric.Rd
ROptEstOld/man/infoPlot.Rd
ROptEstOld/man/InfluenceCurve.Rd
ROptEstOld/man/ROptEstOldConstants.Rd
ROptEstOld/man/IC.Rd
ROptEstOld/man/fiUnOvShoot-class.Rd
ROptEstOld/man/getFixClip.Rd
ROptEstOld/man/radiusMinimaxIC.Rd
ROptEstOld/man/getInfRobIC.Rd
ROptEstOld/man/InfluenceCurve-class.Rd
ROptEstOld/man/ContIC-class.Rd
ROptEstOld/man/getInfGamma.Rd
ROptEstOld/man/getIneffDiff.Rd
ROptEstOld/man/trFiCov.Rd
ROptEstOld/man/lowerCaseRadius.Rd
ROptEstOld/man/TotalVarNeighborhood-class.Rd
ROptEstOld/man/checkIC.Rd
ROptEstOld/man/asHampel.Rd
ROptEstOld/man/asBias-class.Rd
ROptEstOld/man/GammaFamily.Rd
ROptEstOld/man/TotalVarIC-class.Rd
ROptEstOld/man/ContIC.Rd
ROptEstOld/man/asUnOvShoot-class.Rd
ROptEstOld/man/optRisk.Rd
ROptEstOld/man/fiCov-class.Rd
ROptEstOld/man/BinomFamily.Rd
ROptEstOld/man/UncondNeighborhood-class.Rd
ROptEstOld/man/asUnOvShoot.Rd
ROptEstOld/man/RobModel-class.Rd
ROptEstOld/man/Gumbel.Rd
ROptEstOld/man/NonSymmetric-class.Rd
ROptEstOld/man/getFiRisk.Rd