ROptRegTS: Optimally robust estimation for regression-type models

Optimally robust estimation for regression-type models using S4 classes and methods

Install the latest version of this package by entering the following in R:
install.packages("ROptRegTS")
AuthorMatthias Kohl <Matthias.Kohl@stamats.de>, Peter Ruckdeschel
Date of publication2013-09-14 15:40:34
MaintainerMatthias Kohl <Matthias.Kohl@stamats.de>
LicenseLGPL-3
Version0.9.1
http://robast.r-forge.r-project.org/

View on CRAN

Man pages

Av1CondContIC: Generating function for Av1CondContIC-class

Av1CondContIC-class: Conditionally centered influence curve of contamination type

Av1CondContNeighborhood: Generating function for Av1CondContNeighborhood-class

Av1CondContNeighborhood-class: Average conditional contamination neighborhood

Av1CondNeighborhood-class: Average conditional neighborhood

Av1CondTotalVarIC: Generating function for Av1CondTotalVarIC-class

Av1CondTotalVarIC-class: Conditionally centered influence curve of total variaton type

Av1CondTotalVarNeighborhood: Generating function for Av1CondTotalVarNeighborhood-class

Av1CondTotalVarNeighborhood-class: Average conditional total variation neighborhood

Av2CondContIC: Generating function for Av2CondContIC-class

Av2CondContIC-class: Conditionally centered influence curve of contamination type

Av2CondContNeighborhood: Generating function for Av2CondContNeighborhood-class

Av2CondContNeighborhood-class: Average square conditional contamination neighborhood

Av2CondNeighborhood-class: Average square conditional neighborhood

AvCondNeighborhood-class: Average conditional neighborhood

CondContIC: Generating function for CondContIC-class

CondContIC-class: Conditionally centered influence curve of contamination type

CondContNeighborhood: Generating function for CondContNeighborhood-class

CondContNeighborhood-class: Conditional contamination neighborhood

CondIC: Generating function for CondIC-class

CondIC-class: Conditionally centered partial influence curve

CondNeighborhood-class: Conditional neighborhood

CondTotalVarIC: Generating function for CondTotalVarIC-class

CondTotalVarIC-class: Conditionally centered influence curve of total variaton type

CondTotalVarNeighborhood: Generating function for CondContNeighborhood-class

CondTotalVarNeighborhood-class: Conditional total variation neighborhood

FixRobRegTypeModel: Generating function for FixRobRegTypeModel-class

FixRobRegTypeModel-class: Robust regression-type model with fixed neighborhood

generateIC-methods: Methods for Function generateIC in Package 'ROptRegTS'

getAsRiskRegTS: Generic Function for Computation of Asymptotic Risks in case...

getFiRiskRegTS: Generic Function for Computation of Finite-Sample Risks

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

getFixRobRegTypeIC: Generic Function for the Computation of Optimally Robust...

getIneffDiff-methods: Methods for Function getIneffDiff in Package 'ROptRegTS'

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

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

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

getInfRobRegTypeIC: Generic Function for the Computation of Optimally Robust...

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

InfRobRegTypeModel: Generating function for InfRobRegTypeModel-class

InfRobRegTypeModel-class: Robust regression-type model with infinitesimal neighborhood

L2RegTypeFamily: Generating function for L2RegTypeFamily-class

L2RegTypeFamily-class: L2 differentiable parametric regression-type family

leastFavorableRadius-methods: Methods for Function leastFavorableRadius in Package...

NormLinRegFamily: Generating function for linear regression family

NormLinRegInterceptFamily: Generating Function for Linear Regression Family with Unknown...

NormLinRegScaleFamily: Generating Function for Linear Regression Family with Unknown...

optIC-methods: Methods for Function optIC in Package 'ROptRegTS'

radiusMinimaxIC-methods: Methods for Function radiusMinimaxIC in Package 'ROptRegTS'

RegTypeFamily: Generating function for RegTypeFamily-class

RegTypeFamily-class: Parametric regression-type family

Functions

Av1CondContIC Man page
Av1CondContIC-class Man page
Av1CondContNeighborhood Man page
Av1CondContNeighborhood-class Man page
Av1CondNeighborhood-class Man page
Av1CondTotalVarIC Man page
Av1CondTotalVarIC-class Man page
Av1CondTotalVarNeighborhood Man page
Av1CondTotalVarNeighborhood-class Man page
Av2CondContIC Man page
Av2CondContIC-class Man page
Av2CondContNeighborhood Man page
Av2CondContNeighborhood-class Man page
Av2CondNeighborhood-class Man page
AvCondNeighborhood-class Man page
CallL2Fam<-,Av1CondContIC-method Man page
CallL2Fam<-,Av1CondTotalVarIC-method Man page
CallL2Fam<-,Av2CondContIC-method Man page
CallL2Fam<-,CondContIC-method Man page
CallL2Fam<-,CondIC-method Man page
CallL2Fam<-,CondTotalVarIC-method Man page
cent<-,Av1CondContIC-method Man page
cent,Av1CondContIC-method Man page
cent<-,Av2CondContIC-method Man page
cent,Av2CondContIC-method Man page
cent<-,CondContIC-method Man page
cent,CondContIC-method Man page
checkIC,CondIC,L2RegTypeFamily-method Man page
checkIC,CondIC,missing-method Man page
checkIC,IC,L2RegTypeFamily-method Man page
checkIC,IC,missing-method Man page
checkL2deriv,L2RegTypeFamily-method Man page
clip<-,Av1CondContIC-method Man page
clip,Av1CondContIC-method Man page
clip<-,Av2CondContIC-method Man page
clip,Av2CondContIC-method Man page
clip<-,CondContIC-method Man page
clip,CondContIC-method Man page
clipLo<-,Av1CondTotalVarIC-method Man page
clipLo,Av1CondTotalVarIC-method Man page
clipLo<-,CondTotalVarIC-method Man page
clipLo,CondTotalVarIC-method Man page
clipUp<-,Av1CondTotalVarIC-method Man page
clipUp,Av1CondTotalVarIC-method Man page
clipUp<-,CondTotalVarIC-method Man page
clipUp,CondTotalVarIC-method Man page
CondContIC Man page
CondContIC-class Man page
CondContNeighborhood Man page
CondContNeighborhood-class Man page
CondIC Man page
CondIC-class Man page
CondNeighborhood-class Man page
CondTotalVarIC Man page
CondTotalVarIC-class Man page
CondTotalVarNeighborhood Man page
CondTotalVarNeighborhood-class Man page
E,L2RegTypeFamily,EuclRandMatrix,missing-method Man page
E,L2RegTypeFamily,EuclRandVariable,missing-method Man page
E,L2RegTypeFamily,EuclRandVarList,missing-method Man page
ErrorDistr Man page
ErrorDistr,RegTypeFamily-method Man page
ErrorL2deriv Man page
ErrorL2derivDistr Man page
ErrorL2derivDistr,L2RegTypeFamily-method Man page
ErrorL2derivDistrSymm Man page
ErrorL2derivDistrSymm,L2RegTypeFamily-method Man page
ErrorL2deriv,L2RegTypeFamily-method Man page
ErrorL2derivSymm Man page
ErrorL2derivSymm,L2RegTypeFamily-method Man page
ErrorSymm Man page
ErrorSymm,RegTypeFamily-method Man page
FisherInfo,L2RegTypeFamily-method Man page
FixRobRegTypeModel Man page
FixRobRegTypeModel-class Man page
generateIC,Av1CondContNeighborhood,L2RegTypeFamily-method Man page
generateIC,Av1CondTotalVarNeighborhood,L2RegTypeFamily-method Man page
generateIC,Av2CondContNeighborhood,L2RegTypeFamily-method Man page
generateIC,CondContNeighborhood,L2RegTypeFamily-method Man page
generateIC,CondTotalVarNeighborhood,L2RegTypeFamily-method Man page
generateIC,ContNeighborhood,L2RegTypeFamily-method Man page
generateIC-methods Man page
generateIC,TotalVarNeighborhood,L2RegTypeFamily-method Man page
getAsRiskRegTS Man page
getAsRiskRegTS,asBias,RealRandVariable,Distribution,Av1CondContN Man page
getAsRiskRegTS,asBias,RealRandVariable,Distribution,ContNeighbor Man page
getAsRiskRegTS,asBias,UnivariateDistribution,Distribution,Av2Con Man page
getAsRiskRegTS,asBias,UnivariateDistribution,MultivariateDistrib Man page
getAsRiskRegTS,asBias,UnivariateDistribution,UnivariateDistribut Man page
getAsRiskRegTS,asMSE,EuclRandVariable,Distribution,Neighborhood- Man page
getAsRiskRegTS,asMSE,UnivariateDistribution,Distribution,Av2Cond Man page
getAsRiskRegTS,asMSE,UnivariateDistribution,Distribution,Neighbo Man page
getAsRiskRegTS,asUnOvShoot,UnivariateDistribution,UnivariateDist Man page
getAsRiskRegTS-methods Man page
getFiRiskRegTS Man page
getFiRiskRegTS,fiUnOvShoot,Norm,UnivariateDistribution,CondContN Man page
getFiRiskRegTS,fiUnOvShoot,Norm,UnivariateDistribution,CondTotal Man page
getFiRiskRegTS,fiUnOvShoot,Norm,UnivariateDistribution,ContNeigh Man page
getFiRiskRegTS,fiUnOvShoot,Norm,UnivariateDistribution,TotalVarN Man page
getFiRiskRegTS-methods Man page
getFixClipRegTS Man page
getFixClipRegTS-methods Man page
getFixClipRegTS,numeric,Norm,numeric,fiUnOvShoot,CondContNeighbo Man page
getFixClipRegTS,numeric,Norm,numeric,fiUnOvShoot,CondTotalVarNei Man page
getFixClipRegTS,numeric,Norm,UnivariateDistribution,fiUnOvShoot, Man page
getFixRobRegTypeIC Man page
getFixRobRegTypeIC-methods Man page
getFixRobRegTypeIC,Norm,UnivariateDistribution,fiUnOvShoot,CondN Man page
getFixRobRegTypeIC,Norm,UnivariateDistribution,fiUnOvShoot,Uncon Man page
getIneffDiff-methods Man page
getIneffDiff,numeric,L2RegTypeFamily,Av2CondContNeighborhood,asM Man page
getIneffDiff,numeric,L2RegTypeFamily,Neighborhood,asMSE-method Man page
getInfCentRegTS Man page
getInfCentRegTS-methods Man page
getInfCentRegTS,RealRandVariable,Distribution,Av1CondContNeighbo Man page
getInfCentRegTS,RealRandVariable,Distribution,ContNeighborhood-m Man page
getInfCentRegTS,UnivariateDistribution,Distribution,Av2CondContN Man page
getInfCentRegTS,UnivariateDistribution,MultivariateDistribution, Man page
getInfCentRegTS,UnivariateDistribution,numeric,CondTotalVarNeigh Man page
getInfCentRegTS,UnivariateDistribution,UnivariateDistribution,Av Man page
getInfCentRegTS,UnivariateDistribution,UnivariateDistribution,Co Man page
getInfCentRegTS,UnivariateDistribution,UnivariateDistribution,To Man page
getInfClipRegTS Man page
getInfClipRegTS,numeric,EuclRandVariable,Distribution,asMSE,Neig Man page
getInfClipRegTS,numeric,UnivariateDistribution,Distribution,asMS Man page
getInfClipRegTS,numeric,UnivariateDistribution,numeric,asUnOvSho Man page
getInfClipRegTS,numeric,UnivariateDistribution,UnivariateDistrib Man page
getInfGammaRegTS Man page
getInfGammaRegTS-methods Man page
getInfGammaRegTS,RealRandVariable,Distribution,asMSE,Av1CondCont Man page
getInfGammaRegTS,RealRandVariable,Distribution,asMSE,ContNeighbo Man page
getInfGammaRegTS,UnivariateDistribution,Distribution,asMSE,Av2Co Man page
getInfGammaRegTS,UnivariateDistribution,MultivariateDistribution Man page
getInfGammaRegTS,UnivariateDistribution,numeric,asUnOvShoot,Cond Man page
getInfGammaRegTS,UnivariateDistribution,UnivariateDistribution,a Man page
getInfRobRegTypeIC Man page
getInfRobRegTypeIC-methods Man page
getInfRobRegTypeIC,RealRandVariable,Distribution,asBias,Av1CondC Man page
getInfRobRegTypeIC,RealRandVariable,Distribution,asBias,ContNeig Man page
getInfRobRegTypeIC,RealRandVariable,Distribution,asCov,Av1CondCo Man page
getInfRobRegTypeIC,RealRandVariable,Distribution,asCov,ContNeigh Man page
getInfRobRegTypeIC,RealRandVariable,Distribution,asGRisk,Av1Cond Man page
getInfRobRegTypeIC,RealRandVariable,Distribution,asGRisk,ContNei Man page
getInfRobRegTypeIC,UnivariateDistribution,Distribution,asBias,Av Man page
getInfRobRegTypeIC,UnivariateDistribution,Distribution,asCov,Av1 Man page
getInfRobRegTypeIC,UnivariateDistribution,Distribution,asCov,Av2 Man page
getInfRobRegTypeIC,UnivariateDistribution,Distribution,asCov,Con Man page
getInfRobRegTypeIC,UnivariateDistribution,Distribution,asGRisk,A Man page
getInfRobRegTypeIC,UnivariateDistribution,Distribution,asGRisk,C Man page
getInfRobRegTypeIC,UnivariateDistribution,MultivariateDistributi Man page
getInfRobRegTypeIC,UnivariateDistribution,UnivariateDistribution Man page
getInfStandRegTS Man page
getInfStandRegTS-methods Man page
getInfStandRegTS,RealRandVariable,Distribution,Av1CondContNeighb Man page
getInfStandRegTS,RealRandVariable,Distribution,ContNeighborhood- Man page
getInfStandRegTS,UnivariateDistribution,Distribution,Av2CondCont Man page
getInfStandRegTS,UnivariateDistribution,MultivariateDistribution Man page
getInfStandRegTS,UnivariateDistribution,UnivariateDistribution,A Man page
getInfStandRegTS,UnivariateDistribution,UnivariateDistribution,C Man page
getInfStandRegTS,UnivariateDistribution,UnivariateDistribution,T Man page
InfRobRegTypeModel Man page
InfRobRegTypeModel-class Man page
L2deriv,L2RegTypeFamily-method Man page
L2RegTypeFamily Man page
L2RegTypeFamily-class Man page
leastFavorableRadius,L2RegTypeFamily,Neighborhood,asGRisk-method Man page
leastFavorableRadius-methods Man page
lowerCase<-,Av1CondContIC-method Man page
lowerCase,Av1CondContIC-method Man page
lowerCase<-,Av1CondTotalVarIC-method Man page
lowerCase,Av1CondTotalVarIC-method Man page
lowerCase<-,Av2CondContIC-method Man page
lowerCase,Av2CondContIC-method Man page
lowerCase<-,CondContIC-method Man page
lowerCase,CondContIC-method Man page
lowerCase<-,CondTotalVarIC-method Man page
lowerCase,CondTotalVarIC-method Man page
neighbor<-,FixRobRegTypeModel-method Man page
neighbor<-,InfRobRegTypeModel-method Man page
neighborRadius<-,Av1CondContIC-method Man page
neighborRadius,Av1CondContIC-method Man page
neighborRadius<-,Av1CondTotalVarIC-method Man page
neighborRadius,Av1CondTotalVarIC-method Man page
neighborRadius<-,Av2CondContIC-method Man page
neighborRadius,Av2CondContIC-method Man page
neighborRadius<-,CondContIC-method Man page
neighborRadius,CondContIC-method Man page
neighborRadius<-,CondTotalVarIC-method Man page
neighborRadius,CondTotalVarIC-method Man page
neighborRadiusCurve Man page
neighborRadiusCurve<- Man page
neighborRadiusCurve<-,CondContIC-method Man page
neighborRadiusCurve,CondContIC-method Man page
neighborRadiusCurve<-,CondTotalVarIC-method Man page
neighborRadiusCurve,CondTotalVarIC-method Man page
NormLinRegFamily Man page
NormLinRegInterceptFamily Man page
NormLinRegScaleFamily Man page
optIC,FixRobRegTypeModel,fiUnOvShoot-method Man page
optIC,InfRobRegTypeModel,asRisk-method Man page
optIC,InfRobRegTypeModel,asUnOvShoot-method Man page
optIC,L2RegTypeFamily,asCov-method Man page
optIC-methods Man page
radiusCurve Man page
radiusCurve,CondNeighborhood-method Man page
radiusMinimaxIC,L2RegTypeFamily,Neighborhood,asGRisk-method Man page
radiusMinimaxIC-methods Man page
RegDistr Man page
RegDistr,RegTypeFamily-method Man page
Regressor Man page
Regressor,RegTypeFamily-method Man page
RegSymm Man page
RegSymm,RegTypeFamily-method Man page
RegTypeFamily Man page
RegTypeFamily-class Man page
show,Av1CondContIC-method Man page
show,Av1CondTotalVarIC-method Man page
show,Av2CondContIC-method Man page
show,AvCondNeighborhood-method Man page
show,CondContIC-method Man page
show,CondIC-method Man page
show,CondNeighborhood-method Man page
show,CondTotalVarIC-method Man page
show,FixRobRegTypeModel-method Man page
show,InfRobRegTypeModel-method Man page
show,L2RegTypeFamily-method Man page
show,RegTypeFamily-method Man page
stand<-,Av1CondContIC-method Man page
stand,Av1CondContIC-method Man page
stand<-,Av1CondTotalVarIC-method Man page
stand,Av1CondTotalVarIC-method Man page
stand<-,Av2CondContIC-method Man page
stand,Av2CondContIC-method Man page
stand<-,CondContIC-method Man page
stand,CondContIC-method Man page
stand<-,CondTotalVarIC-method Man page
stand,CondTotalVarIC-method Man page

Files

inst
inst/TOBEDONE
inst/CITATION
inst/scripts
inst/scripts/NormLinRegIntercept.R inst/scripts/NormLinReg.R inst/scripts/NormLinRegAdaption.R inst/scripts/UnderOverShootRisk.R
inst/scripts/tseries
inst/scripts/tseries/AR1SGumbel.R inst/scripts/tseries/AR1Gumbel.R inst/scripts/tseries/ARCH1SLnorm.R inst/scripts/tseries/ARCH1Lnorm.R inst/scripts/NormLinRegScale.R inst/scripts/UnderOverShootRiskCond.R
inst/NEWS
NAMESPACE
R
R/getFixRobRegTypeIC_fiUnOvShoot.R R/IC.R R/getInfRobRegTypeIC_asBias.R R/CondTotalVarIC.R R/CondIC.R R/getInfRobRegTypeIC_asGRisk_c1.R R/TotalVarIC.R R/getInfStandRegTS.R R/ContIC.R R/Expectation.R R/InfRobRegTypeModel.R R/AllClass.R R/getFixClipRegTS.R R/getIneffDiff.R R/getInfRobRegTypeIC_asGRisk_c0.R R/NormRegFamilies.R R/CondNeighborhood.R R/Av1CondContIC.R R/Av2CondContIC.R R/AllShow.R R/getInfGammaRegTS.R R/getInfRobRegTypeIC_asGRisk_v1.R R/getInfClipRegTS.R R/Av1CondTotalVarIC.R R/RegTypeFamily.R R/getInfRobRegTypeIC_asGRisk_c2.R R/radiusMinimaxIC.R R/FixRobRegrTypeModel.R R/leastFavorableRadius.R R/getAsRiskRegTS.R R/getInfRobRegTypeIC_asCov.R R/AllGeneric.R R/CondContIC.R R/getInfRobRegTypeIC_asUnOvShoot.R R/getFiRiskRegTS.R R/getInfCentRegTS.R R/optIC.R R/L2RegTypeFamily.R
MD5
DESCRIPTION
man
man/getInfGammaRegTS.Rd man/CondContNeighborhood-class.Rd man/CondContIC.Rd man/CondTotalVarNeighborhood-class.Rd man/CondIC-class.Rd man/InfRobRegTypeModel-class.Rd man/NormLinRegInterceptFamily.Rd man/getAsRiskRegTS.Rd man/getIneffDiff-methods.Rd man/Av1CondTotalVarIC.Rd man/NormLinRegFamily.Rd man/CondNeighborhood-class.Rd man/Av1CondContNeighborhood-class.Rd man/Av1CondContNeighborhood.Rd man/radiusMinimaxIC-methods.Rd man/getInfStandRegTS.Rd man/getInfCentRegTS.Rd man/getFixClipRegTS.Rd man/AvCondNeighborhood-class.Rd man/getInfClipRegTS.Rd man/RegTypeFamily-class.Rd man/Av1CondTotalVarIC-class.Rd man/getFiRiskRegTS.Rd man/Av2CondContIC-class.Rd man/getFixRobRegTypeIC.Rd man/Av1CondTotalVarNeighborhood-class.Rd man/FixRobRegTypeModel-class.Rd man/Av1CondContIC-class.Rd man/Av1CondTotalVarNeighborhood.Rd man/Av2CondContIC.Rd man/CondIC.Rd man/FixRobRegTypeModel.Rd man/RegTypeFamily.Rd man/leastFavorableRadius-methods.Rd man/Av2CondNeighborhood-class.Rd man/NormLinRegScaleFamily.Rd man/InfRobRegTypeModel.Rd man/L2RegTypeFamily-class.Rd man/CondTotalVarIC.Rd man/CondContNeighborhood.Rd man/L2RegTypeFamily.Rd man/Av2CondContNeighborhood-class.Rd man/CondTotalVarNeighborhood.Rd man/Av1CondContIC.Rd man/CondContIC-class.Rd man/Av1CondNeighborhood-class.Rd man/CondTotalVarIC-class.Rd man/getInfRobRegTypeIC.Rd man/optIC-methods.Rd man/Av2CondContNeighborhood.Rd man/generateIC-methods.Rd

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