L2RegTypeFamily: Generating function for L2RegTypeFamily-class

Description Usage Arguments Details Value Author(s) References See Also Examples

Description

Generates an object of class "RegTypeFamily".

Usage

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L2RegTypeFamily(name, distribution = LMCondDistribution(), distrSymm, 
        main = 0, nuisance, trafo, param, props = character(0), 
        L2deriv = EuclRandVarList(EuclRandVariable(
                  Map = list(function(x) {x[1] * x[2]}),
                  Domain = EuclideanSpace(dimension = 2),
                  dimension = 1)),
        ErrorDistr = Norm(), ErrorSymm, RegDistr = Norm(), RegSymm, 
        Regressor = RealRandVariable(Map = list(function(x) {x}), Domain = Reals()), 
        ErrorL2deriv = EuclRandVarList(RealRandVariable(Map = list(function(x) {x}), 
                                                        Domain = Reals())), 
        ErrorL2derivSymm, ErrorL2derivDistr, ErrorL2derivDistrSymm, FisherInfo)

Arguments

name

name of the family

distribution

conditional distribution (given the regressor)

distrSymm

symmetry of distribution

ErrorDistr

error distribution

ErrorSymm

object of class "DistributionSymmetry": symmetry of ErrorDistr

main

main parameter

nuisance

optional nuisance parameter

trafo

matrix: optional transformation of the parameter

param

parameter of the family

props

properties of the family

RegDistr

regressor distribution

RegSymm

object of class "DistributionSymmetry": symmetry of RegDistr

Regressor

regressor

L2deriv

object of class "EuclRandVariable": L2 derivative

ErrorL2deriv

object of class "EuclRandVariable": L2 derivative of ErrorDistr

ErrorL2derivDistr

distribution of ErrorL2deriv

ErrorL2derivSymm

object of class "FunSymmList": symmetry of ErrorL2deriv

ErrorL2derivDistrSymm

object of class "DistrSymmList": symmetry of ErrorL2derivDistr

FisherInfo

Fisher information matrix

Details

If name is missing, the default “L2 differentiable regression type family” is used. If param is missing, the parameter is created via main, nuisance and trafo as described in ParamFamParameter. In case distrSymm, ErrorSymm, RegSymm is missing, they are set to NoSymmetry(). If FisherInfo is missing, it is computed via numerical integration.

Value

Object of class "L2RegTypeFamily"

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

L2RegTypeFamily-class

Examples

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ROptRegTS documentation built on May 2, 2019, 3:40 p.m.