Description Usage Arguments Details Value Author(s) References See Also Examples
Generates an object of class "L2RegTypeFamily"
which represents a linear regression family with standard
normal distributed errors and random regressor where the
scale of the error distribution is unknown.
1 2 | NormLinRegScaleFamily(theta, scale = 1, trafo, RegDistr = Norm(),
RegSymm, Reg2Mom, nuisance = FALSE)
|
theta |
linear regression parameter |
scale |
scale parameter for error distribution |
trafo |
matrix: transformation of the parameter |
RegDistr |
regressor distribution |
RegSymm |
symmetry of the regressor distribution |
Reg2Mom |
second moment matrix of regressor |
nuisance |
logical: is scale nuisance parameter |
In case theta
is missing, it is set to 0.
If Reg2Mom
is missing, it is computed via E
.
Object of class "L2RegTypeFamily"
Matthias Kohl Matthias.Kohl@stamats.de
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
1 2 3 4 | (LM1 <- NormLinRegScaleFamily(Reg2Mom = matrix(1)))
Map(L2deriv(LM1)[[1]])
FisherInfo(LM1)
checkL2deriv(LM1)
|
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