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

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

Description

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.

Usage

1
2
NormLinRegScaleFamily(theta, scale = 1, trafo, RegDistr = Norm(), 
                      RegSymm, Reg2Mom, nuisance = FALSE)

Arguments

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

Details

In case theta is missing, it is set to 0. If Reg2Mom is missing, it is computed via E.

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

1
2
3
4
(LM1 <- NormLinRegScaleFamily(Reg2Mom = matrix(1)))
Map(L2deriv(LM1)[[1]])
FisherInfo(LM1)
checkL2deriv(LM1)


Search within the ROptRegTS package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.