Generic function for the computation of optimally robust regressiontype ICs in case of infinitesimal robust models. This function is rarely called directly.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192  getInfRobRegTypeIC(ErrorL2deriv, Regressor, risk, neighbor, ...)
## S4 method for signature
## 'UnivariateDistribution,
## UnivariateDistribution,
## asBias,
## ContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo, upper, maxiter, tol, warn)
## S4 method for signature
## 'UnivariateDistribution,
## UnivariateDistribution,
## asBias,
## Av1CondContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo, upper, maxiter, tol, warn)
## S4 method for signature
## 'UnivariateDistribution,
## UnivariateDistribution,
## asBias,
## Av1CondTotalVarNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo, upper, maxiter, tol, warn)
## S4 method for signature
## 'UnivariateDistribution,Distribution,asBias,Av2CondContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo, upper, maxiter, tol, warn)
## S4 method for signature
## 'UnivariateDistribution,Distribution,asCov,ContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo)
## S4 method for signature
## 'UnivariateDistribution,
## UnivariateDistribution,
## asCov,
## TotalVarNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo)
## S4 method for signature
## 'UnivariateDistribution,Distribution,asCov,CondContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo)
## S4 method for signature
## 'UnivariateDistribution,Distribution,asCov,CondTotalVarNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo)
## S4 method for signature
## 'UnivariateDistribution,Distribution,asCov,Av1CondContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo)
## S4 method for signature
## 'UnivariateDistribution,Distribution,asCov,Av2CondContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo)
## S4 method for signature
## 'UnivariateDistribution,
## Distribution,
## asCov,
## Av1CondTotalVarNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo)
## S4 method for signature
## 'UnivariateDistribution,Distribution,asGRisk,ContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo, upper, maxiter, tol, warn)
## S4 method for signature
## 'UnivariateDistribution,Distribution,asGRisk,Av1CondContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo, upper, maxiter, tol, warn)
## S4 method for signature
## 'UnivariateDistribution,Distribution,asGRisk,Av2CondContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo, upper, maxiter, tol, warn)
## S4 method for signature
## 'UnivariateDistribution,
## Distribution,
## asGRisk,
## Av1CondTotalVarNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo, upper, maxiter, tol, warn)
## S4 method for signature
## 'UnivariateDistribution,
## MultivariateDistribution,
## asBias,
## ContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo, upper, maxiter, tol, warn)
## S4 method for signature
## 'UnivariateDistribution,
## MultivariateDistribution,
## asBias,
## Av1CondContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo, upper, maxiter, tol, warn)
## S4 method for signature
## 'UnivariateDistribution,
## MultivariateDistribution,
## asBias,
## Av1CondTotalVarNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo, upper, maxiter, tol, warn)
## S4 method for signature
## 'RealRandVariable,Distribution,asBias,ContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorSymm, RegSymm,
ErrorDistr, ErrorL2derivSymm, ErrorL2derivDistrSymm, Finfo, trafo,
upper, z.start, A.start, maxiter, tol, warn)
## S4 method for signature
## 'RealRandVariable,Distribution,asBias,Av1CondContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorSymm, RegSymm,
ErrorDistr, ErrorL2derivSymm, ErrorL2derivDistrSymm, Finfo, trafo,
upper, z.start, A.start, maxiter, tol, warn)
## S4 method for signature
## 'RealRandVariable,Distribution,asCov,ContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorDistr, Finfo, trafo)
## S4 method for signature
## 'RealRandVariable,Distribution,asCov,Av1CondContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorDistr, Finfo, trafo)
## S4 method for signature
## 'RealRandVariable,Distribution,asGRisk,ContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorSymm, RegSymm,
ErrorDistr, ErrorL2derivSymm, ErrorL2derivDistrSymm, Finfo, trafo,
upper, z.start, A.start, maxiter, tol, warn)
## S4 method for signature
## 'RealRandVariable,Distribution,asGRisk,Av1CondContNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorSymm, RegSymm,
ErrorDistr, ErrorL2derivSymm, ErrorL2derivDistrSymm, Finfo, trafo,
upper, z.start, A.start, maxiter, tol, warn)
## S4 method for signature
## 'UnivariateDistribution,
## UnivariateDistribution,
## asUnOvShoot,
## UncondNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo, upper, maxiter, tol, warn)
## S4 method for signature
## 'UnivariateDistribution,
## UnivariateDistribution,
## asUnOvShoot,
## CondNeighborhood'
getInfRobRegTypeIC(
ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo, upper, maxiter, tol, warn)

ErrorL2deriv 
L2derivative of 
Regressor 
regressor. 
risk 
object of class 
neighbor 
object of class 
... 
additional parameters. 
ErrorSymm 
symmetry of 
ErrorL2derivDistrSymm 
symmetry of 
RegSymm 
symmetry of 
ErrorDistr 
error distribution. 
ErrorL2derivSymm 
symmetry of 
Finfo 
Fisher information matrix. 
trafo 
matrix: transformation of the parameter. 
upper 
upper bound for the optimal clipping bound. 
maxiter 
the maximum number of iterations 
tol 
the desired accuracy (convergence tolerance). 
warn 
logical: print warnings. 
z.start 
initial value for the centering constant/function. 
A.start 
initial value for the standardizing matrix. 
The optimally robust IC is computed.
computes the bias optimal influence curve for L2 differentiable regressiontype families.
computes the bias optimal influence curve for L2 differentiable regressiontype families.
computes the bias optimal influence curve for L2 differentiable regressiontype families.
computes the bias optimal influence curve for L2 differentiable regressiontype families.
computes the classical optimal influence curve for L2 differentiable regressiontype families.
computes the classical optimal influence curve for L2 differentiable regressiontype families.
computes the classical optimal influence curve for L2 differentiable regressiontype families.
computes the classical optimal influence curve for L2 differentiable regressiontype families.
computes the classical optimal influence curve for L2 differentiable regressiontype families.
computes the classical optimal influence curve for L2 differentiable regressiontype families.
computes the classical optimal influence curve for L2 differentiable regressiontype families.
computes the optimally robust influence curve for L2 differentiable regressiontype families.
computes the optimally robust influence curve for L2 differentiable regressiontype families.
computes the optimally robust influence curve for L2 differentiable regressiontype families.
computes the optimally robust influence curve for L2 differentiable regressiontype families.
computes the bias optimal influence curve for L2 differentiable regressiontype families.
computes the bias optimal influence curve for L2 differentiable regressiontype families.
computes the bias optimal influence curve for L2 differentiable regressiontype families.
computes the bias optimal influence curve for L2 differentiable regressiontype families.
computes the classical optimal influence curve for L2 differentiable regressiontype families.
computes the classical optimal influence curve for L2 differentiable regressiontype families.
computes the optimally robust influence curve for L2 differentiable regressiontype families.
computes the optimally robust influence curve for L2 differentiable regressiontype families.
computes the optimally robust influence curve for L2 differentiable regressiontype families.
computes the optimally robust influence curve for L2 differentiable regressiontype families.
Matthias Kohl Matthias.Kohl@stamats.de
Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. 8: 106–115.
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
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