optIC: Generic function for the computation of optimally robust ICs

optICR Documentation

Generic function for the computation of optimally robust ICs

Description

Generic function for the computation of optimally robust ICs.

Usage

optIC(model, risk, ...)

## S4 method for signature 'L2ParamFamily,asCov'
optIC(model, risk, withMakeIC = FALSE, ...)

Arguments

model

probability model.

risk

object of class "RiskType".

...

additional parameters (here used for makeIC, resp. for E).

withMakeIC

logical; if TRUE the [p]IC is passed through makeIC before return.

Details

The classical optimal IC which ist optimal in sense of the Cramer-Rao bound is computed.

Value

Some optimally robust IC is computed.

Methods

model = "L2ParamFamily", risk = "asCov"

computes classical optimal influence curve for L2 differentiable parametric families.

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

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

See Also

InfluenceCurve-class, RiskType-class

Examples

B <- BinomFamily(size = 25, prob = 0.25) 

## classical optimal IC
IC0 <- optIC(model = B, risk = asCov())
plot(IC0) # plot IC
checkIC(IC0, B)

RobAStBase documentation built on Nov. 16, 2022, 9:08 a.m.

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