GumbelLocationFamily: Generating function for Gumbel location families

In RobExtremes: Optimally Robust Estimation for Extreme Value Distributions

Description

Generates an object of class "L2LocationFamily" which represents a Gumbel location family.

Usage

GumbelLocationFamily(loc = 0, scale = 1, trafo)

Arguments

loc	location parameter
scale	scale parameter
trafo	function in param or matrix: transformation of the parameter

Details

The slots of the corresponding L2 differentiable parameteric family are filled.

Value

Object of class "L2LocationFamily"

Author(s)

Matthias Kohl [e-mail]

References

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

See Also

L2ParamFamily-class, Gumbel-class

Examples

##current implementation is:
theta <- 0
names(theta) <- "loc"
GL <- ParamFamily(name = "Gumbel location family",
          param = ParamFamParameter(name = "location parameter", main = theta),
          startPar = function(x,...) c(min(x),max(x)),
          distribution = Gumbel(loc = 0, scale = 1), ## scale known!
          modifyParam = function(theta){ Gumbel(loc = theta, scale = 1) },
          props = paste(c("The Gumbel location family is invariant under",
                    "the group of transformations 'g(x) = x + loc'",
                    "with location parameter 'loc'"), collapse = " "))
GL

(G1 <- GumbelLocationFamily())
plot(G1)
Map(L2deriv(G1)[[1]])
checkL2deriv(G1)

RobExtremes documentation built on May 2, 2019, 3:44 p.m.