Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/WeibullFamily.R
Generates an object of class "WeibullFamily"
which
represents a Generalized Pareto family.
1 2 3 |
scale |
positive real: scale parameter |
shape |
positive real: shape parameter |
of.interest |
character: which parameters, transformations are of interest. |
p |
real or NULL: probability needed for quantile and expected shortfall |
N |
real or NULL: expected frequency for expected loss |
trafo |
matrix or NULL: transformation of the parameter |
start0Est |
startEstimator — if |
withPos |
logical of length 1: Is shape restricted to positive values? |
withCentL2 |
logical: shall L2 derivative be centered by substracting
the E()? Defaults to |
withL2derivDistr |
logical: shall the distribution of the L2 derivative
be computed? Defaults to |
..ignoreTrafo |
logical: only used internally in |
The slots of the corresponding L2 differentiable parameteric family are filled.
Object of class "WeibullFamily"
Matthias Kohl Matthias.Kohl@stamats.de
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
Nataliya Horbenko nhorbenko@gmail.com
Kohl, M. (2005) Numerical Contributions to
the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
M.~Kohl, P. Ruckdeschel, H.~Rieder (2010):
Infinitesimally Robust Estimation in General Smoothly Parametrized Models.
Stat. Methods Appl., 19, 333–354.
Ruckdeschel, P. and Horbenko, N. (2011): Optimally-Robust Estimators in Generalized
Pareto Models. ArXiv 1005.1476. To appear at Statistics.
DOI: 10.1080/02331888.2011.628022.
Ruckdeschel, P. and Horbenko, N. (2012): Yet another breakdown point notion: EFSBP –illustrated at scale-shape models. Metrika, 75(8), 1025–1047.
L2ParamFamily-class
, Weibull-class
1 2 3 | (G1 <- WeibullFamily())
FisherInfo(G1)
checkL2deriv(G1)
|
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