getStartIC-methods | R Documentation |
getStartIC
computes the optimally-robust IC to be used as
argument ICstart
in kStepEstimator
.
getStartIC(model, risk, ...)
## S4 method for signature 'L2ScaleShapeUnion,interpolRisk'
getStartIC(model, risk, ...,
withMakeIC = FALSE, ..debug=FALSE, modifyICwarn = NULL)
## S4 method for signature 'L2LocScaleShapeUnion,interpolRisk'
getStartIC(model, risk, ...,
withMakeIC = FALSE, ..debug=FALSE, modifyICwarn = NULL)
## S4 method for signature 'ParetoFamily,interpolRisk'
getStartIC(model, risk, ...,
withMakeIC = FALSE)
model |
normtype of class |
risk |
normtype of class |
... |
further arguments to be passed to specific methods. |
withMakeIC |
logical; if |
..debug |
logical; if |
modifyICwarn |
logical: should a (warning) information be added if
|
getStartIC
is used internally in functions robest
and roptest
to compute the optimally robust influence function
according to the arguments given to them.
An IC of type HampIC
.
signature(model = "L2ScaleShapeUnion", risk = "interpolRisk")
:
computes the optimally robust influence function by interpolation
on a grid (using internal helper function .getPsi
).
signature(model = "L2LocScaleShapeUnion", risk = "interpolRisk")
:
computes the optimally robust influence function by interpolation
on a grid (using internal helper function .getPsi.wL
).
signature(model = "ParetoFamily", risk = "interpolRisk")
:
computes the optimally robust influence function by interpolation
on a grid (using internal helper function .getPsi.P
).
All of these methods recenter and restandardize the obtained ICs to warrant centeredness and Fisher consistency.
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
robest
,optIC
, radiusMinimaxIC
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