getStartIC-methods: Methods for Function getStartIC in Package 'RobExtremes'

In RobExtremes: Optimally Robust Estimation for Extreme Value Distributions

Methods for Function getStartIC in Package ‘RobExtremes’

Description

getStartIC computes the optimally-robust IC to be used as argument ICstart in kStepEstimator.

Usage

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)

Arguments

model	normtype of class NormType
risk	normtype of class NormType
...	further arguments to be passed to specific methods.
withMakeIC	logical; if TRUE the IC is passed through makeIC before return.
..debug	logical; if TRUE information for debugging is issued.
modifyICwarn	logical: should a (warning) information be added if modifyIC is applied and hence some optimality information could no longer be valid? Defaults to NULL in which case this value is taken from RobAStBaseOptions.

Details

getStartIC is used internally in functions robest and roptest to compute the optimally robust influence function according to the arguments given to them.

Value

An IC of type HampIC.

Methods

getStartIC

signature(model = "L2ScaleShapeUnion", risk = "interpolRisk"): computes the optimally robust influence function by interpolation on a grid (using internal helper function .getPsi).

getStartIC

signature(model = "L2LocScaleShapeUnion", risk = "interpolRisk"): computes the optimally robust influence function by interpolation on a grid (using internal helper function .getPsi.wL).

getStartIC

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.

Author(s)

Peter Ruckdeschel [e-mail]

See Also

robest,optIC, radiusMinimaxIC

RobExtremes documentation built on April 12, 2025, 2:31 a.m.