View source: R/SimpleL2ParamFamilies.R
LogisticLocationScaleFamily | R Documentation |
Generates an object of class "L2LocationScaleFamily"
which
represents a normal location and scale family.
LogisticLocationScaleFamily(location = 0, scale = 1, trafo) LOGISTINT2
location |
location |
scale |
scale |
trafo |
function in |
The slots of the corresponding L2 differentiable
parameteric family are filled.
LOGISTINT2
is a constant used for the scale part of the Fisher information.
More precisely LOGISTINT2
equals to
integral_{-Inf}^{Inf} (tanh(x/2)x-1)^2 dlogis(x) dx.
Object of class "L2LocationScaleFamily"
Peter Ruckdeschel Peter.Ruckdeschel@uni-oldenburg.de
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
L2ParamFamily-class
, Logis-class
(L1 <- LogisticLocationScaleFamily()) ## synonymous: L1 <- LogisticFamily() plot(L1) FisherInfo(L1) ### need smaller integration range: distrExoptions("ElowerTruncQuantile"=1e-4,"EupperTruncQuantile"=1e-4) checkL2deriv(L1) distrExoptions("ElowerTruncQuantile"=1e-7,"EupperTruncQuantile"=1e-7) ## set.seed(123) x <- rlogis(100,location=1,scale=2) CvMMDEstimator(x, L1)
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