- distrMod: Object Oriented Implementation of Probability Models
- fiHampel-class: Finite-sample Hampel risk
Finite-sample Hampel risk
Class of finite-sample Hampel risk which is the trace of the finite-sample covariance subject to a given bias bound (bound on gross error sensitivity).
Objects from the Class
Objects can be created by calls of the form
More frequently they are created via the generating function
Object of class
"character": “trace of finite-sample covariance for given bias bound”.
Object of class
"numeric": given positive bias bound.
"RiskType", by class
signature(object = "fiHampel"): accessor function for slot
signature(object = "fiHampel")
Matthias Kohl Matthias.Kohl@stamats.de
Hampel et al. (1986) Robust Statistics. The Approach Based on Influence Functions. New York: Wiley.
Ruckdeschel, P. and Kohl, M. (2005) How to approximate the finite sample risk of M-estimators.
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- 0distrMod-package: distrMod - Object Oriented Implementation of Probability...
- addAlphTrsp2col: "addAlphTrsp2col"
- asBias: Generating function for asBias-class
- asBias-class: Standardized Asymptotic Bias
- asCov: Generating function for asCov-class
- asCov-class: Asymptotic covariance
- asGRisk-class: Convex asymptotic risk
- asHampel: Generating function for asHampel-class
- asHampel-class: Asymptotic Hampel risk
- asMSE: Generating function for asMSE-class
- asMSE-class: Asymptotic mean square error
- asRisk-class: Aymptotic risk
- asRiskwithBias-class: Aymptotic risk
- asSemivar: Generating function for asSemivar-class
- asSemivar-class: Semivariance Risk Type
- asUnOvShoot: Generating function for asUnOvShoot-class
- asUnOvShoot-class: Asymptotic under-/overshoot probability
- asymmetricBias: Generating function for asymmetricBias-class
- asymmetricBias-class: asymmetric Bias Type
- BetaFamily: Generating function for Beta families
- BiasType-class: Bias Type
- BinomFamily: Generating function for Binomial families
- CauchyLocationScaleFamily: Generating function for Cauchy location and scale families
- checkL2deriv: Generic function for checking L2-derivatives
- Confint-class: Confint-class
- confint-methods: Methods for function confint in Package 'distrMod'
- distrModMASK: Masking of/by other functions in package "distrMod"
- distrModOptions: Function to change the global variables of the package...
- Estimate-class: Estimate-class.
- Estimator: Function to compute estimates
- EvenSymmetric: Generating function for EvenSymmetric-class
- EvenSymmetric-class: Class for Even Functions
- existsPIC: Methods for Function existsPIC in Package 'distrMod'
- ExpScaleFamily: Generating function for exponential scale families
- fiBias: Generating function for fiBias-class
- fiBias-class: Finite-sample Bias
- fiCov: Generating function for fiCov-class
- fiCov-class: Finite-sample covariance
- fiHampel: Generating function for fiHampel-class
- fiHampel-class: Finite-sample Hampel risk
- fiMSE: Generating function for fiMSE-class
- fiMSE-class: Finite-sample mean square error
- fiRisk-class: Finite-sample risk
- fiUnOvShoot: Generating function for fiUnOvShoot-class
- fiUnOvShoot-class: Finite-sample under-/overshoot probability
- FunctionSymmetry-class: Class of Symmetries for Functions
- FunSymmList: Generating function for FunSymmList-class
- FunSymmList-class: List of Symmetries for a List of Functions
- GammaFamily: Generating function for Gamma families
- InfoNorm: Generating function for InfoNorm-class
- internalClassUnions-class: Class unions in 'distrMod'
- internal-methods: Methods for Function .checkEstClassForParamFamily in Package...
- internalmleHelpers: Internal helper functions for treating MCEstimators in...
- InternalReturnClasses-class: Internal return classes for generating functions
- internals: Internal functions of package distrMod
- internals-qqplot: Internal functions for qqplot of package distrMod
- isKerAinKerB: isKerAinKerB
- L2GroupFamily-class: L2 differentiable parametric group family
- L2LocationFamily: Generating function for L2LocationFamily-class
- L2LocationFamily-class: L2 differentiable parametric group family
- L2LocationScaleFamily: Generating function for L2LocationScaleFamily-class
- L2LocationScaleFamily-class: L2 differentiable parametric group family
- L2LocationUnknownScaleFamily: Generating function for L2LocationScaleFamily-class in...
- L2ParamFamily: Generating function for L2ParamFamily-class
- L2ParamFamily-class: L2 differentiable parametric family
- L2ScaleFamily: Generating function for L2ScaleFamily-class
- L2ScaleFamily-class: L2 differentiable parametric group family
- L2ScaleUnknownLocationFamily: Generating function for L2LocationScaleFamily-class in...
- LnormScaleFamily: Generating function for lognormal scale families
- MCEstimate-class: MCEstimate-class.
- MCEstimator: Function to compute minimum criterion estimates
- MDEstimator: Function to compute minimum distance estimates
- meRes: helper functions for mceCalc and mleCalc
- mleCalc-methods: Methods for functions mceCalc and mleCalc in Package...
- MLEstimator: Function to compute maximum likelihood estimates
- modifyModel-methods: Methods for function modifyModel in Package 'distrMod'
- NBinomFamily: Generating function for Nbinomial families
- negativeBias: Generating function for onesidedBias-class
- NonSymmetric: Generating function for NonSymmetric-class
- NonSymmetric-class: Class for Non-symmetric Functions
- NormLocationFamily: Generating function for normal location families
- NormLocationScaleFamily: Generating function for normal location and scale families
- NormLocationUnknownScaleFamily: Generating function for normal location families with unknown...
- norms: Norm functions
- NormScaleFamily: Generating function for normal scale families
- NormScaleUnknownLocationFamily: Generating function for normal scale families with unknown...
- NormType: Generating function for NormType-class
- NormType-class: Norm Type
- OddSymmetric: Generating function for OddSymmetric-class
- OddSymmetric-class: Class for Odd Functions
- onesidedBias-class: onesided Bias Type
- ParamFamily: Generating function for ParamFamily-class
- ParamFamily-class: Parametric family of probability measures.
- ParamFamParameter: Generating function for ParamFamParameter-class
- ParamFamParameter-class: Parameter of a parametric family of probability measures
- PoisFamily: Generating function for Poisson families
- positiveBias: Generating function for onesidedBias-class
- print-methods: Common 'print' Methods for S4 classes in Package 'distrMod'
- ProbFamily-class: Family of probability measures
- QFNorm: Generating function for QFNorm-class
- QFnorm-class: Norm classes for norms based on quadratic forms
- qqplot: Methods for Function qqplot in Package 'distrMod'
- returnlevelplot: Methods for Function returnlevelplot in Package 'distrMod'
- RiskType-class: Risk
- SelfNorm: Generating function for SelfNorm-class
- symmetricBias: Generating function for symmetricBias-class
- symmetricBias-class: symmetric Bias Type
- trafoEst: Function trafoEst in Package 'distrMod'
- trafo-methods: Methods for function trafo in Package 'distrMod'
- trAsCov: Generating function for trAsCov-class
- trAsCov-class: Trace of asymptotic covariance
- trFiCov: Generating function for trFiCov-class
- trFiCov-class: Trace of finite-sample covariance
- validParameter-methods: Methods for function validParameter in Package 'distrMod'