checkIF: Check IF Properties

View source: R/checkIF.R

checkIFR Documentation

Check IF Properties

Description

The function checkIF checkes whether the IF properties are fulfilled, which are Fisher consistency, centring and for positive finite radius the MSE equation. For more details see Rieder (1994) or Kohl (2005).

Usage

checkIF(x, ...)

## S3 method for class 'optIF'
checkIF(x, rel.tol = .Machine$double.eps^0.5, ...)

## S3 method for class 'rmx'
checkIF(x, rel.tol = .Machine$double.eps^0.5, ...)

## S3 method for class 'checkIF'
print(x, digits = getOption("digits"), prefix = " ", ...)

Arguments

x

object of S3 class optIF or rmx.

rel.tol

relative accuracy requested; see integrate.

digits

minimal number of significant digits.

prefix

string, passed to strwrap.

...

further arguments passed through.

Details

The function is inspired by the function checkIC of the RobASt-family of packages.

Value

An object of class "checkIF" is returned. It contails at least the following arguments:

Fisher

precision of Fisher consistency condition.

center

precision of centering.

mse.eq

precision of MSE equation. NULL, if neighborhood radius = 0 (ML estimator) or radius = Inf (minimum bias solution).

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

Kohl, M. (2005). Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

See Also

optIF, rmx

Examples

IF <- optIF(radius = 0.1)
checkIF(IF)
RMX <- rmx(rnorm(20))
checkIF(RMX)

stamats/rmx documentation built on Sept. 29, 2023, 7:13 p.m.