ifPlot: Plot IF of Estimators

In stamats/rmx: Radius-Minimax Estimators

Plot IF of Estimators

Description

The function ifPlot plots the influence function (IF) of estimators.

Usage

ifPlot(x, ...)

## S3 method for class 'rmx'
ifPlot(x, add.cniper = TRUE, color.cniper = "#E18727", 
                     add.outlier = TRUE, prob.outlier = 0.001, 
                     color.outlier = "#BC3C29",
                     range.alpha = 1e-6, range.n = 501, 
                     info.digits = 2, param.digits = 2, 
                     ggplot.xlab = "x", ggplot.ylab = "IF(x)",
                     ggplot.ggtitle = NULL,
                     point.col = "#0072B5", point.alpha = 0.4, 
                     point.length.out = 5, point.range = c(1,7), 
                     plot = TRUE, ...)

Arguments

x	object of S3 class rmx.
add.cniper	logical: add cniper region; see also cniper.
color.cniper	color used for cniper region.
add.outlier	logical: add outlier region; see also cniper.
prob.outlier	probability used to define outlier region; see also cniper.
color.outlier	color used for outlier region.
range.alpha	alpha-quantile used to compute plot range, which is from range.alpha-quantile to 1-range.alpha-quantile of the fitted model.
range.n	number of points in the alpha-quantile range, generated by function seq.
info.digits	number of digits shown for info, which is the absolut/total information assigned to an observation (= length of the IF squared).
param.digits	number of digits used for the estimated parameter values, if default ggplot.ggtitle is used.
ggplot.xlab	label(s) of x-axis, recycled if length is equal to 1 and more than 1 parameter has been estimated.
ggplot.ylab	label(s) of y-axis, recycled if length is equal to 1 and more than 1 parameter has been estimated.
ggplot.ggtitle	if NULL default plot titles for each component of the IF are generated. If it is specified, it should have the same length as the number of parameters. If length is equal to 1 and more than 1 parameter has been estimated, it will be recycled.
point.col	single color used for colouring the data points.
point.alpha	alpha used for color shading.
point.length.out	number of point sizes used to visualize the absolut/total information assigned to a data point; see argument breaks of function scale_size.
point.range	a numeric vector of length 2 specifing the minimum and maximum size of the data points; see argument range of function scale_size
plot	if FALSE, the plotting is suppressed. Can be used to modify the invisibly returned plotting object.
...	further arguments passed through.

Details

The function is inspired by the plot-methods and function PlotIC of the RobASt-family of packages.

In case of optimally-robust RMX estimators computed with function rmx (S3 class rmx), the influence function is plotted in combination with the data that was used to compute the estimator. The point size is proportional to the absolute/total information (= length of the IF squared) attributed to each point.

Value

Invisible object of class ggplot or a list of ggplot objects.

Author(s)

Matthias Kohl [e-mail]

References

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

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

Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing the Radius. Statistical Methods and Applications 17(1) 13-40. Extended version: http://r-kurs.de/RRlong.pdf

M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. Statistical Methods and Application, 19(3):333-354.

See Also

rmx, optIF

Examples

ind <- rbinom(100, size=1, prob=0.05) 
x <- rnorm(100, mean=ind*3, sd=(1-ind) + ind*3)
res <- rmx(x, eps.lower = 0.01, eps.upper = 0.1)
ifPlot(res)

## plot-method
plot(res, which = 1)

## setting and passing argument
ifPlot(res, ggplot.xlab = "data", ggplot.ylab = "influence",
       ggplot.ggtitle = c("Location part of RMX-IF",
                          "Scale part of RMX-IF"))
plot(res, which = 1, 
     control = list(ifPlot = list(ggplot.xlab = "data", 
                                  ggplot.ylab = "influence",
                                  ggplot.ggtitle = c("Location part of RMX-IF",
                                                     "Scale part of RMX-IF"))))

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