ROptEst: Optimally Robust Estimation

Optimally robust estimation in general smoothly parameterized models using S4 classes and methods.

AuthorMatthias Kohl [cre, cph], Mykhailo Pupashenko [ctb] (contributed wrapper functions for diagnostic plots), Gerald Kroisandt [ctb] (contributed testing routines), Peter Ruckdeschel [aut, cph]
Date of publication2016-09-05 06:43:04
MaintainerMatthias Kohl <Matthias.Kohl@stamats.de>
LicenseLGPL-3
Version1.0
http://robast.r-forge.r-project.org/

View on R-Forge

Man pages

0ROptEst-package: Optimally robust estimation

asAnscombe: Generating function for asAnscombe-class

asAnscombe-class: Asymptotic Anscombe risk

asL1: Generating function for asMSE-class

asL1-class: Asymptotic mean absolute error

asL4: Generating function for asL4-class

asL4-class: Asymptotic mean power 4 error

cniperCont: Functions for Computation and Plot of Cniper Contamination...

CniperPointPlotWrapper: Wrapper function for cniperPointPlot - Computation and Plot...

comparePlot: Compare - Plots

getAsGRiskFct-methods: Methods for Function get.asGRisk.fct in Package 'ROptEst'

getAsRisk: Generic Function for Computation of Asymptotic Risks

getBiasIC: Generic function for the computation of the asymptotic bias...

getFiRisk: Generic Function for Computation of Finite-Sample Risks

getFixClip: Generic Function for the Computation of the Optimal Clipping...

getFixRobIC: Generic Function for the Computation of Optimally Robust ICs

getIneffDiff: Generic Function for the Computation of Inefficiency...

getInfCent: Generic Function for the Computation of the Optimal Centering...

getInfClip: Generic Function for the Computation of the Optimal Clipping...

getInfGamma: Generic Function for the Computation of the Optimal Clipping...

getinfLM: Functions to determine Lagrange multipliers

getInfRad: Generic Function for the Computation of the Optimal Radius...

getInfRobIC: Generic Function for the Computation of Optimally Robust ICs

getInfStand: Generic Function for the Computation of the Standardizing...

getInfV: Generic Function for the Computation of the asymptotic...

getL1normL2deriv: Calculation of L1 norm of L2derivative

getL2normL2deriv: Calculation of L2 norm of L2derivative

getMaxIneff: getMaxIneff - computation of the maximal inefficiency of an...

getModifyIC: Generic Function for the Computation of Functions for Slot...

getRadius: Computation of the Optimal Radius for Given Clipping Bound

getReq: getReq - computation of the radius interval where IC1 is...

getRiskFctBV-methods: Methods for Function getRiskFctBV in Package 'ROptEst'

getRiskIC: Generic function for the computation of a risk for an IC

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

inputGenerator: Input generating functions for function 'robest'

internal_Cniperplots: Internal / Helper functions of package ROptEst for cniper...

internal-interpolate: Internal helper functions for generating interpolation grids...

internalMBRE: Internal / Helper function of package ROptEst for MBRE...

internalRobestHelpers: Internal / Helper functions of package ROptEst for function...

internals: Internal / Helper functions of package ROptEst

leastFavorableRadius: Generic Function for the Computation of Least Favorable Radii

lowerCaseRadius: Computation of the lower case radius

minmaxBias: Generic Function for the Computation of Bias-Optimally Robust...

optIC: Generic function for the computation of optimally robust ICs

optRisk: Generic function for the computation of the minimal risk

plot-methods: Methods for Function plot in Package 'ROptEst'

radiusMinimaxIC: Generic function for the computation of the radius minimax IC

robest: Optimally robust estimation

roptest: Optimally robust estimation

updateNorm-methods: Methods for Function updateNorm in Package 'ROptEst'

Functions

asAnscombe Man page
asAnscombe-class Man page
asL1 Man page
asL1-class Man page
asL4 Man page
asL4-class Man page
.checkPIC Man page
.checkUpLow Man page
cniperCont Man page
cniperPoint Man page
cniperPointPlot Man page
CniperPointPlot Man page
comparePlot Man page
comparePlot,IC,IC-method Man page
comparePlot-methods Man page
.dynScopeEval Man page
eff Man page
eff,asAnscombe-method Man page
.generateInterpGrid Man page
genkStepCtrl Man page
gennbCtrl Man page
genstartCtrl Man page
get.asGRisk.fct Man page
get.asGRisk.fct,asL1-method Man page
get.asGRisk.fct,asL4-method Man page
get.asGRisk.fct,asMSE-method Man page
get.asGRisk.fct-methods Man page
getAsRisk Man page
getAsRisk,asAnscombe,RealRandVariable,ContNeighborhood,ANY-metho Man page
getAsRisk,asAnscombe,UnivariateDistribution,UncondNeighborhood,A Man page
getAsRisk,asBias,RealRandVariable,ContNeighborhood,ANY-method Man page
getAsRisk,asBias,RealRandVariable,TotalVarNeighborhood,ANY-metho Man page
getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,ANY-met Man page
getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,asymmet Man page
getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,oneside Man page
getAsRisk,asBias,UnivariateDistribution,TotalVarNeighborhood,ANY Man page
getAsRisk,asCov,RealRandVariable,ContNeighborhood,ANY-method Man page
getAsRisk,asCov,UnivariateDistribution,ContNeighborhood,ANY-meth Man page
getAsRisk,asCov,UnivariateDistribution,TotalVarNeighborhood,ANY- Man page
getAsRisk,asL1,UnivariateDistribution,Neighborhood,ANY-method Man page
getAsRisk,asL4,UnivariateDistribution,Neighborhood,ANY-method Man page
getAsRisk,asMSE,EuclRandVariable,Neighborhood,ANY-method Man page
getAsRisk,asMSE,UnivariateDistribution,Neighborhood,ANY-method Man page
getAsRisk,asSemivar,UnivariateDistribution,Neighborhood,onesided Man page
getAsRisk,asUnOvShoot,UnivariateDistribution,UncondNeighborhood, Man page
getAsRisk-methods Man page
getAsRisk,trAsCov,RealRandVariable,ContNeighborhood,ANY-method Man page
getAsRisk,trAsCov,UnivariateDistribution,UncondNeighborhood,ANY- Man page
getBiasIC Man page
getBiasIC,HampIC,UncondNeighborhood-method Man page
getBiasIC-methods Man page
getBiasIC,TotalVarIC,UncondNeighborhood-method Man page
.getExtremeCoordIC Man page
getFiRisk Man page
getFiRisk,fiUnOvShoot,Norm,ContNeighborhood-method Man page
getFiRisk,fiUnOvShoot,Norm,TotalVarNeighborhood-method Man page
getFiRisk-methods Man page
getFixClip Man page
getFixClip-methods Man page
getFixClip,numeric,Norm,fiUnOvShoot,ContNeighborhood-method Man page
getFixClip,numeric,Norm,fiUnOvShoot,TotalVarNeighborhood-method Man page
getFixRobIC Man page
getFixRobIC-methods Man page
getFixRobIC,Norm,fiUnOvShoot,UncondNeighborhood-method Man page
.getFunCnip Man page
getIneffDiff Man page
getIneffDiff-methods Man page
getIneffDiff,numeric,L2ParamFamily,UncondNeighborhood,asMSE-meth Man page
getInfCent Man page
getInfCent-methods Man page
getInfCent,RealRandVariable,ContNeighborhood,BiasType-method Man page
getInfCent,RealRandVariable,TotalVarNeighborhood,BiasType-method Man page
getInfCent,UnivariateDistribution,ContNeighborhood,asymmetricBia Man page
getInfCent,UnivariateDistribution,ContNeighborhood,BiasType-meth Man page
getInfCent,UnivariateDistribution,ContNeighborhood,onesidedBias- Man page
getInfCent,UnivariateDistribution,TotalVarNeighborhood,BiasType- Man page
getInfClip Man page
getInfClip-methods Man page
getInfClip,numeric,EuclRandVariable,asMSE,UncondNeighborhood-met Man page
getInfClip,numeric,UnivariateDistribution,asL1,ContNeighborhood- Man page
getInfClip,numeric,UnivariateDistribution,asL1,TotalVarNeighborh Man page
getInfClip,numeric,UnivariateDistribution,asL4,ContNeighborhood- Man page
getInfClip,numeric,UnivariateDistribution,asL4,TotalVarNeighborh Man page
getInfClip,numeric,UnivariateDistribution,asMSE,ContNeighborhood Man page
getInfClip,numeric,UnivariateDistribution,asMSE,TotalVarNeighbor Man page
getInfClip,numeric,UnivariateDistribution,asSemivar,ContNeighbor Man page
getInfClip,numeric,UnivariateDistribution,asUnOvShoot,UncondNeig Man page
getInfGamma Man page
getInfGamma-methods Man page
getInfGamma,RealRandVariable,asMSE,ContNeighborhood,BiasType-met Man page
getInfGamma,RealRandVariable,asMSE,TotalVarNeighborhood,BiasType Man page
getInfGamma,UnivariateDistribution,asGRisk,ContNeighborhood,Bias Man page
getInfGamma,UnivariateDistribution,asGRisk,TotalVarNeighborhood, Man page
getInfGamma,UnivariateDistribution,asMSE,ContNeighborhood,asymme Man page
getInfGamma,UnivariateDistribution,asMSE,ContNeighborhood,onesid Man page
getInfGamma,UnivariateDistribution,asUnOvShoot,ContNeighborhood, Man page
getInfLM Man page
getInfRad Man page
getInfRad-methods Man page
getInfRad,numeric,EuclRandVariable,asMSE,UncondNeighborhood-meth Man page
getInfRad,numeric,UnivariateDistribution,asL1,ContNeighborhood-m Man page
getInfRad,numeric,UnivariateDistribution,asL1,TotalVarNeighborho Man page
getInfRad,numeric,UnivariateDistribution,asL4,ContNeighborhood-m Man page
getInfRad,numeric,UnivariateDistribution,asL4,TotalVarNeighborho Man page
getInfRad,numeric,UnivariateDistribution,asMSE,ContNeighborhood- Man page
getInfRad,numeric,UnivariateDistribution,asMSE,TotalVarNeighborh Man page
getInfRad,numeric,UnivariateDistribution,asSemivar,ContNeighborh Man page
getInfRad,numeric,UnivariateDistribution,asUnOvShoot,UncondNeigh Man page
getInfRobIC Man page
getInfRobIC-methods Man page
getInfRobIC,RealRandVariable,asAnscombe,UncondNeighborhood-metho Man page
getInfRobIC,RealRandVariable,asBias,UncondNeighborhood-method Man page
getInfRobIC,RealRandVariable,asCov,UncondNeighborhood-method Man page
getInfRobIC,RealRandVariable,asGRisk,UncondNeighborhood-method Man page
getInfRobIC,RealRandVariable,asHampel,UncondNeighborhood-method Man page
getInfRobIC,UnivariateDistribution,asAnscombe,UncondNeighborhood Man page
getInfRobIC,UnivariateDistribution,asBias,UncondNeighborhood-met Man page
getInfRobIC,UnivariateDistribution,asCov,ContNeighborhood-method Man page
getInfRobIC,UnivariateDistribution,asCov,TotalVarNeighborhood-me Man page
getInfRobIC,UnivariateDistribution,asGRisk,UncondNeighborhood-me Man page
getInfRobIC,UnivariateDistribution,asHampel,UncondNeighborhood-m Man page
getInfRobIC,UnivariateDistribution,asUnOvShoot,UncondNeighborhoo Man page
getInfStand Man page
getInfStand-methods Man page
getInfStand,RealRandVariable,UncondNeighborhood,BiasType-method Man page
getInfStand,UnivariateDistribution,ContNeighborhood,asymmetricBi Man page
getInfStand,UnivariateDistribution,ContNeighborhood,BiasType-met Man page
getInfStand,UnivariateDistribution,ContNeighborhood,onesidedBias Man page
getInfStand,UnivariateDistribution,TotalVarNeighborhood,BiasType Man page
getInfV Man page
getInfV-methods Man page
getInfV,RealRandVariable,ContNeighborhood,BiasType-method Man page
getInfV,RealRandVariable,TotalVarNeighborhood,BiasType-method Man page
getInfV,UnivariateDistribution,ContNeighborhood,asymmetricBias-m Man page
getInfV,UnivariateDistribution,ContNeighborhood,BiasType-method Man page
getInfV,UnivariateDistribution,ContNeighborhood,onesidedBias-met Man page
getInfV,UnivariateDistribution,TotalVarNeighborhood,BiasType-met Man page
getL1normL2deriv Man page
getL1normL2deriv-methods Man page
getL1normL2deriv,RealRandVariable-method Man page
getL1normL2deriv,UnivariateDistribution-method Man page
getL2normL2deriv Man page
getLagrangeMultByIter Man page
getLagrangeMultByOptim Man page
.getLMGrid Man page
.getLowerSol Man page
.getLowUpB Man page
getMaxIneff Man page
getModifyIC Man page
getModifyIC,L2LocationFamily,UncondNeighborhood,asGRisk-method Man page
getModifyIC,L2LocationFamily,UncondNeighborhood,fiUnOvShoot-meth Man page
getModifyIC,L2LocationScaleFamily,UncondNeighborhood,asGRisk-met Man page
getModifyIC,L2ParamFamily,Neighborhood,asRisk-method Man page
getModifyIC,L2ScaleFamily,UncondNeighborhood,asGRisk-method Man page
getModifyIC-methods Man page
getRadius Man page
getReq Man page
getRiskFctBV Man page
getRiskFctBV,asL1,ANY-method Man page
getRiskFctBV,asL4,ANY-method Man page
getRiskFctBV-methods Man page
getRiskIC Man page
getRiskIC,HampIC,asCov,missing,L2ParamFamily-method Man page
getRiskIC,HampIC,asCov,missing,missing-method Man page
getRiskIC-methods Man page
getRiskIC,TotalVarIC,asCov,missing,L2ParamFamily-method Man page
.getSB Man page
getStartIC Man page
getStartIC,ANY,ANY-method Man page
getStartIC,L2ParamFamily,asBias-method Man page
getStartIC,L2ParamFamily,asCov-method Man page
getStartIC,L2ParamFamily,asGRisk-method Man page
getStartIC,L2ParamFamily,trAsCov-method Man page
getStartIC-methods Man page
.getUpperSol Man page
inputGenerators Man page
internalInterpolate Man page
internal_interpolate_helpers Man page
internals_for_MBRE_computation Man page
internals_for_ROptEst Man page
internals_for_ROptEst_Cniperplots Man page
internals_for_ROptEst_robest Man page
leastFavorableRadius Man page
leastFavorableRadius,L2ParamFamily,UncondNeighborhood,asGRisk-me Man page
leastFavorableRadius-methods Man page
.legendCoord Man page
.LowerCaseMultivariate Man page
.LowerCaseMultivariateTV Man page
lowerCaseRadius Man page
lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,ANY-method Man page
lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,asymmetricB Man page
lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,onesidedBia Man page
lowerCaseRadius,L2ParamFamily,TotalVarNeighborhood,asMSE,ANY-met Man page
lowerCaseRadius-methods Man page
lowerCaseRadius,UnivariateDistribution,ContNeighborhood,asMSE,on Man page
.MBRE.th Man page
minmaxBias Man page
minmaxBias-methods Man page
minmaxBias,RealRandVariable,ContNeighborhood,BiasType-method Man page
minmaxBias,RealRandVariable,TotalVarNeighborhood,BiasType-method Man page
minmaxBias,UnivariateDistribution,ContNeighborhood,asymmetricBia Man page
minmaxBias,UnivariateDistribution,ContNeighborhood,BiasType-meth Man page
minmaxBias,UnivariateDistribution,ContNeighborhood,onesidedBias- Man page
minmaxBias,UnivariateDistribution,TotalVarNeighborhood,BiasType- Man page
.OMSE.th Man page
optIC Man page
optIC,FixRobModel,fiUnOvShoot-method Man page
optIC,InfRobModel,asRisk-method Man page
optIC,InfRobModel,asUnOvShoot-method Man page
optIC-methods Man page
optRisk Man page
optRisk,FixRobModel,fiUnOvShoot-method Man page
optRisk,InfRobModel,asRisk-method Man page
optRisk,L2ParamFamily,asCov-method Man page
optRisk-methods Man page
plot Man page
.plotData Man page
plot,IC,missing-method Man page
plot-methods Man page
.plotRescaledAxis Man page
radiusMinimaxIC Man page
radiusMinimaxIC,L2ParamFamily,UncondNeighborhood,asGRisk-method Man page
radiusMinimaxIC-methods Man page
.readGridFromCSV Man page
.rescalefct Man page
.RMXE.th Man page
robest Man page
roptest Man page
ROptEst Man page
roptest.old Man page
ROptEst-package Man page
.saveGridToCSV Man page
scaleUpdateIC Man page
scaleUpdateIC,ContNeighborhood-method Man page
scaleUpdateIC-methods Man page
scaleUpdateIC,TotalVarNeighborhood-method Man page
scaleUpdateIC,UncondNeighborhood-method Man page
.SelectOrderData Man page
show,asAnscombe-method Man page
updateNorm Man page
updateNorm-methods Man page
updateNorm,SelfNorm-method Man page

Files

ROptEst/DESCRIPTION
ROptEst/NAMESPACE
ROptEst/R
ROptEst/R/00internal.R ROptEst/R/AllClass.R ROptEst/R/AllGeneric.R ROptEst/R/AllPlot.R ROptEst/R/AllShow.R ROptEst/R/L1L2normL2deriv.R ROptEst/R/LowerCaseMultivariate.R ROptEst/R/asAnscombe.R ROptEst/R/asL1L4.R ROptEst/R/cniperCont.R ROptEst/R/comparePlot.R ROptEst/R/getAsGRiskfct.R ROptEst/R/getAsRisk.R ROptEst/R/getComp.R ROptEst/R/getFixClip.R ROptEst/R/getFixRobIC_fiUnOvShoot.R ROptEst/R/getIneffDiff.R ROptEst/R/getInfCent.R ROptEst/R/getInfClip.R ROptEst/R/getInfGamma.R ROptEst/R/getInfLM.R ROptEst/R/getInfRad.R ROptEst/R/getInfRobIC_asAnscombe.R ROptEst/R/getInfRobIC_asBias.R ROptEst/R/getInfRobIC_asCov.R ROptEst/R/getInfRobIC_asGRisk.R ROptEst/R/getInfRobIC_asHampel.R ROptEst/R/getInfRobIC_asUnOvShoot.R ROptEst/R/getInfStand.R ROptEst/R/getInfV.R ROptEst/R/getMaxIneff.R ROptEst/R/getModifyIC.R ROptEst/R/getRadius.R ROptEst/R/getReq.R ROptEst/R/getRiskBV.R ROptEst/R/getRiskIC.R ROptEst/R/getStartIC.R ROptEst/R/internal.roptest.R ROptEst/R/internalutilsFromRobAStBase.R ROptEst/R/interpolLM.R ROptEst/R/leastFavorableRadius.R ROptEst/R/lowerCaseRadius.R ROptEst/R/optIC.R ROptEst/R/optRisk.R ROptEst/R/plotWrapper.R ROptEst/R/radiusMinimaxIC.R ROptEst/R/roptest.R ROptEst/R/roptest.new.R ROptEst/R/updateNorm.R ROptEst/R/versionSuff.R
ROptEst/inst
ROptEst/inst/CITATION
ROptEst/inst/NEWS
ROptEst/inst/TOBEDONE
ROptEst/inst/scripts
ROptEst/inst/scripts/AnscombeOrNot.R
ROptEst/inst/scripts/BinomialModel.R
ROptEst/inst/scripts/ExponentialScaleModel.R
ROptEst/inst/scripts/GammaModel.R
ROptEst/inst/scripts/GumbelLocationModel.R
ROptEst/inst/scripts/LognormalAndNormalModel.R
ROptEst/inst/scripts/MBRE.R
ROptEst/inst/scripts/NbinomModel.R
ROptEst/inst/scripts/NormalLocationModel.R
ROptEst/inst/scripts/NormalLocationScaleModel.R
ROptEst/inst/scripts/NormalScaleModel.R
ROptEst/inst/scripts/PoissonModel.R
ROptEst/inst/scripts/UnderOverShootRisk.R
ROptEst/man
ROptEst/man/0ROptEst-package.Rd ROptEst/man/CniperPointPlotWrapper.Rd ROptEst/man/asAnscombe-class.Rd ROptEst/man/asAnscombe.Rd ROptEst/man/asL1-class.Rd ROptEst/man/asL1.Rd ROptEst/man/asL4-class.Rd ROptEst/man/asL4.Rd ROptEst/man/cniperCont.Rd ROptEst/man/comparePlot.Rd ROptEst/man/getAsGRiskFct-methods.Rd ROptEst/man/getAsRisk.Rd ROptEst/man/getBiasIC.Rd ROptEst/man/getFiRisk.Rd ROptEst/man/getFixClip.Rd ROptEst/man/getFixRobIC.Rd ROptEst/man/getIneffDiff.Rd ROptEst/man/getInfCent.Rd ROptEst/man/getInfClip.Rd ROptEst/man/getInfGamma.Rd ROptEst/man/getInfRad.Rd ROptEst/man/getInfRobIC.Rd ROptEst/man/getInfStand.Rd ROptEst/man/getInfV.Rd ROptEst/man/getL1normL2deriv.Rd ROptEst/man/getL2normL2deriv.Rd ROptEst/man/getMaxIneff.Rd ROptEst/man/getModifyIC.Rd ROptEst/man/getRadius.Rd ROptEst/man/getReq.Rd ROptEst/man/getRiskFctBV-methods.Rd ROptEst/man/getRiskIC.Rd ROptEst/man/getStartIC-methods.Rd ROptEst/man/getinfLM.Rd ROptEst/man/inputGenerator.Rd ROptEst/man/internal-interpolate.Rd ROptEst/man/internalMBRE.Rd ROptEst/man/internalRobestHelpers.Rd ROptEst/man/internal_Cniperplots.Rd ROptEst/man/internals.Rd ROptEst/man/leastFavorableRadius.Rd ROptEst/man/lowerCaseRadius.Rd ROptEst/man/minmaxBias.Rd ROptEst/man/optIC.Rd ROptEst/man/optRisk.Rd ROptEst/man/plot-methods.Rd ROptEst/man/radiusMinimaxIC.Rd ROptEst/man/robest.Rd ROptEst/man/roptest.Rd ROptEst/man/updateNorm-methods.Rd

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