ROptEst: Optimally Robust Estimation
Version 1.0.1

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

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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 publication2017-04-23 07:49:59
MaintainerMatthias Kohl <Matthias.Kohl@stamats.de>
LicenseLGPL-3
Version1.0.1
URL http://robast.r-forge.r-project.org/
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("ROptEst", repos="http://R-Forge.R-project.org")

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...
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

.LowerCaseMultivariate Man page
.LowerCaseMultivariateTV Man page
.MBRE.th Man page
.OMSE.th Man page
.RMXE.th Man page
.SelectOrderData Man page
.checkPIC Man page
.checkUpLow Man page
.dynScopeEval Man page
.generateInterpGrid Man page
.getExtremeCoordIC Man page
.getFunCnip Man page
.getLMGrid Man page
.getLowUpB Man page
.getLowerSol Man page
.getSB Man page
.getUpperSol Man page
.legendCoord Man page
.plotData Man page
.plotRescaledAxis Man page
.readGridFromCSV Man page
.rescalefct Man page
.saveGridToCSV Man page
CniperPointPlot Man page Source code
MBRE.th Source code
OMSE.th Source code
RMXE.th Source code
ROptEst Man page
ROptEst-package Man page
SelectOrderData Source code
asAnscombe Man page Source code
asAnscombe-class Man page
asL1 Man page
asL1-class Man page
asL4 Man page
asL4-class Man page
cexscale Source code
check.eps Source code
checkPIC Source code
checkUpLow Source code
cniperCont Man page Source code
cniperPoint Man page Source code
cniperPointPlot Man page Source code
comparePlot Man page
comparePlot,IC,IC-method Man page
comparePlot-methods Man page
constructArg.list Source code
deleteDotsABLINE Source code
deleteDotsTEXT Source code
dynScopeEval Source code
eff Man page
eff,asAnscombe-method Man page
evalListRec Source code
fix.in.defaults Source code
generateInterpGrid Source code
genkStepCtrl Man page Source code
gennbCtrl Man page Source code
genstartCtrl Man page Source code
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,trAsCov,RealRandVariable,ContNeighborhood,ANY-method Man page
getAsRisk,trAsCov,UnivariateDistribution,UncondNeighborhood,ANY- Man page
getAsRisk-methods Man page
getBiasIC Man page
getBiasIC,HampIC,UncondNeighborhood-method Man page
getBiasIC,TotalVarIC,UncondNeighborhood-method Man page
getBiasIC-methods Man page
getComp Source code
getExtremeCoordIC Source code
getFixClip Man page
getFixClip,numeric,Norm,fiUnOvShoot,ContNeighborhood-method Man page
getFixClip,numeric,Norm,fiUnOvShoot,TotalVarNeighborhood-method Man page
getFixClip-methods Man page
getFixRobIC Man page
getFixRobIC,Norm,fiUnOvShoot,UncondNeighborhood-method Man page
getFixRobIC-methods Man page
getFunCnip Source code
getIneffDiff Man page
getIneffDiff,numeric,L2ParamFamily,UncondNeighborhood,asMSE-meth Man page
getIneffDiff-methods Man page
getInfCent Man page
getInfCent,RealRandVariable,ContNeighborhood,BiasType-method Man page
getInfCent,RealRandVariable,TotalVarNeighborhood,BiasType-method Man page
getInfCent,UnivariateDistribution,ContNeighborhood,BiasType-meth Man page
getInfCent,UnivariateDistribution,ContNeighborhood,asymmetricBia Man page
getInfCent,UnivariateDistribution,ContNeighborhood,onesidedBias- Man page
getInfCent,UnivariateDistribution,TotalVarNeighborhood,BiasType- Man page
getInfCent-methods Man page
getInfClip 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
getInfClip-methods Man page
getInfGamma 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
getInfGamma-methods Man page
getInfLM Man page
getInfRad 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
getInfRad-methods Man page
getInfRobIC 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
getInfRobIC-methods Man page
getInfStand Man page
getInfStand,RealRandVariable,UncondNeighborhood,BiasType-method Man page
getInfStand,UnivariateDistribution,ContNeighborhood,BiasType-met Man page
getInfStand,UnivariateDistribution,ContNeighborhood,asymmetricBi Man page
getInfStand,UnivariateDistribution,ContNeighborhood,onesidedBias Man page
getInfStand,UnivariateDistribution,TotalVarNeighborhood,BiasType Man page
getInfStand-methods Man page
getInfV Man page
getInfV,RealRandVariable,ContNeighborhood,BiasType-method Man page
getInfV,RealRandVariable,TotalVarNeighborhood,BiasType-method Man page
getInfV,UnivariateDistribution,ContNeighborhood,BiasType-method Man page
getInfV,UnivariateDistribution,ContNeighborhood,asymmetricBias-m Man page
getInfV,UnivariateDistribution,ContNeighborhood,onesidedBias-met Man page
getInfV,UnivariateDistribution,TotalVarNeighborhood,BiasType-met Man page
getInfV-methods Man page
getL1normL2deriv Man page
getL1normL2deriv,RealRandVariable-method Man page
getL1normL2deriv,UnivariateDistribution-method Man page
getL1normL2deriv-methods Man page
getL2normL2deriv Man page Source code
getLMGrid Source code
getLagrangeMultByIter Man page Source code
getLagrangeMultByOptim Man page Source code
getLowUpB Source code
getLowerSol Source code
getMaxIneff Man page Source code
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 Source code
getReq Man page Source code
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,TotalVarIC,asCov,missing,L2ParamFamily-method Man page
getRiskIC-methods Man page
getSB Source code
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 Source code
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
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,UnivariateDistribution,ContNeighborhood,asMSE,on Man page
lowerCaseRadius-methods Man page
makedotsLowLevel Source code
makedotsP Source code
minmaxBias Man page
minmaxBias,RealRandVariable,ContNeighborhood,BiasType-method Man page
minmaxBias,RealRandVariable,TotalVarNeighborhood,BiasType-method Man page
minmaxBias,UnivariateDistribution,ContNeighborhood,BiasType-meth Man page
minmaxBias,UnivariateDistribution,ContNeighborhood,asymmetricBia Man page
minmaxBias,UnivariateDistribution,ContNeighborhood,onesidedBias- Man page
minmaxBias,UnivariateDistribution,TotalVarNeighborhood,BiasType- Man page
minmaxBias-methods Man page
onLoad Source code
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
owerCaseMultivariate Source code
owerCaseMultivariateTV Source code
plot Man page
plot,IC,missing-method Man page
plot-methods Man page
plotData Source code
plotRescaledAxis Source code
pretreat Source code
radiusMinimaxIC Man page
radiusMinimaxIC,L2ParamFamily,UncondNeighborhood,asGRisk-method Man page
radiusMinimaxIC-methods Man page
readGridFromCSV Source code
rescalefct Source code
robest Man page Source code
roptest Man page Source code
roptest.old Man page Source code
sOKfsCor Source code
sOKsteps Source code
sReplicated Source code
sVirginW Source code
saveGridToCSV Source code
scaleUpdateIC Man page
scaleUpdateIC,ContNeighborhood-method Man page
scaleUpdateIC,TotalVarNeighborhood-method Man page
scaleUpdateIC,UncondNeighborhood-method Man page
scaleUpdateIC-methods Man page
show,asAnscombe-method Man page
updateNorm Man page
updateNorm,SelfNorm-method Man page
updateNorm-methods Man page
versionSuff Source code

Files

DESCRIPTION
NAMESPACE
R
R/00internal.R
R/AllClass.R
R/AllGeneric.R
R/AllPlot.R
R/AllShow.R
R/L1L2normL2deriv.R
R/LowerCaseMultivariate.R
R/asAnscombe.R
R/asL1L4.R
R/cniperCont.R
R/comparePlot.R
R/getAsGRiskfct.R
R/getAsRisk.R
R/getComp.R
R/getFixClip.R
R/getFixRobIC_fiUnOvShoot.R
R/getIneffDiff.R
R/getInfCent.R
R/getInfClip.R
R/getInfGamma.R
R/getInfLM.R
R/getInfRad.R
R/getInfRobIC_asAnscombe.R
R/getInfRobIC_asBias.R
R/getInfRobIC_asCov.R
R/getInfRobIC_asGRisk.R
R/getInfRobIC_asHampel.R
R/getInfRobIC_asUnOvShoot.R
R/getInfStand.R
R/getInfV.R
R/getMaxIneff.R
R/getModifyIC.R
R/getRadius.R
R/getReq.R
R/getRiskBV.R
R/getRiskIC.R
R/getStartIC.R
R/internal.roptest.R
R/internalutilsFromRobAStBase.R
R/interpolLM.R
R/leastFavorableRadius.R
R/lowerCaseRadius.R
R/optIC.R
R/optRisk.R
R/plotWrapper.R
R/radiusMinimaxIC.R
R/roptest.R
R/roptest.new.R
R/updateNorm.R
R/versionSuff.R
inst
inst/CITATION
inst/NEWS
inst/TOBEDONE
inst/scripts
inst/scripts/AnscombeOrNot.R
inst/scripts/BinomialModel.R
inst/scripts/ExponentialScaleModel.R
inst/scripts/GammaModel.R
inst/scripts/GumbelLocationModel.R
inst/scripts/LognormalAndNormalModel.R
inst/scripts/MBRE.R
inst/scripts/NbinomModel.R
inst/scripts/NormalLocationModel.R
inst/scripts/NormalLocationScaleModel.R
inst/scripts/NormalScaleModel.R
inst/scripts/PoissonModel.R
inst/scripts/UnderOverShootRisk.R
man
man/0ROptEst-package.Rd
man/CniperPointPlotWrapper.Rd
man/asAnscombe-class.Rd
man/asAnscombe.Rd
man/asL1-class.Rd
man/asL1.Rd
man/asL4-class.Rd
man/asL4.Rd
man/cniperCont.Rd
man/comparePlot.Rd
man/getAsGRiskFct-methods.Rd
man/getAsRisk.Rd
man/getBiasIC.Rd
man/getFixClip.Rd
man/getFixRobIC.Rd
man/getIneffDiff.Rd
man/getInfCent.Rd
man/getInfClip.Rd
man/getInfGamma.Rd
man/getInfRad.Rd
man/getInfRobIC.Rd
man/getInfStand.Rd
man/getInfV.Rd
man/getL1normL2deriv.Rd
man/getL2normL2deriv.Rd
man/getMaxIneff.Rd
man/getModifyIC.Rd
man/getRadius.Rd
man/getReq.Rd
man/getRiskFctBV-methods.Rd
man/getRiskIC.Rd
man/getStartIC-methods.Rd
man/getinfLM.Rd
man/inputGenerator.Rd
man/internal-interpolate.Rd
man/internalMBRE.Rd
man/internalRobestHelpers.Rd
man/internal_Cniperplots.Rd
man/internals.Rd
man/leastFavorableRadius.Rd
man/lowerCaseRadius.Rd
man/minmaxBias.Rd
man/optIC.Rd
man/optRisk.Rd
man/plot-methods.Rd
man/radiusMinimaxIC.Rd
man/robest.Rd
man/roptest.Rd
man/updateNorm-methods.Rd
ROptEst documentation built on May 21, 2017, 12:59 a.m.