ROptEst: Optimally Robust Estimation

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

Author
Matthias Kohl [cre, cph], Mykhailo Pupashenko [ctb] (contributed wrapper functions for diagnostic plots), Gerald Kroisandt [ctb] (contributed testing routines), Peter Ruckdeschel [aut, cph]
Date of publication
2016-09-05 06:43:04
Maintainer
Matthias Kohl <Matthias.Kohl@stamats.de>
License
LGPL-3
Version
1.0
URLs

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'

Files in this package

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