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

Description Usage Arguments Details Value Methods Author(s) See Also

Description

getStartIC computes the optimally-robust IC to be used as argument ICstart in kStepEstimator.

Usage

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getStartIC(model, risk, ...)
## S4 method for signature 'ANY,ANY'
getStartIC(model, risk, ...)
## S4 method for signature 'L2ParamFamily,asGRisk'
getStartIC(model, risk, ...,
                      withEvalAsVar = TRUE, withMakeIC = FALSE, ..debug=FALSE,
                      modifyICwarn = NULL, diagnostic = FALSE)
## S4 method for signature 'L2ParamFamily,asBias'
getStartIC(model, risk, ..., withMakeIC = FALSE,
        ..debug=FALSE, modifyICwarn = NULL, diagnostic = FALSE)
## S4 method for signature 'L2ParamFamily,asCov'
getStartIC(model, risk, ..., withMakeIC = FALSE,
    ..debug=FALSE)
## S4 method for signature 'L2ParamFamily,trAsCov'
getStartIC(model, risk, ..., withMakeIC = FALSE,
    ..debug=FALSE)
## S4 method for signature 'L2ParamFamily,asAnscombe'
getStartIC(model, risk, ...,
                      withEvalAsVar = TRUE, withMakeIC = FALSE, ..debug=FALSE,
                      modifyICwarn = NULL, diagnostic = FALSE)
## S4 method for signature 'L2LocationFamily,interpolRisk'
getStartIC(model, risk, ...)
## S4 method for signature 'L2ScaleFamily,interpolRisk'
getStartIC(model, risk, ...)
## S4 method for signature 'L2LocationScaleFamily,interpolRisk'
getStartIC(model, risk, ...)

Arguments

model

normtype of class NormType

risk

normtype of class NormType

...

further arguments to be passed to specific methods.

withEvalAsVar

logical (of length 1): if TRUE, risks based on covariances are to be evaluated (default), otherwise just a call is returned.

withMakeIC

logical; if TRUE the IC is passed through makeIC before return.

..debug

logical; if TRUE information for debugging is issued.

modifyICwarn

logical: should a (warning) information be added if modifyIC is applied and hence some optimality information could no longer be valid? Defaults to NULL in which case this value is taken from RobAStBaseOptions.

diagnostic

logical; if TRUE, diagnostic information on the performed integrations is gathered and shipped out as an attribute diagnostic of the return value of the estimators.

Details

getStartIC is used internally in functions robest and roptest to compute the optimally robust influence function according to the arguments given to them.

Value

An IC of type HampIC.

Methods

getStartIC

signature(model = "ANY", risk = "ANY"): issue that this is not yet implemented.

getStartIC

signature(model = "L2ParamFamily", risk = "asGRisk"): depending on the values of argument eps (to be passed on through the ... argument) computes the optimally robust influence function on the fly via calls to optIC or radiusMinimaxIC.

getStartIC

signature(model = "L2ParamFamily", risk = "asBias"): computes the most-bias-robust influence function on the fly via calls to optIC.

getStartIC

signature(model = "L2ParamFamily", risk = "asCov"): computes the classically optimal influence function on the fly via calls to optIC.

getStartIC

signature(model = "L2ParamFamily", risk = "trAsCov"): computes the classically optimal influence function on the fly via calls to optIC.

Author(s)

Peter Ruckdeschel [email protected]

See Also

robest,optIC, radiusMinimaxIC


ROptEst documentation built on May 2, 2019, 5:45 p.m.