inputGenerator: Input generating functions for function 'robest'

Description Usage Arguments Details Author(s) See Also Examples

Description

Generating functions to generate structured input for function robest.

Usage

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genkStepCtrl(useLast = getRobAStBaseOption("kStepUseLast"),
                    withUpdateInKer = getRobAStBaseOption("withUpdateInKer"),
                    IC.UpdateInKer = getRobAStBaseOption("IC.UpdateInKer"),
                    withICList = getRobAStBaseOption("withICList"),
                    withPICList = getRobAStBaseOption("withPICList"),
                    scalename = "scale", withLogScale = TRUE,
                    withEvalAsVar = NULL, withMakeIC = FALSE,
                    E.argList = NULL)
genstartCtrl(initial.est = NULL, initial.est.ArgList = NULL,
                        startPar = NULL, distance = CvMDist, withMDE = NULL,
                        E.argList = NULL)
gennbCtrl(neighbor = ContNeighborhood(), eps, eps.lower, eps.upper)
genstartICCtrl(withMakeIC = FALSE, withEvalAsVar = NULL, modifyICwarn = NULL,
               E.argList = NULL)

Arguments

useLast

which parameter estimate (initial estimate or k-step estimate) shall be used to fill the slots pIC, asvar and asbias of the return value.

withUpdateInKer

if there is a non-trivial trafo in the model with matrix D, shall the parameter be updated on ker(D)?

IC.UpdateInKer

if there is a non-trivial trafo in the model with matrix D, the IC to be used for this; if NULL the result of getboundedIC(L2Fam,D) is taken; this IC will then be projected onto ker(D).

withICList

logical: shall slot ICList of return value be filled?

withPICList

logical: shall slot pICList of return value be filled?

scalename

character: name of the respective scale component.

withLogScale

logical; shall a scale component (if existing and found with name scalename) be computed on log-scale and backtransformed afterwards? This avoids crossing 0.

withEvalAsVar

logical or NULL: if TRUE (default), tells R to evaluate the asymptotic variance or if FALSE just to produces a call to do so. If withEvalAsVar is NULL (default), the content of slot .withEvalAsVar in the L2 family is used instead to take this decision.

withMakeIC

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

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.

initial.est

initial estimate for unknown parameter. If missing minimum distance estimator is computed.

initial.est.ArgList

a list of arguments to be given to argument start if the latter is a function; this list by default already starts with two unnamed items, the sample x, and the model L2Fam.

startPar

initial information used by optimize resp. optim; i.e; if (total) parameter is of length 1, startPar is a search interval, else it is an initial parameter value; if NULL slot startPar of ParamFamily is used to produce it; in the multivariate case, startPar may also be of class Estimate, in which case slot untransformed.estimate is used.

distance

distance function

withMDE

logical or NULL: Shall a minimum distance estimator be used as starting estimator in roptest() / robest()—in addition to the function given in argument startPar of the current function or, if the argument is NULL, in slot startPar of the L2 family? If NULL (default) the content of slot .withMDE in the L2 family is used instead to take this decision.

neighbor

object of class "UncondNeighborhood"

eps

positive real (0 < eps <= 0.5): amount of gross errors. See details below.

eps.lower

positive real (0 <= eps.lower <= eps.upper): lower bound for the amount of gross errors. See details below.

eps.upper

positive real (eps.lower <= eps.upper <= 0.5): upper bound for the amount of gross errors. See details below.

E.argList

NULL (default) or a list of arguments to be passed to calls to E; appears (and may vary from instance to instance) as argument in the generators genkStepCtrl, genstartCtrl genstartICCtrl. The one in genstartCtrl is used for MDEstimator in case initial.est is NULL only. Arguments for calls to E in an explicit function argument initial.est should be entered to argument initial.est.ArgList. Potential clashes with arguments of the same name in ... are resolved by inserting the items of argument list E.argList as named items to the argument lists, so in case of collisions the item of E.argList overwrites the existing one from ....

Details

All these functions bundle their respective input to (reusable) lists which can be used as arguments in function robest. For details, see this function.

Author(s)

Matthias Kohl [email protected],
Peter Ruckdeschel [email protected]

See Also

roblox, L2ParamFamily-class UncondNeighborhood-class, RiskType-class

Examples

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