ParamFamParameter: Generating function for ParamFamParameter-class

In ROptEstOld: Optimally Robust Estimation - Old Version

Generating function for ParamFamParameter-class

Description

Generates an object of class "ParamFamParameter".

Usage

ParamFamParameter(name, main = numeric(0), nuisance, trafo)

Arguments

name	character string: name of parameter
main	numeric vector: main parameter
nuisance	numeric vector: nuisance paramter
trafo	matrix: transformation of the parameter

Details

If name is missing, the default “"parameter of a parametric family of probability measures"” is used. If nuisance is missing, the nuisance parameter is set to NULL. The number of columns of trafo have to be equal and the number of rows have to be not larger than the sum of the lengths of main and nuisance. If trafo is missing, no transformation to the parameter is applied; i.e., trafo is set to an identity matrix.

Value

Object of class "ParamFamParameter"

Author(s)

Matthias Kohl [e-mail]

See Also

ParamFamParameter-class

Examples

ParamFamParameter(main = 0, nuisance = 1, trafo = diag(c(1,2)))

## The function is currently defined as
function(name, main = numeric(0), nuisance, trafo){
    if(missing(name))
        name <- "parameter of a parametric family of probability measures"
    if(missing(nuisance))
        nuisance <- NULL
    if(missing(trafo))
        trafo <- diag(length(main)+length(nuisance))

    return(new("ParamFamParameter", name = name, main = main, 
               nuisance = nuisance, trafo = trafo))
}

ROptEstOld documentation built on Feb. 4, 2024, 3 p.m.