Nothing
###############################################################################
## Classical optimal IC (optimal in sense of the Cramer-Rao bound)
###############################################################################
setMethod("optIC", signature(model = "L2ParamFamily", risk = "asCov"),
function(model, risk, withMakeIC = FALSE, ...){
Curve <- as((trafo(model@param) %*% distr::solve(model@FisherInfo)) %*% model@L2deriv, "EuclRandVariable")
asCov <- trafo(model@param) %*% distr::solve(model@FisherInfo) %*% t(trafo(model@param))
modifyIC <- function(L2Fam, IC, withMakeIC=FALSE, ...){ optIC(L2Fam, asCov()) }
L2call <- model@fam.call
L2call$trafo <- trafo(model)
IC.o <- IC(
name = paste("Classical optimal influence curve for", model@name),
CallL2Fam = L2call,
Curve = EuclRandVarList(Curve),
modifyIC = modifyIC,
Risks = list(asCov = asCov, trAsCov = sum(diag(asCov))),
Infos = matrix(c("optIC", "optimal IC in sense of Cramer-Rao bound"),
ncol = 2, dimnames = list(character(0), c("method", "message"))))
if(withMakeIC) IC.o <- makeIC(IC.o,model, ...)
return(IC.o)
})
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