Generates an object of class "WeibullFamily"
which
represents a Generalized Pareto family.
1 2 3 
scale 
positive real: scale parameter 
shape 
positive real: shape parameter 
of.interest 
character: which parameters, transformations are of interest. 
p 
real or NULL: probability needed for quantile and expected shortfall 
N 
real or NULL: expected frequency for expected loss 
trafo 
matrix or NULL: transformation of the parameter 
start0Est 
startEstimator — if 
withPos 
logical of length 1: Is shape restricted to positive values? 
withCentL2 
logical: shall L2 derivative be centered by substracting
the E()? Defaults to 
withL2derivDistr 
logical: shall the distribution of the L2 derivative
be computed? Defaults to 
..ignoreTrafo 
logical: only used internally in 
The slots of the corresponding L2 differentiable parameteric family are filled.
Object of class "WeibullFamily"
Matthias Kohl Matthias.Kohl@stamats.de
Peter Ruckdeschel peter.ruckdeschel@unioldenburg.de
Nataliya Horbenko nataliya.horbenko@itwm.fraunhofer.de
Kohl, M. (2005) Numerical Contributions to
the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
M.~Kohl, P. Ruckdeschel, H.~Rieder (2010):
Infinitesimally Robust Estimation in General Smoothly Parametrized Models.
Stat. Methods Appl., 19, 333–354.
Ruckdeschel, P. and Horbenko, N. (2011): OptimallyRobust Estimators in Generalized
Pareto Models. ArXiv 1005.1476. To appear at Statistics.
DOI: 10.1080/02331888.2011.628022.
Ruckdeschel, P. and Horbenko, N. (2012): Yet another breakdown point notion: EFSBP –illustrated at scaleshape models. Metrika, 75(8), 1025–1047.
L2ParamFamilyclass
, Weibullclass
1 2 3  (G1 < WeibullFamily())
FisherInfo(G1)
checkL2deriv(G1)

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