mov2bckRef-methods: Methods for Functions moving from and to reference parameter...

In RobExtremes: Optimally Robust Estimation for Extreme Value Distributions

Methods for Functions moving from and to reference parameter in Package ‘RobExtremes’

Description

In optIC a gain in accuracy can be obtained when computing the optimally-robust ICs at a reference parameter of the model (instead of an arbtirary one). To this end, moveL2Fam2RefParam moved the model to the reference parameter and moveICBackFromRefParam moves the obtained optimal IC back to the original parameter.

Usage

moveL2Fam2RefParam(L2Fam, ...)
       moveICBackFromRefParam(IC, L2Fam,...)

Arguments

L2Fam	object of class L2ParamFamily
IC	IC of class HampIC
...	further arguments to be passed to particular methods

Details

moveL2Fam2RefParam and moveICBackFromRefParam are used internally in functions robest and roptest to compute the optimally robust influence function according to the arguments given to them.

Value

moveL2Fam2RefParam	the L2 Family transformed to reference parameter.
moveICBackFromRefParam	the backtransformed IC.

Methods

moveL2Fam2RefParam

signature(L2Fam = "L2ScaleShapeUnion"): moves L2Fam to scale 1 (and, if existing location to 0).

moveICBackFromRefParam

signature(IC = "IC", L2Fam = "L2ScaleShapeUnion"): moves IC in IC back to original location and scale in L2Fam (and in addition changes Lagrange multipliers accordingly), rescaling risk where necessary.

moveICBackFromRefParam

signature(IC = "IC", L2Fam = "L2LocScaleShapeUnion"): moves IC in IC back to original location and scale in L2Fam (and in addition changes Lagrange multipliers accordingly), rescaling risk where necessary.

Author(s)

Peter Ruckdeschel [e-mail]

See Also

robest,optIC, radiusMinimaxIC

RobExtremes documentation built on Jan. 12, 2025, 3:02 a.m.