L2ParamFamily-class {distrMod} | R Documentation |
Class of L2 differentiable parametric families.
Objects can be created by calls of the form new("L2ParamFamily", ...)
.
More frequently they are created via the generating function
L2ParamFamily
.
name
:"ProbFamily"
]
object of class "character"
:
name of the family. distribution
:"ProbFamily"
]
object of class "Distribution"
:
member of the family. distrSymm
:"ProbFamily"
]
object of class "DistributionSymmetry"
:
symmetry of distribution
. param
:"ParamFamily"
]
object of class "ParamFamParameter"
:
parameter of the family. fam.call
:"ParamFamily"
]
object of class "call"
:
call by which parametric family was produced.makeOKPar
:"ParamFamily"
]
object of class "function"
:
has argument param
— the (total) parameter,
returns valid parameter; used if optim
resp. optimize
—
try to use ``illegal'' parameter values; then makeOKPar
makes
a valid parameter value out of the illegal one.startPar
:"ParamFamily"
]
object of class "function"
:
has argument x
— the data,
returns starting parameter for optim
resp. optimize
—
a starting estimator in case parameter is multivariate
or a search interval in case parameter is univariate.modifyParam
:"ParamFamily"
]
object of class "function"
:
mapping from the parameter space (represented by "param"
)
to the distribution space (represented by "distribution"
). props
:"ProbFamily"
]
object of class "character"
:
properties of the family. L2deriv
:"EuclRandVariable"
:
L2 derivative of the family. L2deriv.fct
:"function"
: mapping from
the parameter space (argument param
of class
"ParamFamParameter"
) to a mapping from observation x
to the
value of the L2derivative; L2deriv.fct
is then used from observation
x
to value of the L2derivative; L2deriv.fct
is used by
modifyModel
to move the L2deriv according to a change in the
parameter L2derivSymm
:"FunSymmList"
:
symmetry of the maps included in L2deriv
. L2derivDistr
:"UnivarDistrList"
:
list which includes the distribution of L2deriv
. L2derivDistrSymm
:"DistrSymmList"
:
symmetry of the distributions included in L2derivDistr
. FisherInfo.fct
:"function"
:
mapping from the parameter space (argument param
of class
"ParamFamParameter"
) to the set of positive
semidefinite matrices; FisherInfo.fct
is used by modifyModel
to
move the Fisher information according to a change in the parameter FisherInfo
:"PosDefSymmMatrix"
:
Fisher information of the family.
Class "ParamFamily"
, directly.
Class "ProbFamily"
, by class "ParamFamily"
.
signature(object = "L2ParamFamily")
:
accessor function for L2deriv
. signature(object = "L2ParamFamily",
param = "ParamFamParameter")
:
returns the L2derivative at param
, i.e.
evaluates slot function L2deriv.fct
at param
. signature(object = "L2ParamFamily")
:
accessor function for L2derivSymm
. signature(object = "L2ParamFamily")
:
accessor function for L2derivDistr
. signature(object = "L2ParamFamily")
:
accessor function for L2derivDistrSymm
. signature(object = "L2ParamFamily")
:
accessor function for FisherInfo
. signature(object = "L2ParamFamily",
param = "ParamFamParameter")
:
returns the Fisher Information at param
, i.e.
evaluates slot function FisherInfo.fct
at param
. signature(object = "L2ParamFamily")
:
check centering of L2deriv
and compute precision
of Fisher information. signature(object = "L2ParamFamily", fun = "EuclRandVariable", cond = "missing")
:
expectation of fun
under the distribution of object
. signature(object = "L2ParamFamily", fun = "EuclRandMatrix", cond = "missing")
:
expectation of fun
under the distribution of object
. signature(object = "L2ParamFamily", fun = "EuclRandVarList", cond = "missing")
:
expectation of fun
under the distribution of object
. signature(x = "L2ParamFamily")
:
plot of distribution
and L2deriv
. More precisely,
this method has arguments
plot(x, withSweave = getdistrOption("withSweave"),
main = FALSE, inner = TRUE, sub = FALSE,
col.inner = par("col.main"), cex.inner = 0.8,
bmar = par("mar")[1], tmar = par("mar")[3], ...,
mfColRow = TRUE, to.draw.arg = NULL)
where "L2ParamFamily"
TRUE
(for working with Sweave
)
no extra device is opened and height/width are not setmain
in plot.default
.plot
and the
description of argument main
in plot.default
.sub
in plot.default
.cex
; as in
par
; can be a vector of length 2; in this
case the first component is for the distribution panels, the
second for the L2-derivative-panels.TRUE
NULL
(default;
everything is plotted) or a vector of either integers
(the indices of the subplots to be drawn) or characters
— the names of the subplots to be drawn: these
names are to be chosen among
c("d","p","q", dimnms)
where dimnms
is
either the row names of the trafo matrix
rownames(trafo(x@param))
or if the last expression
is NULL
a vector "dim<dimnr>"
,
dimnr
running through the number of rows of the
trafo matrix.
plot
— see
plot
,
plot.default
,
plot.stepfun
...
contains argument ylim
, this may either be
as in plot.default
(i.e. a vector of length 2) or a vector of
length 4, where the first two elements are the values for ylim
in panels "d.c" and "d.d", and the last
two elements are the values for ylim
resp. xlim
in panels
"p", "p.c", "p.d" and "q", "q.c", "q.d".
signature(model = "L2ParamFamily", param = "ParamFamParameter")
:
moves the L2-parametric Family model
to parameter param
Matthias Kohl Matthias.Kohl@stamats.de,
Peter Ruckdeschel Peter.Ruckdeschel@itwm.fraunhofer.de
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
L2ParamFamily
, ParamFamily-class
F1 <- new("L2ParamFamily") plot(F1) ## selection of subpanels for plotting F2 <- L2LocationScaleFamily() layout(matrix(c(1,2,3,3), nrow=2, byrow=TRUE)) plot(F2,mfColRow = FALSE, to.draw.arg=c("p","q","loc")) plot(F2,mfColRow = FALSE, inner=list("empirical cdf","pseudo-inverse", "L2-deriv, loc.part"), to.draw.arg=c("p","q","loc"))