L2ParamFamily {ROptEstOld}R Documentation

Generating function for L2ParamFamily-class

Description

Generates an object of class "L2ParamFamily".

Usage

L2ParamFamily(name, distribution = Norm(), distrSymm,
        main = 0, nuisance, trafo, param, props = character(0), 
        L2deriv = EuclRandVarList(RealRandVariable(list(function(x) {x}), 
                                                   Domain = Reals())), 
        L2derivSymm, L2derivDistr, L2derivDistrSymm, FisherInfo)

Arguments

name character string: name of the family
distribution object of class "Distribution": member of the family
distrSymm object of class "DistributionSymmetry": symmetry of distribution.
main numeric vector: main parameter
nuisance numeric vector: nuisance parameter
trafo matrix: transformation of the parameter
param object of class "ParamFamParameter": parameter of the family
props character vector: properties of the family
L2deriv object of class "EuclRandVariable": L2 derivative of the family
L2derivSymm object of class "FunSymmList": symmetry of the maps contained in L2deriv
L2derivDistr object of class "UnivarDistrList": distribution of L2deriv
L2derivDistrSymm object of class "DistrSymmList": symmetry of the distributions contained in L2derivDistr
FisherInfo object of class "PosDefSymmMatrix": Fisher information of the family

Details

If name is missing, the default “L2 differentiable parametric family of probability measures” is used. In case distrSymm is missing it is set to NoSymmetry(). If param is missing, the parameter is created via main, nuisance and trafo as described in ParamFamParameter. In case L2derivSymm is missing, it is filled with an object of class FunSymmList with entries NonSymmetric(). In case L2derivDistr is missing, it is computed via imageDistr. If L2derivDistrSymm is missing, it is set to an object of class DistrSymmList with entries NoSymmetry(). In case FisherInfo is missing, it is computed from L2deriv using E.

Value

Object of class "L2ParamFamily"

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

L2ParamFamily-class

Examples

F1 <- L2ParamFamily()
plot(F1)

[Package ROptEstOld version 0.5.2 Index]