Optimally robust estimation


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Documentation for package ‘ROptEst’ version 0.6.3

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C G L M O R U

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ROptEst-package Optimally robust estimation

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cniperCont Generic Functions for Computation and Plot of Cniper Contamination and Cniper Points.
cniperCont,IC,IC,L2ParamFamily,ContNeighborhood,asMSE-method Generic Functions for Computation and Plot of Cniper Contamination and Cniper Points.
cniperCont-methods Generic Functions for Computation and Plot of Cniper Contamination and Cniper Points.
cniperPoint Generic Functions for Computation and Plot of Cniper Contamination and Cniper Points.
cniperPoint,L2ParamFamily,ContNeighborhood,asMSE-method Generic Functions for Computation and Plot of Cniper Contamination and Cniper Points.
cniperPoint-methods Generic Functions for Computation and Plot of Cniper Contamination and Cniper Points.
cniperPointPlot Generic Functions for Computation and Plot of Cniper Contamination and Cniper Points.
cniperPointPlot,L2ParamFamily,ContNeighborhood,asMSE-method Generic Functions for Computation and Plot of Cniper Contamination and Cniper Points.
cniperPointPlot-methods Generic Functions for Computation and Plot of Cniper Contamination and Cniper Points.

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getAsRisk Generic Function for Computation of Asymptotic Risks
getAsRisk,asBias,RealRandVariable,ContNeighborhood,ANY-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,ANY-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,asymmetricBias-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,onesidedBias-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asBias,UnivariateDistribution,TotalVarNeighborhood,ANY-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asCov,RealRandVariable,ContNeighborhood,ANY-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asCov,UnivariateDistribution,ContNeighborhood,ANY-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asCov,UnivariateDistribution,TotalVarNeighborhood,ANY-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asMSE,EuclRandVariable,Neighborhood,ANY-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asMSE,UnivariateDistribution,Neighborhood,ANY-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asSemivar,UnivariateDistribution,Neighborhood,onesidedBias-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asUnOvShoot,UnivariateDistribution,UncondNeighborhood,ANY-method Generic Function for Computation of Asymptotic Risks
getAsRisk,trAsCov,RealRandVariable,ContNeighborhood,ANY-method Generic Function for Computation of Asymptotic Risks
getAsRisk,trAsCov,UnivariateDistribution,UncondNeighborhood,ANY-method Generic Function for Computation of Asymptotic Risks
getAsRisk-methods Generic Function for Computation of Asymptotic Risks
getBiasIC Generic function for the computation of the asymptotic bias for an IC
getBiasIC,HampIC,UncondNeighborhood-method Generic function for the computation of the asymptotic bias for an IC
getBiasIC,TotalVarIC,UncondNeighborhood-method Generic function for the computation of the asymptotic bias for an IC
getBiasIC-methods Generic function for the computation of the asymptotic bias for an IC
getFiRisk Generic Function for Computation of Finite-Sample Risks
getFiRisk,fiUnOvShoot,Norm,ContNeighborhood-method Generic Function for Computation of Finite-Sample Risks
getFiRisk,fiUnOvShoot,Norm,TotalVarNeighborhood-method Generic Function for Computation of Finite-Sample Risks
getFiRisk-methods Generic Function for Computation of Finite-Sample Risks
getFixClip Generic Function for the Computation of the Optimal Clipping Bound
getFixClip,numeric,Norm,fiUnOvShoot,ContNeighborhood-method Generic Function for the Computation of the Optimal Clipping Bound
getFixClip,numeric,Norm,fiUnOvShoot,TotalVarNeighborhood-method Generic Function for the Computation of the Optimal Clipping Bound
getFixClip-methods Generic Function for the Computation of the Optimal Clipping Bound
getFixRobIC Generic Function for the Computation of Optimally Robust ICs
getFixRobIC,Norm,fiUnOvShoot,UncondNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getFixRobIC-methods Generic Function for the Computation of Optimally Robust ICs
getIneffDiff Generic Function for the Computation of Inefficiency Differences
getIneffDiff,numeric,L2ParamFamily,UncondNeighborhood,asMSE-method Generic Function for the Computation of Inefficiency Differences
getIneffDiff-methods Generic Function for the Computation of Inefficiency Differences
getInfCent Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound
getInfCent,RealRandVariable,ContNeighborhood,BiasType-method Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound
getInfCent,UnivariateDistribution,ContNeighborhood,asymmetricBias-method Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound
getInfCent,UnivariateDistribution,ContNeighborhood,BiasType-method Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound
getInfCent,UnivariateDistribution,ContNeighborhood,onesidedBias-method Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound
getInfCent,UnivariateDistribution,TotalVarNeighborhood,BiasType-method Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound
getInfCent-methods Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound
getInfClip Generic Function for the Computation of the Optimal Clipping Bound
getInfClip,numeric,EuclRandVariable,asMSE,ContNeighborhood-method Generic Function for the Computation of the Optimal Clipping Bound
getInfClip,numeric,UnivariateDistribution,asMSE,ContNeighborhood-method Generic Function for the Computation of the Optimal Clipping Bound
getInfClip,numeric,UnivariateDistribution,asMSE,TotalVarNeighborhood-method Generic Function for the Computation of the Optimal Clipping Bound
getInfClip,numeric,UnivariateDistribution,asSemivar,ContNeighborhood-method Generic Function for the Computation of the Optimal Clipping Bound
getInfClip,numeric,UnivariateDistribution,asUnOvShoot,UncondNeighborhood-method Generic Function for the Computation of the Optimal Clipping Bound
getInfClip-methods Generic Function for the Computation of the Optimal Clipping Bound
getInfGamma Generic Function for the Computation of the Optimal Clipping Bound
getInfGamma,RealRandVariable,asMSE,ContNeighborhood,BiasType-method Generic Function for the Computation of the Optimal Clipping Bound
getInfGamma,UnivariateDistribution,asGRisk,TotalVarNeighborhood,BiasType-method Generic Function for the Computation of the Optimal Clipping Bound
getInfGamma,UnivariateDistribution,asMSE,ContNeighborhood,asymmetricBias-method Generic Function for the Computation of the Optimal Clipping Bound
getInfGamma,UnivariateDistribution,asMSE,ContNeighborhood,BiasType-method Generic Function for the Computation of the Optimal Clipping Bound
getInfGamma,UnivariateDistribution,asMSE,ContNeighborhood,onesidedBias-method Generic Function for the Computation of the Optimal Clipping Bound
getInfGamma,UnivariateDistribution,asUnOvShoot,ContNeighborhood,BiasType-method Generic Function for the Computation of the Optimal Clipping Bound
getInfGamma-methods Generic Function for the Computation of the Optimal Clipping Bound
getInfRobIC Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,RealRandVariable,asBias,ContNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,RealRandVariable,asCov,ContNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,RealRandVariable,asGRisk,ContNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,RealRandVariable,asHampel,ContNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,UnivariateDistribution,asBias,UncondNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,UnivariateDistribution,asCov,ContNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,UnivariateDistribution,asCov,TotalVarNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,UnivariateDistribution,asGRisk,UncondNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,UnivariateDistribution,asHampel,UncondNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,UnivariateDistribution,asUnOvShoot,UncondNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC-methods Generic Function for the Computation of Optimally Robust ICs
getInfStand Generic Function for the Computation of the Standardizing Matrix
getInfStand,RealRandVariable,ContNeighborhood,BiasType-method Generic Function for the Computation of the Standardizing Matrix
getInfStand,UnivariateDistribution,ContNeighborhood,asymmetricBias-method Generic Function for the Computation of the Standardizing Matrix
getInfStand,UnivariateDistribution,ContNeighborhood,BiasType-method Generic Function for the Computation of the Standardizing Matrix
getInfStand,UnivariateDistribution,ContNeighborhood,onesidedBias-method Generic Function for the Computation of the Standardizing Matrix
getInfStand,UnivariateDistribution,TotalVarNeighborhood,BiasType-method Generic Function for the Computation of the Standardizing Matrix
getInfStand-methods Generic Function for the Computation of the Standardizing Matrix
getInfV Generic Function for the Computation of the asymptotic Variance of a Hampel type IC
getInfV,RealRandVariable,ContNeighborhood,BiasType-method Generic Function for the Computation of the asymptotic Variance of a Hampel type IC
getInfV,UnivariateDistribution,ContNeighborhood,asymmetricBias-method Generic Function for the Computation of the asymptotic Variance of a Hampel type IC
getInfV,UnivariateDistribution,ContNeighborhood,BiasType-method Generic Function for the Computation of the asymptotic Variance of a Hampel type IC
getInfV,UnivariateDistribution,ContNeighborhood,onesidedBias-method Generic Function for the Computation of the asymptotic Variance of a Hampel type IC
getInfV,UnivariateDistribution,TotalVarNeighborhood,BiasType-method Generic Function for the Computation of the asymptotic Variance of a Hampel type IC
getInfV-methods Generic Function for the Computation of the asymptotic Variance of a Hampel type IC
getL1normL2deriv Calculation of L1 norm of L2derivative
getL1normL2deriv,RealRandVariable-method Calculation of L1 norm of L2derivative
getL1normL2deriv,UnivariateDistribution-method Calculation of L1 norm of L2derivative
getL1normL2deriv-methods Calculation of L1 norm of L2derivative
getL2normL2deriv Calculation of L2 norm of L2derivative
getModifyIC Generic Function for the Computation of Functions for Slot modifyIC
getModifyIC,L2LocationFamily,UncondNeighborhood,asGRisk-method Generic Function for the Computation of Functions for Slot modifyIC
getModifyIC,L2LocationFamily,UncondNeighborhood,fiUnOvShoot-method Generic Function for the Computation of Functions for Slot modifyIC
getModifyIC,L2LocationScaleFamily,ContNeighborhood,asGRisk-method Generic Function for the Computation of Functions for Slot modifyIC
getModifyIC,L2ParamFamily,Neighborhood,asRisk-method Generic Function for the Computation of Functions for Slot modifyIC
getModifyIC,L2ScaleFamily,ContNeighborhood,asGRisk-method Generic Function for the Computation of Functions for Slot modifyIC
getModifyIC,L2ScaleFamily,TotalVarNeighborhood,asGRisk-method Generic Function for the Computation of Functions for Slot modifyIC
getModifyIC-methods Generic Function for the Computation of Functions for Slot modifyIC
getRiskIC Generic function for the computation of a risk for an IC
getRiskIC,HampIC,asCov,missing,L2ParamFamily-method Generic function for the computation of a risk for an IC
getRiskIC,HampIC,asCov,missing,missing-method Generic function for the computation of a risk for an IC
getRiskIC,TotalVarIC,asCov,missing,L2ParamFamily-method Generic function for the computation of a risk for an IC
getRiskIC-methods Generic function for the computation of a risk for an IC

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leastFavorableRadius Generic Function for the Computation of Least Favorable Radii
leastFavorableRadius,L2ParamFamily,UncondNeighborhood,asGRisk-method Generic Function for the Computation of Least Favorable Radii
leastFavorableRadius-methods Generic Function for the Computation of Least Favorable Radii
lowerCaseRadius Computation of the lower case radius
lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,ANY-method Computation of the lower case radius
lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,asymmetricBias-method Computation of the lower case radius
lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,onesidedBias-method Computation of the lower case radius
lowerCaseRadius,L2ParamFamily,TotalVarNeighborhood,asMSE,ANY-method Computation of the lower case radius
lowerCaseRadius,UnivariateDistribution,ContNeighborhood,asMSE,onesidedBias-method Computation of the lower case radius
lowerCaseRadius-methods Computation of the lower case radius

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minmaxBias Generic Function for the Computation of Bias-Optimally Robust ICs
minmaxBias,RealRandVariable,ContNeighborhood,BiasType-method Generic Function for the Computation of Bias-Optimally Robust ICs
minmaxBias,UnivariateDistribution,ContNeighborhood,asymmetricBias-method Generic Function for the Computation of Bias-Optimally Robust ICs
minmaxBias,UnivariateDistribution,ContNeighborhood,BiasType-method Generic Function for the Computation of Bias-Optimally Robust ICs
minmaxBias,UnivariateDistribution,ContNeighborhood,onesidedBias-method Generic Function for the Computation of Bias-Optimally Robust ICs
minmaxBias,UnivariateDistribution,TotalVarNeighborhood,BiasType-method Generic Function for the Computation of Bias-Optimally Robust ICs
minmaxBias-methods Generic Function for the Computation of Bias-Optimally Robust ICs

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optIC Generic function for the computation of optimally robust ICs
optIC,FixRobModel,fiUnOvShoot-method Generic function for the computation of optimally robust ICs
optIC,InfRobModel,asRisk-method Generic function for the computation of optimally robust ICs
optIC,InfRobModel,asUnOvShoot-method Generic function for the computation of optimally robust ICs
optIC-methods Generic function for the computation of optimally robust ICs
optRisk Generic function for the computation of the minimal risk
optRisk,FixRobModel,fiUnOvShoot-method Generic function for the computation of the minimal risk
optRisk,InfRobModel,asRisk-method Generic function for the computation of the minimal risk
optRisk,L2ParamFamily,asCov-method Generic function for the computation of the minimal risk
optRisk-methods Generic function for the computation of the minimal risk

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radiusMinimaxIC Generic function for the computation of the radius minimax IC
radiusMinimaxIC,L2ParamFamily,UncondNeighborhood,asGRisk-method Generic function for the computation of the radius minimax IC
radiusMinimaxIC-methods Generic function for the computation of the radius minimax IC
ROptEst Optimally robust estimation
roptest Optimally robust estimation

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updateNorm Methods for Function updateNorm in Package ‘ROptEst’
updateNorm,SelfNorm-method Methods for Function updateNorm in Package ‘ROptEst’
updateNorm-methods Methods for Function updateNorm in Package ‘ROptEst’