NormLinRegFamily {ROptRegTS} | R Documentation |
Generates an object of class "L2RegTypeFamily"
which represents a linear regression family with standard
normal distributed errors and random regressor.
NormLinRegFamily(theta, trafo, RegDistr = Norm(), RegSymm, Reg2Mom)
theta |
linear regression parameter |
trafo |
matrix: transformation of the parameter |
RegDistr |
regressor distribution |
RegSymm |
symmetry of the regressor distribution |
Reg2Mom |
second moment matrix of regressor |
In case theta
is missing, it is set to 0.
If Reg2Mom
is missing, it is computed via E
.
Object of class "L2RegTypeFamily"
Matthias Kohl Matthias.Kohl@stamats.de
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
(LM1 <- NormLinRegFamily(Reg2Mom = matrix(1))) Map(L2deriv(LM1)[[1]]) FisherInfo(LM1) checkL2deriv(LM1)