L2RegTypeFamily-class {ROptRegTS}R Documentation

L2 differentiable parametric regression-type family

Description

Class for L2 differentiable parametric regression-type families.

Objects from the Class

Objects can be created by calls of the form new("L2RegTypeFamily", ...). More frequently they are created via the generating function L2RegTypeFamily.

Slots

L2deriv:
Object of class "EuclRandVarList": L2 derivative.
ErrorL2deriv:
Object of class "EuclRandVarList": L2 derivative of ErrorDistr.
ErrorL2derivSymm:
Object of class "FunSymmList": symmetry of ErrorL2deriv.
ErrorL2derivDistr:
Object of class "DistrList": distribution of ErrorL2deriv.
ErrorL2derivDistrSymm:
Object of class "DistrSymmList": symmetry of ErrorL2derivDistr.
FisherInfo:
Object of class "PosDefSymmMatrix": Fisher information.
ErrorDistr:
Object of class "Distribution": error distribution.
ErrorSymm:
Object of class "DistributionSymmetry": symmetry of ErrorDistr.
RegDistr:
Object of class "Distribution": regressor distribution.
RegSymm:
Object of class "DistributionSymmetry": symmetry of RegDistr.
Regressor:
Object of class "EuclRandVariable": regressor.
param:
Object of class "ParamFamParameter": parameter of the family.
props:
Object of class "character": properties of the family.
name:
Object of class "character": name of the family.
distribution:
Object of class "CondDistribution": conditional distribution given the regressor.
distrSymm:
Object of class "DistributionSymmetry": symmetry of distribution.

Extends

Class "RegTypeFamily", directly.
Class "ParamFamily", by class "RegTypeFamily".
Class "ProbFamily", by class "RegTypeFamily".

Methods

L2deriv
signature(object = "L2RegTypeFamily"): acessor function for slot L2deriv
FisherInfo
signature(object = "L2RegTypeFamily"): acessor function for slot FisherInfo
ErrorL2deriv
signature(object = "L2RegTypeFamily"): acessor function for slot ErrorL2deriv.
ErrorL2derivDistr
signature(object = "L2RegTypeFamily"): acessor function for slot ErrorL2derivDistr.
ErrorL2derivSymm
signature(object = "L2RegTypeFamily"): acessor function for slot ErrorL2derivSymm
ErrorL2derivDistrSymm
signature(object = "L2RegTypeFamily"): acessor function for slot ErrorL2derivDistrSymm
checkL2deriv
signature(object = "L2RegTypeFamily"): check centering of L2deriv and compute precision of Fisher information.
checkIC
signature(IC = "IC", L2Fam = "missing"): check centering and Fisher consistency of IC assuming the L2-differentiable regression-type family which can be created via the slot CallL2Fam of IC.
checkIC
signature(IC = "IC", L2Fam = "L2RegTypeFamily"): check centering and Fisher consistency of IC assuming the L2-differentiable regression-type family L2Fam.
E
signature(object = "L2RegTypeFamily", fun = "EuclRandVariable", cond = "missing"): expectation of fun under object.
E
signature(object = "L2RegTypeFamily", fun = "EuclRandMatrix", cond = "missing"): expectation of fun under object.
E
signature(object = "L2RegTypeFamily", fun = "EuclRandVarList", cond = "missing"): expectation of fun under object.
show
signature(object = "L2RegTypeFamily")

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

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

See Also

RegTypeFamily-class

Examples

new("L2RegTypeFamily")

[Package ROptRegTS version 0.6.1 Index]