L2RegTypeFamily {ROptRegTS}R Documentation

Generating function for L2RegTypeFamily-class

Description

Generates an object of class "RegTypeFamily".

Usage

L2RegTypeFamily(name, distribution = LMCondDistribution(), distrSymm, 
        main = 0, nuisance, trafo, param, props = character(0), 
        L2deriv = EuclRandVarList(EuclRandVariable(Map = list(function(x) {x[1] * x[2]}), 
                                                   Domain = EuclideanSpace(dimension = 2), 
                                                   dimension = 1)), 
        ErrorDistr = Norm(), ErrorSymm, RegDistr = Norm(), RegSymm, 
        Regressor = RealRandVariable(Map = list(function(x) {x}), Domain = Reals()), 
        ErrorL2deriv = EuclRandVarList(RealRandVariable(Map = list(function(x) {x}), 
                                                        Domain = Reals())), 
        ErrorL2derivSymm, ErrorL2derivDistr, ErrorL2derivDistrSymm, FisherInfo)

Arguments

name name of the family
distribution conditional distribution (given the regressor)
distrSymm symmetry of distribution
ErrorDistr error distribution
ErrorSymm object of class "DistributionSymmetry": symmetry of ErrorDistr
main main parameter
nuisance optional nuisance parameter
trafo matrix: optional transformation of the parameter
param parameter of the family
props properties of the family
RegDistr regressor distribution
RegSymm object of class "DistributionSymmetry": symmetry of RegDistr
Regressor regressor
L2deriv object of class "EuclRandVariable": L2 derivative
ErrorL2deriv object of class "EuclRandVariable": L2 derivative of ErrorDistr
ErrorL2derivDistr distribution of ErrorL2deriv
ErrorL2derivSymm object of class "FunSymmList": symmetry of ErrorL2deriv
ErrorL2derivDistrSymm object of class "DistrSymmList": symmetry of ErrorL2derivDistr
FisherInfo Fisher information matrix

Details

If name is missing, the default “L2 differentiable regression type family” is used. If param is missing, the parameter is created via main, nuisance and trafo as described in ParamFamParameter. In case distrSymm, ErrorSymm, RegSymm is missing, they are set to NoSymmetry(). If FisherInfo is missing, it is computed via numerical integration.

Value

Object of class "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

L2RegTypeFamily-class

Examples

L2RegTypeFamily()

[Package ROptRegTS version 0.6.1 Index]