getInfRobRegTypeIC {ROptRegTS}R Documentation

Generic Function for the Computation of Optimally Robust Regression-Type ICs

Description

Generic function for the computation of optimally robust regression-type ICs in case of infinitesimal robust models. This function is rarely called directly.

Usage

getInfRobRegTypeIC(ErrorL2deriv, Regressor, risk, neighbor, ...)

## S4 method for signature 'UnivariateDistribution,
##   UnivariateDistribution, asBias, ContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo, 
                upper, maxiter, tol, warn)

## S4 method for signature 'UnivariateDistribution,
##   UnivariateDistribution, asBias,
##   Av1CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo, 
                upper, maxiter, tol, warn)

## S4 method for signature 'UnivariateDistribution,
##   UnivariateDistribution, asBias,
##   Av1CondTotalVarNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo, 
                upper, maxiter, tol, warn)

## S4 method for signature 'UnivariateDistribution,
##   Distribution, asBias, Av2CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo, 
                upper, maxiter, tol, warn)

## S4 method for signature 'UnivariateDistribution,
##   Distribution, asCov, ContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo)

## S4 method for signature 'UnivariateDistribution,
##   UnivariateDistribution, asCov, TotalVarNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo)

## S4 method for signature 'UnivariateDistribution,
##   Distribution, asCov, CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo)

## S4 method for signature 'UnivariateDistribution,
##   Distribution, asCov, CondTotalVarNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo)

## S4 method for signature 'UnivariateDistribution,
##   Distribution, asCov, Av1CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo)

## S4 method for signature 'UnivariateDistribution,
##   Distribution, asCov, Av2CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo)

## S4 method for signature 'UnivariateDistribution,
##   Distribution, asCov, Av1CondTotalVarNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo)

## S4 method for signature 'UnivariateDistribution,
##   Distribution, asGRisk, ContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo, 
                upper, maxiter, tol, warn)

## S4 method for signature 'UnivariateDistribution,
##   Distribution, asGRisk, Av1CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo, 
                upper, maxiter, tol, warn)

## S4 method for signature 'UnivariateDistribution,
##   Distribution, asGRisk, Av2CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo, 
                upper, maxiter, tol, warn)

## S4 method for signature 'UnivariateDistribution,
##   Distribution, asGRisk, Av1CondTotalVarNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo, 
                upper, maxiter, tol, warn)

## S4 method for signature 'UnivariateDistribution,
##   MultivariateDistribution, asBias, ContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo, 
                upper, maxiter, tol, warn)

## S4 method for signature 'UnivariateDistribution,
##   MultivariateDistribution, asBias,
##   Av1CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo, 
                upper, maxiter, tol, warn)

## S4 method for signature 'UnivariateDistribution,
##   MultivariateDistribution, asBias,
##   Av1CondTotalVarNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo, 
                upper, maxiter, tol, warn)

## S4 method for signature 'RealRandVariable, Distribution,
##   asBias, ContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorSymm, RegSymm, ErrorDistr, ErrorL2derivSymm, 
                ErrorL2derivDistrSymm, Finfo, trafo, upper, z.start, A.start, maxiter, tol, warn)

## S4 method for signature 'RealRandVariable, Distribution,
##   asBias, Av1CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorSymm, RegSymm, ErrorDistr, ErrorL2derivSymm, 
                ErrorL2derivDistrSymm, Finfo, trafo, upper, z.start, A.start, maxiter, tol, warn)

## S4 method for signature 'RealRandVariable, Distribution,
##   asCov, ContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorDistr, Finfo, trafo)

## S4 method for signature 'RealRandVariable, Distribution,
##   asCov, Av1CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorDistr, Finfo, trafo)

## S4 method for signature 'RealRandVariable, Distribution,
##   asGRisk, ContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorSymm, RegSymm, ErrorDistr, ErrorL2derivSymm, 
                ErrorL2derivDistrSymm, Finfo, trafo, upper, z.start, A.start, maxiter, tol, warn)

## S4 method for signature 'RealRandVariable, Distribution,
##   asGRisk, Av1CondContNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorSymm, RegSymm, ErrorDistr, ErrorL2derivSymm, 
                ErrorL2derivDistrSymm, Finfo, trafo, upper, z.start, A.start, maxiter, tol, warn)

## S4 method for signature 'UnivariateDistribution,
##   UnivariateDistribution, asUnOvShoot,
##   UncondNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo, 
                upper, maxiter, tol, warn)

## S4 method for signature 'UnivariateDistribution,
##   UnivariateDistribution, asUnOvShoot,
##   CondNeighborhood':
getInfRobRegTypeIC(ErrorL2deriv, 
                Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo, 
                upper, maxiter, tol, warn)

Arguments

ErrorL2deriv L2-derivative of ErrorDistr.
Regressor regressor.
risk object of class "RiskType".
neighbor object of class "Neighborhood".
... additional parameters.
ErrorSymm symmetry of ErrorDistr.
ErrorL2derivDistrSymm symmetry of ErrorL2derivDistr.
RegSymm symmetry of RegDistr.
ErrorDistr error distribution.
ErrorL2derivSymm symmetry of ErrorL2deriv.
Finfo Fisher information matrix.
trafo matrix: transformation of the parameter.
upper upper bound for the optimal clipping bound.
maxiter the maximum number of iterations
tol the desired accuracy (convergence tolerance).
warn logical: print warnings.
z.start initial value for the centering constant/function.
A.start initial value for the standardizing matrix.

Value

The optimally robust IC is computed.

Methods

ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", risk = "asBias", neighbor = "ContNeighborhood"
computes the bias optimal influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", risk = "asBias", neighbor = "Av1CondContNeighborhood"
computes the bias optimal influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", risk = "asBias", neighbor = "Av1CondTotalVarNeighborhood"
computes the bias optimal influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", risk = "asBias", neighbor = "Av2CondContNeighborhood"
computes the bias optimal influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", risk = "asCov", neighbor = "ContNeighborhood"
computes the classical optimal influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", risk = "asCov", neighbor = "TotalVarNeighborhood"
computes the classical optimal influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", risk = "asCov", neighbor = "CondContNeighborhood"
computes the classical optimal influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", risk = "asCov", neighbor = "CondTotalVarNeighborhood"
computes the classical optimal influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", risk = "asCov", neighbor = "Av1CondContNeighborhood"
computes the classical optimal influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", risk = "asCov", neighbor = "Av2CondContNeighborhood"
computes the classical optimal influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", risk = "asCov", neighbor = "Av1CondTotalVarNeighborhood"
computes the classical optimal influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", risk = "asGRisk", neighbor = "ContNeighborhood"
computes the optimally robust influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", risk = "asGRisk", neighbor = "Av1CondContNeighborhood"
computes the optimally robust influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", risk = "asGRisk", neighbor = "Av2CondContNeighborhood"
computes the optimally robust influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", risk = "asGRisk", neighbor = "Av1CondTotalVarNeighborhood"
computes the optimally robust influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "MultivariateDistribution", risk = "asBias", neighbor = "ContNeighborhood"
computes the bias optimal influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "MultivariateDistribution", risk = "asBias", neighbor = "Av1CondContNeighborhood"
computes the bias optimal influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "MultivariateDistribution", risk = "asBias", neighbor = "Av1CondTotalVarNeighborhood"
computes the bias optimal influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "RealRandVariable", Regressor = "Distribution", risk = "asBias", neighbor = "ContNeighborhood"
computes the bias optimal influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "RealRandVariable", Regressor = "Distribution", risk = "asCov", neighbor = "ContNeighborhood"
computes the classical optimal influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "RealRandVariable", Regressor = "Distribution", risk = "asCov", neighbor = "Av1CondContNeighborhood"
computes the classical optimal influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "RealRandVariable", Regressor = "Distribution", risk = "asGRisk", neighbor = "ContNeighborhood"
computes the optimally robust influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "RealRandVariable", Regressor = "Distribution", risk = "asGRisk", neighbor = "Av1CondContNeighborhood"
computes the optimally robust influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", risk = "asUnOvShoot", neighbor = "UncondNeighborhood"
computes the optimally robust influence curve for L2 differentiable regression-type families.
ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", risk = "asUnOvShoot", neighbor = "CondNeighborhood"
computes the optimally robust influence curve for L2 differentiable regression-type families.

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. 8: 106–115.

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

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

See Also

InfRobRegTypeModel-class


[Package ROptRegTS version 0.6.1 Index]