L2RegTypeFamily-class {ROptRegTS} | R Documentation |
Class for L2 differentiable parametric regression-type families.
Objects can be created by calls of the form new("L2RegTypeFamily", ...)
.
More frequently they are created via the generating function
L2RegTypeFamily
.
L2deriv
:"EuclRandVarList"
: L2 derivative. ErrorL2deriv
:"EuclRandVarList"
:
L2 derivative of ErrorDistr
. ErrorL2derivSymm
:"FunSymmList"
:
symmetry of ErrorL2deriv
. ErrorL2derivDistr
:"DistrList"
:
distribution of ErrorL2deriv
. ErrorL2derivDistrSymm
:"DistrSymmList"
:
symmetry of ErrorL2derivDistr
. FisherInfo
:"PosDefSymmMatrix"
:
Fisher information. ErrorDistr
:"Distribution"
:
error distribution. ErrorSymm
:"DistributionSymmetry"
:
symmetry of ErrorDistr
. RegDistr
:"Distribution"
:
regressor distribution. RegSymm
:"DistributionSymmetry"
:
symmetry of RegDistr
. Regressor
:"EuclRandVariable"
:
regressor. param
:"ParamFamParameter"
:
parameter of the family. props
:"character"
:
properties of the family. name
:"character"
:
name of the family. distribution
:"CondDistribution"
:
conditional distribution given the regressor. distrSymm
:"DistributionSymmetry"
:
symmetry of distribution
.
Class "RegTypeFamily"
, directly.
Class "ParamFamily"
, by class "RegTypeFamily"
.
Class "ProbFamily"
, by class "RegTypeFamily"
.
signature(object = "L2RegTypeFamily")
:
acessor function for slot L2deriv
signature(object = "L2RegTypeFamily")
:
acessor function for slot FisherInfo
signature(object = "L2RegTypeFamily")
:
acessor function for slot ErrorL2deriv
. signature(object = "L2RegTypeFamily")
:
acessor function for slot ErrorL2derivDistr
. signature(object = "L2RegTypeFamily")
:
acessor function for slot ErrorL2derivSymm
signature(object = "L2RegTypeFamily")
:
acessor function for slot ErrorL2derivDistrSymm
signature(object = "L2RegTypeFamily")
:
check centering of L2deriv
and compute precision
of Fisher information. 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
. signature(IC = "IC", L2Fam = "L2RegTypeFamily")
:
check centering and Fisher consistency of IC
assuming the
L2-differentiable regression-type family L2Fam
. signature(object = "L2RegTypeFamily", fun = "EuclRandVariable", cond = "missing")
:
expectation of fun
under object
. signature(object = "L2RegTypeFamily", fun = "EuclRandMatrix", cond = "missing")
:
expectation of fun
under object
. signature(object = "L2RegTypeFamily", fun = "EuclRandVarList", cond = "missing")
:
expectation of fun
under object
. signature(object = "L2RegTypeFamily")
Matthias Kohl Matthias.Kohl@stamats.de
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
new("L2RegTypeFamily")