L2RegTypeFamily {ROptRegTS} | R Documentation |
Generates an object of class "RegTypeFamily"
.
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)
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 |
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.
Object of class "L2RegTypeFamily"
Matthias Kohl Matthias.Kohl@stamats.de
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
L2RegTypeFamily()