getInfRobRegTypeIC {ROptRegTS} | R Documentation |
Generic function for the computation of optimally robust regression-type ICs in case of infinitesimal robust models. This function is rarely called directly.
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)
ErrorL2deriv |
L2-derivative of |
Regressor |
regressor. |
risk |
object of class |
neighbor |
object of class |
... |
additional parameters. |
ErrorSymm |
symmetry of |
ErrorL2derivDistrSymm |
symmetry of |
RegSymm |
symmetry of |
ErrorDistr |
error distribution. |
ErrorL2derivSymm |
symmetry of |
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. |
The optimally robust IC is computed.
computes the bias optimal influence curve for L2 differentiable regression-type families.
computes the bias optimal influence curve for L2 differentiable regression-type families.
computes the bias optimal influence curve for L2 differentiable regression-type families.
computes the bias optimal influence curve for L2 differentiable regression-type families.
computes the classical optimal influence curve for L2 differentiable regression-type families.
computes the classical optimal influence curve for L2 differentiable regression-type families.
computes the classical optimal influence curve for L2 differentiable regression-type families.
computes the classical optimal influence curve for L2 differentiable regression-type families.
computes the classical optimal influence curve for L2 differentiable regression-type families.
computes the classical optimal influence curve for L2 differentiable regression-type families.
computes the classical optimal influence curve for L2 differentiable regression-type families.
computes the optimally robust influence curve for L2 differentiable regression-type families.
computes the optimally robust influence curve for L2 differentiable regression-type families.
computes the optimally robust influence curve for L2 differentiable regression-type families.
computes the optimally robust influence curve for L2 differentiable regression-type families.
computes the bias optimal influence curve for L2 differentiable regression-type families.
computes the bias optimal influence curve for L2 differentiable regression-type families.
computes the bias optimal influence curve for L2 differentiable regression-type families.
computes the bias optimal influence curve for L2 differentiable regression-type families.
computes the classical optimal influence curve for L2 differentiable regression-type families.
computes the classical optimal influence curve for L2 differentiable regression-type families.
computes the optimally robust influence curve for L2 differentiable regression-type families.
computes the optimally robust influence curve for L2 differentiable regression-type families.
computes the optimally robust influence curve for L2 differentiable regression-type families.
computes the optimally robust influence curve for L2 differentiable regression-type families.
Matthias Kohl Matthias.Kohl@stamats.de
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.