getInfRobIC(ROptEstOld)
getInfRobIC()所属R语言包:ROptEstOld
Generic Function for the Computation of Optimally Robust ICs
通用函数的计算最理想的强大的集成电路
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Generic function for the computation of optimally robust ICs in case of infinitesimal robust models. This function is rarely called directly.
强大的芯片的情况下的无穷可靠的模型计算最佳的通用功能。很少直接调用此函数。
用法----------Usage----------
getInfRobIC(L2deriv, risk, neighbor, ...)
## S4 method for signature 'UnivariateDistribution,asCov,ContNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, Finfo, trafo)
## S4 method for signature 'UnivariateDistribution,asCov,TotalVarNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, Finfo, trafo)
## S4 method for signature 'RealRandVariable,asCov,ContNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, Distr, Finfo, trafo)
## S4 method for signature 'UnivariateDistribution,asBias,ContNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,asBias,TotalVarNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'RealRandVariable,asBias,ContNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, z.start, A.start, trafo, upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,asHampel,UncondNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'RealRandVariable,asHampel,ContNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, trafo, z.start, A.start, upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,asGRisk,UncondNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'RealRandVariable,asGRisk,ContNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, trafo, z.start, A.start, upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,asUnOvShoot,UncondNeighborhood'
getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)
参数----------Arguments----------
参数:L2deriv
L2-derivative of some L2-differentiable family of probability measures.
L2-衍生的一些L2-微家庭的概率措施。
参数:risk
object of class "RiskType".
对象类"RiskType"。
参数:neighbor
object of class "Neighborhood".
对象类"Neighborhood"。
参数:...
additional parameters.
附加参数。
参数:Distr
object of class "Distribution".
对象类"Distribution"。
参数:symm
logical: indicating symmetry of L2deriv.
逻辑:表示对称的L2deriv。
参数:DistrSymm
object of class "DistributionSymmetry".
对象类"DistributionSymmetry"。
参数:L2derivSymm
object of class "FunSymmList".
对象类"FunSymmList"。
参数:L2derivDistrSymm
object of class "DistrSymmList".
对象类"DistrSymmList"。
参数:Finfo
Fisher information matrix.
Fisher信息矩阵。
参数:z.start
initial value for the centering constant.
定心常数的初始值。
参数:A.start
initial value for the standardizing matrix.
标准化矩阵的初始值。
参数:trafo
matrix: transformation of the parameter.
矩阵变换的参数。
参数:upper
upper bound for the optimal clipping bound.
上界的最佳剪辑约束。
参数:maxiter
the maximum number of iterations.
最大迭代次数。
参数:tol
the desired accuracy (convergence tolerance).
所需的精度(收敛宽容)。
参数:warn
logical: print warnings.
逻辑:打印警告。
值----------Value----------
The optimally robust IC is computed.
计算最优鲁棒的IC。
方法----------Methods----------
L2deriv = "UnivariateDistribution", risk = "asCov", neighbor = "ContNeighborhood" computes the classical optimal influence curve for L2 differentiable parametric families with unknown one-dimensional parameter.
L2deriv =的“UnivariateDistribution”风险=的“asCov”邻居=“ContNeighborhood”的计算一维参数未知的经典最优L2微参数家庭的影响曲线。
L2deriv = "UnivariateDistribution", risk = "asCov", neighbor = "TotalVarNeighborhood" computes the classical optimal influence curve for L2 differentiable parametric families with unknown one-dimensional parameter.
L2deriv =的“UnivariateDistribution”风险=的“asCov”邻居=“TotalVarNeighborhood”的计算一维参数未知的经典最优L2微参数家庭的影响曲线。
L2deriv = "RealRandVariable", risk = "asCov", neighbor = "ContNeighborhood" computes the classical optimal influence curve for L2 differentiable parametric families with unknown k-dimensional parameter (k > 1) where the underlying distribution is univariate.
L2deriv =“RealRandVariable的”风险=“asCov”的,邻居=“ContNeighborhood”计算的经典最优L2微参数家庭与未知的的k维参数(k > 1)的潜在分布的影响曲线单变量。
L2deriv = "UnivariateDistribution", risk = "asBias", neighbor = "ContNeighborhood" computes the bias optimal influence curve for L2 differentiable parametric families with unknown one-dimensional parameter.
L2deriv =的“UnivariateDistribution”风险=的“asBias”邻居=“ContNeighborhood”的计算一维参数未知的偏见的最佳L2微参数家庭的影响曲线。
L2deriv = "UnivariateDistribution", risk = "asBias", neighbor = "TotalVarNeighborhood" computes the bias optimal influence curve for L2 differentiable parametric families with unknown one-dimensional parameter.
L2deriv =的“UnivariateDistribution”风险=的“asBias”邻居=“TotalVarNeighborhood”的计算一维参数未知的偏见的最佳L2微参数家庭的影响曲线。
L2deriv = "RealRandVariable", risk = "asBias", neighbor = "ContNeighborhood" computes the bias optimal influence curve for L2 differentiable parametric families with unknown k-dimensional parameter (k > 1) where the underlying distribution is univariate.
L2deriv =“RealRandVariable的”风险=的“asBias”邻居=“ContNeighborhood”的计算偏置最佳的影响力与未知的的k维参数(k > 1)的潜在分布曲线L2微参数家庭单变量。
L2deriv = "UnivariateDistribution", risk = "asHampel", neighbor = "UncondNeighborhood" computes the optimally robust influence curve for L2 differentiable parametric families with unknown one-dimensional parameter.
L2deriv =的“UnivariateDistribution”,风险的“asHampel”邻居=“UncondNeighborhood”的L2微参数家庭与未知的一维参数计算最优强大的影响力曲线。
L2deriv = "RealRandVariable", risk = "asHampel", neighbor = "ContNeighborhood" computes the optimally robust influence curve for L2 differentiable parametric families with unknown k-dimensional parameter (k > 1) where the underlying distribution is univariate.
L2deriv =“RealRandVariable的”风险=“asHampel”的,邻居=“ContNeighborhood”计算最优强大的影响力,与未知的的k维参数(k > 1)的潜在分布曲线L2微参数家庭单变量。
L2deriv = "UnivariateDistribution", risk = "asGRisk", neighbor = "UncondNeighborhood" computes the optimally robust influence curve for L2 differentiable parametric families with unknown one-dimensional parameter.
L2deriv =的“UnivariateDistribution”,风险的“asGRisk”邻居=“UncondNeighborhood”的L2微参数家庭与未知的一维参数计算最优强大的影响力曲线。
L2deriv = "RealRandVariable", risk = "asGRisk", neighbor = "ContNeighborhood" computes the optimally robust influence curve for L2 differentiable parametric families with unknown k-dimensional parameter (k > 1) where the underlying distribution is univariate.
L2deriv =“RealRandVariable的”风险=“asGRisk”的,邻居=“ContNeighborhood”计算最优强大的影响力,与未知的的k维参数(k > 1)的潜在分布曲线L2微参数家庭单变量。
L2deriv = "UnivariateDistribution", risk = "asUnOvShoot", neighbor = "UncondNeighborhood" computes the optimally robust influence curve for one-dimensional L2 differentiable parametric families and asymptotic under-/overshoot risk.
L2deriv =的“UnivariateDistribution”风险=的“asUnOvShoot”邻居=“UncondNeighborhood”的计算一维L2可微分的参数化家庭和渐近under-/overshoot的风险的最佳强大的影响曲线。
(作者)----------Author(s)----------
Matthias Kohl <a href="mailto:Matthias.Kohl@stamats.de">Matthias.Kohl@stamats.de</a>
参考文献----------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.
参见----------See Also----------
InfRobModel-class
InfRobModel-class
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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