getInfV(ROptEst)
getInfV()所属R语言包:ROptEst
Generic Function for the Computation of the asymptotic Variance of a Hampel type IC
通用的计算函数的渐近方差的汉佩尔类型的IC
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Generic function for the computation of the optimal clipping bound in case of infinitesimal robust models. This function is rarely called directly. It is used to compute optimally robust ICs.
通用功能的最佳剪辑约束的情况下的无穷可靠的模型计算。很少直接调用此函数。它被用来计算最佳鲁棒的IC。
用法----------Usage----------
getInfV(L2deriv, neighbor, biastype, ...)
## S4 method for signature 'UnivariateDistribution,ContNeighborhood,BiasType'
getInfV(L2deriv,
neighbor, biastype, clip, cent, stand)
## S4 method for signature 'UnivariateDistribution,TotalVarNeighborhood,BiasType'
getInfV(L2deriv,
neighbor, biastype, clip, cent, stand)
## S4 method for signature 'RealRandVariable,ContNeighborhood,BiasType'
getInfV(L2deriv,
neighbor, biastype, Distr, V.comp, cent, stand,
w)
## S4 method for signature 'RealRandVariable,TotalVarNeighborhood,BiasType'
getInfV(L2deriv,
neighbor, biastype, Distr, V.comp, cent, stand,
w)
## S4 method for signature 'UnivariateDistribution,ContNeighborhood,onesidedBias'
getInfV(L2deriv,
neighbor, biastype, clip, cent, stand)
## S4 method for signature 'UnivariateDistribution,ContNeighborhood,asymmetricBias'
getInfV(L2deriv,
neighbor, biastype, clip, cent, stand)
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:neighbor
object of class "Neighborhood".
对象类"Neighborhood"。
参数:biastype
object of class "BiasType"
对象的类"BiasType"
参数:...
additional parameters.
附加参数。
参数:clip
positive real: clipping bound
正实:剪切方向
参数:cent
optimal centering constant.
最优的中心不变。
参数:stand
standardizing matrix.
规范矩阵。
参数:Distr
standardizing matrix.
规范矩阵。
参数:V.comp
matrix: indication which components of the standardizing matrix have to be computed.
矩阵:指示哪些组件标准化矩阵以计算。
参数:w
object of class RobWeight; current weight
对象的类RobWeight;目前的体重
值----------Value----------
The asymptotic variance of an ALE to IC of Hampel type is computed.
渐近方差的ALE IC汉佩尔类型的计算。
----------Author(s)----------
Peter Ruckdeschel <a href="mailtoeter.Ruckdeschel@itwm.fraunhofer.de">eter.Ruckdeschel@itwm.fraunhofer.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.
Ruckdeschel, P. (2005) Optimally One-Sided Bounded Influence Curves. Mathematical Methods in Statistics 14(1), 105-131.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
参见----------See Also----------
ContIC-class, TotalVarIC-class
ContIC-class,TotalVarIC-class
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
注1:为了方便大家学习,本文档为生物统计家园网机器人LoveR翻译而成,仅供个人R语言学习参考使用,生物统计家园保留版权。
注2:由于是机器人自动翻译,难免有不准确之处,使用时仔细对照中、英文内容进行反复理解,可以帮助R语言的学习。
注3:如遇到不准确之处,请在本贴的后面进行回帖,我们会逐渐进行修订。
|