wle.normal(wle)
wle.normal()所属R语言包:wle
Robust Estimation in the Normal Model
抗差估计在正常模式
译者:生物统计家园网 机器人LoveR
描述----------Description----------
wle.normal is used to robust estimate the location and the scale parameters via Weighted Likelihood, when the sample is iid from a normal distribution with unknown mean and variance.
wle.normal是强大的,是独立同分布的正态分布的均值和方差未知样品时,通过加权似然估计的位置和尺度参数。
用法----------Usage----------
wle.normal(x, boot=30, group, num.sol=1, raf="HD",
smooth=0.003, tol=10^(-6), equal=10^(-3),
max.iter=500, verbose=FALSE)
参数----------Arguments----------
参数:x
a vector contain the observations.
一个向量包含的意见。
参数:boot
the number of starting points based on boostrap subsamples to use in the search of the roots.
基于自举子样本的起点,使用在搜索的根的数目。
参数:group
the dimension of the bootstap subsamples. The default value is max(round(size/4),2) where size is the number of observations.
的维度的bootstap子样本。默认值是max(round(size/4),2)size的若干意见。
参数:num.sol
maximum number of roots to be searched.
要搜索的最大根数。
参数:raf
type of Residual adjustment function to be use:
类型的残余调节功能,可以使用:
raf="HD": Hellinger Distance RAF,
raf="HD":Hellinger距离RAF,
raf="NED": Negative Exponential Disparity RAF,
raf="NED":负指数差异RAF,
raf="SCHI2": Symmetric Chi-Squared Disparity RAF.
raf="SCHI2":对称卡方差异皇家空军。
参数:smooth
the value of the smoothing parameter.
的平滑化参数的值。
参数:tol
the absolute accuracy to be used to achieve convergence of the algorithm.
要使用的绝对精度实现算法的收敛性。
参数:equal
the absolute value for which two roots are considered the same. (This parameter must be greater than tol).
绝对的值,两个根被认为是相同的。 (此参数必须大于tol)。
参数:max.iter
maximum number of iterations.
最大迭代次数。
参数:verbose
if TRUE warnings are printed.
如果TRUE警告被打印出来。
值----------Value----------
wle.normal returns an object of class "wle.normal".
wle.normal返回一个对象的class"wle.normal"的。
Only print method is implemented for this class.
只打印的方法来实现这个类。
The object returned by wle.normal are:
对象返回wle.normal是:
<table summary="R valueblock"> <tr valign="top"><td>location</td> <td> the estimator of the location parameter, one value for each root found.</td></tr> <tr valign="top"><td>scale</td> <td> the estimator of the scale parameter, one value for each root found.</td></tr> <tr valign="top"><td>residuals</td> <td> the residuals associated to each observation, one column vector for each root found.</td></tr> <tr valign="top"><td>tot.weights</td> <td> the sum of the weights divide by the number of observations, one value for each root found.</td></tr> <tr valign="top"><td>weights</td> <td> the weights associated to each observation, one column vector for each root found.</td></tr> <tr valign="top"><td>f.density</td> <td> the non-parametric density estimation.</td></tr> <tr valign="top"><td>m.density</td> <td> the smoothed model.</td></tr> <tr valign="top"><td>delta</td> <td> the Pearson residuals.</td></tr> <tr valign="top"><td>freq</td> <td> the number of starting points converging to the roots.</td></tr> <tr valign="top"><td>call</td> <td> the match.call().</td></tr> <tr valign="top"><td>tot.sol</td> <td> the number of solutions found.</td></tr> <tr valign="top"><td>not.conv</td> <td> the number of starting points that does not converge after the max.iter iteration are reached.</td></tr>
<table summary="R valueblock"> <tr valign="top"> <TD> location</ TD> <TD>的位置参数的估计,每一根发现。</ TD> </ TR> <tr valign="top"> <TD> scale</ TD> <TD>的尺度参数的估计,每根发现的一个值。</ TD> </ TR> < TR VALIGN =“顶”> <TD>residuals </ TD> <TD>的残差相关联的每个观察,发现每根一个列向量。</ TD> </ TR> <TR VALIGN =“顶“<TD> tot.weights </ TD> <TD>的权重总和除以观测值的数量,一个值,每一根。</ TD> </ TR> <TR VALIGN =”顶“<TD> weights </ TD> <TD>相关的权重给每个观察,每一根发现一个列向量。</ TD> </ TR> <tr valign="top"> < f.density TD> </ TD> <TD>非参数密度估计。</ TD> </ TR> <tr valign="top"> <TD> m.density</ TD> < TD>的平滑模型。</ TD> </ TR> <tr valign="top"> <TD>delta </ TD> <TD> Pearson残差。</ TD> </ TR> < TR VALIGN =“顶”> <TD>freq </ TD> <TD>收敛的根源出发点的数量。</ TD> </ TR> <tr valign="top"> <TD >call</ TD> <TD> match.call()。</ TD> </ TR> <tr valign="top"> <TD> tot.sol</ TD> <TD找到解决方案的数量。</ TD> </ TR> <tr valign="top"> <TD>not.conv </ TD> <TD>的出发点不收敛后 max.iter迭代达到。</ TD> </ TR>
</table>
</ TABLE>
(作者)----------Author(s)----------
Claudio Agostinelli
参考文献----------References----------
Markatou, M., Basu, A. and Lindsay, B.G., (1998) Weighted likelihood estimating equations with a bootstrap root search, Journal of the American Statistical Association, 93, 740-750.
参见----------See Also----------
wle.smooth an algorithm to choose the smoothing parameter for normal distribution and normal kernel.
wle.smooth一个算法来选择平滑参数的正常分布和正态分布内核。
实例----------Examples----------
library(wle)
data(cavendish)
result <- wle.normal(cavendish)
result
result <- wle.normal(cavendish,boot=20,num.sol=1)
barplot(result$weights,col=2,xlab="Observations",
ylab="Weights",ylim=c(0,1),
names.arg=seq(1:length(result$weights)))
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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