Optimally robust estimation

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Documentation for package `ROptEst' version 0.5.0

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A B C D E F G I K L M N O P R S T U W

-- A --

addInfo<-,InfluenceCurve-method Influence curve
addProp<-,ProbFamily-method Family of probability measures
addRisk<-,InfluenceCurve-method Influence curve
asBias Generating function for asBias-class
asBias-class Standardized Asymptotic Bias
asCov Generating function for asCov-class
asCov-class Asymptotic covariance
asGRisk-class Convex asymptotic risk
asHampel Generating function for asHampel-class
asHampel-class Asymptotic Hampel risk
asMSE Generating function for asMSE-class
asMSE-class Asymptotic mean square error
asRisk-class Aymptotic risk
asUnOvShoot Generating function for asUnOvShoot-class
asUnOvShoot-class Asymptotic under-/overshoot probability

-- B --

BinomFamily Generating function for Binomial families
bound Asymptotic Hampel risk
bound,asHampel-method Asymptotic Hampel risk
bound,fiHampel-method Finite-sample Hampel risk

-- C --

CallL2Fam Influence curve
CallL2Fam,IC-method Influence curve
CallL2Fam<-,ContIC-method Influence curve of contamination type
CallL2Fam<-,IC-method Influence curve
CallL2Fam<-,TotalVarIC-method Influence curve of total variation type
cent Influence curve of contamination type
cent,ContIC-method Influence curve of contamination type
cent<-,ContIC-method Influence curve of contamination type
center Robust model
center,RobModel-method Robust model
center<-,RobModel-method Robust model
checkIC Generic Function for Checking ICs
checkIC,IC,L2ParamFamily-method Influence curve
checkIC,IC,missing-method Influence curve
checkL2deriv Generic function for checking L2-derivatives
checkL2deriv,L2ParamFamily-method L2 differentiable parametric family
clip Influence curve of contamination type
clip,ContIC-method Influence curve of contamination type
clip<-,ContIC-method Influence curve of contamination type
clipLo Influence curve of total variation type
clipLo,TotalVarIC-method Influence curve of total variation type
clipLo<-,TotalVarIC-method Influence curve of total variation type
clipUp Influence curve of total variation type
clipUp,TotalVarIC-method Influence curve of total variation type
clipUp<-,TotalVarIC-method Influence curve of total variation type
ContIC Generating function for ContIC-class
ContIC-class Influence curve of contamination type
ContNeighborhood Generating function for ContNeighborhood-class
ContNeighborhood-class Contamination Neighborhood
Curve Influence curve
Curve,InfluenceCurve-method Influence curve

-- D --

distribution Family of probability measures
distribution,ProbFamily-method Family of probability measures
DistributionSymmetry-class Class of Symmetries for Distributions
distrSymm Family of probability measures
distrSymm,ProbFamily-method Family of probability measures
DistrSymmList Generating function for DistrSymmList-class
DistrSymmList-class List of Symmetries for a List of Distributions
Domain,InfluenceCurve-method Influence curve

-- E --

E,L2ParamFamily,EuclRandMatrix,missing-method L2 differentiable parametric family
E,L2ParamFamily,EuclRandVariable,missing-method L2 differentiable parametric family
E,L2ParamFamily,EuclRandVarList,missing-method L2 differentiable parametric family
EllipticalSymmetry Generating function for EllipticalSymmetry-class
EllipticalSymmetry-class Class for Elliptically Symmetric Distributions
evalIC Generic function for evaluating ICs
evalIC,IC,matrix-method Influence curve
evalIC,IC,numeric-method Influence curve
EvenSymmetric Generating function for EvenSymmetric-class
EvenSymmetric-class Class for Even Functions
ExpScaleFamily Generating function for exponential scale families

-- F --

fiBias Generating function for fiBias-class
fiBias-class Finite-sample Bias
fiCov Generating function for fiCov-class
fiCov-class Finite-sample covariance
fiHampel Generating function for fiHampel-class
fiHampel-class Finite-sample Hampel risk
fiMSE Generating function for fiMSE-class
fiMSE-class Finite-sample mean square error
fiRisk-class Finite-sample risk
FisherInfo L2 differentiable parametric family
FisherInfo,L2ParamFamily-method L2 differentiable parametric family
fiUnOvShoot Generating function for fiUnOvShoot-class
fiUnOvShoot-class Finite-sample under-/overshoot probability
FixRobModel Generating function for FixRobModel-class
FixRobModel-class Robust model with fixed (unconditional) neighborhood
FunctionSymmetry-class Class of Symmetries for Functions
FunSymmList Generating function for FunSymmList-class
FunSymmList-class List of Symmetries for a List of Functions

-- G --

GammaFamily Generating function for Gamma families
generateIC Generic function for the generation of influence curves
generateIC,ContNeighborhood,L2ParamFamily-method Influence curve of contamination type
generateIC,TotalVarNeighborhood,L2ParamFamily-method Influence curve of total variation type
getAsRisk Generic Function for Computation of Asymptotic Risks
getAsRisk,asBias,RealRandVariable,ContNeighborhood-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asBias,UnivariateDistribution,ContNeighborhood-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asBias,UnivariateDistribution,TotalVarNeighborhood-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asCov,RealRandVariable,ContNeighborhood-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asCov,UnivariateDistribution,ContNeighborhood-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asCov,UnivariateDistribution,TotalVarNeighborhood-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asMSE,EuclRandVariable,Neighborhood-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asMSE,UnivariateDistribution,Neighborhood-method Generic Function for Computation of Asymptotic Risks
getAsRisk,asUnOvShoot,UnivariateDistribution,UncondNeighborhood-method Generic Function for Computation of Asymptotic Risks
getAsRisk,trAsCov,RealRandVariable,ContNeighborhood-method Generic Function for Computation of Asymptotic Risks
getAsRisk,trAsCov,UnivariateDistribution,UncondNeighborhood-method Generic Function for Computation of Asymptotic Risks
getAsRisk-methods Generic Function for Computation of Asymptotic Risks
getFiRisk Generic Function for Computation of Finite-Sample Risks
getFiRisk,fiUnOvShoot,Norm,ContNeighborhood-method Generic Function for Computation of Finite-Sample Risks
getFiRisk,fiUnOvShoot,Norm,TotalVarNeighborhood-method Generic Function for Computation of Finite-Sample Risks
getFiRisk-methods Generic Function for Computation of Finite-Sample Risks
getFixClip Generic Function for the Computation of the Optimal Clipping Bound
getFixClip,numeric,Norm,fiUnOvShoot,ContNeighborhood-method Generic Function for the Computation of the Optimal Clipping Bound
getFixClip,numeric,Norm,fiUnOvShoot,TotalVarNeighborhood-method Generic Function for the Computation of the Optimal Clipping Bound
getFixClip-methods Generic Function for the Computation of the Optimal Clipping Bound
getFixRobIC Generic Function for the Computation of Optimally Robust ICs
getFixRobIC,Norm,fiUnOvShoot,UncondNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getFixRobIC-methods Generic Function for the Computation of Optimally Robust ICs
getIneffDiff Generic Function for the Computation of Inefficiency Differences
getIneffDiff,numeric,L2ParamFamily,UncondNeighborhood,asMSE-method Generic Function for the Computation of Inefficiency Differences
getIneffDiff-methods Generic Function for the Computation of Inefficiency Differences
getInfCent Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound
getInfCent,RealRandVariable,ContNeighborhood-method Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound
getInfCent,UnivariateDistribution,ContNeighborhood-method Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound
getInfCent,UnivariateDistribution,TotalVarNeighborhood-method Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound
getInfCent-methods Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound
getInfClip Generic Function for the Computation of the Optimal Clipping Bound
getInfClip,numeric,EuclRandVariable,asMSE,ContNeighborhood-method Generic Function for the Computation of the Optimal Clipping Bound
getInfClip,numeric,UnivariateDistribution,asMSE,ContNeighborhood-method Generic Function for the Computation of the Optimal Clipping Bound
getInfClip,numeric,UnivariateDistribution,asMSE,TotalVarNeighborhood-method Generic Function for the Computation of the Optimal Clipping Bound
getInfClip,numeric,UnivariateDistribution,asUnOvShoot,UncondNeighborhood-method Generic Function for the Computation of the Optimal Clipping Bound
getInfClip-methods Generic Function for the Computation of the Optimal Clipping Bound
getInfGamma Generic Function for the Computation of the Optimal Clipping Bound
getInfGamma,RealRandVariable,asMSE,ContNeighborhood-method Generic Function for the Computation of the Optimal Clipping Bound
getInfGamma,UnivariateDistribution,asGRisk,TotalVarNeighborhood-method Generic Function for the Computation of the Optimal Clipping Bound
getInfGamma,UnivariateDistribution,asMSE,ContNeighborhood-method Generic Function for the Computation of the Optimal Clipping Bound
getInfGamma,UnivariateDistribution,asUnOvShoot,ContNeighborhood-method Generic Function for the Computation of the Optimal Clipping Bound
getInfGamma-methods Generic Function for the Computation of the Optimal Clipping Bound
getInfRobIC Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,RealRandVariable,asBias,ContNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,RealRandVariable,asCov,ContNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,RealRandVariable,asGRisk,ContNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,RealRandVariable,asHampel,ContNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,UnivariateDistribution,asBias,ContNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,UnivariateDistribution,asBias,TotalVarNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,UnivariateDistribution,asCov,ContNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,UnivariateDistribution,asCov,TotalVarNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,UnivariateDistribution,asGRisk,UncondNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,UnivariateDistribution,asHampel,UncondNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC,UnivariateDistribution,asUnOvShoot,UncondNeighborhood-method Generic Function for the Computation of Optimally Robust ICs
getInfRobIC-methods Generic Function for the Computation of Optimally Robust ICs
getInfStand Generic Function for the Computation of the Standardizing Matrix
getInfStand,RealRandVariable,ContNeighborhood-method Generic Function for the Computation of the Standardizing Matrix
getInfStand,UnivariateDistribution,ContNeighborhood-method Generic Function for the Computation of the Standardizing Matrix
getInfStand,UnivariateDistribution,TotalVarNeighborhood-method Generic Function for the Computation of the Standardizing Matrix
getInfStand-methods Generic Function for the Computation of the Standardizing Matrix
getRiskIC Generic function for the computation of a risk for an IC
getRiskIC,IC,asBias,ContNeighborhood,L2ParamFamily-method Generic function for the computation of a risk for an IC
getRiskIC,IC,asBias,ContNeighborhood,missing-method Generic function for the computation of a risk for an IC
getRiskIC,IC,asBias,TotalVarNeighborhood,L2ParamFamily-method Generic function for the computation of a risk for an IC
getRiskIC,IC,asBias,TotalVarNeighborhood,missing-method Generic function for the computation of a risk for an IC
getRiskIC,IC,asCov,missing,L2ParamFamily-method Generic function for the computation of a risk for an IC
getRiskIC,IC,asCov,missing,missing-method Generic function for the computation of a risk for an IC
getRiskIC,IC,asMSE,UncondNeighborhood,L2ParamFamily-method Generic function for the computation of a risk for an IC
getRiskIC,IC,asMSE,UncondNeighborhood,missing-method Generic function for the computation of a risk for an IC
getRiskIC,IC,fiUnOvShoot,ContNeighborhood,missing-method Generic function for the computation of a risk for an IC
getRiskIC,IC,fiUnOvShoot,TotalVarNeighborhood,missing-method Generic function for the computation of a risk for an IC
getRiskIC,IC,trAsCov,missing,L2ParamFamily-method Generic function for the computation of a risk for an IC
getRiskIC,IC,trAsCov,missing,missing-method Generic function for the computation of a risk for an IC
getRiskIC,TotalVarIC,asUnOvShoot,UncondNeighborhood,missing-method Generic function for the computation of a risk for an IC
getRiskIC-methods Generic function for the computation of a risk for an IC
GumbelLocationFamily Generating function for Gumbel location families

-- I --

IC Generating function for IC-class
IC-class Influence curve
InfluenceCurve Generating function for InfluenceCurve-class
InfluenceCurve-class Influence curve
infoPlot Plot absolute and relative information
infoPlot,IC-method Influence curve
Infos Influence curve
Infos,InfluenceCurve-method Influence curve
Infos<-,InfluenceCurve-method Influence curve
InfRobModel Generating function for InfRobModel-class
InfRobModel-class Robust model with infinitesimal (unconditional) neighborhood

-- K --

ksEstimator Generic Function for the Computation of the Kolmogorov Minimum Distance Estimator
ksEstimator,numeric,Binom-method Generic Function for the Computation of the Kolmogorov Minimum Distance Estimator
ksEstimator,numeric,Exp-method Generic Function for the Computation of the Kolmogorov Minimum Distance Estimator
ksEstimator,numeric,Gammad-method Generic Function for the Computation of the Kolmogorov Minimum Distance Estimator
ksEstimator,numeric,Gumbel-method Generic Function for the Computation of the Kolmogorov Minimum Distance Estimator
ksEstimator,numeric,Lnorm-method Generic Function for the Computation of the Kolmogorov Minimum Distance Estimator
ksEstimator,numeric,Norm-method Generic Function for the Computation of the Kolmogorov Minimum Distance Estimator
ksEstimator,numeric,Pois-method Generic Function for the Computation of the Kolmogorov Minimum Distance Estimator
ksEstimator-methods Generic Function for the Computation of the Kolmogorov Minimum Distance Estimator

-- L --

L2deriv L2 differentiable parametric family
L2deriv,L2ParamFamily-method L2 differentiable parametric family
L2derivDistr L2 differentiable parametric family
L2derivDistr,L2ParamFamily-method L2 differentiable parametric family
L2derivDistrSymm L2 differentiable parametric family
L2derivDistrSymm,L2ParamFamily-method L2 differentiable parametric family
L2derivSymm L2 differentiable parametric family
L2derivSymm,L2ParamFamily-method L2 differentiable parametric family
L2ParamFamily Generating function for L2ParamFamily-class
L2ParamFamily-class L2 differentiable parametric family
leastFavorableRadius Generic Function for the Computation of Least Favorable Radii
leastFavorableRadius,L2ParamFamily,UncondNeighborhood,asGRisk-method Generic Function for the Computation of Least Favorable Radii
leastFavorableRadius-methods Generic Function for the Computation of Least Favorable Radii
length,ParamFamParameter-method Parameter of a parametric family of probability measures
LnormScaleFamily Generating function for lognormal scale families
locMEstimator Generic function for the computation of location M estimators
locMEstimator,numeric,InfluenceCurve-method Generic function for the computation of location M estimators
locMEstimator-methods Generic function for the computation of location M estimators
lowerCase Influence curve of contamination type
lowerCase,ContIC-method Influence curve of contamination type
lowerCase,TotalVarIC-method Influence curve of total variation type
lowerCase<-,ContIC-method Influence curve of contamination type
lowerCase<-,TotalVarIC-method Influence curve of total variation type
lowerCaseRadius Computation of the lower case radius
lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE-method Computation of the lower case radius
lowerCaseRadius,L2ParamFamily,TotalVarNeighborhood,asMSE-method Computation of the lower case radius
lowerCaseRadius-methods Computation of the lower case radius

-- M --

main Parameter of a parametric family of probability measures
main,ParamFamily-method Parametric family of probability measures.
main,ParamFamParameter-method Parameter of a parametric family of probability measures
main<-,ParamFamParameter-method Parameter of a parametric family of probability measures
Map,InfluenceCurve-method Influence curve

-- N --

name,InfluenceCurve-method Influence curve
name,ProbFamily-method Family of probability measures
name,RobModel-method Robust model
name<-,InfluenceCurve-method Influence curve
name<-,ProbFamily-method Family of probability measures
neighbor Robust model
neighbor,RobModel-method Robust model
neighbor<-,FixRobModel-method Robust model with fixed (unconditional) neighborhood
neighbor<-,InfRobModel-method Robust model with infinitesimal (unconditional) neighborhood
neighbor<-,RobModel-method Robust model
Neighborhood-class Neighborhood
neighborRadius Influence curve of contamination type
neighborRadius,ContIC-method Influence curve of contamination type
neighborRadius,TotalVarIC-method Influence curve of total variation type
neighborRadius<-,ContIC-method Influence curve of contamination type
neighborRadius<-,TotalVarIC-method Influence curve of total variation type
NonSymmetric Generating function for NonSymmetric-class
NonSymmetric-class Class for Non-symmetric Functions
NormLocationFamily Generating function for normal location families
NormLocationScaleFamily Generating function for normal location and scale families
NormScaleFamily Generating function for normal scale families
NoSymmetry Generating function for NoSymmetry-class
NoSymmetry-class Class for Non-symmetric Distributions
nuisance Parameter of a parametric family of probability measures
nuisance,ParamFamily-method Parametric family of probability measures.
nuisance,ParamFamParameter-method Parameter of a parametric family of probability measures
nuisance<-,ParamFamParameter-method Parameter of a parametric family of probability measures

-- O --

OddSymmetric Generating function for OddSymmetric-class
OddSymmetric-class Class for Odd Functions
oneStepEstimator Generic function for the computation of one-step estimators
oneStepEstimator,matrix,InfluenceCurve,list-method Generic function for the computation of one-step estimators
oneStepEstimator,matrix,InfluenceCurve,numeric-method Generic function for the computation of one-step estimators
oneStepEstimator,numeric,InfluenceCurve,list-method Generic function for the computation of one-step estimators
oneStepEstimator,numeric,InfluenceCurve,numeric-method Generic function for the computation of one-step estimators
oneStepEstimator-methods Generic function for the computation of one-step estimators
optIC Generic function for the computation of optimally robust ICs
optIC,FixRobModel,fiUnOvShoot-method Generic function for the computation of optimally robust ICs
optIC,InfRobModel,asRisk-method Generic function for the computation of optimally robust ICs
optIC,InfRobModel,asUnOvShoot-method Generic function for the computation of optimally robust ICs
optIC,L2ParamFamily,asCov-method Generic function for the computation of optimally robust ICs
optIC-methods Generic function for the computation of optimally robust ICs
OptionalNumeric-class Optional numeric
optRisk Generic function for the computation of the minimal risk
optRisk,FixRobModel,fiUnOvShoot-method Generic function for the computation of the minimal risk
optRisk,InfRobModel,asRisk-method Generic function for the computation of the minimal risk
optRisk,L2ParamFamily,asCov-method Generic function for the computation of the minimal risk
optRisk-methods Generic function for the computation of the minimal risk

-- P --

param,ParamFamily-method Parametric family of probability measures.
ParamFamily Generating function for ParamFamily-class
ParamFamily-class Parametric family of probability measures.
ParamFamParameter Generating function for ParamFamParameter-class
ParamFamParameter-class Parameter of a parametric family of probability measures
plot,IC-method Influence curve
plot,L2ParamFamily-method L2 differentiable parametric family
plot,ParamFamily-method Parametric family of probability measures.
PoisFamily Generating function for Poisson families
PosDefSymmMatrix Generating function for PosDefSymmMatrix-class
PosDefSymmMatrix-class Positive-definite, symmetric matrices
ProbFamily-class Family of probability measures
props Family of probability measures
props,ProbFamily-method Family of probability measures
props<-,ProbFamily-method Family of probability measures

-- R --

radius Neighborhood
radius,Neighborhood-method Neighborhood
radiusMinimaxIC Generic function for the computation of the radius minimax IC
radiusMinimaxIC,L2ParamFamily,UncondNeighborhood,asGRisk-method Generic function for the computation of the radius minimax IC
radiusMinimaxIC-methods Generic function for the computation of the radius minimax IC
Range,InfluenceCurve-method Influence curve
Risks Influence curve
Risks,InfluenceCurve-method Influence curve
Risks<-,InfluenceCurve-method Influence curve
RiskType-class Risk
RobModel-class Robust model

-- S --

show,asHampel-method Asymptotic Hampel risk
show,asUnOvShoot-method Asymptotic under-/overshoot probability
show,ContIC-method Influence curve of contamination type
show,fiHampel-method Finite-sample Hampel risk
show,fiUnOvShoot-method Finite-sample under-/overshoot probability
show,FixRobModel-method Robust model with fixed (unconditional) neighborhood
show,IC-method Influence curve
show,InfluenceCurve-method Influence curve
show,InfRobModel-method Robust model with infinitesimal (unconditional) neighborhood
show,Neighborhood-method Neighborhood
show,ParamFamily-method Parametric family of probability measures.
show,ParamFamParameter-method Parameter of a parametric family of probability measures
show,RiskType-method Risk
show,Symmetry-method Class of Symmetries
show,TotalVarIC-method Influence curve of total variation type
SphericalSymmetry Generating function for SphericalSymmetry-class
SphericalSymmetry-class Class for Spherical Symmetric Distributions
stand Influence curve of contamination type
stand,ContIC-method Influence curve of contamination type
stand,TotalVarIC-method Influence curve of total variation type
stand<-,ContIC-method Influence curve of contamination type
stand<-,TotalVarIC-method Influence curve of total variation type
SymmCenter Class of Symmetries
SymmCenter,Symmetry-method Class of Symmetries
Symmetry-class Class of Symmetries

-- T --

TotalVarIC Generating function for TotalVarIC-class
TotalVarIC-class Influence curve of total variation type
TotalVarNeighborhood Generating function for TotalVarNeighborhood-class
TotalVarNeighborhood-class Total variation neighborhood
trafo Parameter of a parametric family of probability measures
trafo,ParamFamily-method Parametric family of probability measures.
trafo,ParamFamParameter-method Parameter of a parametric family of probability measures
trafo<-,ParamFamParameter-method Parameter of a parametric family of probability measures
trAsCov Generating function for trAsCov-class
trAsCov-class Trace of asymptotic covariance
trFiCov Generating function for trFiCov-class
trFiCov-class Trace of finite-sample covariance
type Class of Symmetries
type,Neighborhood-method Neighborhood
type,RiskType-method Risk
type,Symmetry-method Class of Symmetries

-- U --

UncondNeighborhood-class Unconditional neighborhood

-- W --

width Asymptotic under-/overshoot probability
width,asUnOvShoot-method Asymptotic under-/overshoot probability
width,fiUnOvShoot-method Finite-sample under-/overshoot probability