| L2RegTypeFamily-class {ROptRegTS} | R Documentation |
Class for L2 differentiable parametric regression-type families.
Objects can be created by calls of the form new("L2RegTypeFamily", ...).
More frequently they are created via the generating function
L2RegTypeFamily.
L2deriv:"EuclRandVarList": L2 derivative. ErrorL2deriv:"EuclRandVarList":
L2 derivative of ErrorDistr. ErrorL2derivSymm:"FunSymmList":
symmetry of ErrorL2deriv. ErrorL2derivDistr:"DistrList":
distribution of ErrorL2deriv. ErrorL2derivDistrSymm:"DistrSymmList":
symmetry of ErrorL2derivDistr. FisherInfo:"PosDefSymmMatrix":
Fisher information. ErrorDistr:"Distribution":
error distribution. ErrorSymm:"DistributionSymmetry":
symmetry of ErrorDistr. RegDistr:"Distribution":
regressor distribution. RegSymm:"DistributionSymmetry":
symmetry of RegDistr. Regressor:"EuclRandVariable":
regressor. param:"ParamFamParameter":
parameter of the family. props:"character":
properties of the family. name:"character":
name of the family. distribution:"CondDistribution":
conditional distribution given the regressor. distrSymm:"DistributionSymmetry":
symmetry of distribution.
Class "RegTypeFamily", directly.
Class "ParamFamily", by class "RegTypeFamily".
Class "ProbFamily", by class "RegTypeFamily".
signature(object = "L2RegTypeFamily"):
acessor function for slot L2deriv signature(object = "L2RegTypeFamily"):
acessor function for slot FisherInfo signature(object = "L2RegTypeFamily"):
acessor function for slot ErrorL2deriv. signature(object = "L2RegTypeFamily"):
acessor function for slot ErrorL2derivDistr. signature(object = "L2RegTypeFamily"):
acessor function for slot ErrorL2derivSymm signature(object = "L2RegTypeFamily"):
acessor function for slot ErrorL2derivDistrSymm signature(object = "L2RegTypeFamily"):
check centering of L2deriv and compute precision
of Fisher information. signature(IC = "IC", L2Fam = "missing"):
check centering and Fisher consistency of IC assuming the
L2-differentiable regression-type family which can be created via
the slot CallL2Fam of IC. signature(IC = "IC", L2Fam = "L2RegTypeFamily"):
check centering and Fisher consistency of IC assuming the
L2-differentiable regression-type family L2Fam. signature(object = "L2RegTypeFamily", fun = "EuclRandVariable", cond = "missing"):
expectation of fun under object. signature(object = "L2RegTypeFamily", fun = "EuclRandMatrix", cond = "missing"):
expectation of fun under object. signature(object = "L2RegTypeFamily", fun = "EuclRandVarList", cond = "missing"):
expectation of fun under object. signature(object = "L2RegTypeFamily")Matthias Kohl Matthias.Kohl@stamats.de
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
new("L2RegTypeFamily")