| L2RegTypeFamily {ROptRegTS} | R Documentation |
Generates an object of class "RegTypeFamily".
L2RegTypeFamily(name, distribution = LMCondDistribution(), distrSymm,
main = 0, nuisance, trafo, param, props = character(0),
L2deriv = EuclRandVarList(EuclRandVariable(Map = list(function(x) {x[1] * x[2]}),
Domain = EuclideanSpace(dimension = 2),
dimension = 1)),
ErrorDistr = Norm(), ErrorSymm, RegDistr = Norm(), RegSymm,
Regressor = RealRandVariable(Map = list(function(x) {x}), Domain = Reals()),
ErrorL2deriv = EuclRandVarList(RealRandVariable(Map = list(function(x) {x}),
Domain = Reals())),
ErrorL2derivSymm, ErrorL2derivDistr, ErrorL2derivDistrSymm, FisherInfo)
name |
name of the family |
distribution |
conditional distribution (given the regressor) |
distrSymm |
symmetry of distribution |
ErrorDistr |
error distribution |
ErrorSymm |
object of class "DistributionSymmetry":
symmetry of ErrorDistr |
main |
main parameter |
nuisance |
optional nuisance parameter |
trafo |
matrix: optional transformation of the parameter |
param |
parameter of the family |
props |
properties of the family |
RegDistr |
regressor distribution |
RegSymm |
object of class "DistributionSymmetry":
symmetry of RegDistr |
Regressor |
regressor |
L2deriv |
object of class "EuclRandVariable": L2 derivative |
ErrorL2deriv |
object of class "EuclRandVariable":
L2 derivative of ErrorDistr |
ErrorL2derivDistr |
distribution of ErrorL2deriv |
ErrorL2derivSymm |
object of class "FunSymmList":
symmetry of ErrorL2deriv |
ErrorL2derivDistrSymm |
object of class "DistrSymmList":
symmetry of ErrorL2derivDistr |
FisherInfo |
Fisher information matrix |
If name is missing, the default
“L2 differentiable regression type family” is used.
If param is missing, the parameter is created via
main, nuisance and trafo as described
in ParamFamParameter. In case distrSymm,
ErrorSymm, RegSymm is missing, they are
set to NoSymmetry(). If FisherInfo is missing,
it is computed via numerical integration.
Object of class "L2RegTypeFamily"
Matthias Kohl Matthias.Kohl@stamats.de
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
L2RegTypeFamily()