getInfStand             package:ROptEst             R Documentation

_G_e_n_e_r_i_c _F_u_n_c_t_i_o_n _f_o_r _t_h_e _C_o_m_p_u_t_a_t_i_o_n _o_f _t_h_e _S_t_a_n_d_a_r_d_i_z_i_n_g _M_a_t_r_i_x

_D_e_s_c_r_i_p_t_i_o_n:

     Generic function for the computation of the standardizing matrix
     which takes care of the Fisher consistency of the corresponding
     IC. This function  is rarely called directly. It is used to
     compute optimally robust ICs.

_U_s_a_g_e:

     getInfStand(L2deriv, neighbor, ...)

     ## S4 method for signature 'UnivariateDistribution,
     ##   ContNeighborhood':
     getInfStand(L2deriv, neighbor, clip, cent, trafo)

     ## S4 method for signature 'UnivariateDistribution,
     ##   TotalVarNeighborhood':
     getInfStand(L2deriv, neighbor, clip, cent, trafo)

     ## S4 method for signature 'UnivariateDistribution,
     ##   ContNeighborhood':
     getInfStand(L2deriv, neighbor, Distr, A.comp, stand, clip, cent, trafo)

_A_r_g_u_m_e_n_t_s:

 L2deriv: L2-derivative of some L2-differentiable family  of
          probability measures. 

neighbor: object of class '"Neighborhood"' 

     ...: additional parameters 

    clip: optimal clipping bound. 

    cent: optimal centering constant. 

   stand: standardizing matrix. 

   Distr: object of class '"Distribution"'. 

   trafo: matrix: transformation of the parameter. 

  A.comp: matrix: indication which components of the standardizing
          matrix have to be computed. 

_V_a_l_u_e:

     The standardizing matrix is computed.

_M_e_t_h_o_d_s:

     _L_2_d_e_r_i_v = "_U_n_i_v_a_r_i_a_t_e_D_i_s_t_r_i_b_u_t_i_o_n", _n_e_i_g_h_b_o_r = "_C_o_n_t_N_e_i_g_h_b_o_r_h_o_o_d" 
          computes standardizing matrix. 

     _L_2_d_e_r_i_v = "_U_n_i_v_a_r_i_a_t_e_D_i_s_t_r_i_b_u_t_i_o_n", _n_e_i_g_h_b_o_r = "_T_o_t_a_l_V_a_r_N_e_i_g_h_b_o_r_h_o_o_d" 
          computes standardizing matrix. 

     _L_2_d_e_r_i_v = "_R_e_a_l_R_a_n_d_V_a_r_i_a_b_l_e", _n_e_i_g_h_b_o_r = "_C_o_n_t_N_e_i_g_h_b_o_r_h_o_o_d" 
          computes standardizing matrix. 

_A_u_t_h_o_r(_s):

     Matthias Kohl Matthias.Kohl@stamats.de

_R_e_f_e_r_e_n_c_e_s:

     Rieder, H. (1994) _Robust Asymptotic Statistics_. New York:
     Springer.

     Kohl, M. (2005) _Numerical Contributions to the Asymptotic Theory
     of Robustness_.  Bayreuth: Dissertation.

_S_e_e _A_l_s_o:

     'ContIC-class', 'TotalVarIC-class'

