Optimally Robust Estimation

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Documentation for package ‘ROptEst’ version 1.3.3

• DESCRIPTION file.
• Package NEWS.

Help Pages

A C E G I K L M O P R S T U

ROptEst-package

Optimally robust estimation

-- A --

asAnscombe	Generating function for asAnscombe-class
asAnscombe-class	Asymptotic Anscombe risk
asL1	Generating function for asMSE-class
asL1-class	Asymptotic mean absolute error
asL4	Generating function for asL4-class
asL4-class	Asymptotic mean power 4 error

-- C --

checkIC	Methods for Checking and Making ICs
checkIC-method	Methods for Checking and Making ICs
cniperCont	Functions for Computation and Plot of Cniper Contamination and Cniper Points.
cniperPoint	Functions for Computation and Plot of Cniper Contamination and Cniper Points.
CniperPointPlot	Wrapper function for cniperPointPlot - Computation and Plot of Cniper Contamination and Cniper Points
cniperPointPlot	Functions for Computation and Plot of Cniper Contamination and Cniper Points.
comparePlot	Compare - Plots
comparePlot-method	Compare - Plots
comparePlot-methods	Compare - Plots

-- E --

eff	Asymptotic Anscombe risk
eff-method	Asymptotic Anscombe risk

-- G --

genkStepCtrl	Input generating functions for function 'robest'
gennbCtrl	Input generating functions for function 'robest'
genstartCtrl	Input generating functions for function 'robest'
genstartICCtrl	Input generating functions for function 'robest'
get.asGRisk.fct	Methods for Function get.asGRisk.fct in Package 'ROptEst'
get.asGRisk.fct-method	Methods for Function get.asGRisk.fct in Package 'ROptEst'
get.asGRisk.fct-methods	Methods for Function get.asGRisk.fct in Package 'ROptEst'
getAsRisk	Generic Function for Computation of Asymptotic Risks
getAsRisk-method	Generic Function for Computation of Asymptotic Risks
getAsRisk-methods	Generic Function for Computation of Asymptotic Risks
getBiasIC	Generic function for the computation of the asymptotic bias for an IC
getBiasIC-method	Generic function for the computation of the asymptotic bias for an IC
getBiasIC-methods	Generic function for the computation of the asymptotic bias for an IC
getFixClip	Generic Function for the Computation of the Optimal Clipping Bound
getFixClip-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-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-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-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-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-method	Generic Function for the Computation of the Optimal Clipping Bound
getInfGamma-methods	Generic Function for the Computation of the Optimal Clipping Bound
getInfLM	Functions to determine Lagrange multipliers
getInfRad	Generic Function for the Computation of the Optimal Radius for Given Clipping Bound
getInfRad-method	Generic Function for the Computation of the Optimal Radius for Given Clipping Bound
getInfRad-methods	Generic Function for the Computation of the Optimal Radius for Given Clipping Bound
getInfRobIC	Generic Function for the Computation of Optimally Robust ICs
getInfRobIC-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-method	Generic Function for the Computation of the Standardizing Matrix
getInfStand-methods	Generic Function for the Computation of the Standardizing Matrix
getInfV	Generic Function for the Computation of the asymptotic Variance of a Hampel type IC
getInfV-method	Generic Function for the Computation of the asymptotic Variance of a Hampel type IC
getInfV-methods	Generic Function for the Computation of the asymptotic Variance of a Hampel type IC
getL1normL2deriv	Calculation of L1 norm of L2derivative
getL1normL2deriv-method	Calculation of L1 norm of L2derivative
getL1normL2deriv-methods	Calculation of L1 norm of L2derivative
getL2normL2deriv	Calculation of L2 norm of L2derivative
getLagrangeMultByIter	Functions to determine Lagrange multipliers
getLagrangeMultByOptim	Functions to determine Lagrange multipliers
getMaxIneff	getMaxIneff - computation of the maximal inefficiency of an IC
getModifyIC	Generic Function for the Computation of Functions for Slot modifyIC
getModifyIC-method	Generic Function for the Computation of Functions for Slot modifyIC
getModifyIC-methods	Generic Function for the Computation of Functions for Slot modifyIC
getRadius	Computation of the Optimal Radius for Given Clipping Bound
getReq	getReq - computation of the radius interval where IC1 is better than IC2.
getRiskFctBV	Methods for Function getRiskFctBV in Package 'ROptEst'
getRiskFctBV-method	Methods for Function getRiskFctBV in Package 'ROptEst'
getRiskFctBV-methods	Methods for Function getRiskFctBV in Package 'ROptEst'
getRiskIC	Generic function for the computation of a risk for an IC
getRiskIC-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
getStartIC	Methods for Function getStartIC in Package 'ROptEst'
getStartIC-method	Methods for Function getStartIC in Package 'ROptEst'
getStartIC-methods	Methods for Function getStartIC in Package 'ROptEst'

-- I --

ICList	ORobEstimate-class.
ICList-method	ORobEstimate-class.
inputGenerators	Input generating functions for function 'robest'

-- K --

ksteps	ORobEstimate-class.
ksteps-method	ORobEstimate-class.
kStepTimings	ORobEstimate-class.
kStepTimings-method	ORobEstimate-class.

-- L --

leastFavorableRadius	Generic Function for the Computation of Least Favorable Radii
leastFavorableRadius-method	Generic Function for the Computation of Least Favorable Radii
leastFavorableRadius-methods	Generic Function for the Computation of Least Favorable Radii
lowerCaseRadius	Computation of the lower case radius
lowerCaseRadius-method	Computation of the lower case radius
lowerCaseRadius-methods	Computation of the lower case radius

-- M --

makeIC	Methods for Checking and Making ICs
makeIC-method	Methods for Checking and Making ICs
MBREstimator	Optimally robust estimation: RMXE, OMSE, MBRE, and OBRE
minmaxBias	Generic Function for the Computation of Bias-Optimally Robust ICs
minmaxBias-method	Generic Function for the Computation of Bias-Optimally Robust ICs
minmaxBias-methods	Generic Function for the Computation of Bias-Optimally Robust ICs

-- O --

OBREstimator	Optimally robust estimation: RMXE, OMSE, MBRE, and OBRE
OMSEstimator	Optimally robust estimation: RMXE, OMSE, MBRE, and OBRE
optIC	Generic function for the computation of optimally robust ICs
optIC-method	Generic function for the computation of optimally robust ICs
optIC-methods	Generic function for the computation of optimally robust ICs
optRisk	Generic function for the computation of the minimal risk
optRisk-method	Generic function for the computation of the minimal risk
optRisk-methods	Generic function for the computation of the minimal risk
ORobEstimate-class	ORobEstimate-class.

-- P --

pICList	ORobEstimate-class.
pICList-method	ORobEstimate-class.
plot	Methods for Function plot in Package 'ROptEst'
plot-method	Methods for Function plot in Package 'ROptEst'
plot-methods	Methods for Function plot in Package 'ROptEst'

-- R --

radiusMinimaxIC	Generic function for the computation of the radius minimax IC
radiusMinimaxIC-method	Generic function for the computation of the radius minimax IC
radiusMinimaxIC-methods	Generic function for the computation of the radius minimax IC
RMXEstimator	Optimally robust estimation: RMXE, OMSE, MBRE, and OBRE
robest	Optimally robust estimation
robestCall	ORobEstimate-class.
robestCall-method	ORobEstimate-class.
ROptEst	Optimally robust estimation
roptest	Optimally robust estimation
roptest.old	Optimally robust estimation
roptestCall	ORobEstimate-class.
roptestCall-method	ORobEstimate-class.

-- S --

scaleUpdateIC	Generic Function for the Computation of Functions for Slot modifyIC
scaleUpdateIC-method	Generic Function for the Computation of Functions for Slot modifyIC
scaleUpdateIC-methods	Generic Function for the Computation of Functions for Slot modifyIC
show-method	ORobEstimate-class.
show-method	Asymptotic Anscombe risk
start-method	ORobEstimate-class.
startval	ORobEstimate-class.
startval-method	ORobEstimate-class.
steps	ORobEstimate-class.
steps-method	ORobEstimate-class.

-- T --

timings-method

ORobEstimate-class.

-- U --

uksteps	ORobEstimate-class.
uksteps-method	ORobEstimate-class.
updateNorm	Methods for Function updateNorm in Package 'ROptEst'
updateNorm-method	Methods for Function updateNorm in Package 'ROptEst'
updateNorm-methods	Methods for Function updateNorm in Package 'ROptEst'
ustartval	ORobEstimate-class.
ustartval-method	ORobEstimate-class.