checkIC-methods {ROptEst} | R Documentation |
Methods for Checking and Making ICs
Description
Particular methods for checking centering and Fisher consistency of ICs, resp. making an IC out of an IC possibly violating the conditions so far.
Usage
## S4 method for signature 'ContIC,L2ParamFamily'
checkIC(IC, L2Fam, out = TRUE,
forceContICMethod = FALSE, ..., diagnostic = FALSE)
## S4 method for signature 'ContIC,L2ParamFamily'
makeIC(IC, L2Fam,
forceContICMethod = FALSE, ..., diagnostic = FALSE)
Arguments
IC |
object of class |
L2Fam |
L2-differentiable family of probability measures. |
out |
logical: Should the values of the checks be printed out? |
forceContICMethod |
logical: Should we force to use the method for
signature |
... |
additional parameters to be passed on to expectation
|
diagnostic |
logical; if |
Details
In checkIC
, the precisions of the centering and the Fisher consistency
are computed. makeIC
affinely transforms a given IC (not necessarily
satisfying the centering and Fisher consistency condition so far) such that
after this transformation it becomes an IC (satisfying the conditions).
Here particular methods for ICs of class ContIC
are provided using
the particular structure of this class which allows for speed up in certain cases.
Value
The maximum deviation from the IC properties is returned.
Author(s)
Peter Ruckdeschel Peter.Ruckdeschel@uni-oldenburg.de
References
M. Kohl (2005). Numerical Contributions to the Asymptotic Theory of Robustness. Dissertation. University of Bayreuth. https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf.
M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. Statistical Methods and Applications 19(3): 333-354. doi:10.1007/s10260-010-0133-0.
H. Rieder (1994): Robust Asymptotic Statistics. Springer. doi:10.1007/978-1-4684-0624-5
See Also
Examples
IC1 <- new("IC")
checkIC(IC1)