R: Methods for Function getStartIC in Package 'ROptEst'

getStartIC-methods {ROptEst}

R Documentation

Methods for Function getStartIC in Package ‘ROptEst’

Description

getStartIC computes the optimally-robust IC to be used as argument ICstart in kStepEstimator.

Usage

getStartIC(model, risk, ...)
## S4 method for signature 'ANY,ANY'
getStartIC(model, risk, ...)
## S4 method for signature 'L2ParamFamily,asGRisk'
getStartIC(model, risk, ...,
                      withEvalAsVar = TRUE, withMakeIC = FALSE, ..debug=FALSE,
                      modifyICwarn = NULL, diagnostic = FALSE)
## S4 method for signature 'L2ParamFamily,asBias'
getStartIC(model, risk, ..., withMakeIC = FALSE,
        ..debug=FALSE, modifyICwarn = NULL, diagnostic = FALSE)
## S4 method for signature 'L2ParamFamily,asCov'
getStartIC(model, risk, ..., withMakeIC = FALSE,
    ..debug=FALSE)
## S4 method for signature 'L2ParamFamily,trAsCov'
getStartIC(model, risk, ..., withMakeIC = FALSE,
    ..debug=FALSE)
## S4 method for signature 'L2ParamFamily,asAnscombe'
getStartIC(model, risk, ...,
                      withEvalAsVar = TRUE, withMakeIC = FALSE, ..debug=FALSE,
                      modifyICwarn = NULL, diagnostic = FALSE)
## S4 method for signature 'L2LocationFamily,interpolRisk'
getStartIC(model, risk, ...)
## S4 method for signature 'L2ScaleFamily,interpolRisk'
getStartIC(model, risk, ...)
## S4 method for signature 'L2LocationScaleFamily,interpolRisk'
getStartIC(model, risk, ...)

Arguments

`model`	normtype of class `NormType`
`risk`	normtype of class `NormType`
`...`	further arguments to be passed to specific methods.
`withEvalAsVar`	logical (of length 1): if `TRUE`, risks based on covariances are to be evaluated (default), otherwise just a call is returned.
`withMakeIC`	logical; if `TRUE` the IC is passed through `makeIC` before return.
`..debug`	logical; if `TRUE` information for debugging is issued.
`modifyICwarn`	logical: should a (warning) information be added if `modifyIC` is applied and hence some optimality information could no longer be valid? Defaults to `NULL` in which case this value is taken from `RobAStBaseOptions`.
`diagnostic`	logical; if `TRUE`, diagnostic information on the performed integrations is gathered and shipped out as an attribute `diagnostic` of the return value of the estimators.

Details

getStartIC is used internally in functions robest and roptest to compute the optimally robust influence function according to the arguments given to them.

Value

An IC of type HampIC.

Methods

getStartIC: signature(model = "ANY", risk = "ANY"): issue that this is not yet implemented.
getStartIC: signature(model = "L2ParamFamily", risk = "asGRisk"): depending on the values of argument eps (to be passed on through the ... argument) computes the optimally robust influence function on the fly via calls to optIC or radiusMinimaxIC.
getStartIC: signature(model = "L2ParamFamily", risk = "asBias"): computes the most-bias-robust influence function on the fly via calls to optIC.
getStartIC: signature(model = "L2ParamFamily", risk = "asCov"): computes the classically optimal influence function on the fly via calls to optIC.
getStartIC: signature(model = "L2ParamFamily", risk = "trAsCov"): computes the classically optimal influence function on the fly via calls to optIC.

Author(s)

Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de