LDEstimate-class {RobExtremes}

LDEstimate-class.

Description

Class of Location Dispersion estimates.

Objects from the Class

Objects can be created by calls of the form new("LDEstimate", ...). More frequently they are created via the generating function LDEstimator.

Slots

name

Object of class "character": name of the estimator.

estimate

Object of class "ANY": estimate.

estimate.call

Object of class "call": call by which estimate was produced.

dispersion

Object of class "numeric": the value of the fitted dispersion.

location

Object of class "numeric": the value of the fitted location.

Infos

object of class "matrix" with two columns named method and message: additional informations.

asvar

object of class "OptionalMatrix" which may contain the asymptotic (co)variance of the estimator.

samplesize

object of class "numeric" — the samplesize at which the estimate was evaluated.

nuis.idx

object of class "OptionalNumeric": indices of estimate belonging to the nuisance part

fixed

object of class "OptionalNumeric": the fixed and known part of the parameter.

trafo

object of class "list": a list with components fct and mat (see below).

untransformed.estimate

Object of class "ANY": untransformed estimate.

untransformed.asvar

object of class "OptionalNumericOrMatrix" which may contain the asymptotic (co)variance of the untransformed estimator.

completecases

object of class "logical" — complete cases at which the estimate was evaluated.

Extends

Class "Estimate", directly.

Methods

dispersion

signature(object = "LDEstimate"): accessor function for slot dispersion.

location

signature(object = "LDEstimate"): accessor function for slot location.

show

signature(object = "LDEstimate")

Author(s)

Matthias Kohl [e-mail],
Peter Ruckdeschel [e-mail]

See Also

Estimate-class, LDEstimator, MCEstimator

Examples

## (empirical) Data
x <- rgamma(50, scale = 0.5, shape = 3)

## parametric family of probability measures
G <- GammaFamily(scale = 1, shape = 2)

(S <- medQn(x, G))
dispersion(S)
location(S)