R: Methods for Function getStartIC in Package 'RobExtremes'

getStartIC-methods {RobExtremes}

R Documentation

Methods for Function getStartIC in Package ‘RobExtremes’

Description

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

Usage

getStartIC(model, risk, ...)
## S4 method for signature 'L2ScaleShapeUnion,interpolRisk'
getStartIC(model, risk, ...,
   withMakeIC = FALSE, ..debug=FALSE, modifyICwarn = NULL)
## S4 method for signature 'L2LocScaleShapeUnion,interpolRisk'
getStartIC(model, risk, ...,
   withMakeIC = FALSE, ..debug=FALSE, modifyICwarn = NULL)
## S4 method for signature 'ParetoFamily,interpolRisk'
getStartIC(model, risk, ...,
   withMakeIC = FALSE)

Arguments

`model`	normtype of class `NormType`
`risk`	normtype of class `NormType`
`...`	further arguments to be passed to specific methods.
`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`.

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 = "L2ScaleShapeUnion", risk = "interpolRisk"): computes the optimally robust influence function by interpolation on a grid (using internal helper function .getPsi).
getStartIC: signature(model = "L2LocScaleShapeUnion", risk = "interpolRisk"): computes the optimally robust influence function by interpolation on a grid (using internal helper function .getPsi.wL).
getStartIC: signature(model = "ParetoFamily", risk = "interpolRisk"): computes the optimally robust influence function by interpolation on a grid (using internal helper function .getPsi.P).

All of these methods recenter and restandardize the obtained ICs to warrant centeredness and Fisher consistency.

Author(s)

Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de