movToRef-methods {RobExtremes} | R Documentation |
Methods for Functions moving from and to reference parameter in Package ‘RobExtremes’
Description
In optIC
a gain in accuracy can be obtained when computing
the optimally-robust ICs at a reference parameter of the model (instead of an
arbtirary one). To this end, moveL2Fam2RefParam
moved the model to
the reference parameter and moveICBackFromRefParam
moves the obtained
optimal IC back to the original parameter.
Usage
moveL2Fam2RefParam(L2Fam, ...)
moveICBackFromRefParam(IC, L2Fam,...)
Arguments
L2Fam |
object of class |
IC |
IC of class |
... |
further arguments to be passed to particular methods |
Details
moveL2Fam2RefParam
and moveICBackFromRefParam
are used
internally in functions robest
and roptest
to compute the
optimally robust influence function according to the arguments given to them.
Value
moveL2Fam2RefParam |
the L2 Family transformed to reference parameter. |
moveICBackFromRefParam |
the backtransformed IC. |
Methods
- moveL2Fam2RefParam
signature(L2Fam = "L2ScaleShapeUnion")
: movesL2Fam
to scale1
(and, if existing location to0
).- moveICBackFromRefParam
signature(IC = "IC", L2Fam = "L2ScaleShapeUnion")
: moves IC inIC
back to original location and scale inL2Fam
(and in addition changes Lagrange multipliers accordingly), rescaling risk where necessary.- moveICBackFromRefParam
signature(IC = "IC", L2Fam = "L2LocScaleShapeUnion")
: moves IC inIC
back to original location and scale inL2Fam
(and in addition changes Lagrange multipliers accordingly), rescaling risk where necessary.
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de