checkL2deriv {distrMod}

Generic function for checking L2-derivatives

Description

Generic function for checking the L2-derivative of an L2-differentiable family of probability measures.

Usage

checkL2deriv(L2Fam, ...)
## S3 method for class 'relMatrix'
print(x,...)

Arguments

L2Fam

L2-differentiable family of probability measures

x

argument to be printed

...

additional parameters (ignored/for compatibility with S3 generic in case print.relMatrix)

Details

The precisions of the centering and the Fisher information are computed.

Value

A list with items maximum.deviation, cent, consist, and condition is invisibly returned, where maximum.deviation comprises the maximal absolute value of all entries in cent and consist, cent shows the expectation of L2deriv(L2Fam) (which should be 0), consist shows the difference between the Fisher information and cov(L2deriv(L2Fam)) (which should be 0), and condition is the condition number of the Fisher information.

Note

The return value gives the non-rounded values (which will be machine dependent), whereas on argument out==TRUE (the default) we only issue the values up to 5 digits which should be independent of the machine. For the output of relative differences, we adjust accuracy to the size of the maximal (absolute) value of the Fisher information. In case of the consistency condition, at positions where the denominator is 0, we print a "."; this is done through helper S3 method print.relMatrix.

Author(s)

Matthias Kohl [e-mail]

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

L2ParamFamily-class

Examples

F1 <- new("L2ParamFamily")
checkL2deriv(F1)