Package: ROptEst 1.3.4
Matthias Kohl
ROptEst: Optimally Robust Estimation
R infrastructure for optimally robust estimation in general smoothly parameterized models using S4 classes and methods as described Kohl, M., Ruckdeschel, P., and Rieder, H. (2010), <doi:10.1007/s10260-010-0133-0>, and in Rieder, H., Kohl, M., and Ruckdeschel, P. (2008), <doi:10.1007/s10260-007-0047-7>.
Authors:
ROptEst_1.3.4.tar.gz
ROptEst_1.3.4.zip(r-4.5)ROptEst_1.3.4.zip(r-4.4)ROptEst_1.3.4.zip(r-4.3)
ROptEst_1.3.4.tgz(r-4.4-any)ROptEst_1.3.4.tgz(r-4.3-any)
ROptEst_1.3.4.tar.gz(r-4.5-noble)ROptEst_1.3.4.tar.gz(r-4.4-noble)
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ROptEst.pdf |ROptEst.html✨
ROptEst/json (API)
NEWS
| # Install 'ROptEst' in R: |
| install.packages('ROptEst', repos = c('https://r-forge.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://r-forge.r-project.org/projects/robast
Last updated 3 months agofrom:e272ae8e67. Checks:OK: 7. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Nov 03 2024 |
| R-4.5-win | OK | Nov 03 2024 |
| R-4.5-linux | OK | Nov 03 2024 |
| R-4.4-win | OK | Nov 03 2024 |
| R-4.4-mac | OK | Nov 03 2024 |
| R-4.3-win | OK | Nov 03 2024 |
| R-4.3-mac | OK | Nov 03 2024 |
Exports:.generateInterpGrid.getLMGrid.MBRE.th.OMSE.th.readGridFromCSV.RMXE.th.saveGridToCSVasAnscombeasL1asL4checkICcniperContcniperPointcniperPointPlotCniperPointPlotcomparePloteffgenkStepCtrlgennbCtrlgenstartCtrlgenstartICCtrlget.asGRisk.fctgetAsRiskgetBiasICgetFixClipgetFixRobICgetIneffDiffgetInfCentgetInfClipgetInfGammagetInfRadgetInfRobICgetInfStandgetInfVgetL1normL2derivgetL2normL2derivgetLagrangeMultByItergetLagrangeMultByOptimgetMaxIneffgetModifyICgetRadiusgetReqgetRiskFctBVgetRiskICgetStartICkStepTimingsleastFavorableRadiuslowerCaseRadiusmakeICMBREstimatorminmaxBiasOBREstimatorOMSEstimatoroptICoptRiskplotradiusMinimaxICRMXEstimatorrobestroptestroptest.oldroptestCallscaleUpdateICupdateNorm
Dependencies:DEoptimRdistrdistrExdistrModlatticeMASSmvtnormpcaPPRandVarRobAStBaserobustbaserrcovsfsmiscstartupmsg
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Optimally robust estimation | ROptEst-package ROptEst |
| Generating function for asAnscombe-class | asAnscombe |
| Asymptotic Anscombe risk | asAnscombe-class eff eff,asAnscombe-method show,asAnscombe-method |
| Generating function for asMSE-class | asL1 |
| Asymptotic mean absolute error | asL1-class |
| Generating function for asL4-class | asL4 |
| Asymptotic mean power 4 error | asL4-class |
| Methods for Checking and Making ICs | checkIC checkIC,ContIC,L2ParamFamily-method makeIC makeIC,ContIC,L2ParamFamily-method |
| Functions for Computation and Plot of Cniper Contamination and Cniper Points. | cniperCont cniperPoint cniperPointPlot |
| Wrapper function for cniperPointPlot - Computation and Plot of Cniper Contamination and Cniper Points | CniperPointPlot |
| Compare - Plots | comparePlot comparePlot,IC,IC-method comparePlot-methods |
| Methods for Function get.asGRisk.fct in Package `ROptEst' | get.asGRisk.fct get.asGRisk.fct,asL1-method get.asGRisk.fct,asL4-method get.asGRisk.fct,asMSE-method get.asGRisk.fct-methods |
| Generic Function for Computation of Asymptotic Risks | getAsRisk getAsRisk,asAnscombe,RealRandVariable,ContNeighborhood,ANY-method getAsRisk,asAnscombe,UnivariateDistribution,UncondNeighborhood,ANY-method getAsRisk,asBias,RealRandVariable,ContNeighborhood,ANY-method getAsRisk,asBias,RealRandVariable,TotalVarNeighborhood,ANY-method getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,ANY-method getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,asymmetricBias-method getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,onesidedBias-method getAsRisk,asBias,UnivariateDistribution,TotalVarNeighborhood,ANY-method getAsRisk,asCov,RealRandVariable,ContNeighborhood,ANY-method getAsRisk,asCov,UnivariateDistribution,ContNeighborhood,ANY-method getAsRisk,asCov,UnivariateDistribution,TotalVarNeighborhood,ANY-method getAsRisk,asL1,UnivariateDistribution,Neighborhood,ANY-method getAsRisk,asL4,UnivariateDistribution,Neighborhood,ANY-method getAsRisk,asMSE,EuclRandVariable,Neighborhood,ANY-method getAsRisk,asMSE,UnivariateDistribution,Neighborhood,ANY-method getAsRisk,asSemivar,UnivariateDistribution,Neighborhood,onesidedBias-method getAsRisk,asUnOvShoot,UnivariateDistribution,UncondNeighborhood,ANY-method getAsRisk,trAsCov,RealRandVariable,ContNeighborhood,ANY-method getAsRisk,trAsCov,UnivariateDistribution,UncondNeighborhood,ANY-method getAsRisk-methods |
| Generic function for the computation of the asymptotic bias for an IC | getBiasIC getBiasIC,HampIC,UncondNeighborhood-method getBiasIC,TotalVarIC,UncondNeighborhood-method getBiasIC-methods |
| Generic Function for the Computation of the Optimal Clipping Bound | getFixClip getFixClip,numeric,Norm,fiUnOvShoot,ContNeighborhood-method getFixClip,numeric,Norm,fiUnOvShoot,TotalVarNeighborhood-method getFixClip-methods |
| Generic Function for the Computation of Optimally Robust ICs | getFixRobIC getFixRobIC,Norm,fiUnOvShoot,UncondNeighborhood-method getFixRobIC-methods |
| Generic Function for the Computation of Inefficiency Differences | getIneffDiff getIneffDiff,numeric,L2ParamFamily,UncondNeighborhood,asMSE-method getIneffDiff-methods |
| Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound | getInfCent getInfCent,RealRandVariable,ContNeighborhood,BiasType-method getInfCent,RealRandVariable,TotalVarNeighborhood,BiasType-method getInfCent,UnivariateDistribution,ContNeighborhood,asymmetricBias-method getInfCent,UnivariateDistribution,ContNeighborhood,BiasType-method getInfCent,UnivariateDistribution,ContNeighborhood,onesidedBias-method getInfCent,UnivariateDistribution,TotalVarNeighborhood,BiasType-method getInfCent-methods |
| Generic Function for the Computation of the Optimal Clipping Bound | getInfClip getInfClip,numeric,EuclRandVariable,asMSE,UncondNeighborhood-method getInfClip,numeric,UnivariateDistribution,asL1,ContNeighborhood-method getInfClip,numeric,UnivariateDistribution,asL1,TotalVarNeighborhood-method getInfClip,numeric,UnivariateDistribution,asL4,ContNeighborhood-method getInfClip,numeric,UnivariateDistribution,asL4,TotalVarNeighborhood-method getInfClip,numeric,UnivariateDistribution,asMSE,ContNeighborhood-method getInfClip,numeric,UnivariateDistribution,asMSE,TotalVarNeighborhood-method getInfClip,numeric,UnivariateDistribution,asSemivar,ContNeighborhood-method getInfClip,numeric,UnivariateDistribution,asUnOvShoot,UncondNeighborhood-method getInfClip-methods |
| Generic Function for the Computation of the Optimal Clipping Bound | getInfGamma getInfGamma,RealRandVariable,asMSE,ContNeighborhood,BiasType-method getInfGamma,RealRandVariable,asMSE,TotalVarNeighborhood,BiasType-method getInfGamma,UnivariateDistribution,asGRisk,ContNeighborhood,BiasType-method getInfGamma,UnivariateDistribution,asGRisk,TotalVarNeighborhood,BiasType-method getInfGamma,UnivariateDistribution,asMSE,ContNeighborhood,asymmetricBias-method getInfGamma,UnivariateDistribution,asMSE,ContNeighborhood,onesidedBias-method getInfGamma,UnivariateDistribution,asUnOvShoot,ContNeighborhood,BiasType-method getInfGamma-methods |
| Functions to determine Lagrange multipliers | getInfLM getLagrangeMultByIter getLagrangeMultByOptim |
| Generic Function for the Computation of the Optimal Radius for Given Clipping Bound | getInfRad getInfRad,numeric,EuclRandVariable,asMSE,UncondNeighborhood-method getInfRad,numeric,UnivariateDistribution,asL1,ContNeighborhood-method getInfRad,numeric,UnivariateDistribution,asL1,TotalVarNeighborhood-method getInfRad,numeric,UnivariateDistribution,asL4,ContNeighborhood-method getInfRad,numeric,UnivariateDistribution,asL4,TotalVarNeighborhood-method getInfRad,numeric,UnivariateDistribution,asMSE,ContNeighborhood-method getInfRad,numeric,UnivariateDistribution,asMSE,TotalVarNeighborhood-method getInfRad,numeric,UnivariateDistribution,asSemivar,ContNeighborhood-method getInfRad,numeric,UnivariateDistribution,asUnOvShoot,UncondNeighborhood-method getInfRad-methods |
| Generic Function for the Computation of Optimally Robust ICs | getInfRobIC getInfRobIC,RealRandVariable,asAnscombe,UncondNeighborhood-method getInfRobIC,RealRandVariable,asBias,UncondNeighborhood-method getInfRobIC,RealRandVariable,asCov,UncondNeighborhood-method getInfRobIC,RealRandVariable,asGRisk,UncondNeighborhood-method getInfRobIC,RealRandVariable,asHampel,UncondNeighborhood-method getInfRobIC,UnivariateDistribution,asAnscombe,UncondNeighborhood-method getInfRobIC,UnivariateDistribution,asBias,UncondNeighborhood-method getInfRobIC,UnivariateDistribution,asCov,ContNeighborhood-method getInfRobIC,UnivariateDistribution,asCov,TotalVarNeighborhood-method getInfRobIC,UnivariateDistribution,asGRisk,UncondNeighborhood-method getInfRobIC,UnivariateDistribution,asHampel,UncondNeighborhood-method getInfRobIC,UnivariateDistribution,asUnOvShoot,UncondNeighborhood-method getInfRobIC-methods |
| Generic Function for the Computation of the Standardizing Matrix | getInfStand getInfStand,RealRandVariable,UncondNeighborhood,BiasType-method getInfStand,UnivariateDistribution,ContNeighborhood,asymmetricBias-method getInfStand,UnivariateDistribution,ContNeighborhood,BiasType-method getInfStand,UnivariateDistribution,ContNeighborhood,onesidedBias-method getInfStand,UnivariateDistribution,TotalVarNeighborhood,BiasType-method getInfStand-methods |
| Generic Function for the Computation of the asymptotic Variance of a Hampel type IC | getInfV getInfV,RealRandVariable,ContNeighborhood,BiasType-method getInfV,RealRandVariable,TotalVarNeighborhood,BiasType-method getInfV,UnivariateDistribution,ContNeighborhood,asymmetricBias-method getInfV,UnivariateDistribution,ContNeighborhood,BiasType-method getInfV,UnivariateDistribution,ContNeighborhood,onesidedBias-method getInfV,UnivariateDistribution,TotalVarNeighborhood,BiasType-method getInfV-methods |
| Calculation of L1 norm of L2derivative | getL1normL2deriv getL1normL2deriv,RealRandVariable-method getL1normL2deriv,UnivariateDistribution-method getL1normL2deriv-methods |
| Calculation of L2 norm of L2derivative | getL2normL2deriv |
| getMaxIneff - computation of the maximal inefficiency of an IC | getMaxIneff |
| Generic Function for the Computation of Functions for Slot modifyIC | getModifyIC getModifyIC,L2LocationFamily,UncondNeighborhood,asGRisk-method getModifyIC,L2LocationFamily,UncondNeighborhood,fiUnOvShoot-method getModifyIC,L2LocationScaleFamily,UncondNeighborhood,asGRisk-method getModifyIC,L2ParamFamily,Neighborhood,asRisk-method getModifyIC,L2ScaleFamily,UncondNeighborhood,asGRisk-method getModifyIC-methods scaleUpdateIC scaleUpdateIC,ContNeighborhood-method scaleUpdateIC,TotalVarNeighborhood-method scaleUpdateIC,UncondNeighborhood-method scaleUpdateIC-methods |
| Computation of the Optimal Radius for Given Clipping Bound | getRadius |
| getReq - computation of the radius interval where IC1 is better than IC2. | getReq |
| Methods for Function getRiskFctBV in Package `ROptEst' | getRiskFctBV getRiskFctBV,asL1,ANY-method getRiskFctBV,asL4,ANY-method getRiskFctBV-methods |
| Generic function for the computation of a risk for an IC | getRiskIC getRiskIC,HampIC,asCov,missing,L2ParamFamily-method getRiskIC,HampIC,asCov,missing,missing-method getRiskIC,TotalVarIC,asCov,missing,L2ParamFamily-method getRiskIC-methods |
| Methods for Function getStartIC in Package `ROptEst' | getStartIC getStartIC,ANY,ANY-method getStartIC,L2LocationFamily,interpolRisk-method getStartIC,L2LocationScaleFamily,interpolRisk-method getStartIC,L2ParamFamily,asAnscombe-method getStartIC,L2ParamFamily,asBias-method getStartIC,L2ParamFamily,asCov-method getStartIC,L2ParamFamily,asGRisk-method getStartIC,L2ParamFamily,trAsCov-method getStartIC,L2ScaleFamily,interpolRisk-method getStartIC-methods |
| Input generating functions for function 'robest' | genkStepCtrl gennbCtrl genstartCtrl genstartICCtrl inputGenerators |
| Generic Function for the Computation of Least Favorable Radii | leastFavorableRadius leastFavorableRadius,L2ParamFamily,UncondNeighborhood,asGRisk-method leastFavorableRadius-methods |
| Computation of the lower case radius | lowerCaseRadius lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,ANY-method lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,asymmetricBias-method lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,onesidedBias-method lowerCaseRadius,L2ParamFamily,TotalVarNeighborhood,asMSE,ANY-method lowerCaseRadius,UnivariateDistribution,ContNeighborhood,asMSE,onesidedBias-method lowerCaseRadius-methods |
| Generic Function for the Computation of Bias-Optimally Robust ICs | minmaxBias minmaxBias,RealRandVariable,ContNeighborhood,BiasType-method minmaxBias,RealRandVariable,TotalVarNeighborhood,BiasType-method minmaxBias,UnivariateDistribution,ContNeighborhood,asymmetricBias-method minmaxBias,UnivariateDistribution,ContNeighborhood,BiasType-method minmaxBias,UnivariateDistribution,ContNeighborhood,onesidedBias-method minmaxBias,UnivariateDistribution,TotalVarNeighborhood,BiasType-method minmaxBias-methods |
| Generic function for the computation of optimally robust ICs | optIC optIC,FixRobModel,fiUnOvShoot-method optIC,InfRobModel,asRisk-method optIC,InfRobModel,asUnOvShoot-method optIC-methods |
| Generic function for the computation of the minimal risk | optRisk optRisk,FixRobModel,fiUnOvShoot-method optRisk,InfRobModel,asRisk-method optRisk,L2ParamFamily,asCov-method optRisk-methods |
| ORobEstimate-class. | ICList ICList,ORobEstimate-method ksteps ksteps,ORobEstimate-method kStepTimings kStepTimings,ORobEstimate-method ORobEstimate-class pICList pICList,ORobEstimate-method robestCall robestCall,ORobEstimate-method roptestCall roptestCall,ORobEstimate-method show,ORobEstimate-method start,ORobEstimate-method startval startval,ORobEstimate-method steps steps,ORobEstimate-method timings,ORobEstimate-method uksteps uksteps,ORobEstimate-method ustartval ustartval,ORobEstimate-method |
| Methods for Function plot in Package `ROptEst' | plot plot,IC,missing-method plot-methods |
| Generic function for the computation of the radius minimax IC | radiusMinimaxIC radiusMinimaxIC,L2ParamFamily,UncondNeighborhood,asGRisk-method radiusMinimaxIC-methods |
| Optimally robust estimation: RMXE, OMSE, MBRE, and OBRE | MBREstimator OBREstimator OMSEstimator RMXEstimator |
| Optimally robust estimation | robest |
| Optimally robust estimation | roptest roptest.old |
| Methods for Function updateNorm in Package `ROptEst' | updateNorm updateNorm,SelfNorm-method updateNorm-methods |
