Optimally Robust Estimation - Old Version
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Documentation for package ‘ROptEstOld’ version 1.2.0
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A B C D E F G I K L M N O P R S T U V W misc
-- A --
| addInfo<- | Influence curve |
| addInfo<--method | Influence curve |
| addProp<- | Family of probability measures |
| addProp<--method | Family of probability measures |
| addRisk<- | Influence curve |
| addRisk<--method | Influence curve |
| APERYCONSTANT | Built-in Constants in package ROptEstOld |
| asBias | Generating function for asBias-class |
| asBias-class | Standardized Asymptotic Bias |
| asCov | Generating function for asCov-class |
| asCov-class | Asymptotic covariance |
| asGRisk-class | Convex asymptotic risk |
| asHampel | Generating function for asHampel-class |
| asHampel-class | Asymptotic Hampel risk |
| asMSE | Generating function for asMSE-class |
| asMSE-class | Asymptotic mean square error |
| asRisk-class | Aymptotic risk |
| asUnOvShoot | Generating function for asUnOvShoot-class |
| asUnOvShoot-class | Asymptotic under-/overshoot probability |
-- B --
| BinomFamily | Generating function for Binomial families |
| bound | Asymptotic Hampel risk |
| bound-method | Asymptotic Hampel risk |
| bound-method | Finite-sample Hampel risk |
-- C --
| CallL2Fam | Influence curve |
| CallL2Fam-method | Influence curve |
| CallL2Fam<- | Influence curve |
| CallL2Fam<--method | Influence curve of contamination type |
| CallL2Fam<--method | Influence curve |
| CallL2Fam<--method | Influence curve of total variation type |
| cent | Influence curve of contamination type |
| cent-method | Influence curve of contamination type |
| cent<- | Influence curve of contamination type |
| cent<--method | Influence curve of contamination type |
| center | Robust model |
| center-method | Robust model |
| center<- | Robust model |
| center<--method | Robust model |
| checkIC | Generic Function for Checking ICs |
| checkIC-method | Influence curve |
| checkL2deriv | Generic function for checking L2-derivatives |
| checkL2deriv-method | L2 differentiable parametric family |
| clip | Influence curve of contamination type |
| clip-method | Influence curve of contamination type |
| clip<- | Influence curve of contamination type |
| clip<--method | Influence curve of contamination type |
| clipLo | Influence curve of total variation type |
| clipLo-method | Influence curve of total variation type |
| clipLo<- | Influence curve of total variation type |
| clipLo<--method | Influence curve of total variation type |
| clipUp | Influence curve of total variation type |
| clipUp-method | Influence curve of total variation type |
| clipUp<- | Influence curve of total variation type |
| clipUp<--method | Influence curve of total variation type |
| ContIC | Generating function for ContIC-class |
| ContIC-class | Influence curve of contamination type |
| ContNeighborhood | Generating function for ContNeighborhood-class |
| ContNeighborhood-class | Contamination Neighborhood |
| Curve | Influence curve |
| Curve-method | Influence curve |
-- D --
| distribution | Family of probability measures |
| distribution-method | Family of probability measures |
| distrSymm | Family of probability measures |
| distrSymm-method | Family of probability measures |
| Domain-method | Influence curve |
-- E --
| E | Gumbel distribution |
| E-method | Gumbel distribution |
| E-method | L2 differentiable parametric family |
| E-methods | Gumbel distribution |
| EULERMASCHERONICONSTANT | Built-in Constants in package ROptEstOld |
| evalIC | Generic function for evaluating ICs |
| evalIC-method | Influence curve |
| EvenSymmetric | Generating function for EvenSymmetric-class |
| EvenSymmetric-class | Class for Even Functions |
| ExpScaleFamily | Generating function for exponential scale families |
-- F --
| fiBias | Generating function for fiBias-class |
| fiBias-class | Finite-sample Bias |
| fiCov | Generating function for fiCov-class |
| fiCov-class | Finite-sample covariance |
| fiHampel | Generating function for fiHampel-class |
| fiHampel-class | Finite-sample Hampel risk |
| fiMSE | Generating function for fiMSE-class |
| fiMSE-class | Finite-sample mean square error |
| fiRisk-class | Finite-sample risk |
| FisherInfo | L2 differentiable parametric family |
| FisherInfo-method | L2 differentiable parametric family |
| fiUnOvShoot | Generating function for fiUnOvShoot-class |
| fiUnOvShoot-class | Finite-sample under-/overshoot probability |
| FixRobModel | Generating function for FixRobModel-class |
| FixRobModel-class | Robust model with fixed (unconditional) neighborhood |
| FunctionSymmetry-class | Class of Symmetries for Functions |
| FunSymmList | Generating function for FunSymmList-class |
| FunSymmList-class | List of Symmetries for a List of Functions |
-- G --
| GammaFamily | Generating function for Gamma families |
| generateIC | Generic function for the generation of influence curves |
| generateIC-method | Influence curve of contamination type |
| generateIC-method | Influence curve of total variation type |
| getAsRisk | Generic Function for Computation of Asymptotic Risks |
| getAsRisk-method | Generic Function for Computation of Asymptotic Risks |
| getAsRisk-methods | Generic Function for Computation of Asymptotic Risks |
| getFiRisk | Generic Function for Computation of Finite-Sample Risks |
| getFiRisk-method | Generic Function for Computation of Finite-Sample Risks |
| getFiRisk-methods | Generic Function for Computation of Finite-Sample Risks |
| getFixClip | Generic Function for the Computation of the Optimal Clipping Bound |
| getFixClip-method | Generic Function for the Computation of the Optimal Clipping Bound |
| getFixClip-methods | Generic Function for the Computation of the Optimal Clipping Bound |
| getFixRobIC | Generic Function for the Computation of Optimally Robust ICs |
| getFixRobIC-method | Generic Function for the Computation of Optimally Robust ICs |
| getFixRobIC-methods | Generic Function for the Computation of Optimally Robust ICs |
| getIneffDiff | Generic Function for the Computation of Inefficiency Differences |
| getIneffDiff-method | Generic Function for the Computation of Inefficiency Differences |
| getIneffDiff-methods | Generic Function for the Computation of Inefficiency Differences |
| getInfCent | Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound |
| getInfCent-method | Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound |
| getInfCent-methods | Generic Function for the Computation of the Optimal Centering Constant/Lower Clipping Bound |
| getInfClip | Generic Function for the Computation of the Optimal Clipping Bound |
| getInfClip-method | Generic Function for the Computation of the Optimal Clipping Bound |
| getInfClip-methods | Generic Function for the Computation of the Optimal Clipping Bound |
| getInfGamma | Generic Function for the Computation of the Optimal Clipping Bound |
| getInfGamma-method | Generic Function for the Computation of the Optimal Clipping Bound |
| getInfGamma-methods | Generic Function for the Computation of the Optimal Clipping Bound |
| getInfRobIC | Generic Function for the Computation of Optimally Robust ICs |
| getInfRobIC-method | Generic Function for the Computation of Optimally Robust ICs |
| getInfRobIC-methods | Generic Function for the Computation of Optimally Robust ICs |
| getInfStand | Generic Function for the Computation of the Standardizing Matrix |
| getInfStand-method | Generic Function for the Computation of the Standardizing Matrix |
| getInfStand-methods | Generic Function for the Computation of the Standardizing Matrix |
| getRiskIC | Generic function for the computation of a risk for an IC |
| getRiskIC-method | Generic function for the computation of a risk for an IC |
| getRiskIC-methods | Generic function for the computation of a risk for an IC |
| Gumbel | Generating function for Gumbel-class |
| Gumbel-class | Gumbel distribution |
| GumbelLocationFamily | Generating function for Gumbel location families |
| GumbelParameter-class | Paramter of Gumbel distributions |
-- I --
| IC | Generating function for IC-class |
| IC-class | Influence curve |
| InfluenceCurve | Generating function for InfluenceCurve-class |
| InfluenceCurve-class | Influence curve |
| infoPlot | Plot absolute and relative information |
| infoPlot-method | Influence curve |
| Infos | Influence curve |
| Infos-method | Influence curve |
| Infos<- | Influence curve |
| Infos<--method | Influence curve |
| InfRobModel | Generating function for InfRobModel-class |
| InfRobModel-class | Robust model with infinitesimal (unconditional) neighborhood |
| initialize-method | Gumbel distribution |
-- K --
| ksEstimator | Generic Function for the Computation of the Kolmogorov Minimum Distance Estimator |
| ksEstimator-method | Generic Function for the Computation of the Kolmogorov Minimum Distance Estimator |
| ksEstimator-methods | Generic Function for the Computation of the Kolmogorov Minimum Distance Estimator |
| kurtosis | Gumbel distribution |
| kurtosis-method | Gumbel distribution |
| kurtosis-methods | Gumbel distribution |
-- L --
| L2deriv | L2 differentiable parametric family |
| L2deriv-method | L2 differentiable parametric family |
| L2derivDistr | L2 differentiable parametric family |
| L2derivDistr-method | L2 differentiable parametric family |
| L2derivDistrSymm | L2 differentiable parametric family |
| L2derivDistrSymm-method | L2 differentiable parametric family |
| L2derivSymm | L2 differentiable parametric family |
| L2derivSymm-method | L2 differentiable parametric family |
| L2ParamFamily | Generating function for L2ParamFamily-class |
| L2ParamFamily-class | L2 differentiable parametric family |
| leastFavorableRadius | Generic Function for the Computation of Least Favorable Radii |
| leastFavorableRadius-method | Generic Function for the Computation of Least Favorable Radii |
| leastFavorableRadius-methods | Generic Function for the Computation of Least Favorable Radii |
| length-method | Parameter of a parametric family of probability measures |
| LnormScaleFamily | Generating function for lognormal scale families |
| loc | Paramter of Gumbel distributions |
| loc-method | Gumbel distribution |
| loc-method | Paramter of Gumbel distributions |
| loc<- | Paramter of Gumbel distributions |
| loc<--method | Gumbel distribution |
| loc<--method | Paramter of Gumbel distributions |
| locMEstimator | Generic function for the computation of location M estimators |
| locMEstimator-method | Generic function for the computation of location M estimators |
| locMEstimator-methods | Generic function for the computation of location M estimators |
| lowerCase | Influence curve of contamination type |
| lowerCase-method | Influence curve of contamination type |
| lowerCase-method | Influence curve of total variation type |
| lowerCase<- | Influence curve of contamination type |
| lowerCase<--method | Influence curve of contamination type |
| lowerCase<--method | Influence curve of total variation type |
| lowerCaseRadius | Computation of the lower case radius |
| lowerCaseRadius-method | Computation of the lower case radius |
| lowerCaseRadius-methods | Computation of the lower case radius |
-- M --
| main | Parameter of a parametric family of probability measures |
| main-method | Parameter of a parametric family of probability measures |
| main-method | Parametric family of probability measures. |
| main<- | Parameter of a parametric family of probability measures |
| main<--method | Parameter of a parametric family of probability measures |
| Map-method | Influence curve |
-- N --
| name-method | Influence curve |
| name-method | Family of probability measures |
| name-method | Robust model |
| name<--method | Influence curve |
| name<--method | Family of probability measures |
| neighbor | Robust model |
| neighbor-method | Robust model |
| neighbor<- | Robust model |
| neighbor<--method | Robust model with fixed (unconditional) neighborhood |
| neighbor<--method | Robust model with infinitesimal (unconditional) neighborhood |
| neighbor<--method | Robust model |
| Neighborhood-class | Neighborhood |
| neighborRadius | Influence curve of contamination type |
| neighborRadius-method | Influence curve of contamination type |
| neighborRadius-method | Influence curve of total variation type |
| neighborRadius<- | Influence curve of contamination type |
| neighborRadius<--method | Influence curve of contamination type |
| neighborRadius<--method | Influence curve of total variation type |
| NonSymmetric | Generating function for NonSymmetric-class |
| NonSymmetric-class | Class for Non-symmetric Functions |
| NormLocationFamily | Generating function for normal location families |
| NormLocationScaleFamily | Generating function for normal location and scale families |
| NormScaleFamily | Generating function for normal scale families |
| nuisance | Parameter of a parametric family of probability measures |
| nuisance-method | Parameter of a parametric family of probability measures |
| nuisance-method | Parametric family of probability measures. |
| nuisance<- | Parameter of a parametric family of probability measures |
| nuisance<--method | Parameter of a parametric family of probability measures |
-- O --
| OddSymmetric | Generating function for OddSymmetric-class |
| OddSymmetric-class | Class for Odd Functions |
| oneStepEstimator | Generic function for the computation of one-step estimators |
| oneStepEstimator-method | Generic function for the computation of one-step estimators |
| oneStepEstimator-methods | Generic function for the computation of one-step estimators |
| optIC | Generic function for the computation of optimally robust ICs |
| optIC-method | Generic function for the computation of optimally robust ICs |
| optIC-methods | Generic function for the computation of optimally robust ICs |
| optRisk | Generic function for the computation of the minimal risk |
| optRisk-method | Generic function for the computation of the minimal risk |
| optRisk-methods | Generic function for the computation of the minimal risk |
-- P --
| param-method | Parametric family of probability measures. |
| ParamFamily | Generating function for ParamFamily-class |
| ParamFamily-class | Parametric family of probability measures. |
| ParamFamParameter | Generating function for ParamFamParameter-class |
| ParamFamParameter-class | Parameter of a parametric family of probability measures |
| plot-method | Influence curve |
| plot-method | L2 differentiable parametric family |
| plot-method | Parametric family of probability measures. |
| PoisFamily | Generating function for Poisson families |
| ProbFamily-class | Family of probability measures |
| props | Family of probability measures |
| props-method | Family of probability measures |
| props<- | Family of probability measures |
| props<--method | Family of probability measures |
-- R --
| radius | Neighborhood |
| radius-method | Neighborhood |
| radiusMinimaxIC | Generic function for the computation of the radius minimax IC |
| radiusMinimaxIC-method | Generic function for the computation of the radius minimax IC |
| radiusMinimaxIC-methods | Generic function for the computation of the radius minimax IC |
| Range-method | Influence curve |
| Risks | Influence curve |
| Risks-method | Influence curve |
| Risks<- | Influence curve |
| Risks<--method | Influence curve |
| RiskType-class | Risk |
| RobModel-class | Robust model |
-- S --
| scale-method | Gumbel distribution |
| scale-method | Paramter of Gumbel distributions |
| scale<--method | Gumbel distribution |
| scale<--method | Paramter of Gumbel distributions |
| show-method | Influence curve of contamination type |
| show-method | Robust model with fixed (unconditional) neighborhood |
| show-method | Influence curve |
| show-method | Robust model with infinitesimal (unconditional) neighborhood |
| show-method | Influence curve |
| show-method | Neighborhood |
| show-method | Parameter of a parametric family of probability measures |
| show-method | Parametric family of probability measures. |
| show-method | Risk |
| show-method | Influence curve of total variation type |
| show-method | Asymptotic Hampel risk |
| show-method | Asymptotic under-/overshoot probability |
| show-method | Finite-sample Hampel risk |
| show-method | Finite-sample under-/overshoot probability |
| skewness | Gumbel distribution |
| skewness-method | Gumbel distribution |
| skewness-methods | Gumbel distribution |
| stand | Influence curve of contamination type |
| stand-method | Influence curve of contamination type |
| stand-method | Influence curve of total variation type |
| stand<- | Influence curve of contamination type |
| stand<--method | Influence curve of contamination type |
| stand<--method | Influence curve of total variation type |
-- T --
| TotalVarIC | Generating function for TotalVarIC-class |
| TotalVarIC-class | Influence curve of total variation type |
| TotalVarNeighborhood | Generating function for TotalVarNeighborhood-class |
| TotalVarNeighborhood-class | Total variation neighborhood |
| trafo | Parameter of a parametric family of probability measures |
| trafo-method | Parameter of a parametric family of probability measures |
| trafo-method | Parametric family of probability measures. |
| trafo<- | Parameter of a parametric family of probability measures |
| trafo<--method | Parameter of a parametric family of probability measures |
| trAsCov | Generating function for trAsCov-class |
| trAsCov-class | Trace of asymptotic covariance |
| trFiCov | Generating function for trFiCov-class |
| trFiCov-class | Trace of finite-sample covariance |
| type-method | Neighborhood |
| type-method | Risk |
-- U --
| UncondNeighborhood-class | Unconditional neighborhood |
-- V --
| var | Gumbel distribution |
| var-method | Gumbel distribution |
| var-methods | Gumbel distribution |
-- W --
| width | Asymptotic under-/overshoot probability |
| width-method | Asymptotic under-/overshoot probability |
| width-method | Finite-sample under-/overshoot probability |
-- misc --
| *-method | Gumbel distribution |
| +-method | Gumbel distribution |