[Robast-commits] r29 - in pkg/RobAStBase: R man

[noreply at r-forge.r-project.org]

Author: stamats
Date: 2008-02-18 06:48:14 +0100 (Mon, 18 Feb 2008)
New Revision: 29

Added:
   pkg/RobAStBase/R/optIC.R
   pkg/RobAStBase/man/optIC.Rd
Log:
moved "optIC" from ROptEst to RobAStBase

Added: pkg/RobAStBase/R/optIC.R
===================================================================
--- pkg/RobAStBase/R/optIC.R	                        (rev 0)
+++ pkg/RobAStBase/R/optIC.R	2008-02-18 05:48:14 UTC (rev 29)
@@ -0,0 +1,26 @@
+###############################################################################
+## Classical optimal IC (optimal in sense of the Cramer-Rao bound)
+###############################################################################
+setMethod("optIC", signature(model = "L2ParamFamily", risk = "asCov"),
+    function(model, risk){
+        Curve <- as((model at param@trafo %*% solve(model at FisherInfo)) %*% model at L2deriv, "EuclRandVariable")
+        asCov <- model at param@trafo %*% solve(model at FisherInfo) %*% t(model at param@trafo)
+
+        return(IC(
+            name = paste("Classical optimal influence curve for", model at name), 
+            CallL2Fam = call("L2ParamFamily", 
+                            name = model at name, 
+                            distribution = model at distribution,
+                            distrSymm = model at distrSymm, 
+                            param = model at param, 
+                            props = model at props, 
+                            L2deriv = model at L2deriv, 
+                            L2derivSymm = model at L2derivSymm,
+                            L2derivDistr = model at L2derivDistr,
+                            L2derivDistrSymm = model at L2derivDistrSymm,
+                            FisherInfo = model at FisherInfo),
+            Curve = EuclRandVarList(Curve), 
+            Risks = list(asCov = asCov, trAsCov = sum(diag(asCov))),
+            Infos = matrix(c("optIC", "optimal IC in sense of Cramer-Rao bound"), 
+                        ncol = 2, dimnames = list(character(0), c("method", "message")))))
+    })

Added: pkg/RobAStBase/man/optIC.Rd
===================================================================
--- pkg/RobAStBase/man/optIC.Rd	                        (rev 0)
+++ pkg/RobAStBase/man/optIC.Rd	2008-02-18 05:48:14 UTC (rev 29)
@@ -0,0 +1,50 @@
+\name{optIC}
+\alias{optIC}
+\alias{optIC-methods}
+\alias{optIC,L2ParamFamily,asCov-method}
+
+\title{Generic function for the computation of optimally robust ICs}
+\description{
+  Generic function for the computation of optimally robust ICs.
+}
+\usage{
+optIC(model, risk, ...)
+
+\S4method{optIC}{L2ParamFamily,asCov}(model, risk)
+}
+\arguments{
+  \item{model}{ probability model. }
+  \item{risk}{ object of class \code{"RiskType"}. }
+  \item{\dots}{ additional parameters. }
+}
+\details{ 
+  The classical optimal IC which ist optimal in sense of the Cramer-Rao bound
+  is computed.
+}
+\value{Some optimally robust IC is computed.}
+\section{Methods}{
+\describe{
+  \item{model = "L2ParamFamily", risk = "asCov"}{ computes
+    classical optimal influence curve for L2 differentiable 
+    parametric families.}
+}}
+\references{
+  Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer.
+
+  Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}. 
+  Bayreuth: Dissertation.
+}
+\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
+%\note{}
+\seealso{\code{\link{InfluenceCurve-class}}, \code{\link[distrMod]{RiskType-class}}}
+\examples{
+B <- BinomFamily(size = 25, prob = 0.25) 
+
+## classical optimal IC
+IC0 <- optIC(model = B, risk = asCov())
+plot(IC0) # plot IC
+checkIC(IC0, B)
+}
+\concept{robust influence curve}
+\concept{influence curve}
+\keyword{}