[Robast-commits] r1275 - pkg/ROptEst/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Feb 6 20:54:22 CET 2024
Author: ruckdeschel
Date: 2024-02-06 20:54:21 +0100 (Tue, 06 Feb 2024)
New Revision: 1275
Modified:
pkg/ROptEst/man/0ROptEst-package.Rd
pkg/ROptEst/man/ORobEstimate-class.Rd
pkg/ROptEst/man/RMXEOMSEMBREOBRE.Rd
pkg/ROptEst/man/asAnscombe-class.Rd
pkg/ROptEst/man/asAnscombe.Rd
pkg/ROptEst/man/asL1-class.Rd
pkg/ROptEst/man/asL1.Rd
pkg/ROptEst/man/asL4-class.Rd
pkg/ROptEst/man/asL4.Rd
pkg/ROptEst/man/checkmakeIC.Rd
pkg/ROptEst/man/cniperCont.Rd
pkg/ROptEst/man/comparePlot.Rd
pkg/ROptEst/man/getAsRisk.Rd
pkg/ROptEst/man/getIneffDiff.Rd
pkg/ROptEst/man/getInfGamma.Rd
pkg/ROptEst/man/getMaxIneff.Rd
pkg/ROptEst/man/inputGenerator.Rd
pkg/ROptEst/man/leastFavorableRadius.Rd
pkg/ROptEst/man/optIC.Rd
pkg/ROptEst/man/radiusMinimaxIC.Rd
pkg/ROptEst/man/robest.Rd
pkg/ROptEst/man/roptest.Rd
Log:
[ROptEst] trunk:
+ in files getInfGamma.Rd and inputGenerator.Rd we now have a
value field; as it describes the return values of several methods/
functions, this is more a verbal description than
a description of the actual return type (although this is also
specified).
+ in our examples to comparePlot(), robest(), and roptest(),
we had valid code with long runtimes (>5 sec)
which we had put into \dontrun; this code is now moved to
file 'examples_taking_longer.R' shipped out in folder
[inst/]scripts to this package and referred to in the
example section
+ added some more references
+ removed the standardtexts (in comments) in your .Rd-files
man/asAnscombe.Rd; man/asL1.Rd; man/asL4.Rd
+ added dois to references where available
Modified: pkg/ROptEst/man/0ROptEst-package.Rd
===================================================================
--- pkg/ROptEst/man/0ROptEst-package.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/0ROptEst-package.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -30,9 +30,24 @@
Maintainer: Matthias Kohl \email{matthias.kohl at stamats.de}}
\references{
M. Kohl (2005). Numerical Contributions to the Asymptotic Theory of Robustness.
- Dissertation. University of Bayreuth.
- M. Kohl, P. Ruckdeschel, H. Rieder (2010). Infinitesimally Robust Estimation in
- General Smoothly Parametrized Models. Statistical Methods and Application 19(3):333-354.
+ Dissertation. University of Bayreuth. \url{https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf}.
+
+ M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in
+ General Smoothly Parametrized Models. Statistical Methods and Applications \emph{19}(3): 333-354.
+ \doi{10.1007/s10260-010-0133-0}.
+
+ H. Rieder (1994): Robust Asymptotic Statistics. Springer.
+ \doi{10.1007/978-1-4684-0624-5}
+
+ H. Rieder, M. Kohl, and P. Ruckdeschel (2008). The Costs of Not Knowing the Radius.
+ Statistical Methods and Applications \emph{17}(1): 13-40. \doi{10.1007/s10260-007-0047-7}
+
+ P. Ruckdeschel (2005). Optimally One-Sided Bounded Influence Curves.
+ Mathematical Methods of Statistics \emph{14}(1), 105-131.
+
+ P. Ruckdeschel and H. Rieder (2004). Optimal Influence Curves for
+ General Loss Functions. Statistics & Decisions \emph{22}, 201-223.
+ \doi{10.1524/stnd.22.3.201.57067}
}
\seealso{
\code{\link[distr:0distr-package]{distr-package}},
Modified: pkg/ROptEst/man/ORobEstimate-class.Rd
===================================================================
--- pkg/ROptEst/man/ORobEstimate-class.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/ORobEstimate-class.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -154,10 +154,7 @@
\item{show}{\code{signature(object = "ORobEstimate")}: a show method; [*]}
}
}
-%\references{}
\author{Peter Ruckdeschel \email{Peter.Ruckdeschel at uni-oldenburg.de}}
-%\note{}
\seealso{\code{\link{ALEstimate-class}}, \code{\link{kStepEstimate-class}}}
-%\examples{}
\concept{estimate}
\keyword{classes}
Modified: pkg/ROptEst/man/RMXEOMSEMBREOBRE.Rd
===================================================================
--- pkg/ROptEst/man/RMXEOMSEMBREOBRE.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/RMXEOMSEMBREOBRE.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -219,21 +219,24 @@
an attribute \code{"timings"} where computation time is stored.}
\references{
Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
- Bayreuth: Dissertation.
+ Bayreuth: Dissertation. \url{https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf}.
Kohl, M. and Ruckdeschel, P. (2010): R package distrMod:
Object-Oriented Implementation of Probability Models.
- J. Statist. Softw. \bold{35}(10), 1--27
+ J. Statist. Softw. \bold{35}(10), 1--27. \doi{10.18637/jss.v035.i10}.
Kohl, M. and Ruckdeschel, P., and Rieder, H. (2010):
Infinitesimally Robust Estimation in General Smoothly Parametrized Models.
\emph{Stat. Methods Appl.}, \bold{19}, 333--354.
+ \doi{10.1007/s10260-010-0133-0}.
Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer.
+ \doi{10.1007/978-1-4684-0624-5}.
Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing
the Radius. Statistical Methods and Applications \bold{17}(1) 13-40.
-
+ \doi{10.1007/s10260-007-0047-7}.
+
Rieder, H., Kohl, M. and Ruckdeschel, P. (2001) The Costs of not Knowing
the Radius. Appeared as discussion paper Nr. 81.
SFB 373 (Quantification and Simulation of Economic Processes),
Modified: pkg/ROptEst/man/asAnscombe-class.Rd
===================================================================
--- pkg/ROptEst/man/asAnscombe-class.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/asAnscombe-class.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -36,13 +36,19 @@
\item{show}{\code{signature(object = "asAnscombe")}}
}
}
-\references{Hampel et al. (1986) \emph{Robust Statistics}.
+\references{
+ F.J. Anscombe (1960). Rejection of Outliers. Technometrics \emph{2}(2): 123-146.
+ \doi{10.1080/00401706.1960.10489888}.
+
+ F. Hampel et al. (1986). \emph{Robust Statistics}.
The Approach Based on Influence Functions. New York: Wiley.
-
- Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer.
+ \doi{10.1002/9781118186435}.
- Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
- Bayreuth: Dissertation.
+ M. Kohl (2005). \emph{Numerical Contributions to the Asymptotic Theory of Robustness.}
+ Dissertation. University of Bayreuth. \url{https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf}.
+
+ H. Rieder (1994). \emph{Robust Asymptotic Statistics.} Springer.
+ \doi{10.1007/978-1-4684-0624-5}.
}
\author{Peter Ruckdeschel \email{peter.ruckdeschel at fraunhofer.itwm.de}}
%\note{}
Modified: pkg/ROptEst/man/asAnscombe.Rd
===================================================================
--- pkg/ROptEst/man/asAnscombe.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/asAnscombe.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -11,19 +11,22 @@
\item{biastype}{ a bias type of class \code{BiasType}}
\item{normtype}{ a norm type of class \code{NormType}}
}
-%\details{}
\value{Object of class \code{asAnscombe}}
\references{
- Hampel et al. (1986) \emph{Robust Statistics}.
+ F.J. Anscombe (1960). Rejection of Outliers. Technometrics \emph{2}(2): 123-146.
+ \doi{10.1080/00401706.1960.10489888}.
+
+ F. Hampel et al. (1986). \emph{Robust Statistics}.
The Approach Based on Influence Functions. New York: Wiley.
-
- Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer.
+ \doi{10.1002/9781118186435}.
- Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
- Bayreuth: Dissertation.
+ M. Kohl (2005). \emph{Numerical Contributions to the Asymptotic Theory of Robustness.}
+ Dissertation. University of Bayreuth. \url{https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf}.
+
+ H. Rieder (1994). \emph{Robust Asymptotic Statistics.} Springer.
+ \doi{10.1007/978-1-4684-0624-5}.
}
\author{Peter Ruckdeschel \email{peter.ruckdeschel at fraunhofer.itwm.de}}
-%\note{}
\seealso{\code{\link{asAnscombe-class}}}
\examples{
asAnscombe()
Modified: pkg/ROptEst/man/asL1-class.Rd
===================================================================
--- pkg/ROptEst/man/asL1-class.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/asL1-class.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -29,8 +29,9 @@
No methods defined with class "asL1" in the signature.
}
\references{
- Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for
+ P. Ruckdeschel and H. Rieder (2004). Optimal Influence Curves for
General Loss Functions. Statistics & Decisions \emph{22}, 201-223.
+ \doi{10.1524/stnd.22.3.201.57067}
}
\author{Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}}
%\note{}
Modified: pkg/ROptEst/man/asL1.Rd
===================================================================
--- pkg/ROptEst/man/asL1.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/asL1.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -11,14 +11,13 @@
\item{normtype}{ a norm type of class \code{NormType}}
}
-%\details{}
\value{Object of class \code{"asMSE"}}
\references{
- Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for
+ P. Ruckdeschel and H. Rieder (2004). Optimal Influence Curves for
General Loss Functions. Statistics & Decisions \emph{22}, 201-223.
+ \doi{10.1524/stnd.22.3.201.57067}
}
\author{Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}}
-%\note{}
\seealso{\code{\link{asL1-class}}, \code{\link{asMSE}}, \code{\link{asL4}}}
\examples{
asL1()
Modified: pkg/ROptEst/man/asL4-class.Rd
===================================================================
--- pkg/ROptEst/man/asL4-class.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/asL4-class.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -29,8 +29,9 @@
No methods defined with class "asL4" in the signature.
}
\references{
- Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for
+ P. Ruckdeschel and H. Rieder (2004). Optimal Influence Curves for
General Loss Functions. Statistics & Decisions \emph{22}, 201-223.
+ \doi{10.1524/stnd.22.3.201.57067}
}
\author{Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}}
%\note{}
Modified: pkg/ROptEst/man/asL4.Rd
===================================================================
--- pkg/ROptEst/man/asL4.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/asL4.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -11,14 +11,13 @@
\item{normtype}{ a norm type of class \code{NormType}}
}
-%\details{}
\value{Object of class \code{"asL4"}}
\references{
- Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for
+ P. Ruckdeschel and H. Rieder (2004). Optimal Influence Curves for
General Loss Functions. Statistics & Decisions \emph{22}, 201-223.
+ \doi{10.1524/stnd.22.3.201.57067}
}
\author{Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}}
-%\note{}
\seealso{\code{\link{asL4-class}}, \code{\link{asMSE}}, \code{\link{asL1}}}
\examples{
asL4()
Modified: pkg/ROptEst/man/checkmakeIC.Rd
===================================================================
--- pkg/ROptEst/man/checkmakeIC.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/checkmakeIC.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -54,10 +54,15 @@
}
\value{The maximum deviation from the IC properties is returned.}
\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.
+ M. Kohl (2005). \emph{Numerical Contributions to the Asymptotic Theory of Robustness.}
+ Dissertation. University of Bayreuth. \url{https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf}.
+
+ M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in
+ General Smoothly Parametrized Models. Statistical Methods and Applications \emph{19}(3): 333-354.
+ \doi{10.1007/s10260-010-0133-0}.
+
+ H. Rieder (1994): \emph{Robust Asymptotic Statistics.} Springer.
+ \doi{10.1007/978-1-4684-0624-5}
}
\author{Peter Ruckdeschel \email{Peter.Ruckdeschel at uni-oldenburg.de}}
%\note{}
Modified: pkg/ROptEst/man/cniperCont.Rd
===================================================================
--- pkg/ROptEst/man/cniperCont.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/cniperCont.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -199,14 +199,14 @@
}
\references{
- Kohl, M. and Ruckdeschel, H. and Rieder, H. (2008). Infinitesimally
- Robust Estimation in General Smoothly Parametrized Models. Unpublished
- Manuscript.
+ M. Kohl (2005). Numerical Contributions to the Asymptotic Theory of Robustness.
+ Dissertation. University of Bayreuth. \url{https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf}.
- Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
- Bayreuth: Dissertation.
+ M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in
+ General Smoothly Parametrized Models. Statistical Methods and Applications \emph{19}(3): 333-354.
+ \doi{10.1007/s10260-010-0133-0}.
- Ruckdeschel, P. (2004). Higher Order Asymptotics for the MSE of M-Estimators
+ P. Ruckdeschel (2004). Higher Order Asymptotics for the MSE of M-Estimators
on Shrinking Neighborhoods. Unpublished Manuscript.
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
Modified: pkg/ROptEst/man/comparePlot.Rd
===================================================================
--- pkg/ROptEst/man/comparePlot.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/comparePlot.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -17,16 +17,10 @@
to determine the number of evaluation points.
}
\examples{
-N0 <- NormLocationScaleFamily(mean=0, sd=1)
-N0.Rob1 <- InfRobModel(center = N0,
- neighbor = ContNeighborhood(radius = 0.5))
-
-## Don't run to reduce check time on CRAN
-\dontrun{
-IC1 <- optIC(model = N0, risk = asCov())
-IC2 <- optIC(model = N0.Rob1, risk = asMSE())
-
-comparePlot(IC1,IC2, withMBR=TRUE)
+## all (interesting) examples to this function need
+## more time than 5 seconds;
+## you can find them in
+## system.file("scripts", "examples_taking_longer.R",
+## package="ROptEst")
}
-}
\keyword{robust}
Modified: pkg/ROptEst/man/getAsRisk.Rd
===================================================================
--- pkg/ROptEst/man/getAsRisk.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/getAsRisk.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -237,16 +237,22 @@
function \code{getInfRobIC}. }
}}
\references{
- Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer.
+ M. Kohl (2005). Numerical Contributions to the Asymptotic Theory of Robustness.
+ Dissertation. University of Bayreuth. \url{https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf}.
- Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for
- General Loss Functions. Statistics & Decisions \emph{22}, 201-223.
+ M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in
+ General Smoothly Parametrized Models. Statistical Methods and Applications \emph{19}(3): 333-354.
+ \doi{10.1007/s10260-010-0133-0}.
- Ruckdeschel, P. (2005) Optimally One-Sided Bounded Influence Curves.
- Mathematical Methods in Statistics \emph{14}(1), 105-131.
+ H. Rieder (1994): Robust Asymptotic Statistics. Springer.
+ \doi{10.1007/978-1-4684-0624-5}
- Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
- Bayreuth: Dissertation.
+ P. Ruckdeschel (2005). Optimally One-Sided Bounded Influence Curves.
+ Mathematical Methods of Statistics \emph{14}(1), 105-131.
+
+ P. Ruckdeschel and H. Rieder (2004). Optimal Influence Curves for
+ General Loss Functions. Statistics & Decisions \emph{22}, 201-223.
+ \doi{10.1524/stnd.22.3.201.57067}
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
Modified: pkg/ROptEst/man/getIneffDiff.Rd
===================================================================
--- pkg/ROptEst/man/getIneffDiff.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/getIneffDiff.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -76,17 +76,25 @@
the boundaries of a given radius interval.}
}}
\references{
- Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing
+ M. Kohl (2005). \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
+ Bayreuth: Dissertation. \url{https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf}.
+
+ H. Rieder, M. Kohl, and P. Ruckdeschel (2008). The Costs of not Knowing
the Radius. Statistical Methods and Applications, \emph{17}(1) 13-40.
+ \doi{10.1007/s10260-007-0047-7}.
- Rieder, H., Kohl, M. and Ruckdeschel, P. (2001) The Costs of not Knowing
- the Radius. Submitted. Appeared as discussion paper Nr. 81.
+ H. Rieder, M. Kohl, and P. Ruckdeschel (2001). The Costs of not Knowing
+ the Radius. Appeared as discussion paper Nr. 81.
SFB 373 (Quantification and Simulation of Economic Processes),
Humboldt University, Berlin; also available under
- \doi{10.18452/3638}
+ \doi{10.18452/3638}.
- Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
- Bayreuth: Dissertation.
+ P. Ruckdeschel (2005). Optimally One-Sided Bounded Influence Curves.
+ Mathematical Methods of Statistics \emph{14}(1), 105-131.
+
+ P. Ruckdeschel and H. Rieder (2004). Optimal Influence Curves for
+ General Loss Functions. Statistics & Decisions \emph{22}, 201-223.
+ \doi{10.1524/stnd.22.3.201.57067}
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
Modified: pkg/ROptEst/man/getInfGamma.Rd
===================================================================
--- pkg/ROptEst/man/getInfGamma.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/getInfGamma.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -57,7 +57,13 @@
The function is used in case of asymptotic G-risks; confer
Ruckdeschel and Rieder (2004).
}
-%\value{}
+\value{The optimal clipping height is computed. More spefically, the optimal
+ clipping height \eqn{b} is determined in a zero search of a certain function
+ \eqn{\gamma}{gamma}, where the respective \code{getInf}-method will return
+ the value of \eqn{\gamma(b)}{gamma(b)}. The actual function \eqn{\gamma}{gamma}
+ varies according to whether the parameter is one dimensional or higher dimensional,
+ according to the risk, according to the neighborhood, and according to the
+ bias type, which leads to the different methods.}
\section{Methods}{
\describe{
\item{L2deriv = "UnivariateDistribution", risk = "asGRisk",
Modified: pkg/ROptEst/man/getMaxIneff.Rd
===================================================================
--- pkg/ROptEst/man/getMaxIneff.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/getMaxIneff.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -31,17 +31,26 @@
Hampel et al. (1986) \emph{Robust Statistics}.
The Approach Based on Influence Functions. New York: Wiley.
- Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer.
-
- Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing
- the Radius. Statistical Methods and Applications \emph{17}(1) 13-40.
+ M. Kohl (2005). \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
+ Bayreuth: Dissertation. \url{https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf}.
- Rieder, H., Kohl, M. and Ruckdeschel, P. (2001) The Costs of not Knowing
- the Radius. Submitted. Appeared as discussion paper Nr. 81.
+ H. Rieder, M. Kohl, and P. Ruckdeschel (2008). The Costs of not Knowing
+ the Radius. Statistical Methods and Applications, \emph{17}(1) 13-40.
+ \doi{10.1007/s10260-007-0047-7}.
+
+ H. Rieder, M. Kohl, and P. Ruckdeschel (2001). The Costs of not Knowing
+ the Radius. Appeared as discussion paper Nr. 81.
SFB 373 (Quantification and Simulation of Economic Processes),
Humboldt University, Berlin; also available under
- \doi{10.18452/3638}
+ \doi{10.18452/3638}.
+ P. Ruckdeschel (2005). Optimally One-Sided Bounded Influence Curves.
+ Mathematical Methods of Statistics \emph{14}(1), 105-131.
+
+ P. Ruckdeschel and H. Rieder (2004). Optimal Influence Curves for
+ General Loss Functions. Statistics & Decisions \emph{22}, 201-223.
+ \doi{10.1524/stnd.22.3.201.57067}
+
}
\author{Peter Ruckdeschel \email{peter.ruckdeschel at fraunhofer.itwm.de}}
%\note{}
Modified: pkg/ROptEst/man/inputGenerator.Rd
===================================================================
--- pkg/ROptEst/man/inputGenerator.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/inputGenerator.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -97,6 +97,12 @@
which can be used as arguments in function \code{\link{robest}}.
For details, see this function.
}
+\value{
+ A list of arguments to be (re-)used as (structured) input for function \code{robest};
+ more specifically, all arguments of the respective function are bundled into
+ a list, where arguments not explicitly specified in the call are filled with
+ corresponding defaults as given in the usage section of this help file.
+ }
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de},\cr
Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}}
%\note{}
Modified: pkg/ROptEst/man/leastFavorableRadius.Rd
===================================================================
--- pkg/ROptEst/man/leastFavorableRadius.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/leastFavorableRadius.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -52,20 +52,25 @@
risk = "asGRisk"}{ computation of the least favorable radius. }
}}
\references{
- Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing
- the Radius. Statistical Methods and Applications \emph{17}(1) 13-40.
+ M. Kohl (2005). \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
+ Bayreuth: Dissertation. \url{https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf}.
- Rieder, H., Kohl, M. and Ruckdeschel, P. (2001) The Costs of not Knowing
- the Radius. Submitted. Appeared as discussion paper Nr. 81.
+ H. Rieder, M. Kohl, and P. Ruckdeschel (2008). The Costs of not Knowing
+ the Radius. Statistical Methods and Applications, \emph{17}(1) 13-40.
+ \doi{10.1007/s10260-007-0047-7}.
+
+ H. Rieder, M. Kohl, and P. Ruckdeschel (2001). The Costs of not Knowing
+ the Radius. Appeared as discussion paper Nr. 81.
SFB 373 (Quantification and Simulation of Economic Processes),
Humboldt University, Berlin; also available under
- \doi{10.18452/3638}
+ \doi{10.18452/3638}.
- Ruckdeschel, P. (2005) Optimally One-Sided Bounded Influence Curves.
- Mathematical Methods in Statistics \emph{14}(1), 105-131.
+ P. Ruckdeschel (2005). Optimally One-Sided Bounded Influence Curves.
+ Mathematical Methods of Statistics \emph{14}(1), 105-131.
- Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
- Bayreuth: Dissertation.
+ P. Ruckdeschel and H. Rieder (2004). Optimal Influence Curves for
+ General Loss Functions. Statistics & Decisions \emph{22}, 201-223.
+ \doi{10.1524/stnd.22.3.201.57067}
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de},
Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}}
Modified: pkg/ROptEst/man/optIC.Rd
===================================================================
--- pkg/ROptEst/man/optIC.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/optIC.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -96,33 +96,35 @@
finite-sample under-/overshoot risk. }
}}
\references{
-
+
Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor.
Verw. Geb. \bold{10}:269--278.
Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
- Bayreuth: Dissertation.
+ Bayreuth: Dissertation. \url{https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf}.
Kohl, M. and Ruckdeschel, P. (2010): R package distrMod:
Object-Oriented Implementation of Probability Models.
- J. Statist. Softw. \bold{35}(10), 1--27
+ J. Statist. Softw. \bold{35}(10), 1--27. \doi{10.18637/jss.v035.i10}.
Kohl, M. and Ruckdeschel, P., and Rieder, H. (2010):
Infinitesimally Robust Estimation in General Smoothly Parametrized Models.
- \emph{Stat. Methods Appl.}, \bold{19}, 333--354.
+ \emph{Stat. Methods Appl.}, \bold{19}, 333--354. \doi{10.1007/s10260-010-0133-0}.
Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. \bold{8}: 106--115.
Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer.
+ \doi{10.1007/978-1-4684-0624-5}.
Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing
the Radius. Statistical Methods and Applications \bold{17}(1) 13-40.
+ \doi{10.1007/s10260-007-0047-7}.
Rieder, H., Kohl, M. and Ruckdeschel, P. (2001) The Costs of not Knowing
the Radius. Appeared as discussion paper Nr. 81.
SFB 373 (Quantification and Simulation of Economic Processes),
Humboldt University, Berlin; also available under
- \doi{10.18452/3638}
+ \doi{10.18452/3638}.
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
Modified: pkg/ROptEst/man/radiusMinimaxIC.Rd
===================================================================
--- pkg/ROptEst/man/radiusMinimaxIC.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/radiusMinimaxIC.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -76,17 +76,25 @@
computation of the radius minimax IC for an L2 differentiable parametric family. }
}}
\references{
- Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing
+ M. Kohl (2005). \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
+ Bayreuth: Dissertation. \url{https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf}.
+
+ H. Rieder, M. Kohl, and P. Ruckdeschel (2008). The Costs of not Knowing
the Radius. Statistical Methods and Applications, \emph{17}(1) 13-40.
+ \doi{10.1007/s10260-007-0047-7}.
- Rieder, H., Kohl, M. and Ruckdeschel, P. (2001) The Costs of not Knowing
+ H. Rieder, M. Kohl, and P. Ruckdeschel (2001). The Costs of not Knowing
the Radius. Appeared as discussion paper Nr. 81.
SFB 373 (Quantification and Simulation of Economic Processes),
Humboldt University, Berlin; also available under
- \doi{10.18452/3638}
+ \doi{10.18452/3638}.
- Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
- Bayreuth: Dissertation.
+ P. Ruckdeschel (2005). Optimally One-Sided Bounded Influence Curves.
+ Mathematical Methods of Statistics \emph{14}(1), 105-131.
+
+ P. Ruckdeschel and H. Rieder (2004). Optimal Influence Curves for
+ General Loss Functions. Statistics & Decisions \emph{22}, 201-223.
+ \doi{10.1524/stnd.22.3.201.57067}
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de},
Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}}
Modified: pkg/ROptEst/man/robest.Rd
===================================================================
--- pkg/ROptEst/man/robest.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/robest.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -79,11 +79,38 @@
an attribute \code{"timings"} where computation time is stored.}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de},\cr
Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}}
-%\note{}
\seealso{ \code{\link[RobLox]{roblox}},
\code{\link[distrMod]{L2ParamFamily-class}}
\code{\link[RobAStBase]{UncondNeighborhood-class}},
\code{\link[distrMod]{RiskType-class}} }
+
+\references{
+ Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
+ Bayreuth: Dissertation. \url{https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf}.
+
+ Kohl, M. and Ruckdeschel, P. (2010): R package distrMod:
+ Object-Oriented Implementation of Probability Models.
+ J. Statist. Softw. \bold{35}(10), 1--27. \doi{10.18637/jss.v035.i10}.
+
+ Kohl, M. and Ruckdeschel, P., and Rieder, H. (2010):
+ Infinitesimally Robust Estimation in General Smoothly Parametrized Models.
+ \emph{Stat. Methods Appl.}, \bold{19}, 333--354.
+ \doi{10.1007/s10260-010-0133-0}.
+
+ Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer.
+ \doi{10.1007/978-1-4684-0624-5}.
+
+ Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing
+ the Radius. Statistical Methods and Applications \bold{17}(1) 13-40.
+ \doi{10.1007/s10260-007-0047-7}.
+
+ Rieder, H., Kohl, M. and Ruckdeschel, P. (2001) The Costs of not Knowing
+ the Radius. Appeared as discussion paper Nr. 81.
+ SFB 373 (Quantification and Simulation of Economic Processes),
+ Humboldt University, Berlin; also available under
+ \doi{10.18452/3638}
+}
+
\examples{
## Don't test to reduce check time on CRAN
\donttest{
@@ -175,62 +202,15 @@
#############################
## 3. Normal (Gaussian) location and scale
#############################
-## 24 determinations of copper in wholemeal flour
-library(MASS)
-data(chem)
-plot(chem, main = "copper in wholemeal flour", pch = 20)
-## Family
-NF <- NormLocationScaleFamily()
-## ML-estimate
-MLest <- MLEstimator(chem, NF)
-estimate(MLest)
-confint(MLest)
+## this example of a two dimensional parameter
+## to be estimated will need more time than
+## 5 seconds to run
+## you can find it in
+## system.file("scripts", "examples_taking_longer.R",
+## package="ROptEst")
-## Don't run to reduce check time on CRAN
-\dontrun{
-## compute optimally robust estimator (known contamination)
-## takes some time -> you can use package RobLox for normal
-## location and scale which is optimized for speed
-nb1 <- gennbCtrl(eps = 0.05)
-robEst <- robest(chem, NF, nbCtrl = nb1, steps = 3)
-estimate.call(robEst)
-attr(robEst,"timings")
-estimate(robest)
-
-confint(robest, symmetricBias())
-plot(pIC(robest))
-## plot of relative and absolute information; cf. Kohl (2005)
-infoPlot(pIC(robest))
-
-tmp <- qqplot(chem, robest, cex.pch=1.5, exp.cex2.pch = -.25,
- exp.fadcol.pch = .55, withLab = TRUE, which.Order=1:4,
- exp.cex2.lbl = .12,exp.fadcol.lbl = .45,
- nosym.pCI = TRUE, adj.lbl=c(1.7,.2),
- exact.pCI = FALSE, log ="xy")
-
-## finite-sample correction
-if(require(RobLox)){
- n <- length(chem)
- r <- 0.05*sqrt(n)
- r.fi <- finiteSampleCorrection(n = n, r = r)
- fsCor0 <- r.fi/r
- nb1 <- gennbCtrl(eps = 0.05)
- robest <- robest(chem, NF, nbCtrl = nb1, fsCor = fsCor0, steps = 3)
- estimate(robest)
}
-
-## compute optimally robust estimator (unknown contamination)
-## takes some time -> use package RobLox!
-nb2 <- gennbCtrl(eps.lower = 0.05, eps.upper = 0.1)
-robest1 <- robest(chem, NF, nbCtrl = nb2, steps = 3)
-estimate(robest1)
-confint(robest1, symmetricBias())
-plot(pIC(robest1))
-## plot of relative and absolute information; cf. Kohl (2005)
-infoPlot(pIC(robest1))
-}
-}
\concept{k-step construction}
\concept{optimally robust estimation}
\keyword{robust}
Modified: pkg/ROptEst/man/roptest.Rd
===================================================================
--- pkg/ROptEst/man/roptest.Rd 2024-02-06 18:52:28 UTC (rev 1274)
+++ pkg/ROptEst/man/roptest.Rd 2024-02-06 19:54:21 UTC (rev 1275)
@@ -223,21 +223,24 @@
an attribute \code{"timings"} where computation time is stored.}
\references{
Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
- Bayreuth: Dissertation.
+ Bayreuth: Dissertation. \url{https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf}.
Kohl, M. and Ruckdeschel, P. (2010): R package distrMod:
Object-Oriented Implementation of Probability Models.
- J. Statist. Softw. \bold{35}(10), 1--27
+ J. Statist. Softw. \bold{35}(10), 1--27. \doi{10.18637/jss.v035.i10}.
Kohl, M. and Ruckdeschel, P., and Rieder, H. (2010):
Infinitesimally Robust Estimation in General Smoothly Parametrized Models.
\emph{Stat. Methods Appl.}, \bold{19}, 333--354.
+ \doi{10.1007/s10260-010-0133-0}.
Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer.
+ \doi{10.1007/978-1-4684-0624-5}.
Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing
the Radius. Statistical Methods and Applications \bold{17}(1) 13-40.
-
+ \doi{10.1007/s10260-007-0047-7}.
+
Rieder, H., Kohl, M. and Ruckdeschel, P. (2001) The Costs of not Knowing
the Radius. Appeared as discussion paper Nr. 81.
SFB 373 (Quantification and Simulation of Economic Processes),
@@ -332,56 +335,15 @@
#############################
## 3. Normal (Gaussian) location and scale
#############################
-## 24 determinations of copper in wholemeal flour
-library(MASS)
-data(chem)
-plot(chem, main = "copper in wholemeal flour", pch = 20)
-## ML-estimate
-MLest <- MLEstimator(chem, NormLocationScaleFamily())
-estimate(MLest)
-confint(MLest)
+## this example of a two dimensional parameter
+## to be estimated will need more time than
+## 5 seconds to run
+## you can find it in
+## system.file("scripts", "examples_taking_longer.R",
+## package="ROptEst")
-## Don't run to reduce check time on CRAN
-\donttest{
-## compute optimally robust estimator (known contamination)
-## takes some time -> you can use package RobLox for normal
-## location and scale which is optimized for speed
-robest <- roptest(chem, NormLocationScaleFamily(), eps = 0.05, steps = 3)
-estimate(robest)
-confint(robest, symmetricBias())
-plot(pIC(robest))
-## plot of relative and absolute information; cf. Kohl (2005)
-infoPlot(pIC(robest))
-
-tmp <- qqplot(chem, robest, cex.pch=1.5, exp.cex2.pch = -.25,
- exp.fadcol.pch = .55, withLab = TRUE, which.Order=1:4,
- exp.cex2.lbl = .12,exp.fadcol.lbl = .45,
- nosym.pCI = TRUE, adj.lbl=c(1.7,.2),
- exact.pCI = FALSE, log ="xy")
-
-## finite-sample correction
-if(require(RobLox)){
- n <- length(chem)
- r <- 0.05*sqrt(n)
- r.fi <- finiteSampleCorrection(n = n, r = r)
- fsCor <- r.fi/r
- robest <- roptest(chem, NormLocationScaleFamily(), eps = 0.05,
- fsCor = fsCor, steps = 3)
- estimate(robest)
}
-
-## compute optimally robust estimator (unknown contamination)
-## takes some time -> use package RobLox!
-robest1 <- roptest(chem, NormLocationScaleFamily(), eps.lower = 0.05,
- eps.upper = 0.1, steps = 3)
-estimate(robest1)
-confint(robest1, symmetricBias())
-plot(pIC(robest1))
-## plot of relative and absolute information; cf. Kohl (2005)
-infoPlot(pIC(robest1))
-}
-}
\concept{k-step construction}
\concept{optimally robust estimation}
\keyword{robust}
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