| getAsRisk {ROptEst} | R Documentation |
Generic function for the computation of asymptotic risks. This function is rarely called directly. It is used by other functions.
getAsRisk(risk, L2deriv, neighbor, biastype, ...)
## S4 method for signature 'asMSE, UnivariateDistribution,
## Neighborhood, ANY':
getAsRisk(risk, L2deriv,
neighbor, biastype, clip, cent, stand, trafo)
## S4 method for signature 'asMSE, EuclRandVariable,
## Neighborhood, ANY':
getAsRisk(risk, L2deriv, neighbor,
biastype, clip, cent, stand, trafo)
## S4 method for signature 'asBias, UnivariateDistribution,
## ContNeighborhood, ANY':
getAsRisk(risk, L2deriv,
neighbor, biastype, trafo)
## S4 method for signature 'asBias, UnivariateDistribution,
## ContNeighborhood, onesidedBias':
getAsRisk(risk,
L2deriv, neighbor, biastype, trafo)
## S4 method for signature 'asBias, UnivariateDistribution,
## ContNeighborhood, asymmetricBias':
getAsRisk(risk,
L2deriv, neighbor, biastype, trafo)
## S4 method for signature 'asBias, UnivariateDistribution,
## TotalVarNeighborhood, ANY':
getAsRisk(risk, L2deriv,
neighbor, biastype, trafo)
## S4 method for signature 'asBias, RealRandVariable,
## ContNeighborhood, ANY':
getAsRisk(risk, L2deriv, neighbor,
biastype, Distr, DistrSymm, L2derivSymm, L2derivDistrSymm,
trafo, z.start, A.start, maxiter, tol, warn)
## S4 method for signature 'asCov, UnivariateDistribution,
## ContNeighborhood, ANY':
getAsRisk(risk, L2deriv,
neighbor, biastype, clip, cent, stand)
## S4 method for signature 'asCov, UnivariateDistribution,
## TotalVarNeighborhood, ANY':
getAsRisk(risk, L2deriv,
neighbor, biastype, clip, cent, stand)
## S4 method for signature 'asCov, RealRandVariable,
## ContNeighborhood, ANY':
getAsRisk(risk, L2deriv, neighbor,
biastype, Distr, cent, stand,
V.comp = matrix(TRUE, ncol = nrow(stand), nrow = nrow(stand)), w)
## S4 method for signature 'trAsCov,
## UnivariateDistribution, UncondNeighborhood, ANY':
getAsRisk(risk, L2deriv,
neighbor, biastype, clip, cent, stand)
## S4 method for signature 'trAsCov, RealRandVariable,
## ContNeighborhood, ANY':
getAsRisk(risk, L2deriv, neighbor,
biastype, Distr, clip, cent, stand, normtype)
## S4 method for signature 'asUnOvShoot,
## UnivariateDistribution, UncondNeighborhood, ANY':
getAsRisk(risk, L2deriv,
neighbor, biastype, clip, cent, stand, trafo)
## S4 method for signature 'asSemivar,
## UnivariateDistribution, Neighborhood, onesidedBias':
getAsRisk(risk, L2deriv,
neighbor, biastype, clip, cent, stand, trafo)
risk |
object of class "asRisk". |
L2deriv |
L2-derivative of some L2-differentiable family of probability distributions. |
neighbor |
object of class "Neighborhood". |
biastype |
object of class "ANY". |
... |
additional parameters. |
clip |
optimal clipping bound. |
cent |
optimal centering constant. |
stand |
standardizing matrix. |
trafo |
matrix: transformation of the parameter. |
Distr |
object of class "Distribution". |
DistrSymm |
object of class "DistributionSymmetry". |
L2derivSymm |
object of class "FunSymmList". |
L2derivDistrSymm |
object of class "DistrSymmList". |
z.start |
initial value for the centering constant. |
A.start |
initial value for the standardizing matrix. |
maxiter |
the maximum number of iterations |
tol |
the desired accuracy (convergence tolerance). |
warn |
logical: print warnings. |
normtype |
object of class "NormType". |
V.comp |
matrix: indication which components of the standardizing matrix have to be computed. |
w |
object of class RobWeight; current weight |
This function is rarely called directly. It is used by other functions/methods.
The asymptotic risk is computed.
getInfRobIC. getInfRobIC. getInfRobIC. getInfRobIC. getInfRobIC. getInfRobIC. getInfRobIC. getInfRobIC. getInfRobIC. getInfRobIC. getInfRobIC. getInfRobIC. getInfRobIC. getInfRobIC. Matthias Kohl Matthias.Kohl@stamats.de
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for General Loss Functions. Statistics & Decisions 22, 201-223.
Ruckdeschel, P. (2005) Optimally One-Sided Bounded Influence Curves. Mathematical Methods in Statistics 14(1), 105-131.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.