getFiRisk              package:ROptEst              R Documentation

_G_e_n_e_r_i_c _F_u_n_c_t_i_o_n _f_o_r _C_o_m_p_u_t_a_t_i_o_n _o_f _F_i_n_i_t_e-_S_a_m_p_l_e _R_i_s_k_s

_D_e_s_c_r_i_p_t_i_o_n:

     Generic function for the computation of finite-sample risks. This
     function is rarely called directly. It is used by  other
     functions.

_U_s_a_g_e:

     getFiRisk(risk, Distr, neighbor, ...)

     ## S4 method for signature 'fiUnOvShoot, Norm,
     ##   ContNeighborhood':
     getFiRisk(risk, Distr, neighbor, 
                 clip, stand, sampleSize, Algo, cont)

     ## S4 method for signature 'fiUnOvShoot, Norm,
     ##   TotalVarNeighborhood':
     getFiRisk(risk, Distr, neighbor, 
                 clip, stand, sampleSize, Algo, cont)

_A_r_g_u_m_e_n_t_s:

    risk: object of class '"RiskType"'. 

   Distr: object of class '"Distribution"'. 

neighbor: object of class '"Neighborhood"'. 

     ...: additional parameters. 

    clip: positive real: clipping bound 

   stand: standardizing constant/matrix. 

sampleSize: integer: sample size. 

    Algo: "A" or "B". 

    cont: "left" or "right". 

_D_e_t_a_i_l_s:

     The computation of the finite-sample under-/overshoot risk is
     based on FFT. For more details we refer to Section 11.3 of Kohl
     (2005).

_V_a_l_u_e:

     The finite-sample risk is computed.

_M_e_t_h_o_d_s:

     _r_i_s_k = "_f_i_U_n_O_v_S_h_o_o_t", _D_i_s_t_r = "_N_o_r_m", _n_e_i_g_h_b_o_r = "_C_o_n_t_N_e_i_g_h_b_o_r_h_o_o_d" 
          computes finite-sample under-/overshoot risk in methods for 
          function 'getFixRobIC'. 

     _r_i_s_k = "_f_i_U_n_O_v_S_h_o_o_t", _D_i_s_t_r = "_N_o_r_m", _n_e_i_g_h_b_o_r = "_T_o_t_a_l_V_a_r_N_e_i_g_h_b_o_r_h_o_o_d" 
          computes finite-sample under-/overshoot risk in methods for 
          function 'getFixRobIC'. 

_A_u_t_h_o_r(_s):

     Matthias Kohl Matthias.Kohl@stamats.de

_R_e_f_e_r_e_n_c_e_s:

     Huber, P.J. (1968) Robust Confidence Limits. Z.
     Wahrscheinlichkeitstheor. Verw. Geb. *10*:269-278.

     Kohl, M. (2005) _Numerical Contributions to the Asymptotic Theory
     of Robustness_.  Bayreuth: Dissertation.

     Ruckdeschel, P. and Kohl, M. (2005) Computation of the Finite
     Sample Risk  of M-estimators on Neighborhoods.

_S_e_e _A_l_s_o:

     'fiRisk-class'

