getAsRisk {ROptEstOld} | 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, ...) ## S4 method for signature 'asMSE,UnivariateDistribution,Neighborhood' getAsRisk(risk, L2deriv, neighbor, clip, cent, stand, trafo) ## S4 method for signature 'asMSE,EuclRandVariable,Neighborhood' getAsRisk(risk, L2deriv, neighbor, clip, cent, stand, trafo) ## S4 method for signature 'asBias,UnivariateDistribution,ContNeighborhood' getAsRisk(risk, L2deriv, neighbor, trafo) ## S4 method for signature 'asBias,UnivariateDistribution,TotalVarNeighborhood' getAsRisk(risk, L2deriv, neighbor, trafo) ## S4 method for signature 'asBias,RealRandVariable,ContNeighborhood' getAsRisk(risk, L2deriv, neighbor, Distr, L2derivDistrSymm, trafo, z.start, A.start, maxiter, tol) ## S4 method for signature 'asCov,UnivariateDistribution,ContNeighborhood' getAsRisk(risk, L2deriv, neighbor, clip, cent, stand) ## S4 method for signature 'asCov,UnivariateDistribution,TotalVarNeighborhood' getAsRisk(risk, L2deriv, neighbor, clip, cent, stand) ## S4 method for signature 'asCov,RealRandVariable,ContNeighborhood' getAsRisk(risk, L2deriv, neighbor, Distr, clip, cent, stand) ## S4 method for signature 'trAsCov,UnivariateDistribution,UncondNeighborhood' getAsRisk(risk, L2deriv, neighbor, clip, cent, stand) ## S4 method for signature 'trAsCov,RealRandVariable,ContNeighborhood' getAsRisk(risk, L2deriv, neighbor, Distr, clip, cent, stand) ## S4 method for signature ## 'asUnOvShoot,UnivariateDistribution,UncondNeighborhood' getAsRisk(risk, L2deriv, neighbor, clip, cent, stand, trafo)
risk |
object of class |
L2deriv |
L2-derivative of some L2-differentiable family of probability distributions. |
neighbor |
object of class |
... |
additional parameters. |
clip |
optimal clipping bound. |
cent |
optimal centering constant. |
stand |
standardizing matrix. |
trafo |
matrix: transformation of the parameter. |
Distr |
object of class |
L2derivDistrSymm |
object of class |
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). |
The asymptotic risk is computed.
computes asymptotic mean square error in methods for
function getInfRobIC
.
computes asymptotic mean square error in methods for
function getInfRobIC
.
computes standardized asymptotic bias in methods for function getInfRobIC
.
computes standardized asymptotic bias in methods for function getInfRobIC
.
computes standardized asymptotic bias in methods for function getInfRobIC
.
computes asymptotic covariance in methods for function getInfRobIC
.
computes asymptotic covariance in methods for function getInfRobIC
.
computes asymptotic covariance in methods for function getInfRobIC
.
computes trace of asymptotic covariance in methods
for function getInfRobIC
.
computes trace of asymptotic covariance in methods for
function getInfRobIC
.
computes asymptotic under-/overshoot risk in methods for
function 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 (submitted).
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.