getAsRiskRegTS {ROptRegTS} | R Documentation |
Generic function for the computation of asymptotic risks in case of regression-type models. This function is rarely called directly. It is used by other functions.
getAsRiskRegTS(risk, ErrorL2deriv, Regressor, neighbor, ...) ## S4 method for signature ## 'asMSE,UnivariateDistribution,Distribution,Neighborhood' getAsRiskRegTS( risk, ErrorL2deriv, Regressor, neighbor, clip, cent, stand, trafo) ## S4 method for signature ## 'asMSE,UnivariateDistribution,Distribution,Av2CondContNeighborhood' getAsRiskRegTS( risk, ErrorL2deriv, Regressor, neighbor, clip, cent, stand, trafo) ## S4 method for signature 'asMSE,EuclRandVariable,Distribution,Neighborhood' getAsRiskRegTS( risk, ErrorL2deriv, Regressor, neighbor, clip, cent, stand, trafo) ## S4 method for signature ## 'asBias, ## UnivariateDistribution, ## UnivariateDistribution, ## ContNeighborhood' getAsRiskRegTS( risk, ErrorL2deriv, Regressor, neighbor, ErrorL2derivDistrSymm, trafo, maxiter, tol) ## S4 method for signature ## 'asBias, ## UnivariateDistribution, ## UnivariateDistribution, ## Av1CondContNeighborhood' getAsRiskRegTS( risk, ErrorL2deriv, Regressor, neighbor, ErrorL2derivDistrSymm, trafo, maxiter, tol) ## S4 method for signature ## 'asBias, ## UnivariateDistribution, ## UnivariateDistribution, ## Av1CondTotalVarNeighborhood' getAsRiskRegTS( risk, ErrorL2deriv, Regressor, neighbor, ErrorL2derivDistrSymm, trafo, maxiter, tol) ## S4 method for signature ## 'asBias, ## UnivariateDistribution, ## MultivariateDistribution, ## ContNeighborhood' getAsRiskRegTS( risk, ErrorL2deriv, Regressor, neighbor, ErrorL2derivDistrSymm, trafo, maxiter, tol) ## S4 method for signature ## 'asBias, ## UnivariateDistribution, ## MultivariateDistribution, ## Av1CondContNeighborhood' getAsRiskRegTS( risk, ErrorL2deriv, Regressor, neighbor, ErrorL2derivDistrSymm, trafo, maxiter, tol) ## S4 method for signature ## 'asBias, ## UnivariateDistribution, ## MultivariateDistribution, ## Av1CondTotalVarNeighborhood' getAsRiskRegTS( risk, ErrorL2deriv, Regressor, neighbor, ErrorL2derivDistrSymm, trafo, maxiter, tol) ## S4 method for signature ## 'asBias,UnivariateDistribution,Distribution,Av2CondContNeighborhood' getAsRiskRegTS( risk, ErrorL2deriv, Regressor, neighbor, ErrorL2derivDistrSymm, trafo, maxiter, tol) ## S4 method for signature ## 'asBias,RealRandVariable,Distribution,ContNeighborhood' getAsRiskRegTS( risk, ErrorL2deriv, Regressor, neighbor, ErrorDistr, trafo, z.start, A.start, maxiter, tol) ## S4 method for signature ## 'asBias,RealRandVariable,Distribution,Av1CondContNeighborhood' getAsRiskRegTS( risk, ErrorL2deriv, Regressor, neighbor, ErrorDistr, trafo, z.start, A.start, maxiter, tol) ## S4 method for signature ## 'asUnOvShoot, ## UnivariateDistribution, ## UnivariateDistribution, ## UncondNeighborhood' getAsRiskRegTS( risk, ErrorL2deriv, Regressor, neighbor, clip, cent, stand) ## S4 method for signature ## 'asUnOvShoot, ## UnivariateDistribution, ## UnivariateDistribution, ## CondNeighborhood' getAsRiskRegTS( risk, ErrorL2deriv, Regressor, neighbor, clip, cent, stand)
risk |
object of class |
ErrorL2deriv |
L2-derivative of |
Regressor |
regressor. |
neighbor |
object of class |
... |
additional parameters. |
clip |
optimal clipping bound. |
cent |
optimal centering constant/function. |
stand |
standardizing matrix. |
trafo |
matrix: transformation of the parameter. |
ErrorDistr |
error distribution. |
ErrorL2derivDistrSymm |
symmetry of |
maxiter |
the maximum number of iterations |
tol |
the desired accuracy (convergence tolerance). |
z.start |
initial value for the centering constant/function. |
A.start |
initial value for the standardizing matrix. |
The asymptotic risk is computed.
computes asymptotic mean square error in methods for function getInfRobRegTypeIC
.
computes asymptotic mean square error in methods for function getInfRobRegTypeIC
.
computes asymptotic mean square error in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes asymptotic under-/overshoot risk in methods for function getInfRobRegTypeIC
.
computes asymptotic under-/overshoot risk in methods for function getInfRobRegTypeIC
.
Matthias Kohl Matthias.Kohl@stamats.de
Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. 8: 106–115.
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.