getAsRisk {ROptEst}R Documentation

Generic Function for Computation of Asymptotic Risks

Description

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

Usage

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)

Arguments

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

Details

This function is rarely called directly. It is used by other functions/methods.

Value

The asymptotic risk is computed.

Methods

risk = "asMSE", L2deriv = "UnivariateDistribution", neighbor = "Neighborhood", biastype = "ANY":
computes asymptotic mean square error in methods for function getInfRobIC.
risk = "asMSE", L2deriv = "EuclRandVariable", neighbor = "Neighborhood", biastype = "ANY":
computes asymptotic mean square error in methods for function getInfRobIC.
risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood", biastype = "ANY":
computes standardized asymptotic bias in methods for function getInfRobIC.
risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood", biastype = "onesidedBias":
computes standardized asymptotic bias in methods for function getInfRobIC.
risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood", biastype = "asymmetricBias":
computes standardized asymptotic bias in methods for function getInfRobIC.
risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "TotalVarNeighborhood", biastype = "ANY":
computes standardized asymptotic bias in methods for function getInfRobIC.
risk = "asBias", L2deriv = "RealRandVariable", neighbor = "ContNeighborhood", biastype = "ANY":
computes standardized asymptotic bias in methods for function getInfRobIC.
risk = "asCov", L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood", biastype = "ANY":
computes asymptotic covariance in methods for function getInfRobIC.
risk = "asCov", L2deriv = "UnivariateDistribution", neighbor = "TotalVarNeighborhood", biastype = "ANY":
computes asymptotic covariance in methods for function getInfRobIC.
risk = "asCov", L2deriv = "RealRandVariable", neighbor = "ContNeighborhood", biastype = "ANY":
computes asymptotic covariance in methods for function getInfRobIC.
risk = "trAsCov", L2deriv = "UnivariateDistribution", neighbor = "UncondNeighborhood", biastype = "ANY":
computes trace of asymptotic covariance in methods for function getInfRobIC.
risk = "trAsCov", L2deriv = "RealRandVariable", neighbor = "ContNeighborhood", biastype = "ANY":
computes trace of asymptotic covariance in methods for function getInfRobIC.
risk = "asUnOvShoot", L2deriv = "UnivariateDistribution", neighbor = "UncondNeighborhood", biastype = "ANY":
computes asymptotic under-/overshoot risk in methods for function getInfRobIC.
risk = "asSemivar", L2deriv = "UnivariateDistribution", neighbor = "Neighborhood", biastype = "onesidedBias":
computes asymptotic semivariance in methods for function getInfRobIC.

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

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.

See Also

asRisk-class


[Package ROptEst version 0.6.3 Index]