getRiskIC {ROptEst} | R Documentation |
Generic function for the computation of a risk for an IC.
getRiskIC(IC, risk, neighbor, L2Fam, ...) ## S4 method for signature 'HampIC, asCov, missing, ## missing': getRiskIC(IC, risk) ## S4 method for signature 'HampIC, asCov, missing, ## L2ParamFamily': getRiskIC(IC, risk, L2Fam) ## S4 method for signature 'TotalVarIC, asCov, missing, ## L2ParamFamily': getRiskIC(IC, risk, L2Fam)
IC |
object of class "InfluenceCurve" |
risk |
object of class "RiskType" . |
neighbor |
object of class "Neighborhood" ; missing in the methods described here. |
... |
additional parameters |
L2Fam |
object of class "L2ParamFamily" . |
To make sure that the results are valid, it is recommended
to include an additional check of the IC properties of IC
using checkIC
.
The risk of an IC is computed.
IC
read off from corresp. Risks
slot. IC
under L2Fam
read off from corresp. Risks
slot. IC
read off from corresp. Risks
slot,
resp. if this is NULL
calculates it via getInfV
.This generic function is still under construction.
Peter Ruckdeschel Peter.Ruckdeschel@itwm.fraunhofer.de
Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. Verw. Geb. 10:269–278.
Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. 8: 106–115.
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
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.
getRiskIC-methods
, InfRobModel-class