getAsRiskRegTS {ROptRegTS}R Documentation

Generic Function for Computation of Asymptotic Risks in case of Regression-Type Models

Description

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.

Usage

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)

Arguments

risk object of class "asRisk".
ErrorL2deriv L2-derivative of ErrorDistr.
Regressor regressor.
neighbor object of class "Neighborhood".
... 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 ErrorL2derivDistr.
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.

Value

The asymptotic risk is computed.

Methods

risk = "asMSE", ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", neighbor = "Neighborhood"
computes asymptotic mean square error in methods for function getInfRobRegTypeIC.
risk = "asMSE", ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", neighbor = "Av2CondContNeighborhood"
computes asymptotic mean square error in methods for function getInfRobRegTypeIC.
risk = "asMSE", ErrorL2deriv = "EuclRandVariable", Regressor = "Distribution", neighbor = "Neighborhood"
computes asymptotic mean square error in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", neighbor = "ContNeighborhood"
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", neighbor = "Av1CondContNeighborhood"
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", neighbor = "Av1CondTotalVarNeighborhood"
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "UnivariateDistribution", Regressor = "MultivariateDistribution", neighbor = "ContNeighborhood"
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "UnivariateDistribution", Regressor = "MultivariateDistribution", neighbor = "Av1CondContNeighborhood"
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "UnivariateDistribution", Regressor = "MultivariateDistribution", neighbor = "Av1CondTotalVarNeighborhood"
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", neighbor = "Av2CondContNeighborhood"
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "RealRandVariable", Regressor = "Distribution", neighbor = "ContNeighborhood"
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "RealRandVariable", Regressor = "Distribution", neighbor = "Av1CondContNeighborhood"
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asUnOvShoot", ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", neighbor = "UncondNeighborhood"
computes asymptotic under-/overshoot risk in methods for function getInfRobRegTypeIC.
risk = "asUnOvShoot", ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", neighbor = "CondNeighborhood"
computes asymptotic under-/overshoot risk in methods for function getInfRobRegTypeIC.

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

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.

See Also

asRisk-class


[Package ROptRegTS version 0.6.1 Index]