getFiRiskRegTS {ROptRegTS}R Documentation

Generic Function for Computation of Finite-Sample Risks

Description

Generic function for the computation of finite-sample risks in regression-type models. This function is rarely called directly. It is used by other functions.

Usage

getFiRiskRegTS(risk, ErrorDistr, Regressor, neighbor, ...)

## S4 method for signature 'fiUnOvShoot, Norm,
##   UnivariateDistribution, ContNeighborhood':
getFiRiskRegTS(risk, 
            ErrorDistr, Regressor, neighbor, clip, stand, sampleSize, Algo, cont)

## S4 method for signature 'fiUnOvShoot, Norm,
##   UnivariateDistribution, TotalVarNeighborhood':
getFiRiskRegTS(risk, 
            ErrorDistr, Regressor, neighbor, clip, stand, sampleSize, Algo, cont)

## S4 method for signature 'fiUnOvShoot, Norm,
##   UnivariateDistribution, CondContNeighborhood':
getFiRiskRegTS(risk, 
            ErrorDistr, Regressor, neighbor, clip, stand, sampleSize, cont)

## S4 method for signature 'fiUnOvShoot, Norm,
##   UnivariateDistribution, CondTotalVarNeighborhood':
getFiRiskRegTS(risk, 
            ErrorDistr, Regressor, neighbor, clip, stand, sampleSize, cont)

Arguments

risk object of class "RiskType".
ErrorDistr error distribution
Regressor regressor
neighbor object of class "Neighborhood".
... additional parameters.
clip optimal clipping bound/function.
stand standardizing matrix.
sampleSize integer: sample size.
Algo "A" or "B".
cont "left" or "right".

Details

The computation of the finite-sample under-/overshoot risk is based on FFT. For more details we refer to Subsections 12.1.3 and 12.2.3 of Kohl (2005).

Value

The finite-sample risk is computed.

Methods

risk = "fiUnOvShoot", ErrorDistr = "Norm", Regressor = "UnivariateDistribution", neighbor = "ContNeighborhood"
computes finite-sample under-/overshoot risk in methods for function 'getFixRobRegTypeIC'.
risk = "fiUnOvShoot", ErrorDistr = "Norm", Regressor = "UnivariateDistribution", neighbor = "TotalVarNeighborhood"
computes finite-sample under-/overshoot risk in methods for function 'getFixRobRegTypeIC'.
risk = "fiUnOvShoot", ErrorDistr = "Norm", Regressor = "UnivariateDistribution", neighbor = "CondContNeighborhood"
computes finite-sample under-/overshoot risk in methods for function 'getFixRobRegTypeIC'.
risk = "fiUnOvShoot", ErrorDistr = "Norm", Regressor = "UnivariateDistribution", neighbor = "CondTotalVarNeighborhood"
computes finite-sample under-/overshoot risk in methods for function 'getFixRobRegTypeIC'.

Author(s)

Matthias Kohl Matthias.Kohl@stamats.de

References

Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. Verw. Geb. 10:269–278.

Rieder, H. (1989) A finite-sample minimax regression estimator. Statistics 20(2): 211–221.

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

fiRisk-class


[Package ROptRegTS version 0.6.1 Index]