cutoff {RobAStBase} | R Documentation |
Generating function(s) for class cutoff
.
cutoff(name = "empirical", body.fct0, cutoff.quantile = 0.95, norm = NormType(), QF, nsim = 100000) cutoff.sememp() cutoff.chisq()
name |
argument for name slot of cutoff object |
body.fct0 |
a call generated by code wrapped to substitute resp. quote ;
the body of the fct slot of the cutoff object |
cutoff.quantile |
numeric; the corresponding slot value for the cutoff object |
norm |
an object of class NormType – the norm/distance by which to produce
the cutoff - value. |
nsim |
integer: the sample size used for determining the quantiles of x'Qx^.5 for x multivariate standard normal and Q a corresponding quadratic form |
QF |
a quadratic (positive semidefinite, symmetric) matrix used as quadratic form |
cutoff
generates a valid object of class "cutoff"
.
As function slot fct
may only have a formal argument data
,
the other arguments to determine the cutoff value, i.e. norm
, QF
, nsim
,
cutoff.quantile
, nsim
have to enter the scope of this
function by lexical scoping; now cutoff.quantile
, norm
, QF
are to be taken from the calling environment (not from the defining one),
so we have delay evaluation of the function body, which is why we assume
it to be given wrapped into substitute
resp. quote
.
body.fct0
is by default (i.e. if argument body.fct0
is missing) set
to quote(quantile(slot(norm,"fct")(data), cutoff.quantile))
, internally,
i.e.; to an empirical quantile of the corresponding norms.
cutoff.sememp()
is a helper function generating the theoretical (asymptotic)
quantile of (the square root of) a corresponding quadratic form, assuming multivariate
normality; to determine this quantile nsim
simulations are used.
cutoff.chisq()
is a helper function generating the theoretical (asymptotic)
quantile of (the square root of) a (self-standardized) quadratic form, assuming multivariate
normality; i.e.; a corresponding quantile of a Chi-Square distribution.
Object of class "cutoff"
.
Peter Ruckdeschel Peter.Ruckdeschel@itwm.fraunhofer.de
cutoff() cutoff.sememp() cutoff.chisq()