calcErrorDV {rhosp}R Documentation

compute the bias, variance of the De Vielder approximation

Description

calcErrorDV computes the risk constant R with the De Vielder estimator and its bias and variance.

Usage

calcErrorDV(file, nb = 10, disXi, disP, plot = TRUE)

Arguments

file the file in which the simulated data will be stored
nb the number of simulation
disXi the distribution of the variable Xi : disXi is a 3 elements list : rangen stands for a random positive variable generator ; nbparam for number of parameter of this distribution and param for a list of parameters
disP the side effect probability (success probability of Zi) p : disP is a 3 elements list : disfun stands for a distribution function ; nbparam for number of parameter of this distribution and param for a list of parameters
plot a logical variable to plot the variable Zi

Value

a list of the following components

bias the bias of this estimator
var the variance of this estimator
R the risk constant estimated
CR the CR risk constant calculated with R

Author(s)

Christophe Dutang and Julie Barthes

Examples

## Not run: 
arg1Exp<-list(rangen=rexp,nbparam=1,param=list(1/3));
arg2Exp<-list(disfun=pexp,nbparam=1,param=list(1/5));
res<-calcErrorDV("data.rda",25,arg1Exp,arg2Exp,TRUE)
## End(Not run)

[Package rhosp version 1.04 Index]