getAsRisk | R Documentation |
Generic function for the computation of asymptotic risks. This function is rarely called directly. It is used by other functions.
getAsRisk(risk, L2deriv, neighbor, biastype, ...)
## S4 method for signature 'asMSE,UnivariateDistribution,Neighborhood,ANY'
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand, trafo, ...)
## S4 method for signature 'asL1,UnivariateDistribution,Neighborhood,ANY'
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand, trafo, ...)
## S4 method for signature 'asL4,UnivariateDistribution,Neighborhood,ANY'
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand, trafo, ...)
## S4 method for signature 'asMSE,EuclRandVariable,Neighborhood,ANY'
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand, trafo, ...)
## S4 method for signature 'asBias,UnivariateDistribution,ContNeighborhood,ANY'
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand = NULL, trafo, ...)
## S4 method for signature
## 'asBias,UnivariateDistribution,ContNeighborhood,onesidedBias'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand = NULL, trafo, ...)
## S4 method for signature
## 'asBias,UnivariateDistribution,ContNeighborhood,asymmetricBias'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand = NULL, trafo, ...)
## S4 method for signature
## 'asBias,UnivariateDistribution,TotalVarNeighborhood,ANY'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand = NULL, trafo, ...)
## S4 method for signature 'asBias,RealRandVariable,ContNeighborhood,ANY'
getAsRisk(
risk,L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand = NULL, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, trafo, z.start, A.start, maxiter, tol,
warn, verbose = NULL, ...)
## S4 method for signature 'asBias,RealRandVariable,TotalVarNeighborhood,ANY'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL,
clip = NULL, cent = NULL, stand = NULL, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, trafo, z.start, A.start, maxiter, tol,
warn, verbose = NULL, ...)
## S4 method for signature 'asCov,UnivariateDistribution,ContNeighborhood,ANY'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo = NULL, ...)
## S4 method for signature
## 'asCov,UnivariateDistribution,TotalVarNeighborhood,ANY'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo = NULL, ...)
## S4 method for signature 'asCov,RealRandVariable,ContNeighborhood,ANY'
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent, stand,
Distr, trafo = NULL, V.comp = matrix(TRUE, ncol = nrow(stand),
nrow = nrow(stand)), w, ...)
## S4 method for signature
## 'trAsCov,UnivariateDistribution,UncondNeighborhood,ANY'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo = NULL, ...)
## S4 method for signature 'trAsCov,RealRandVariable,ContNeighborhood,ANY'
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype, clip, cent, stand, Distr,
trafo = NULL, V.comp = matrix(TRUE, ncol = nrow(stand),
nrow = nrow(stand)), w, ...)
## S4 method for signature
## 'asAnscombe,UnivariateDistribution,UncondNeighborhood,ANY'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo = NULL, FI, ...)
## S4 method for signature 'asAnscombe,RealRandVariable,ContNeighborhood,ANY'
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype, clip, cent, stand, Distr, trafo = NULL,
V.comp = matrix(TRUE, ncol = nrow(stand), nrow = nrow(stand)),
FI, w, ...)
## S4 method for signature
## 'asUnOvShoot,UnivariateDistribution,UncondNeighborhood,ANY'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo, ...)
## S4 method for signature
## 'asSemivar,UnivariateDistribution,Neighborhood,onesidedBias'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo, ...)
risk |
object of class |
L2deriv |
L2-derivative of some L2-differentiable family of probability distributions. |
neighbor |
object of class |
biastype |
object of class |
... |
additional parameters; often used to enable flexible calls. |
clip |
optimal clipping bound. |
cent |
optimal centering constant. |
stand |
standardizing matrix. |
Finfo |
matrix: the Fisher Information of the parameter. |
trafo |
matrix: transformation of the parameter. |
Distr |
object of class |
DistrSymm |
object of class |
L2derivSymm |
object of class |
L2derivDistrSymm |
object of class |
z.start |
initial value for the centering constant. |
A.start |
initial value for the standardizing matrix. |
maxiter |
the maximum number of iterations |
tol |
the desired accuracy (convergence tolerance). |
warn |
logical: print warnings. |
normtype |
object of class |
V.comp |
matrix: indication which components of the standardizing matrix have to be computed. |
w |
object of class |
FI |
trace of the respective Fisher Information |
verbose |
logical: if |
This function is rarely called directly. It is used by other functions/methods.
The asymptotic risk is computed.
computes asymptotic mean square error in methods for
function getInfRobIC
.
computes asymptotic mean absolute error in methods for
function getInfRobIC
.
computes asymptotic mean power 4 error in methods for
function getInfRobIC
.
computes asymptotic mean square error in methods for
function getInfRobIC
.
computes standardized asymptotic bias in methods
for function getInfRobIC
.
computes standardized asymptotic bias in methods for function
getInfRobIC
.
computes standardized asymptotic bias in methods for function
getInfRobIC
.
computes standardized asymptotic bias in methods for function
getInfRobIC
.
computes standardized asymptotic bias in methods for function
getInfRobIC
.
computes asymptotic covariance in methods for function
getInfRobIC
.
computes asymptotic covariance in methods for function
getInfRobIC
.
computes asymptotic covariance in methods for function
getInfRobIC
.
computes trace of asymptotic covariance in methods
for function getInfRobIC
.
computes trace of asymptotic covariance in methods for
function getInfRobIC
.
computes the ARE in the ideal model in methods
for function getInfRobIC
.
computes the ARE in the ideal model in methods for
function getInfRobIC
.
computes asymptotic under-/overshoot risk in methods for
function getInfRobIC
.
computes asymptotic semivariance in methods for
function getInfRobIC
.
Matthias Kohl Matthias.Kohl@stamats.de
M. Kohl (2005). Numerical Contributions to the Asymptotic Theory of Robustness. Dissertation. University of Bayreuth. https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf.
M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. Statistical Methods and Applications 19(3): 333-354. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/s10260-010-0133-0")}.
H. Rieder (1994): Robust Asymptotic Statistics. Springer. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1007/978-1-4684-0624-5")}
P. Ruckdeschel (2005). Optimally One-Sided Bounded Influence Curves. Mathematical Methods of Statistics 14(1), 105-131.
P. Ruckdeschel and H. Rieder (2004). Optimal Influence Curves for General Loss Functions. Statistics & Decisions 22, 201-223. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1524/stnd.22.3.201.57067")}
asRisk-class
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.