Nothing
###############################################################
#
# check out how much bias protection is obtainable for
# 95% efficiency in ideal model in particular models
#
###############################################################
require(ROptEst)
# some check function
checkOut <- function(L2M, nbd, extraICs = NULL, biastype = symmetricBias(),
normtype= NormType()){
## L2M : L2 model
## nbd : neighborhood
## extraICs : list of further ICs)
## biastype and normtype (...)
force(normtype)
force(biastype)
RobM <- InfRobModel(center = L2M, neighbor = nbd)
## rmx - IC
IC.rmx <- radiusMinimaxIC(L2Fam=L2M, neighbor=nbd,
risk=asMSE(biastype=biastype, normtype=normtype),
upRad=15,loRad=0.005)
## Anscombe - IC
IC.ans <- optIC(model = RobM, risk = asAnscombe(biastype=biastype,
normtype=normtype))
## Lower case / Most Bias robust Estimator
IC.mbe <- optIC(model = RobM, risk = asBias(biastype=biastype,
normtype=normtype), tol = 1e-10)
todo <- list(rmx=IC.rmx,ans=IC.ans,mbe=IC.mbe)
if(!is.null(extraICs)){
namICs <- names(extraICs)
extraICs <- lapply(extraICs, function(x) makeIC(x,L2M))
names(extraICs) <- namICs
todo <- c(todo,extraICs)
}
ie <- 1/c(unlist(lapply(todo,getMaxIneff, neighbor=nbd)))
}
contnb <- ContNeighborhood(radius = 0.5)
totvnb <- TotalVarNeighborhood(radius = 0.5)
medianmad <- list(function(x)sign(x),function(x)sign(abs(x)-qnorm(.75)))
### Normal location and scale --- takes ~20 sec:
system.time({print(round(mineff.ls <- checkOut(L2M = NormLocationScaleFamily(), nbd = contnb,
extraICs = list(medmad=medianmad)),3))})
### Normal location
system.time(print(round(mineff.l <- checkOut(L2M = NormLocationFamily(), nbd = contnb),3)))
### Normal scale convex contamination:
system.time(print(round(mineff.sc <- checkOut(L2M = NormScaleFamily(), nbd = contnb),3)))
### Normal scale total variation
system.time(print(round(mineff.sv <- checkOut(L2M = NormScaleFamily(), nbd = totvnb),3)))
### Poisson(lambda=1) convex contamination: ### ~ 13 sec
system.time(print(round(mineff.pc <- checkOut(L2M = PoisFamily(lambda = 1), nbd = contnb),3)))
### Poisson(lambda=1) scale convex contamination: ~20 sec
system.time(print(round(mineff.pv <- checkOut(L2M = PoisFamily(lambda = 1), nbd = totvnb),3)))
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