Description Usage Arguments Value Methods Author(s) References See Also
Generic function for the computation of asymptotic risks. This function is rarely called directly. It is used by other functions.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36  getAsRisk(risk, L2deriv, neighbor, ...)
## S4 method for signature 'asMSE,UnivariateDistribution,Neighborhood'
getAsRisk(risk, L2deriv, neighbor, clip, cent, stand, trafo)
## S4 method for signature 'asMSE,EuclRandVariable,Neighborhood'
getAsRisk(risk, L2deriv, neighbor, clip, cent, stand, trafo)
## S4 method for signature 'asBias,UnivariateDistribution,ContNeighborhood'
getAsRisk(risk, L2deriv, neighbor, trafo)
## S4 method for signature 'asBias,UnivariateDistribution,TotalVarNeighborhood'
getAsRisk(risk, L2deriv, neighbor, trafo)
## S4 method for signature 'asBias,RealRandVariable,ContNeighborhood'
getAsRisk(risk, L2deriv, neighbor, Distr, L2derivDistrSymm, trafo,
z.start, A.start, maxiter, tol)
## S4 method for signature 'asCov,UnivariateDistribution,ContNeighborhood'
getAsRisk(risk, L2deriv, neighbor, clip, cent, stand)
## S4 method for signature 'asCov,UnivariateDistribution,TotalVarNeighborhood'
getAsRisk(risk, L2deriv, neighbor, clip, cent, stand)
## S4 method for signature 'asCov,RealRandVariable,ContNeighborhood'
getAsRisk(risk, L2deriv, neighbor, Distr, clip, cent, stand)
## S4 method for signature 'trAsCov,UnivariateDistribution,UncondNeighborhood'
getAsRisk(risk, L2deriv, neighbor, clip, cent, stand)
## S4 method for signature 'trAsCov,RealRandVariable,ContNeighborhood'
getAsRisk(risk, L2deriv, neighbor, Distr, clip, cent, stand)
## S4 method for signature
## 'asUnOvShoot,UnivariateDistribution,UncondNeighborhood'
getAsRisk(risk, L2deriv, neighbor, clip, cent, stand, trafo)

risk 
object of class 
L2deriv 
L2derivative of some L2differentiable family of probability distributions. 
neighbor 
object of class 
... 
additional parameters. 
clip 
optimal clipping bound. 
cent 
optimal centering constant. 
stand 
standardizing matrix. 
trafo 
matrix: transformation of the parameter. 
Distr 
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). 
The asymptotic risk is computed.
computes asymptotic mean square 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 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 asymptotic under/overshoot risk in methods for
function getInfRobIC
.
Matthias Kohl Matthias.Kohl@stamats.de
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for General Loss Functions. Statistics & Decisions (submitted).
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
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