getAsRisk: Generic Function for Computation of Asymptotic Risks
In ROptEstOld: Optimally Robust Estimation - Old Version

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.

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 `"asRisk"`.
`L2deriv`	L2-derivative of some L2-differentiable family of probability distributions.
`neighbor`	object of class `"Neighborhood"`.
`...`	additional parameters.
`clip`	optimal clipping bound.
`cent`	optimal centering constant.
`stand`	standardizing matrix.
`trafo`	matrix: transformation of the parameter.
`Distr`	object of class `"Distribution"`.
`L2derivDistrSymm`	object of class `"DistrSymmList"`.
`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.

risk = "asMSE", L2deriv = "UnivariateDistribution", neighbor = "Neighborhood":: computes asymptotic mean square error in methods for function getInfRobIC.
risk = "asMSE", L2deriv = "EuclRandVariable", neighbor = "Neighborhood":: computes asymptotic mean square error in methods for function getInfRobIC.
risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood":: computes standardized asymptotic bias in methods for function getInfRobIC.
risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "TotalVarNeighborhood":: computes standardized asymptotic bias in methods for function getInfRobIC.
risk = "asBias", L2deriv = "RealRandVariable", neighbor = "ContNeighborhood":: computes standardized asymptotic bias in methods for function getInfRobIC.
risk = "asCov", L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood":: computes asymptotic covariance in methods for function getInfRobIC.
risk = "asCov", L2deriv = "UnivariateDistribution", neighbor = "TotalVarNeighborhood":: computes asymptotic covariance in methods for function getInfRobIC.
risk = "asCov", L2deriv = "RealRandVariable", neighbor = "ContNeighborhood":: computes asymptotic covariance in methods for function getInfRobIC.
risk = "trAsCov", L2deriv = "UnivariateDistribution", neighbor = "UncondNeighborhood":: computes trace of asymptotic covariance in methods for function getInfRobIC.
risk = "trAsCov", L2deriv = "RealRandVariable", neighbor = "ContNeighborhood":: computes trace of asymptotic covariance in methods for function getInfRobIC.
risk = "asUnOvShoot", L2deriv = "UnivariateDistribution", neighbor = "UncondNeighborhood":: computes asymptotic under-/overshoot risk in methods for function getInfRobIC.