getFiRisk: Generic Function for Computation of Finite-Sample Risks

In ROptEstOld: Optimally Robust Estimation - Old Version

Description

Generic function for the computation of finite-sample risks. This function is rarely called directly. It is used by other functions.

Usage

getFiRisk(risk, Distr, neighbor, ...)

## S4 method for signature 'fiUnOvShoot,Norm,ContNeighborhood'
getFiRisk(risk, Distr, neighbor, 
            clip, stand, sampleSize, Algo, cont)

## S4 method for signature 'fiUnOvShoot,Norm,TotalVarNeighborhood'
getFiRisk(risk, Distr, neighbor, 
            clip, stand, sampleSize, Algo, cont)

Arguments

risk	object of class "RiskType".
Distr	object of class "Distribution".
neighbor	object of class "Neighborhood".
...	additional parameters.
clip	positive real: clipping bound
stand	standardizing constant/matrix.
sampleSize	integer: sample size.
Algo	"A" or "B".
cont	"left" or "right".

Details

The computation of the finite-sample under-/overshoot risk is based on FFT. For more details we refer to Section 11.3 of Kohl (2005).

Value

The finite-sample risk is computed.

Methods

risk = "fiUnOvShoot", Distr = "Norm", neighbor = "ContNeighborhood"

computes finite-sample under-/overshoot risk in methods for function getFixRobIC.

risk = "fiUnOvShoot", Distr = "Norm", neighbor = "TotalVarNeighborhood"

computes finite-sample under-/overshoot risk in methods for function getFixRobIC.

Author(s)

Matthias Kohl [e-mail]

References

Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. Verw. Geb. 10:269–278.

Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

Ruckdeschel, P. and Kohl, M. (2005) Computation of the Finite Sample Risk of M-estimators on Neighborhoods.

See Also

fiRisk-class

ROptEstOld documentation built on May 2, 2019, 12:51 p.m.