Description Usage Arguments Details Value Methods Author(s) References See Also
Generic function for the computation of finitesample risks. This function is rarely called directly. It is used by other functions.
1 2 3 4 5 6 7 8 9  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)

risk 
object of class 
Distr 
object of class 
neighbor 
object of class 
... 
additional parameters. 
clip 
positive real: clipping bound 
stand 
standardizing constant/matrix. 
sampleSize 
integer: sample size. 
Algo 
"A" or "B". 
cont 
"left" or "right". 
The computation of the finitesample under/overshoot risk is based on FFT. For more details we refer to Section 11.3 of Kohl (2005).
The finitesample risk is computed.
computes finitesample under/overshoot risk in methods for
function getFixRobIC
.
computes finitesample under/overshoot risk in methods for
function getFixRobIC
.
Matthias Kohl Matthias.Kohl@stamats.de
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 Mestimators on Neighborhoods.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.