radiusMinimaxIC: Generic function for the computation of the radius minimax IC

In ROptEstOld: Optimally Robust Estimation - Old Version

Description

Generic function for the computation of the radius minimax IC.

Usage

radiusMinimaxIC(L2Fam, neighbor, risk, ...)

## S4 method for signature 'L2ParamFamily,UncondNeighborhood,asGRisk'
radiusMinimaxIC(L2Fam, neighbor, risk, 
        loRad, upRad, z.start = NULL, A.start = NULL, upper = 1e5, 
        maxiter = 100, tol = .Machine$double.eps^0.4, warn = FALSE)

Arguments

L2Fam	L2-differentiable family of probability measures.
neighbor	object of class "Neighborhood".
risk	object of class "RiskType".
...	additional parameters.
loRad	the lower end point of the interval to be searched.
upRad	the upper end point of the interval to be searched.
z.start	initial value for the centering constant.
A.start	initial value for the standardizing matrix.
upper	upper bound for the optimal clipping bound.
maxiter	the maximum number of iterations
tol	the desired accuracy (convergence tolerance).
warn	logical: print warnings.

Value

The radius minimax IC is computed.

Methods

L2Fam = "L2ParamFamily", neighbor = "UncondNeighborhood", risk = "asGRisk":

computation of the radius minimax IC for an L2 differentiable parametric family.

Author(s)

Matthias Kohl [e-mail]

References

Rieder, H., Kohl, M. and Ruckdeschel, P. (2001) The Costs of not Knowing the Radius. Submitted. Appeared as discussion paper Nr. 81. SFB 373 (Quantification and Simulation of Economic Processes), Humboldt University, Berlin; also available under www.uni-bayreuth.de/departments/math/org/mathe7/RIEDER/pubs/RR.pdf

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

See Also

radiusMinimaxIC

Examples

N <- NormLocationFamily(mean=0, sd=1) 
radiusMinimaxIC(L2Fam=N, neighbor=ContNeighborhood(), 
                risk=asMSE(), loRad=0.1, upRad=0.5)

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