Nothing
###############################################################################
## get inefficiency difference for asymptotic MSE
###############################################################################
setMethod("getIneffDiff", signature(radius = "numeric",
L2Fam = "L2ParamFamily",
neighbor = "UncondNeighborhood",
risk = "asMSE"),
function(radius, L2Fam, neighbor, risk, loRad, upRad, loRisk, upRisk,
z.start = NULL, A.start = NULL, upper.b, MaxIter, eps, warn){
L2derivDim <- numberOfMaps(L2Fam@L2deriv)
if(L2derivDim == 1){
neighbor@radius <- radius
res <- getInfRobIC(L2deriv = L2Fam@L2derivDistr[[1]], neighbor = neighbor,
risk = risk, symm = L2Fam@L2derivDistrSymm[[1]],
Finfo = L2Fam@FisherInfo, upper = upper.b,
trafo = L2Fam@param@trafo, maxiter = MaxIter, tol = eps, warn = warn)
trafo <- as.vector(L2Fam@param@trafo)
ineffLo <- (as.vector(res$A)*trafo - res$b^2*(radius^2-loRad^2))/loRisk
if(upRad == Inf)
ineffUp <- res$b^2/upRisk
else
ineffUp <- (as.vector(res$A)*trafo - res$b^2*(radius^2-upRad^2))/upRisk
## changed: shakey... assign("ineff", ineffUp, envir = sys.frame(which = -4))
# return(ineffUp - ineffLo)
return(c(ineff=ineffUp,ineffDiff=ineffUp - ineffLo))
}else{
if(is(L2Fam@distribution, "UnivariateDistribution")){
if((length(L2Fam@L2deriv) == 1) & is(L2Fam@L2deriv[[1]], "RealRandVariable")){
L2deriv <- L2Fam@L2deriv[[1]]
L2derivSymm <- L2Fam@L2derivSymm
L2derivDistrSymm <- L2Fam@L2derivDistrSymm
}else{
L2deriv <- diag(dimension(L2Fam@L2deriv)) %*% L2Fam@L2deriv
L2deriv <- RealRandVariable(Map = L2deriv@Map, Domain = L2deriv@Domain)
nrvalues <- numberOfMaps(L2deriv)
if(numberOfMaps(L2Fam@L2deriv) != nrvalues){
L1 <- vector("list", nrvalues)
L2 <- vector("list", nrvalues)
for(i in 1:nrvalues){
L1[[i]] <- NonSymmetric()
L2[[i]] <- NoSymmetry()
}
L2derivSymm <- new("FunSymmList", L1)
L2derivDistrSymm <- new("DistrSymmList", L2)
}
}
trafo <- L2Fam@param@trafo
neighbor@radius <- radius
res <- getInfRobIC(L2deriv = L2deriv, neighbor = neighbor, risk = risk,
Distr = L2Fam@distribution, DistrSymm = L2Fam@distrSymm,
L2derivSymm = L2derivSymm, L2derivDistrSymm = L2derivDistrSymm,
Finfo = L2Fam@FisherInfo, trafo = trafo, z.start = z.start,
A.start = A.start, upper = upper.b, maxiter = MaxIter,
tol = eps, warn = warn)
ineffLo <- (sum(diag(res$A%*%t(trafo))) - res$b^2*(radius^2-loRad^2))/loRisk
if(upRad == Inf)
ineffUp <- res$b^2/upRisk
else
ineffUp <- (sum(diag(res$A%*%t(trafo))) - res$b^2*(radius^2-upRad^2))/upRisk
## changed: shakey assign("ineff", ineffUp, envir = sys.frame(which = -4))
cat("current radius:\t", radius, "\tMSE-inefficiency difference:\t", ineffUp - ineffLo, "\n")
## return(ineffUp - ineffLo)
return(c(ineff=ineffUp,ineffDiff=ineffUp - ineffLo))
}else{
stop("not yet implemented")
}
}
})
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