getAsRiskRegTS: Generic Function for Computation of Asymptotic Risks in case...
In ROptRegTS: Optimally Robust Estimation for Regression-Type Models

Description Usage Arguments Value Methods Author(s) References See Also

Generic function for the computation of asymptotic risks in case of regression-type models. This function is rarely called directly. It is used by other functions.

getAsRiskRegTS(risk, ErrorL2deriv, Regressor, neighbor, ...)

## S4 method for signature 
## 'asMSE,UnivariateDistribution,Distribution,Neighborhood'
getAsRiskRegTS(
             risk, ErrorL2deriv, Regressor, neighbor, clip, cent, stand, trafo)

## S4 method for signature 
## 'asMSE,UnivariateDistribution,Distribution,Av2CondContNeighborhood'
getAsRiskRegTS(
             risk, ErrorL2deriv, Regressor, neighbor, clip, cent, stand, trafo)

## S4 method for signature 'asMSE,EuclRandVariable,Distribution,Neighborhood'
getAsRiskRegTS(
             risk, ErrorL2deriv, Regressor, neighbor, clip, cent, stand, trafo)

## S4 method for signature 
## 'asBias,
##   UnivariateDistribution,
##   UnivariateDistribution,
##   ContNeighborhood'
getAsRiskRegTS(
             risk, ErrorL2deriv, Regressor, neighbor, ErrorL2derivDistrSymm,
             trafo, maxiter, tol)

## S4 method for signature 
## 'asBias,
##   UnivariateDistribution,
##   UnivariateDistribution,
##   Av1CondContNeighborhood'
getAsRiskRegTS(
             risk, ErrorL2deriv, Regressor, neighbor, ErrorL2derivDistrSymm,
             trafo, maxiter, tol)

## S4 method for signature 
## 'asBias,
##   UnivariateDistribution,
##   UnivariateDistribution,
##   Av1CondTotalVarNeighborhood'
getAsRiskRegTS(
             risk, ErrorL2deriv, Regressor, neighbor, ErrorL2derivDistrSymm,
             trafo, maxiter, tol)

## S4 method for signature 
## 'asBias,
##   UnivariateDistribution,
##   MultivariateDistribution,
##   ContNeighborhood'
getAsRiskRegTS(
             risk, ErrorL2deriv, Regressor, neighbor, ErrorL2derivDistrSymm,
             trafo, maxiter, tol)

## S4 method for signature 
## 'asBias,
##   UnivariateDistribution,
##   MultivariateDistribution,
##   Av1CondContNeighborhood'
getAsRiskRegTS(
             risk, ErrorL2deriv, Regressor, neighbor, ErrorL2derivDistrSymm,
             trafo, maxiter, tol)

## S4 method for signature 
## 'asBias,
##   UnivariateDistribution,
##   MultivariateDistribution,
##   Av1CondTotalVarNeighborhood'
getAsRiskRegTS(
             risk, ErrorL2deriv, Regressor, neighbor, ErrorL2derivDistrSymm,
             trafo, maxiter, tol)

## S4 method for signature 
## 'asBias,UnivariateDistribution,Distribution,Av2CondContNeighborhood'
getAsRiskRegTS(
             risk, ErrorL2deriv, Regressor, neighbor, ErrorL2derivDistrSymm,
             trafo, maxiter, tol)

## S4 method for signature 
## 'asBias,RealRandVariable,Distribution,ContNeighborhood'
getAsRiskRegTS(
             risk, ErrorL2deriv, Regressor, neighbor, ErrorDistr, trafo, z.start,
             A.start, maxiter, tol)

## S4 method for signature 
## 'asBias,RealRandVariable,Distribution,Av1CondContNeighborhood'
getAsRiskRegTS(
             risk, ErrorL2deriv, Regressor, neighbor, ErrorDistr, trafo, z.start,
             A.start, maxiter, tol)

## S4 method for signature 
## 'asUnOvShoot,
##   UnivariateDistribution,
##   UnivariateDistribution,
##   UncondNeighborhood'
getAsRiskRegTS(
             risk, ErrorL2deriv, Regressor, neighbor, clip, cent, stand)

## S4 method for signature 
## 'asUnOvShoot,
##   UnivariateDistribution,
##   UnivariateDistribution,
##   CondNeighborhood'
getAsRiskRegTS(
             risk, ErrorL2deriv, Regressor, neighbor, clip, cent, stand)

`risk`	object of class `"asRisk"`.
`ErrorL2deriv`	L2-derivative of `ErrorDistr`.
`Regressor`	regressor.
`neighbor`	object of class `"Neighborhood"`.
`...`	additional parameters.
`clip`	optimal clipping bound.
`cent`	optimal centering constant/function.
`stand`	standardizing matrix.
`trafo`	matrix: transformation of the parameter.
`ErrorDistr`	error distribution.
`ErrorL2derivDistrSymm`	symmetry of `ErrorL2derivDistr`.
`maxiter`	the maximum number of iterations
`tol`	the desired accuracy (convergence tolerance).
`z.start`	initial value for the centering constant/function.
`A.start`	initial value for the standardizing matrix.

The asymptotic risk is computed.

risk = "asMSE", ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", neighbor = "Neighborhood": computes asymptotic mean square error in methods for function getInfRobRegTypeIC.
risk = "asMSE", ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", neighbor = "Av2CondContNeighborhood": computes asymptotic mean square error in methods for function getInfRobRegTypeIC.
risk = "asMSE", ErrorL2deriv = "EuclRandVariable", Regressor = "Distribution", neighbor = "Neighborhood": computes asymptotic mean square error in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", neighbor = "ContNeighborhood": computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", neighbor = "Av1CondContNeighborhood": computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", neighbor = "Av1CondTotalVarNeighborhood": computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "UnivariateDistribution", Regressor = "MultivariateDistribution", neighbor = "ContNeighborhood": computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "UnivariateDistribution", Regressor = "MultivariateDistribution", neighbor = "Av1CondContNeighborhood": computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "UnivariateDistribution", Regressor = "MultivariateDistribution", neighbor = "Av1CondTotalVarNeighborhood": computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "UnivariateDistribution", Regressor = "Distribution", neighbor = "Av2CondContNeighborhood": computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "RealRandVariable", Regressor = "Distribution", neighbor = "ContNeighborhood": computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asBias", ErrorL2deriv = "RealRandVariable", Regressor = "Distribution", neighbor = "Av1CondContNeighborhood": computes standardized asymptotic bias in methods for function getInfRobRegTypeIC.
risk = "asUnOvShoot", ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", neighbor = "UncondNeighborhood": computes asymptotic under-/overshoot risk in methods for function getInfRobRegTypeIC.
risk = "asUnOvShoot", ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", neighbor = "CondNeighborhood": computes asymptotic under-/overshoot risk in methods for function getInfRobRegTypeIC.