Generic function for the computation of asymptotic risks in case of regressiontype models. This function is rarely called directly. It is used by other functions.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103  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 
ErrorL2deriv 
L2derivative of 
Regressor 
regressor. 
neighbor 
object of class 
... 
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 
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.
computes asymptotic mean square error in methods for function getInfRobRegTypeIC
.
computes asymptotic mean square error in methods for function getInfRobRegTypeIC
.
computes asymptotic mean square error in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes standardized asymptotic bias in methods for function getInfRobRegTypeIC
.
computes asymptotic under/overshoot risk in methods for function getInfRobRegTypeIC
.
computes asymptotic under/overshoot risk in methods for function getInfRobRegTypeIC
.
Matthias Kohl Matthias.Kohl@stamats.de
Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. 8: 106–115.
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for General Loss Functions. Statistics & Decisions (submitted).
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
asRiskclass
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