Generic function for the computation of finitesample risks in 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  getFiRiskRegTS(risk, ErrorDistr, Regressor, neighbor, ...)
## S4 method for signature
## 'fiUnOvShoot,Norm,UnivariateDistribution,ContNeighborhood'
getFiRiskRegTS(
risk, ErrorDistr, Regressor, neighbor, clip, stand, sampleSize,
Algo, cont)
## S4 method for signature
## 'fiUnOvShoot,Norm,UnivariateDistribution,TotalVarNeighborhood'
getFiRiskRegTS(
risk, ErrorDistr, Regressor, neighbor, clip, stand, sampleSize,
Algo, cont)
## S4 method for signature
## 'fiUnOvShoot,Norm,UnivariateDistribution,CondContNeighborhood'
getFiRiskRegTS(
risk, ErrorDistr, Regressor, neighbor, clip, stand, sampleSize,
cont)
## S4 method for signature
## 'fiUnOvShoot,Norm,UnivariateDistribution,CondTotalVarNeighborhood'
getFiRiskRegTS(
risk, ErrorDistr, Regressor, neighbor, clip, stand, sampleSize, cont)

risk 
object of class 
ErrorDistr 
error distribution 
Regressor 
regressor 
neighbor 
object of class 
... 
additional parameters. 
clip 
optimal clipping bound/function. 
stand 
standardizing 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 Subsections 12.1.3 and 12.2.3 of Kohl (2005).
The finitesample risk is computed.
computes finitesample under/overshoot risk in methods for function 'getFixRobRegTypeIC'.
computes finitesample under/overshoot risk in methods for function 'getFixRobRegTypeIC'.
computes finitesample under/overshoot risk in methods for function 'getFixRobRegTypeIC'.
computes finitesample under/overshoot risk in methods for function 'getFixRobRegTypeIC'.
Matthias Kohl Matthias.Kohl@stamats.de
Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. Verw. Geb. 10:269–278.
Rieder, H. (1989) A finitesample minimax regression estimator. Statistics 20(2): 211–221.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
fiRiskclass
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