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