Nothing
###############################################################################
## Optimal Influence Curves
###############################################################################
library(RobRex)
options("newDevice"=TRUE)
###############################################################################
## Example 1 (1-dim., discrete Regressor)
###############################################################################
K1 <- DiscreteDistribution(supp = 1:5)
# AL-estimator
system.time(IC.AL1 <- rgsOptIC.AL(r = 0.1, K = K1, check = TRUE), gcFirst = TRUE)
distrExOptions("ErelativeTolerance"= 1e-10)
checkIC(IC.AL1)
distrExOptions("ErelativeTolerance"= .Machine$double.eps^0.25)
Risks(IC.AL1)
# M-estimator
system.time(IC.M1 <- rgsOptIC.M(r = 0.1, K = K1, check = TRUE), gcFirst = TRUE)
checkIC(IC.M1)
Risks(IC.M1)
# MK-estimator
system.time(IC.MK1 <- rgsOptIC.MK(r = 0.1, K = K1, check = TRUE), gcFirst = TRUE)
checkIC(IC.MK1)
Risks(IC.MK1)
# ALc-estimator
system.time(IC.ALc1 <- rgsOptIC.ALc(r = 0.1, K = K1, check = TRUE), gcFirst = TRUE)
checkIC(IC.ALc1)
Risks(IC.ALc1)
# Mc-estimator
system.time(IC.Mc1 <- rgsOptIC.Mc(r = 0.1, K = K1, check = TRUE), gcFirst = TRUE)
checkIC(IC.Mc1)
Risks(IC.Mc1)
# ALs-estimator
system.time(IC.ALs1 <- rgsOptIC.ALs(r = 0.1, scale = 2, K = K1, check = TRUE), gcFirst = TRUE)
checkIC(IC.ALs1)
Risks(IC.ALs1)
# Ms-estimator
system.time(IC.Ms1 <- rgsOptIC.Ms(r = 0.1, K = K1, check = TRUE), gcFirst = TRUE)
checkIC(IC.Ms1)
Risks(IC.Ms1)
# BM-estimator
system.time(IC.BM1 <- rgsOptIC.BM(r = 0.1, K = K1), gcFirst = TRUE)
checkIC(IC.BM1)
Risks(IC.BM1)
# asymptotic MSEs
Risks(IC.AL1)$asMSE
Risks(IC.M1)$asMSE
Risks(IC.MK1)$asMSE
Risks(IC.ALc1)$asMSE
Risks(IC.Mc1)$asMSE
Risks(IC.ALs1)$asMSE
Risks(IC.Ms1)$asMSE
Risks(IC.BM1)$asMSE
###############################################################################
## Example 2 (1-dim., abs. cont. Regressor)
###############################################################################
K2 <- Unif(Min = 0, Max = 1)
# AL-estimator
IC.AL2 <- rgsOptIC.AL(r = 0.1, K = K2, check = TRUE)
#checkIC(IC.AL2, eval(CallL2Fam(IC.AL2)))
Risks(IC.AL2)
# M-estimator
IC.M2 <- rgsOptIC.M(r = 0.1, K = K2, check = TRUE)
#checkIC(IC.M2, eval(CallL2Fam(IC.M2)))
Risks(IC.M2)
# MK-estimator
IC.MK2 <- rgsOptIC.MK(r = 0.1, K = K2, check = TRUE)
#checkIC(IC.MK2, eval(CallL2Fam(IC.MK2)))
Risks(IC.MK2)
# ALc-estimator
# only implemented for discrete distributions
# Mc-estimator
# only implemented for 1-dim. discrete distributions
# ALs-estimator
IC.ALs2 <- rgsOptIC.ALs(r = 0.1, K = K2, check = TRUE)
#checkIC(IC.ALs2, eval(CallL2Fam(IC.ALs2)))
Risks(IC.ALs2)
# Ms-estimator
# only implemented for 1-dim. discrete distributions
# BM-estimator
# only defined for discrete distributions
# asymptotic MSEs
Risks(IC.AL2)$asMSE
Risks(IC.M2)$asMSE
Risks(IC.MK2)$asMSE
Risks(IC.ALs2)$asMSE
###############################################################################
## Example 3 (2-dim., discrete Regressor)
###############################################################################
K3 <- DiscreteMVDistribution(supp = matrix(c(0,1,1,1,0,2,2,0,2,1), ncol=2, byrow = TRUE))
# AL-estimator
IC.AL3 <- rgsOptIC.AL(r = 0.1, K = K3, check = TRUE)
checkIC(IC.AL3)
Risks(IC.AL3)
# M-estimator
IC.M3 <- rgsOptIC.M(r = 0.1, K = K3, check = TRUE)
checkIC(IC.M3)
Risks(IC.M3)
# MK-estimator
IC.MK3 <- rgsOptIC.MK(r = 0.1, K = K3, check = TRUE)
checkIC(IC.MK3)
Risks(IC.MK3)
# ALc-estimator
IC.ALc3 <- rgsOptIC.ALc(r = 0.1, K = K3, check = TRUE)
checkIC(IC.ALc3)
Risks(IC.ALc3)
# Mc-estimator
# only implemented for 1-dim. discrete distributions
# ALs-estimator
IC.ALs3 <- rgsOptIC.ALs(r = 0.1, K = K3, check = TRUE)
checkIC(IC.ALs3)
Risks(IC.ALs3)
# Ms-estimator
# only implemented for 1-dim. discrete distributions
# BM-estimator
# only defined for discrete distributions
# and only implemented for 1-dim. discrete distributions
# asymptotic MSEs
Risks(IC.AL3)$asMSE
Risks(IC.M3)$asMSE
Risks(IC.MK3)$asMSE
Risks(IC.ALc3)$asMSE
Risks(IC.ALs3)$asMSE
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.