R/RiskType.R

Defines functions asSemivar fiUnOvShoot fiBias fiMSE fiHampel trFiCov fiCov asUnOvShoot asMSE asBias asHampel trAsCov asCov

Documented in asBias asCov asHampel asMSE asSemivar asUnOvShoot fiBias fiCov fiHampel fiMSE fiUnOvShoot trAsCov trFiCov

## access method
setMethod("type", "RiskType", function(object) object@type)

## generating function
asCov <- function(){ new("asCov") }

## generating function
trAsCov <- function(){ new("trAsCov") }

## generating function
asHampel <- function(bound = Inf, biastype = symmetricBias(), 
                     normtype = NormType()){ 
   new("asHampel", bound = bound, biastype = biastype, 
                   normtype = normtype) }

## access method
setMethod("bound", "asHampel", function(object) object@bound)

## generating function
asBias <- function(biastype = symmetricBias(), normtype = NormType()){ 
          new("asBias", biastype = biastype, normtype = normtype) }

## generating function
asMSE <- function(biastype = symmetricBias(), normtype = NormType()){ 
                  new("asMSE", biastype = biastype, normtype = normtype) }

## generating function
asUnOvShoot <- function(width = 1.960, biastype = symmetricBias())
              { new("asUnOvShoot", width = width, 
                     biastype = biastype) }

## access method
setMethod("width", "asUnOvShoot", function(object) object@width)

## generating function
fiCov <- function(){ new("fiCov") }

## generating function
trFiCov <- function(){ new("trFiCov") }

## generating function
fiHampel <- function(bound = Inf){ new("fiHampel", bound = bound) }

## access method
setMethod("bound", "fiHampel", function(object) object@bound)

## generating function
fiMSE <- function(){ new("fiMSE") }

## generating function
fiBias <- function(){ new("fiBias") }

## generating function
fiUnOvShoot <- function(width = 1.960){ new("fiUnOvShoot", width = width) }

## access method
setMethod("width", "fiUnOvShoot", function(object) object@width)


## access methods
setMethod("biastype", "asRiskwithBias", function(object) object@biastype)
setMethod("normtype", "asRiskwithBias", function(object) object@normtype)
setMethod("norm", "asRiskwithBias", function(x, ...) x@normtype@fct)

## replacement method
setReplaceMethod("biastype", "asRiskwithBias", function(object,value) {
                  object@biastype <- value; object})
setReplaceMethod("normtype", "asRiskwithBias", function(object, value) 
                  {object@normtype <- value; object})

###############################################################################
# Semivariance Risk
###############################################################################

## generating function
asSemivar <- function(sign = 1){ 
       new("asSemivar", biastype = new("onesidedBias", name = 
       ifelse(sign>0, "positive Bias", "negative Bias"), sign = sign)) }

setMethod("sign", "asSemivar", function(x) x@biastype@sign)
setReplaceMethod("sign", "asSemivar", function(object, value)
                     {if (abs(trunc(value))!=1) stop("Left value has to be +-1")
                      sign(biastype(object)) <- value; 
                      biastype(object)@name <- ifelse(sign>0, "positive Bias", 
                                                      "negative Bias")
                      object})

Try the distrMod package in your browser

Any scripts or data that you put into this service are public.

distrMod documentation built on Aug. 6, 2018, 9:05 a.m.