Description Usage Arguments Details Value Methods Author(s) References See Also
Generic function for the computation of asymptotic risks. 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 99 100 101 102 103 104 105 106 107 108 109 110 111  getAsRisk(risk, L2deriv, neighbor, biastype, ...)
## S4 method for signature 'asMSE,UnivariateDistribution,Neighborhood,ANY'
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand, trafo, ...)
## S4 method for signature 'asL1,UnivariateDistribution,Neighborhood,ANY'
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand, trafo, ...)
## S4 method for signature 'asL4,UnivariateDistribution,Neighborhood,ANY'
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand, trafo, ...)
## S4 method for signature 'asMSE,EuclRandVariable,Neighborhood,ANY'
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand, trafo, ...)
## S4 method for signature 'asBias,UnivariateDistribution,ContNeighborhood,ANY'
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand = NULL, trafo, ...)
## S4 method for signature
## 'asBias,UnivariateDistribution,ContNeighborhood,onesidedBias'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand = NULL, trafo, ...)
## S4 method for signature
## 'asBias,UnivariateDistribution,ContNeighborhood,asymmetricBias'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand = NULL, trafo, ...)
## S4 method for signature
## 'asBias,UnivariateDistribution,TotalVarNeighborhood,ANY'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand = NULL, trafo, ...)
## S4 method for signature 'asBias,RealRandVariable,ContNeighborhood,ANY'
getAsRisk(
risk,L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand = NULL, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, trafo, z.start, A.start, maxiter, tol,
warn, verbose = NULL, ...)
## S4 method for signature 'asBias,RealRandVariable,TotalVarNeighborhood,ANY'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL,
clip = NULL, cent = NULL, stand = NULL, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, trafo, z.start, A.start, maxiter, tol,
warn, verbose = NULL, ...)
## S4 method for signature 'asCov,UnivariateDistribution,ContNeighborhood,ANY'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo = NULL, ...)
## S4 method for signature
## 'asCov,UnivariateDistribution,TotalVarNeighborhood,ANY'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo = NULL, ...)
## S4 method for signature 'asCov,RealRandVariable,ContNeighborhood,ANY'
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent, stand,
Distr, trafo = NULL, V.comp = matrix(TRUE, ncol = nrow(stand),
nrow = nrow(stand)), w, ...)
## S4 method for signature
## 'trAsCov,UnivariateDistribution,UncondNeighborhood,ANY'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo = NULL, ...)
## S4 method for signature 'trAsCov,RealRandVariable,ContNeighborhood,ANY'
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype, clip, cent, stand, Distr,
trafo = NULL, V.comp = matrix(TRUE, ncol = nrow(stand),
nrow = nrow(stand)), w, ...)
## S4 method for signature
## 'asAnscombe,UnivariateDistribution,UncondNeighborhood,ANY'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo = NULL, FI, ...)
## S4 method for signature 'asAnscombe,RealRandVariable,ContNeighborhood,ANY'
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype, clip, cent, stand, Distr, trafo = NULL,
V.comp = matrix(TRUE, ncol = nrow(stand), nrow = nrow(stand)),
FI, w, ...)
## S4 method for signature
## 'asUnOvShoot,UnivariateDistribution,UncondNeighborhood,ANY'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo, ...)
## S4 method for signature
## 'asSemivar,UnivariateDistribution,Neighborhood,onesidedBias'
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo, ...)

risk 
object of class 
L2deriv 
L2derivative of some L2differentiable family of probability distributions. 
neighbor 
object of class 
biastype 
object of class 
... 
additional parameters; often used to enable flexible calls. 
clip 
optimal clipping bound. 
cent 
optimal centering constant. 
stand 
standardizing matrix. 
Finfo 
matrix: the Fisher Information of the parameter. 
trafo 
matrix: transformation of the parameter. 
Distr 
object of class 
DistrSymm 
object of class 
L2derivSymm 
object of class 
L2derivDistrSymm 
object of class 
z.start 
initial value for the centering constant. 
A.start 
initial value for the standardizing matrix. 
maxiter 
the maximum number of iterations 
tol 
the desired accuracy (convergence tolerance). 
warn 
logical: print warnings. 
normtype 
object of class 
V.comp 
matrix: indication which components of the standardizing matrix have to be computed. 
w 
object of class 
FI 
trace of the respective Fisher Information 
verbose 
logical: if 
This function is rarely called directly. It is used by other functions/methods.
The asymptotic risk is computed.
computes asymptotic mean square error in methods for
function getInfRobIC
.
computes asymptotic mean absolute error in methods for
function getInfRobIC
.
computes asymptotic mean power 4 error in methods for
function getInfRobIC
.
computes asymptotic mean square error in methods for
function getInfRobIC
.
computes standardized asymptotic bias in methods
for function getInfRobIC
.
computes standardized asymptotic bias in methods for function
getInfRobIC
.
computes standardized asymptotic bias in methods for function
getInfRobIC
.
computes standardized asymptotic bias in methods for function
getInfRobIC
.
computes standardized asymptotic bias in methods for function
getInfRobIC
.
computes asymptotic covariance in methods for function
getInfRobIC
.
computes asymptotic covariance in methods for function
getInfRobIC
.
computes asymptotic covariance in methods for function
getInfRobIC
.
computes trace of asymptotic covariance in methods
for function getInfRobIC
.
computes trace of asymptotic covariance in methods for
function getInfRobIC
.
computes the ARE in the ideal model in methods
for function getInfRobIC
.
computes the ARE in the ideal model in methods for
function getInfRobIC
.
computes asymptotic under/overshoot risk in methods for
function getInfRobIC
.
computes asymptotic semivariance in methods for
function getInfRobIC
.
Matthias Kohl [email protected]
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for General Loss Functions. Statistics & Decisions 22, 201223.
Ruckdeschel, P. (2005) Optimally OneSided Bounded Influence Curves. Mathematical Methods in Statistics 14(1), 105131.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.