Description Usage Arguments Value Methods Author(s) References See Also
Generic function for the computation of inefficiency differencies. This function is rarely called directly. It is used to compute the radius minimax IC and the least favorable radius.
1 2 3 4 5 6 7 8  getIneffDiff(radius, L2Fam, neighbor, risk, ...)
## S4 method for signature 'numeric,L2ParamFamily,UncondNeighborhood,asMSE'
getIneffDiff(
radius, L2Fam, neighbor, risk, loRad, upRad, loRisk, upRisk,
z.start = NULL, A.start = NULL, upper.b = NULL, lower.b = NULL,
OptOrIter = "iterate", MaxIter, eps, warn, loNorm = NULL, upNorm = NULL,
verbose = NULL, ..., withRetIneff = FALSE)

radius 
neighborhood radius. 
L2Fam 
L2differentiable family of probability measures. 
neighbor 
object of class 
risk 
object of class 
loRad 
the lower end point of the interval to be searched. 
upRad 
the upper end point of the interval to be searched. 
loRisk 
the risk at the lower end point of the interval. 
upRisk 
the risk at the upper end point of the interval. 
z.start 
initial value for the centering constant. 
A.start 
initial value for the standardizing matrix. 
upper.b 
upper bound for the optimal clipping bound. 
lower.b 
lower bound for the optimal clipping bound. 
OptOrIter 
character; which method to be used for determining Lagrange
multipliers 
MaxIter 
the maximum number of iterations 
eps 
the desired accuracy (convergence tolerance). 
warn 
logical: print warnings. 
loNorm 
object of class 
upNorm 
object of class 
verbose 
logical: if 
... 
further arguments to be passed on to 
withRetIneff 
logical: if 
The inefficieny difference between the left and the right margin of a given radius interval is computed.
computes difference of asymptotic MSE–inefficiency for the boundaries of a given radius interval.
Matthias Kohl [email protected]
Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing the Radius. Statistical Methods and Applications, 17(1) 1340.
Rieder, H., Kohl, M. and Ruckdeschel, P. (2001) The Costs of not Knowing the Radius. Submitted. Appeared as discussion paper Nr. 81. SFB 373 (Quantification and Simulation of Economic Processes), Humboldt University, Berlin; also available under www.unibayreuth.de/departments/math/org/mathe7/RIEDER/pubs/RR.pdf
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
radiusMinimaxIC
, leastFavorableRadius
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