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

Generic function for the computation of least favorable radii.

1 2 3 4 5 6 7 8 | ```
leastFavorableRadius(L2Fam, neighbor, risk, ...)
## S4 method for signature 'L2ParamFamily,UncondNeighborhood,asGRisk'
leastFavorableRadius(
L2Fam, neighbor, risk, rho, upRad = 1,
z.start = NULL, A.start = NULL, upper = 100,
OptOrIter = "iterate", maxiter = 100,
tol = .Machine$double.eps^0.4, warn = FALSE, verbose = NULL, ...)
``` |

`L2Fam` |
L2-differentiable family of probability measures. |

`neighbor` |
object of class |

`risk` |
object of class |

`upRad` |
the upper end point of the radius interval to be searched. |

`rho` |
The considered radius interval is: |

`z.start` |
initial value for the centering constant. |

`A.start` |
initial value for the standardizing matrix. |

`upper` |
upper bound for the optimal clipping bound. |

`OptOrIter` |
character; which method to be used for determining Lagrange
multipliers |

`maxiter` |
the maximum number of iterations |

`tol` |
the desired accuracy (convergence tolerance). |

`warn` |
logical: print warnings. |

`verbose` |
logical: if |

`...` |
additional arguments to be passed to |

The least favorable radius and the corresponding inefficiency are computed.

- L2Fam = "L2ParamFamily", neighbor = "UncondNeighborhood", risk = "asGRisk"
computation of the least favorable radius.

Matthias Kohl [email protected]ats.de, Peter Ruckdeschel [email protected]

Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing
the Radius. Statistical Methods and Applications *17*(1) 13-40.

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.uni-bayreuth.de/departments/math/org/mathe7/RIEDER/pubs/RR.pdf

Ruckdeschel, P. (2005) Optimally One-Sided Bounded Influence Curves.
Mathematical Methods in Statistics *14*(1), 105-131.

Kohl, M. (2005) *Numerical Contributions to the Asymptotic Theory of Robustness*.
Bayreuth: Dissertation.

1 2 3 | ```
N <- NormLocationFamily(mean=0, sd=1)
leastFavorableRadius(L2Fam=N, neighbor=ContNeighborhood(),
risk=asMSE(), rho=0.5)
``` |

ROptEst documentation built on May 2, 2019, 5:45 p.m.

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