cutoff: Generating function(s) for class 'cutoff'

Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/cutoff-class.R

Description

Generating function(s) for class cutoff.

Usage

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cutoff(name = "empirical", body.fct0,
       cutoff.quantile  = 0.95,
       norm = NormType(), QF, nsim = 100000)
cutoff.sememp(cutoff.quantile = 0.95)
cutoff.chisq(cutoff.quantile = 0.95)
cutoff.quant(qfct)

Arguments

name

argument for name slot of cutoff object

body.fct0

a call generated by code wrapped to substitute resp. quote; the body of the fct slot of the cutoff object

cutoff.quantile

numeric (in [0,1]); the corresponding slot value for the cutoff object

norm

an object of class NormType – the norm/distance by which to produce the cutoff - value.

nsim

integer: the sample size used for determining the quantiles of x'Qx\^.5 for x multivariate standard normal and Q a corresponding quadratic form

QF

a quadratic (positive semidefinite, symmetric) matrix used as quadratic form

qfct

a (nominal) quantile function

Details

cutoff generates a valid object of class "cutoff". As function slot fct may only have a formal argument data, the other arguments to determine the cutoff value, i.e. norm, QF, nsim, cutoff.quantile, nsim have to enter the scope of this function by lexical scoping; now cutoff.quantile, norm, QF are to be taken from the calling environment (not from the defining one), so we have delay evaluation of the function body, which is why we assume it to be given wrapped into substitute resp. quote. body.fct0 is by default (i.e. if argument body.fct0 is missing) set to
quote(quantile(slot(norm,"fct")(data), cutoff.quantile)), internally, i.e.; to an empirical quantile of the corresponding norms.

cutoff.sememp() is a helper function generating the theoretical (asymptotic) quantile of (the square root of) a corresponding quadratic form, assuming multivariate normality; to determine this quantile nsim simulations are used.

cutoff.chisq() is a helper function generating the theoretical (asymptotic) quantile of (the square root of) a (self-standardized) quadratic form, assuming multivariate normality; i.e.; a corresponding quantile of a Chi-Square distribution.

cutoff.quant() is a helper function generating the theoretical quantile corresponding to the quantile function qfct; if qfct is missing, it searches the caller environment for an object ..ICloc, and if this exists it uses the respective model quantile function; the fallback is qnorm. At any rate, if there is an object ..trf in the scope of the function it is used to transfer the quantile (after its evaluation).

Value

Object of class "cutoff".

Author(s)

Peter Ruckdeschel [email protected]

See Also

cutoff-class, ddPlot

Examples

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RobAStBase documentation built on May 2, 2019, 4:14 p.m.