interpolRisk-class: Interpolated Risks

Description Usage Arguments Details Objects from the Class Slots Author(s) Examples

Description

Class of risks for which algorithms dispatch to speed-up algorithms

Usage

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Arguments

samplesize

sample size at which to look at the risk.

Details

The main purpose of classes OMSRRisk, MBRRisk, and RMXRRisk is to help to dispatch into speed-up algorithms later in function roptest. In all these risks, we assume convex contamination neighborhoods. OMSRRisk stands for optimal MSE-robust estimation (where we assume a radius r of 0.5), RMXRRisk stands for optimal optimally RMX-robust estimation and MBRRisk stands for optimal Bias-robust estimation. All these risks have an additional slot samplesize, defaulting to 100, and for which there is a replacement and an accessor method.

Objects from the Class

interpolRisk is a virtual class: No objects may be created from it. the other classes are generated via generating functions.

Slots

type

Object of class "character": type of risk. (Inherited from RiskType).

Author(s)

Peter Ruckdeschel [email protected]

Examples

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new("OMSRRisk")
OMSRRisk()
RMXRRisk()
MBRRisk()
myrisk <- MBRRisk(samplesize=100)
samplesize(myrisk)
samplesize(myrisk) <- 20

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