ROptEst (version 0.5.0)

getAsRisk: Generic Function for Computation of Asymptotic Risks

Description

Generic function for the computation of asymptotic risks. This function is rarely called directly. It is used by other functions.

Usage

getAsRisk(risk, L2deriv, neighbor, ...)

## S3 method for class 'asMSE,UnivariateDistribution,Neighborhood':
getAsRisk(risk, L2deriv, neighbor, clip, cent, stand, trafo)

## S3 method for class 'asMSE,EuclRandVariable,Neighborhood':
getAsRisk(risk, L2deriv, neighbor, clip, cent, stand, trafo)

## S3 method for class 'asBias,UnivariateDistribution,ContNeighborhood':
getAsRisk(risk, L2deriv, neighbor, trafo)

## S3 method for class 'asBias,UnivariateDistribution,TotalVarNeighborhood':
getAsRisk(risk, L2deriv, neighbor, trafo)

## S3 method for class 'asBias,RealRandVariable,ContNeighborhood':
getAsRisk(risk, L2deriv, neighbor, Distr, L2derivDistrSymm, trafo, 
             z.start, A.start, maxiter, tol)

## S3 method for class 'asCov,UnivariateDistribution,ContNeighborhood':
getAsRisk(risk, L2deriv, neighbor, clip, cent, stand)

## S3 method for class 'asCov,UnivariateDistribution,TotalVarNeighborhood':
getAsRisk(risk, L2deriv, neighbor, clip, cent, stand)

## S3 method for class 'asCov,RealRandVariable,ContNeighborhood':
getAsRisk(risk, L2deriv, neighbor, Distr, clip, cent, stand)

## S3 method for class 'trAsCov,UnivariateDistribution,UncondNeighborhood':
getAsRisk(risk, L2deriv, neighbor, clip, cent, stand)

## S3 method for class 'trAsCov,RealRandVariable,ContNeighborhood':
getAsRisk(risk, L2deriv, neighbor, Distr, clip, cent, stand)

## S3 method for class 'asUnOvShoot,UnivariateDistribution,UncondNeighborhood':
getAsRisk(risk, L2deriv, neighbor, clip, cent, stand, trafo)

Arguments

risk

object of class "asRisk".

L2deriv

L2-derivative of some L2-differentiable family of probability distributions.

neighbor

object of class "Neighborhood".

...

additional parameters.

clip

optimal clipping bound.

cent

optimal centering constant.

stand

standardizing matrix.

trafo

matrix: transformation of the parameter.

Distr

object of class "Distribution".

L2derivDistrSymm

object of class "DistrSymmList".

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).

Value

• The asymptotic risk is computed.

concept

• asymptotic risk
• risk

References

Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer. Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for General Loss Functions. Statistics & Decisions (submitted). Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.

See Also

asRisk-class