ROptEst (version 0.5.0)

getIneffDiff: Generic Function for the Computation of Inefficiency Differences

Description

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.

Usage

getIneffDiff(radius, L2Fam, neighbor, risk, ...)

## S3 method for class 'numeric,L2ParamFamily,UncondNeighborhood,asMSE':
getIneffDiff(radius, L2Fam, neighbor, risk, loRad, upRad, 
            loRisk, upRisk, z.start = NULL, A.start = NULL, upper.b, MaxIter, eps, warn)

Arguments

radius

neighborhood radius.

L2Fam

L2-differentiable family of probability measures.

neighbor

object of class "Neighborhood".

risk

object of class "RiskType".

...

additional parameters

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.

MaxIter

the maximum number of iterations

eps

the desired accuracy (convergence tolerance).

warn

logical: print warnings.

Value

• The inefficieny difference between the left and the right margin of a given radius interval is computed.

References

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

See Also

radiusMinimaxIC, leastFavorableRadius