ROptEst (version 1.0)

getFiRisk: Generic Function for Computation of Finite-Sample Risks

Description

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

Usage

getFiRisk(risk, Distr, neighbor, ...)
"getFiRisk"(risk, Distr,  neighbor, clip, stand, sampleSize, Algo, cont)
"getFiRisk"(risk, Distr,  neighbor, clip, stand, sampleSize, Algo, cont)

Arguments

risk

object of class "RiskType".

Distr

object of class "Distribution".

neighbor

object of class "Neighborhood".

...

additional parameters.

clip

positive real: clipping bound

stand

standardizing constant/matrix.

sampleSize

integer: sample size.

Algo

"A" or "B".

cont

"left" or "right".

Value

Methods

Details

The computation of the finite-sample under-/overshoot risk is based on FFT. For more details we refer to Section 11.3 of Kohl (2005).

References

Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. Verw. Geb. 10:269--278.

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

Ruckdeschel, P. and Kohl, M. (2005) Computation of the Finite Sample Risk of M-estimators on Neighborhoods.

See Also

fiRisk-class