RobAStBase (version 1.2.1)

getRiskFctBV-methods: Methods for Function getRiskFctBV in Package `RobAStBase'

Description

getRiskFctBV for a given object of S4 class asGRisk returns a function in bias and variance to compute the asymptotic risk.

Arguments

Methods

getRiskFctBV

signature(risk = "asGRisk", biastype = "ANY"): returns an error that the respective method is not yet implemented.

getRiskFctBV

signature(risk = "asMSE", biastype = "ANY"): returns a function with arguments bias and variance to compute the asymptotic MSE for a given ALE at a situation where it has bias bias (including the radius!) and variance variance.

getRiskFctBV

signature(risk = "asSemivar", biastype = "onesidedBias"): returns a function with arguments bias and variance to compute the asymptotic semivariance error, i.e. \(E[(S_n-\theta)_+^2]\) resp. \(E[(S_n-\theta)_-^2]\), for a given ALE \(S_n\) at a situation where it has one-sided bias bias (including the radius!) and variance variance.

getRiskFctBV

signature(risk = "asSemivar", biastype = "asymmetricBias"): returns a function with arguments bias and variance to compute the asymptotic semivariance error, i.e. \(E[\nu_1 (S_n-\theta)_+^2+\nu_2(S_n-\theta)_-^2]\) for a given ALE \(S_n\) at a situation where it has one-sided bias bias (including the radius!) and variance variance.

Examples

Run this code
myrisk <- asMSE()
getRiskFctBV(myrisk)

Run the code above in your browser using DataLab