Generic function for the computation of asymptotic risks. This function is rarely called directly. It is used by other functions.
getAsRisk(risk, L2deriv, neighbor, biastype, ...)# S4 method for asMSE,UnivariateDistribution,Neighborhood,ANY
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand, trafo, ...)
# S4 method for asL1,UnivariateDistribution,Neighborhood,ANY
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand, trafo, ...)
# S4 method for asL4,UnivariateDistribution,Neighborhood,ANY
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand, trafo, ...)
# S4 method for asMSE,EuclRandVariable,Neighborhood,ANY
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand, trafo, ...)
# S4 method for asBias,UnivariateDistribution,ContNeighborhood,ANY
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand = NULL, trafo, ...)
# S4 method for asBias,UnivariateDistribution,ContNeighborhood,onesidedBias
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand = NULL, trafo, ...)
# S4 method for asBias,UnivariateDistribution,ContNeighborhood,asymmetricBias
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand = NULL, trafo, ...)
# S4 method for asBias,UnivariateDistribution,TotalVarNeighborhood,ANY
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand = NULL, trafo, ...)
# S4 method for asBias,RealRandVariable,ContNeighborhood,ANY
getAsRisk(
risk,L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL,
stand = NULL, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, trafo, z.start, A.start, maxiter, tol,
warn, verbose = NULL, ...)
# S4 method for asBias,RealRandVariable,TotalVarNeighborhood,ANY
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL,
clip = NULL, cent = NULL, stand = NULL, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, trafo, z.start, A.start, maxiter, tol,
warn, verbose = NULL, ...)
# S4 method for asCov,UnivariateDistribution,ContNeighborhood,ANY
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo = NULL, ...)
# S4 method for asCov,UnivariateDistribution,TotalVarNeighborhood,ANY
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo = NULL, ...)
# S4 method for asCov,RealRandVariable,ContNeighborhood,ANY
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent, stand,
Distr, trafo = NULL, V.comp = matrix(TRUE, ncol = nrow(stand),
nrow = nrow(stand)), w, ...)
# S4 method for trAsCov,UnivariateDistribution,UncondNeighborhood,ANY
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo = NULL, ...)
# S4 method for trAsCov,RealRandVariable,ContNeighborhood,ANY
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype, clip, cent, stand, Distr,
trafo = NULL, V.comp = matrix(TRUE, ncol = nrow(stand),
nrow = nrow(stand)), w, ...)
# S4 method for asAnscombe,UnivariateDistribution,UncondNeighborhood,ANY
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo = NULL, FI, ...)
# S4 method for asAnscombe,RealRandVariable,ContNeighborhood,ANY
getAsRisk(risk,
L2deriv, neighbor, biastype, normtype, clip, cent, stand, Distr, trafo = NULL,
V.comp = matrix(TRUE, ncol = nrow(stand), nrow = nrow(stand)),
FI, w, ...)
# S4 method for asUnOvShoot,UnivariateDistribution,UncondNeighborhood,ANY
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo, ...)
# S4 method for asSemivar,UnivariateDistribution,Neighborhood,onesidedBias
getAsRisk(
risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand,
trafo, ...)
The asymptotic risk is computed.
object of class "asRisk"
.
L2-derivative of some L2-differentiable family of probability distributions.
object of class "Neighborhood"
.
object of class "ANY"
.
additional parameters; often used to enable flexible calls.
optimal clipping bound.
optimal centering constant.
standardizing matrix.
matrix: the Fisher Information of the parameter.
matrix: transformation of the parameter.
object of class "Distribution"
.
object of class "DistributionSymmetry"
.
object of class "FunSymmList"
.
object of class "DistrSymmList"
.
initial value for the centering constant.
initial value for the standardizing matrix.
the maximum number of iterations
the desired accuracy (convergence tolerance).
logical: print warnings.
object of class "NormType"
.
matrix: indication which components of the standardizing matrix have to be computed.
object of class RobWeight
; current weight
trace of the respective Fisher Information
logical: if TRUE
some diagnostics are printed out.
computes asymptotic mean square error in methods for
function getInfRobIC
.
computes asymptotic mean absolute error in methods for
function getInfRobIC
.
computes asymptotic mean power 4 error in methods for
function getInfRobIC
.
computes asymptotic mean square error in methods for
function getInfRobIC
.
computes standardized asymptotic bias in methods
for function getInfRobIC
.
computes standardized asymptotic bias in methods for function
getInfRobIC
.
computes standardized asymptotic bias in methods for function
getInfRobIC
.
computes standardized asymptotic bias in methods for function
getInfRobIC
.
computes standardized asymptotic bias in methods for function
getInfRobIC
.
computes asymptotic covariance in methods for function
getInfRobIC
.
computes asymptotic covariance in methods for function
getInfRobIC
.
computes asymptotic covariance in methods for function
getInfRobIC
.
computes trace of asymptotic covariance in methods
for function getInfRobIC
.
computes trace of asymptotic covariance in methods for
function getInfRobIC
.
computes the ARE in the ideal model in methods
for function getInfRobIC
.
computes the ARE in the ideal model in methods for
function getInfRobIC
.
computes asymptotic under-/overshoot risk in methods for
function getInfRobIC
.
computes asymptotic semivariance in methods for
function getInfRobIC
.
Matthias Kohl Matthias.Kohl@stamats.de
This function is rarely called directly. It is used by other functions/methods.
M. Kohl (2005). Numerical Contributions to the Asymptotic Theory of Robustness. Dissertation. University of Bayreuth. https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf.
M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. Statistical Methods and Applications 19(3): 333-354. tools:::Rd_expr_doi("10.1007/s10260-010-0133-0").
H. Rieder (1994): Robust Asymptotic Statistics. Springer. tools:::Rd_expr_doi("10.1007/978-1-4684-0624-5")
P. Ruckdeschel (2005). Optimally One-Sided Bounded Influence Curves. Mathematical Methods of Statistics 14(1), 105-131.
P. Ruckdeschel and H. Rieder (2004). Optimal Influence Curves for General Loss Functions. Statistics & Decisions 22, 201-223. tools:::Rd_expr_doi("10.1524/stnd.22.3.201.57067")
asRisk-class