Generic function for the computation of finite-sample risks. This function is rarely called directly. It is used by other functions.
getFiRisk(risk, Distr, neighbor, ...)# S4 method for fiUnOvShoot,Norm,ContNeighborhood
getFiRisk(risk, Distr, neighbor,
clip, stand, sampleSize, Algo, cont)
# S4 method for fiUnOvShoot,Norm,TotalVarNeighborhood
getFiRisk(risk, Distr, neighbor,
clip, stand, sampleSize, Algo, cont)
object of class "RiskType"
.
object of class "Distribution"
.
object of class "Neighborhood"
.
additional parameters.
positive real: clipping bound
standardizing constant/matrix.
integer: sample size.
"A" or "B".
"left" or "right".
The finite-sample risk is computed.
computes finite-sample under-/overshoot risk in methods for
function getFixRobIC
.
computes finite-sample under-/overshoot risk in methods for
function getFixRobIC
.
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).
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.