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, ...)
# 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)

Value

The finite-sample risk is computed.

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".

Methods

risk = "fiUnOvShoot", Distr = "Norm", neighbor = "ContNeighborhood": computes finite-sample under-/overshoot risk in methods for function getFixRobIC.
risk = "fiUnOvShoot", Distr = "Norm", neighbor = "TotalVarNeighborhood": computes finite-sample under-/overshoot risk in methods for function getFixRobIC.

Author

Matthias Kohl Matthias.Kohl@stamats.de

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.