The main purpose of classes OMSRRisk
, MBRRisk
, and
RMXRRisk
is to help to dispatch into speed-up algorithms later
in function roptest
. In all these risks, we assume
convex contamination neighborhoods.
OMSRRisk
stands for optimal MSE-robust estimation (where we assume
a radius r of 0.5
), RMXRRisk
stands for optimal
optimally RMX-robust estimation and MBRRisk
stands for optimal
Bias-robust estimation.
All these risks have an additional slot samplesize, defaulting to 100
,
and for which there is a replacement and an accessor method.