R: Generic Function for Computation of Finite-Sample Risks

getFiRisk {RobAStBase}

R Documentation

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 signature 'fiUnOvShoot,Norm,ContNeighborhood'
getFiRisk(risk, Distr, 
          neighbor, clip, stand, sampleSize, Algo, cont)

## S4 method for signature 'fiUnOvShoot,Norm,TotalVarNeighborhood'
getFiRisk(risk, Distr, 
          neighbor, clip, stand, sampleSize, Algo, cont)

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".

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).

Value

The finite-sample risk is computed.

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(s)

Matthias Kohl Matthias.Kohl@stamats.de

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.