getRiskFctBV-methods {RobAStBase} | R Documentation |
Methods for Function getRiskFctBV in Package ‘RobAStBase’
Description
getRiskFctBV for a given object of S4 class asGRisk
returns a function in bias and variance to compute the asymptotic
risk.
Methods
- getRiskFctBV
signature(risk = "asGRisk", biastype = "ANY")
: returns an error that the respective method is not yet implemented.- getRiskFctBV
signature(risk = "asMSE", biastype = "ANY")
: returns a function with argumentsbias
andvariance
to compute the asymptotic MSE for a given ALE at a situation where it has biasbias
(including the radius!) and variancevariance
.- getRiskFctBV
signature(risk = "asSemivar", biastype = "onesidedBias")
: returns a function with argumentsbias
andvariance
to compute the asymptotic semivariance error, i.e.E[(S_n-\theta)_+^2]
resp.E[(S_n-\theta)_-^2]
, for a given ALES_n
at a situation where it has one-sided biasbias
(including the radius!) and variancevariance
.- getRiskFctBV
signature(risk = "asSemivar", biastype = "asymmetricBias")
: returns a function with argumentsbias
andvariance
to compute the asymptotic semivariance error, i.e.E[\nu_1 (S_n-\theta)_+^2+\nu_2(S_n-\theta)_-^2]
for a given ALES_n
at a situation where it has one-sided biasbias
(including the radius!) and variancevariance
.
Examples
myrisk <- asMSE()
getRiskFctBV(myrisk)