interpolRisk-class {RobAStBase} | R Documentation |
Interpolated Risks
Description
Class of risks for which algorithms dispatch to speed-up algorithms
Usage
MBRRisk(samplesize=100)
OMSRRisk(samplesize=100)
RMXRRisk(samplesize=100)
Arguments
samplesize |
sample size at which to look at the risk. |
Details
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.
Objects from the Class
interpolRisk
is a virtual class: No objects may be created from it.
the other classes are generated via generating functions.
Slots
type
Object of class
"character"
: type of risk. (Inherited fromRiskType
).
Author(s)
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
Examples
new("OMSRRisk")
OMSRRisk()
RMXRRisk()
MBRRisk()
myrisk <- MBRRisk(samplesize=100)
samplesize(myrisk)
samplesize(myrisk) <- 20