| calcErrorNonParam {rhosp} | R Documentation |
compute the bias, variance of the non parametric estimator
Description
calcErrorNonParam computes the risk constant R with the non parametric estimator and its bias and variance.
Usage
calcErrorNonParam(file, nb = 10, disXi, disP, plot = TRUE)
Arguments
file |
the file in which the simulated data will be stored |
nb |
the number of simulation |
disXi |
the distribution of the variable Xi : disXi is a 3 elements list : rangen stands for a random positive variable generator ; nbparam for number of parameter of this distribution and param for a list of parameters |
disP |
the side effect probability (success probability of Zi) p : disP is a 3 elements list : disfun stands for a distribution function ; nbparam for number of parameter of this distribution and param for a list of parameters |
plot |
a logical variable to plot the variable Zi |
Value
a list of the following components
bias |
the bias of this estimator |
var |
the variance of this estimator |
R |
the risk constant estimated |
CR |
the CR risk constant calculated with R |
Author(s)
Christophe Dutang and Julie Barthes
Examples
#arg1Exp<-list(rangen=rexp,nbparam=1,param=list(1/3));
#arg2Exp<-list(disfun=pexp,nbparam=1,param=list(1/5));
#res<-calcErrorNonParam("data.rda",25,arg1Exp,arg2Exp,TRUE)