Generic Function for the Computation of Least Favorable Radii
Generic function for the computation of least favorable radii.
leastFavorableRadius(L2Fam, neighbor, risk, ...)
## S4 method for signature 'L2ParamFamily,UncondNeighborhood,asGRisk'
leastFavorableRadius(L2Fam, neighbor, risk, rho, upRad = 1,
z.start = NULL, A.start = NULL, upper = 100, maxiter = 100,
tol = .Machine$double.eps^0.4, warn = FALSE)L2Fam |
L2-differentiable family of probability measures. |
neighbor |
object of class |
risk |
object of class |
... |
additional parameters |
upRad |
the upper end point of the radius interval to be searched. |
rho |
The considered radius interval is: [r*rho, r/rho] with 0 < rho < 1. |
z.start |
initial value for the centering constant. |
A.start |
initial value for the standardizing matrix. |
upper |
upper bound for the optimal clipping bound. |
maxiter |
the maximum number of iterations |
tol |
the desired accuracy (convergence tolerance). |
warn |
logical: print warnings. |
The least favorable radius and the corresponding inefficiency are computed.
computation of the least favorable radius.
Matthias Kohl Matthias.Kohl@stamats.de
Rieder, H., Kohl, M. and Ruckdeschel, P. (2001) The Costs of not Knowing the Radius. Submitted. Appeared as discussion paper Nr. 81. SFB 373 (Quantification and Simulation of Economic Processes), Humboldt University, Berlin; also available under www.uni-bayreuth.de/departments/math/org/mathe7/RIEDER/pubs/RR.pdf
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
N <- NormLocationFamily(mean=0, sd=1)
leastFavorableRadius(L2Fam=N, neighbor=ContNeighborhood(),
risk=asMSE(), rho=0.5)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.