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getRiskFctBV-methods

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 arguments bias and variance to compute the asymptotic MSE for a given ALE at a situation where it has bias bias (including the radius!) and variance variance.

getRiskFctBV

signature(risk = "asSemivar", biastype = "onesidedBias"): returns a function with arguments bias and variance to compute the asymptotic semivariance error, i.e. E[max(Sn-theta,0)^2] resp. E[max(theta-Sn,0)^2], for a given ALE Sn at a situation where it has one-sided bias bias (including the radius!) and variance variance.

getRiskFctBV

signature(risk = "asSemivar", biastype = "asymmetricBias"): returns a function with arguments bias and variance to compute the asymptotic semivariance error, i.e. nu1*max(Sn-theta,0)^2+nu2*max(theta-Sn,0)^2] for a given ALE Sn at a situation where it has one-sided bias bias (including the radius!) and variance variance.

Examples

myrisk <- asMSE()
getRiskFctBV(myrisk)

RobAStBase

Robust Asymptotic Statistics

v1.2.1
LGPL-3
Authors
Matthias Kohl [cre, cph, aut], Peter Ruckdeschel [aut, cph], Mykhailo Pupashenko [ctb] (contributed wrapper functions for diagnostic plots), Gerald Kroisandt [ctb] (contributed testing routines), R Core Team [ctb, cph] (for source file 'format.perc')
Initial release
2019-04-07

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