Interpolated Risks
Class of risks for which algorithms dispatch to speed-up algorithms
MBRRisk(samplesize=100) OMSRRisk(samplesize=100) RMXRRisk(samplesize=100)
samplesize |
sample size at which to look at the risk. |
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.
interpolRisk is a virtual class: No objects may be created from it.
the other classes are generated via generating functions.
typeObject of class "character":
type of risk. (Inherited from RiskType).
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
new("OMSRRisk")
OMSRRisk()
RMXRRisk()
MBRRisk()
myrisk <- MBRRisk(samplesize=100)
samplesize(myrisk)
samplesize(myrisk) <- 20Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.