[Robast-commits] r892 - in pkg/RobAStBase: . man

[noreply at r-forge.r-project.org]

Author: ruckdeschel
Date: 2016-09-04 15:49:25 +0200 (Sun, 04 Sep 2016)
New Revision: 892

Added:
   pkg/RobAStBase/man/getFiRisk.Rd
Modified:
   pkg/RobAStBase/NAMESPACE
Log:
RobAStBase, trunk: copied getFiRisk.Rd from ROptEst

Modified: pkg/RobAStBase/NAMESPACE
===================================================================
--- pkg/RobAStBase/NAMESPACE	2016-09-04 13:48:21 UTC (rev 891)
+++ pkg/RobAStBase/NAMESPACE	2016-09-04 13:49:25 UTC (rev 892)
@@ -72,7 +72,7 @@
 exportMethods("ddPlot", "qqplot")
 exportMethods("cutoff.quantile", "cutoff.quantile<-")
 exportMethods("samplesize<-", "samplesize")
-exportMethods("getRiskFctBV")
+exportMethods("getRiskFctBV", "getFiRisk")
 export("oneStepEstimator", "kStepEstimator")
 export("ContNeighborhood", "TotalVarNeighborhood") 
 export("FixRobModel", "InfRobModel") 

Copied: pkg/RobAStBase/man/getFiRisk.Rd (from rev 876, branches/robast-1.0/pkg/ROptEst/man/getFiRisk.Rd)
===================================================================
--- pkg/RobAStBase/man/getFiRisk.Rd	                        (rev 0)
+++ pkg/RobAStBase/man/getFiRisk.Rd	2016-09-04 13:49:25 UTC (rev 892)
@@ -0,0 +1,63 @@
+\name{getFiRisk}
+\alias{getFiRisk}
+\alias{getFiRisk-methods}
+\alias{getFiRisk,fiUnOvShoot,Norm,ContNeighborhood-method}
+\alias{getFiRisk,fiUnOvShoot,Norm,TotalVarNeighborhood-method}
+
+\title{Generic Function for Computation of Finite-Sample Risks}
+\description{
+  Generic function for the computation of finite-sample risks.
+  This function is rarely called directly. It is used by 
+  other functions.
+}
+\usage{
+getFiRisk(risk, Distr, neighbor, ...)
+
+\S4method{getFiRisk}{fiUnOvShoot,Norm,ContNeighborhood}(risk, Distr, 
+          neighbor, clip, stand, sampleSize, Algo, cont)
+
+\S4method{getFiRisk}{fiUnOvShoot,Norm,TotalVarNeighborhood}(risk, Distr, 
+          neighbor, clip, stand, sampleSize, Algo, cont)
+}
+\arguments{
+  \item{risk}{ object of class \code{"RiskType"}. }
+  \item{Distr}{ object of class \code{"Distribution"}. }
+  \item{neighbor}{ object of class \code{"Neighborhood"}. }
+  \item{\dots}{ additional parameters. }
+  \item{clip}{ positive real: clipping bound }
+  \item{stand}{ standardizing constant/matrix. }
+  \item{sampleSize}{ integer: sample size. }
+  \item{Algo}{ "A" or "B". }
+  \item{cont}{ "left" or "right". }
+}
+\details{The computation of the finite-sample under-/overshoot risk
+  is based on FFT. For more details we refer to Section 11.3 of Kohl (2005).
+}
+\value{The finite-sample risk is computed.}
+\section{Methods}{
+\describe{
+  \item{risk = "fiUnOvShoot", Distr = "Norm", neighbor = "ContNeighborhood"}{ 
+    computes finite-sample under-/overshoot risk in methods for 
+    function \code{getFixRobIC}. }
+
+  \item{risk = "fiUnOvShoot", Distr = "Norm", neighbor = "TotalVarNeighborhood"}{ 
+    computes finite-sample under-/overshoot risk in methods for 
+    function \code{getFixRobIC}. }
+}}
+\references{
+  Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor.
+  Verw. Geb. \bold{10}:269--278.
+
+  Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}. 
+  Bayreuth: Dissertation.
+
+  Ruckdeschel, P. and Kohl, M. (2005) Computation of the Finite Sample Risk 
+  of M-estimators on Neighborhoods.
+}
+\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
+%\note{}
+\seealso{\code{\link[distrMod]{fiRisk-class}}}
+%\examples{}
+\concept{finite-sample risk}
+\concept{risk}
+\keyword{robust}