[Robast-commits] r37 - in pkg/ROptEst: R chm man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Feb 19 02:40:26 CET 2008
Author: ruckdeschel
Date: 2008-02-19 02:40:25 +0100 (Tue, 19 Feb 2008)
New Revision: 37
Modified:
pkg/ROptEst/R/AllGeneric.R
pkg/ROptEst/R/getAsRisk.R
pkg/ROptEst/R/getIneffDiff.R
pkg/ROptEst/R/getInfRobIC_asBias.R
pkg/ROptEst/R/getInfRobIC_asGRisk.R
pkg/ROptEst/R/getInfRobIC_asHampel.R
pkg/ROptEst/R/getInfRobIC_asUnOvShoot.R
pkg/ROptEst/R/getRiskIC.R
pkg/ROptEst/R/leastFavorableRadius.R
pkg/ROptEst/R/lowerCaseRadius.R
pkg/ROptEst/R/optIC.R
pkg/ROptEst/R/optRisk.R
pkg/ROptEst/R/radiusMinimaxIC.R
pkg/ROptEst/chm/00Index.html
pkg/ROptEst/chm/ROptEst.chm
pkg/ROptEst/chm/ROptEst.hhp
pkg/ROptEst/chm/ROptEst.toc
pkg/ROptEst/chm/getAsRisk.html
pkg/ROptEst/chm/getBiasIC.html
pkg/ROptEst/chm/getIneffDiff.html
pkg/ROptEst/chm/getInfRobIC.html
pkg/ROptEst/chm/getRiskIC.html
pkg/ROptEst/chm/leastFavorableRadius.html
pkg/ROptEst/chm/lowerCaseRadius.html
pkg/ROptEst/chm/optIC.html
pkg/ROptEst/chm/optRisk.html
pkg/ROptEst/chm/radiusMinimaxIC.html
pkg/ROptEst/man/getAsRisk.Rd
pkg/ROptEst/man/getBiasIC.Rd
pkg/ROptEst/man/getIneffDiff.Rd
pkg/ROptEst/man/getInfRobIC.Rd
pkg/ROptEst/man/getRiskIC.Rd
pkg/ROptEst/man/leastFavorableRadius.Rd
pkg/ROptEst/man/lowerCaseRadius.Rd
pkg/ROptEst/man/optIC.Rd
pkg/ROptEst/man/optRisk.Rd
pkg/ROptEst/man/radiusMinimaxIC.Rd
Log:
biastype as slot to risk; still problems:
no inherited method for optIC for signature L2ParamFamily, asCov...
Modified: pkg/ROptEst/R/AllGeneric.R
===================================================================
--- pkg/ROptEst/R/AllGeneric.R 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/R/AllGeneric.R 2008-02-19 01:40:25 UTC (rev 37)
@@ -38,6 +38,9 @@
setGeneric("getRiskIC",
function(IC, risk, neighbor, L2Fam, ...) standardGeneric("getRiskIC"))
}
+if(!isGeneric("optIC")){
+ setGeneric("optIC", function(model, risk, ...) standardGeneric("optIC"))
+}
if(!isGeneric("optRisk")){
setGeneric("optRisk", function(model, risk, ...) standardGeneric("optRisk"))
}
@@ -46,7 +49,7 @@
standardGeneric("radiusMinimaxIC"))
}
if(!isGeneric("getIneffDiff")){
- setGeneric("getIneffDiff", function(radius, L2Fam, neighbor, risk, biastype, ...)
+ setGeneric("getIneffDiff", function(radius, L2Fam, neighbor, risk, ...)
standardGeneric("getIneffDiff"))
}
if(!isGeneric("leastFavorableRadius")){
@@ -54,7 +57,8 @@
standardGeneric("leastFavorableRadius"))
}
if(!isGeneric("lowerCaseRadius")){
- setGeneric("lowerCaseRadius", function(L2Fam, neighbor, risk, biastype, ...) standardGeneric("lowerCaseRadius"))
+ setGeneric("lowerCaseRadius", function(L2Fam, neighbor, risk, biastype, ...)
+ standardGeneric("lowerCaseRadius"))
}
if(!isGeneric("minmaxBias")){
setGeneric("minmaxBias",
@@ -66,5 +70,9 @@
}
if(!isGeneric("getBiasIC")){
setGeneric("getBiasIC",
- function(IC, neighbor, L2Fam, biastype, ...) standardGeneric("getBiasIC"))
+ function(IC, neighbor, ...) standardGeneric("getBiasIC"))
}
+if(!isGeneric(".evalBiasIC")){
+ setGeneric(".evalBiasIC",
+ function(IC, neighbor, biastype, ...) standardGeneric("getBiasIC"))
+}
Modified: pkg/ROptEst/R/getAsRisk.R
===================================================================
--- pkg/ROptEst/R/getAsRisk.R 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/R/getAsRisk.R 2008-02-19 01:40:25 UTC (rev 37)
@@ -176,12 +176,58 @@
})
###############################################################################
+## asymptotic onesided bias
+###############################################################################
+setMethod("getAsRisk", signature(risk = "asBias",
+ L2deriv = "UnivariateDistribution",
+ neighbor = "ContNeighborhood", biastype = "onesidedBias"),
+ function(risk, L2deriv, neighbor, biastype, trafo){
+
+ D1 <- L2deriv
+ if(!is(D1, "DiscreteDistribution"))
+ return(list(asBias = 0, warn = gettext("not attained by IC")))
+
+ sign <- sign(biastype)
+ w0 <- options("warn")
+ options(warn = -1)
+
+ l <- length(support(L2deriv))
+ if (sign>0)
+ {z0 <- support(L2deriv)[1]; deltahat <- support(L2deriv)[2]-z0}
+ else
+ {z0 <- support(L2deriv)[l]; deltahat <- z0-support(L2deriv)[l-1]}
+
+ bias <- abs(as.vector(trafo))/abs(z0)
+ return(list(asBias = bias))
+ })
+
+###############################################################################
+## asymptotic asymmetric bias
+###############################################################################
+
+setMethod("getAsRisk", signature(risk = "asBias",
+ L2deriv = "UnivariateDistribution",
+ neighbor = "ContNeighborhood",
+ biastype = "asymmetricBias"),
+ function(risk, L2deriv, neighbor, biastype, trafo){
+ nu1 <- nu(biastype)[1]
+ nu2 <- nu(biastype)[2]
+ num <- nu2/(nu1+nu2)
+ z <- q(L2deriv)(num)
+ Int <- E(L2deriv, function(x, m){abs(x-m)}, m = z)
+ omega <- 2/(Int/nu1+Int/nu2)
+ bias <- abs(as.vector(trafo))*omega
+ return(list(asBias = bias))
+ })
+
+###############################################################################
## asymptotic semivariance
###############################################################################
setMethod("getAsRisk", signature(risk = "asSemivar",
L2deriv = "UnivariateDistribution",
- neighbor = "Neighborhood", biastype = "onesidedBias"),
+ neighbor = "Neighborhood",
+ biastype = "onesidedBias"),
function(risk, L2deriv, neighbor, biastype = positiveBias(),
clip, cent, stand, trafo){
A <- as.vector(stand)*as.vector(trafo)
Modified: pkg/ROptEst/R/getIneffDiff.R
===================================================================
--- pkg/ROptEst/R/getIneffDiff.R 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/R/getIneffDiff.R 2008-02-19 01:40:25 UTC (rev 37)
@@ -4,15 +4,14 @@
setMethod("getIneffDiff", signature(radius = "numeric",
L2Fam = "L2ParamFamily",
neighbor = "UncondNeighborhood",
- risk = "asMSE", biastype = "BiasType"),
- function(radius, L2Fam, neighbor, risk, biastype = symmetricBias(),
- loRad, upRad, loRisk, upRisk,
+ risk = "asMSE"),
+ function(radius, L2Fam, neighbor, risk, loRad, upRad, loRisk, upRisk,
z.start = NULL, A.start = NULL, upper.b, MaxIter, eps, warn){
L2derivDim <- numberOfMaps(L2Fam at L2deriv)
if(L2derivDim == 1){
neighbor at radius <- radius
res <- getInfRobIC(L2deriv = L2Fam at L2derivDistr[[1]], neighbor = neighbor,
- risk = risk, biastype = biastype, symm = L2Fam at L2derivDistrSymm[[1]],
+ risk = risk, symm = L2Fam at L2derivDistrSymm[[1]],
Finfo = L2Fam at FisherInfo, upper = upper.b,
trafo = L2Fam at param@trafo, maxiter = MaxIter, tol = eps, warn = warn)
trafo <- as.vector(L2Fam at param@trafo)
@@ -48,7 +47,7 @@
trafo <- L2Fam at param@trafo
neighbor at radius <- radius
res <- getInfRobIC(L2deriv = L2deriv, neighbor = neighbor, risk = risk,
- biastype = biastype, Distr = L2Fam at distribution, DistrSymm = L2Fam at distrSymm,
+ Distr = L2Fam at distribution, DistrSymm = L2Fam at distrSymm,
L2derivSymm = L2derivSymm, L2derivDistrSymm = L2derivDistrSymm,
Finfo = L2Fam at FisherInfo, trafo = trafo, z.start = z.start,
A.start = A.start, upper = upper.b, maxiter = MaxIter,
Modified: pkg/ROptEst/R/getInfRobIC_asBias.R
===================================================================
--- pkg/ROptEst/R/getInfRobIC_asBias.R 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/R/getInfRobIC_asBias.R 2008-02-19 01:40:25 UTC (rev 37)
@@ -4,25 +4,24 @@
setMethod("getInfRobIC", signature(L2deriv = "UnivariateDistribution",
risk = "asBias",
neighbor = "UncondNeighborhood"),
- function(L2deriv, risk, neighbor, biastype = symmetricBias(), symm,
- Finfo, trafo, upper, maxiter, tol, warn){
-
- minmaxBias(L2deriv, neighbor, biastype, symm,
+ function(L2deriv, risk, neighbor, symm, Finfo, trafo, upper, maxiter,
+ tol, warn){
+ minmaxBias(L2deriv, neighbor, biastype(risk), symm,
Finfo, trafo, upper, maxiter, tol, warn)
})
setMethod("getInfRobIC", signature(L2deriv = "RealRandVariable",
risk = "asBias",
neighbor = "ContNeighborhood"),
- function(L2deriv, risk, neighbor, biastype = symmetricBias(),
- Distr, DistrSymm, L2derivSymm, L2derivDistrSymm, Finfo,
- z.start, A.start, trafo, upper,
+ function(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
+ L2derivDistrSymm, Finfo, z.start, A.start, trafo, upper,
maxiter, tol, warn){
- minmaxBias(L2deriv, neighbor, biastype,
+ minmaxBias(L2deriv, neighbor, biastype(risk),
Distr, DistrSymm, L2derivSymm, L2derivDistrSymm, Finfo,
z.start, A.start, trafo, upper,
maxiter, tol, warn)
})
+
setMethod("minmaxBias", signature(L2deriv = "UnivariateDistribution",
neighbor = "ContNeighborhood",
biastype = "BiasType"),
@@ -48,6 +47,7 @@
return(list(A = A, a = zi*z, b = b, d = d, risk = Risk, info = info))
})
+
setMethod("minmaxBias", signature(L2deriv = "UnivariateDistribution",
neighbor = "TotalVarNeighborhood",
biastype = "BiasType"),
@@ -73,6 +73,7 @@
return(list(A = A, a = a, b = b, d = 1, risk = Risk, info = info))
})
+
setMethod("minmaxBias", signature(L2deriv = "RealRandVariable",
neighbor = "ContNeighborhood",
biastype = "BiasType"),
Modified: pkg/ROptEst/R/getInfRobIC_asGRisk.R
===================================================================
--- pkg/ROptEst/R/getInfRobIC_asGRisk.R 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/R/getInfRobIC_asGRisk.R 2008-02-19 01:40:25 UTC (rev 37)
@@ -4,8 +4,9 @@
setMethod("getInfRobIC", signature(L2deriv = "UnivariateDistribution",
risk = "asGRisk",
neighbor = "UncondNeighborhood"),
- function(L2deriv, risk, neighbor, biastype = symmetricBias(), symm, Finfo, trafo,
+ function(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn){
+ biastype <- biastype(risk)
radius <- neighbor at radius
if(identical(all.equal(radius, 0), TRUE)){
if(warn) cat("'radius == 0' => (classical) optimal IC\n",
@@ -30,15 +31,12 @@
iter <- iter + 1
z.old <- z
c0.old <- c0
-
-upper = sqrt((Finfo+z^2)/((1+neighbor at radius^2)^2-1))
-
c0 <- try(uniroot(getInfClip,
+ lower = .Machine$double.eps^0.75,
+ upper = upper,
## new
-lower = getL1normL2deriv(L2deriv = L2deriv, cent = z)/ (1 + neighbor at radius^2),
- #lower = .Machine$double.eps^0.75,
-upper = sqrt( ( Finfo + z^2 )/(( 1 + neighbor at radius^2)^2 - 1) ),
- ## upper = upper,
+#lower = getL1normL2deriv(L2deriv = L2deriv, cent = z)/ (1 + neighbor at radius^2),
+#upper = sqrt( ( Finfo + z^2 )/(( 1 + neighbor at radius^2)^2 - 1) ),
##
tol = tol, L2deriv = L2deriv, risk = risk,
neighbor = neighbor, biastype = biastype,
@@ -49,13 +47,12 @@
"'radius >= maximum radius' for the given risk?\n",
"=> the minimum asymptotic bias (lower case) solution is returned\n")
res <- getInfRobIC(L2deriv = L2deriv, risk = asBias(),
- neighbor = neighbor, biastype = biastype,
- Finfo = Finfo,
+ neighbor = neighbor, Finfo = Finfo,
symm = symm, trafo = trafo, upper = upper,
maxiter = maxiter, tol = tol, warn = warn)
Risk <- getAsRisk(risk = risk, L2deriv = L2deriv, neighbor = neighbor,
- biastype = biastype,
- clip = res$b, cent = res$a, stand = res$A, trafo = trafo)
+ biastype = biastype, clip = res$b, cent = res$a,
+ stand = res$A, trafo = trafo)
res$risk <- c(Risk, res$risk)
return(res)
}
@@ -75,7 +72,8 @@
a <- as.vector(A)*z
b <- abs(as.vector(A))*c0
Risk <- getAsRisk(risk = risk, L2deriv = L2deriv, neighbor = neighbor,
- biastype = biastype, clip = b, cent = a, stand = A, trafo = trafo)
+ biastype = biastype, clip = b, cent = a, stand = A,
+ trafo = trafo)
Risk <- c(Risk, list(asBias = b))
return(list(A = A, a = a, b = b, d = NULL, risk = Risk, info = info))
@@ -83,10 +81,10 @@
setMethod("getInfRobIC", signature(L2deriv = "RealRandVariable",
risk = "asGRisk",
neighbor = "ContNeighborhood"),
- function(L2deriv, risk, neighbor, biastype = symmetricBias(),
- Distr, DistrSymm, L2derivSymm,
+ function(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, trafo, z.start, A.start, upper,
maxiter, tol, warn){
+ biastype <- biastype(risk)
if(is.null(z.start)) z.start <- numeric(ncol(trafo))
if(is.null(A.start)) A.start <- trafo
@@ -97,7 +95,8 @@
res <- getInfRobIC(L2deriv = L2deriv, risk = asCov(), neighbor = neighbor,
Distr = Distr, Finfo = Finfo, trafo = trafo)
Risk <- getAsRisk(risk = risk, L2deriv = L2deriv, neighbor = neighbor,
- biastype = biastype, clip = res$b, cent = res$a, stand = res$A, trafo = trafo)
+ biastype = biastype, clip = res$b, cent = res$a,
+ stand = res$A, trafo = trafo)
res$risk <- c(Risk, res$risk)
return(res)
}
@@ -132,13 +131,14 @@
A.old <- A
b <- try(uniroot(getInfClip,
+ lower = .Machine$double.eps^0.75,
+ upper = upper,
## new
-lower = getL1normL2deriv(L2deriv = L2deriv, cent = z, stand = A,
- Distr = Distr)/(1+neighbor at radius^2),
-upper = sqrt( sum( diag(A%*%Finfo%*%t(A)) + (A%*%z)^2) /
- ((1 + neighbor at radius^2)^2-1)),
-##
-
+#lower = getL1normL2deriv(L2deriv = L2deriv, cent = z, stand = A,
+# Distr = Distr)/(1+neighbor at radius^2),
+#upper = sqrt( sum( diag(A%*%Finfo%*%t(A)) + (A%*%z)^2) /
+# ((1 + neighbor at radius^2)^2-1)),
+##
tol = tol, L2deriv = L2deriv, risk = risk,
biastype = biastype, Distr = Distr, neighbor = neighbor,
stand = A, cent = z, trafo = trafo)$root, silent = TRUE)
@@ -149,14 +149,13 @@
"If 'no' => Try again with modified starting values ",
"'z.start' and 'A.start'\n")
res <- getInfRobIC(L2deriv = L2deriv, risk = asBias(),
- neighbor = neighbor, biastype = biastype,
- Distr = Distr, DistrSymm = DistrSymm,
+ neighbor = neighbor, Distr = Distr, DistrSymm = DistrSymm,
L2derivSymm = L2derivSymm, L2derivDistrSymm = L2derivDistrSymm,
z.start = z.start, A.start = A.start, trafo = trafo,
upper = upper, maxiter = maxiter, tol = tol, warn = warn)
Risk <- getAsRisk(risk = risk, L2deriv = L2deriv, neighbor = neighbor,
- biastype = biastype, clip = res$b, cent = res$a,
- stand = res$A, trafo = trafo)
+ biastype = biastype, clip = res$b, cent = res$a, stand = res$A,
+ trafo = trafo)
res$risk <- c(Risk, res$risk)
return(res)
}
@@ -177,8 +176,8 @@
a <- as.vector(A %*% z)
info <- paste("optimally robust IC for", sQuote(class(risk)[1]))
Risk <- getAsRisk(risk = risk, L2deriv = L2deriv, neighbor = neighbor,
- biastype = biastype,
- clip = b, cent = a, stand = A, trafo = trafo)
+ biastype = biastype, clip = b, cent = a, stand = A,
+ trafo = trafo)
Risk <- c(Risk, list(asBias = b))
return(list(A = A, a = a, b = b, d = NULL, risk = Risk, info = info))
Modified: pkg/ROptEst/R/getInfRobIC_asHampel.R
===================================================================
--- pkg/ROptEst/R/getInfRobIC_asHampel.R 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/R/getInfRobIC_asHampel.R 2008-02-19 01:40:25 UTC (rev 37)
@@ -4,8 +4,9 @@
setMethod("getInfRobIC", signature(L2deriv = "UnivariateDistribution",
risk = "asHampel",
neighbor = "UncondNeighborhood"),
- function(L2deriv, risk, neighbor, biastype = symmetricBias(), symm, Finfo, trafo,
+ function(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn){
+ biastype <- biastype(risk)
A <- trafo / E(L2deriv, function(x){x^2})
b <- risk at bound
bmax <- abs(as.vector(A))*max(abs(q(L2deriv)(0)), q(L2deriv)(1))
@@ -18,13 +19,12 @@
}
bmin <- getAsRisk(risk = asBias(), L2deriv = L2deriv, neighbor = neighbor,
- trafo = trafo)$asBias
+ biastype = biastype, trafo = trafo)$asBias
if(b <= bmin){
if(warn) cat("'b <= minimum asymptotic bias'\n",
"=> the minimum asymptotic bias (lower case) solution is returned\n")
res <- getInfRobIC(L2deriv = L2deriv, risk = asBias(),
- neighbor = neighbor, biastype = biastype,
- symm = symm,
+ neighbor = neighbor, symm = symm,
trafo = trafo, maxiter = maxiter, tol = tol)
Risk <- list(asMSE = res$risk$asCov + neighbor at radius^2*bmin^2)
res$risk <- c(Risk, res$risk)
@@ -60,8 +60,7 @@
info <- paste("optimally robust IC for 'asHampel' with bound =", round(b,3))
a <- as.vector(A)*z
Cov <- getAsRisk(risk = asCov(), L2deriv = L2deriv, neighbor = neighbor,
- biastype = biastype,
- clip = b, cent = a, stand = A)$asCov
+ biastype = biastype, clip = b, cent = a, stand = A)$asCov
Risk <- list(asCov = Cov, asBias = b, asMSE = Cov + neighbor at radius^2*b^2)
return(list(A = A, a = a, b = b, d = NULL, risk = Risk, info = info))
@@ -69,8 +68,11 @@
setMethod("getInfRobIC", signature(L2deriv = "RealRandVariable",
risk = "asHampel",
neighbor = "ContNeighborhood"),
- function(L2deriv, risk, neighbor, biastype = symmetricBias(), Distr, DistrSymm, L2derivSymm,
+ function(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, trafo, z.start, A.start, upper, maxiter, tol, warn){
+
+ biastype <- biastype(risk)
+
if(is.null(z.start)) z.start <- numeric(ncol(trafo))
if(is.null(A.start)) A.start <- trafo
@@ -90,8 +92,8 @@
return(res)
}
bmin <- getAsRisk(risk = asBias(), L2deriv = L2deriv, neighbor = neighbor,
- biastype = biastype,
- Distr = Distr, L2derivDistrSymm = L2derivDistrSymm,
+ biastype = biastype, Distr = Distr,
+ L2derivDistrSymm = L2derivDistrSymm,
trafo = trafo, z.start = z.start, A.start = A.start,
maxiter = maxiter, tol = tol)$asBias
cat("minimal bound:\t", bmin, "\n")
@@ -99,7 +101,6 @@
if(warn) cat("'b <= minimum asymptotic bias'\n",
"=> the minimum asymptotic bias (lower case) solution is returned\n")
res <- getInfRobIC(L2deriv = L2deriv, risk = asBias(), neighbor = neighbor,
- biastype = biastype,
Distr = Distr, DistrSymm = DistrSymm, L2derivSymm = L2derivSymm,
L2derivDistrSymm = L2derivDistrSymm, z.start = z.start,
A.start = A.start, trafo = trafo, maxiter = maxiter,
@@ -155,7 +156,8 @@
info <- paste("optimally robust IC for 'asHampel' with bound =", round(b,3))
a <- as.vector(A %*% z)
Cov <- getAsRisk(risk = asCov(), L2deriv = L2deriv, neighbor = neighbor,
- biastype = biastype, Distr = Distr, clip = b, cent = a, stand = A)$asCov
+ biastype = biastype, Distr = Distr, clip = b, cent = a,
+ stand = A)$asCov
Risk <- list(asCov = Cov, asBias = b, asMSE = sum(diag(Cov)) + neighbor at radius^2*b^2)
return(list(A = A, a = a, b = b, d = NULL, risk = Risk, info = info))
Modified: pkg/ROptEst/R/getInfRobIC_asUnOvShoot.R
===================================================================
--- pkg/ROptEst/R/getInfRobIC_asUnOvShoot.R 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/R/getInfRobIC_asUnOvShoot.R 2008-02-19 01:40:25 UTC (rev 37)
@@ -4,8 +4,9 @@
setMethod("getInfRobIC", signature(L2deriv = "UnivariateDistribution",
risk = "asUnOvShoot",
neighbor = "UncondNeighborhood"),
- function(L2deriv, risk, neighbor, biastype = symmetricBias(), symm, Finfo, trafo,
+ function(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn){
+ biastype <- biastype(risk)
radius <- neighbor at radius
if(identical(all.equal(radius, 0), TRUE)){
if(warn) cat("'radius == 0' => (classical) optimal IC\n",
@@ -14,8 +15,8 @@
neighbor = TotalVarNeighborhood(radius = neighbor at radius),
Finfo = Finfo, trafo = trafo)
Risk <- getAsRisk(risk = risk, L2deriv = L2deriv, neighbor = neighbor,
- biastype = biastype,
- clip = res$b, cent = res$a, stand = res$A, trafo = trafo)
+ biastype = biastype, clip = res$b, cent = res$a,
+ stand = res$A, trafo = trafo)
res$risk <- c(Risk, res$risk)
return(res)
}
@@ -92,11 +93,12 @@
if(warn) cat("The IC algorithm did not converge!\n",
"=> the minimum asymptotic bias (lower case) solution is returned\n")
res <- getInfRobIC(L2deriv = L2deriv, risk = asBias(),
- neighbor = neighbor, biastype = biastype, Finfo = Finfo,
+ neighbor = neighbor, Finfo = Finfo,
symm = symm, trafo = trafo, upper = upper,
maxiter = maxiter, tol = tol, warn = warn)
Risk <- getAsRisk(risk = risk, L2deriv = L2deriv, neighbor = neighbor,
- clip = res$b, cent = res$a, stand = res$A, trafo = trafo)
+ biastype = biastype, clip = res$b, cent = res$a,
+ stand = res$A, trafo = trafo)
res$risk <- c(Risk, res$risk)
return(res)
}
@@ -116,7 +118,8 @@
a <- as.vector(A)*z
b <- abs(as.vector(A))*c0
Risk <- getAsRisk(risk = risk, L2deriv = L2deriv, neighbor = neighbor,
- biastype = biastype, clip = b, cent = a, stand = A, trafo = trafo)
+ biastype = biastype, clip = b, cent = a, stand = A,
+ trafo = trafo)
return(list(A = A, a = a, b = b, d = NULL, risk = Risk, info = info))
})
Modified: pkg/ROptEst/R/getRiskIC.R
===================================================================
--- pkg/ROptEst/R/getRiskIC.R 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/R/getRiskIC.R 2008-02-19 01:40:25 UTC (rev 37)
@@ -115,16 +115,15 @@
risk = "asBias",
neighbor = "UncondNeighborhood",
L2Fam = "missing"),
- function(IC, risk, neighbor, biastype = symmetricBias(),
- tol = .Machine$double.eps^0.25){
- getBiasIC(IC, neighbor, biastype, tol)
+ function(IC, risk, neighbor, tol = .Machine$double.eps^0.25){
+ getBiasIC(IC, neighbor, biastype(risk), tol)
})
setMethod("getRiskIC", signature(IC = "IC",
risk = "asBias",
neighbor = "UncondNeighborhood",
L2Fam = "L2ParamFamily"),
- function(IC, risk, neighbor, L2Fam, biastype = symmetricBias(), tol = .Machine$double.eps^0.25){
- getBiasIC(IC, neighbor, L2Fam, biastype, tol)
+ function(IC, risk, neighbor, L2Fam, tol = .Machine$double.eps^0.25){
+ getBiasIC(IC, neighbor, L2Fam, biastype(risk), tol)
})
###############################################################################
## asymptotic MSE
@@ -133,12 +132,12 @@
risk = "asMSE",
neighbor = "UncondNeighborhood",
L2Fam = "missing"),
- function(IC, risk, neighbor, biastype = symmetricBias(), tol = .Machine$double.eps^0.25){
+ function(IC, risk, neighbor, tol = .Machine$double.eps^0.25){
rad <- neighbor at radius
if(rad == Inf) return(Inf)
trCov <- getRiskIC(IC = IC, risk = trAsCov())
- Bias <- getRiskIC(IC = IC, risk = asBias(), neighbor = neighbor, biastype = biastype)
+ Bias <- getRiskIC(IC = IC, risk = asBias(), neighbor = neighbor)
L2Fam <- eval(IC at CallL2Fam)
slots = slotNames(L2Fam at distribution@param)
@@ -167,7 +166,7 @@
risk = "asMSE",
neighbor = "UncondNeighborhood",
L2Fam = "L2ParamFamily"),
- function(IC, risk, neighbor, L2Fam, biastype = symmetricBias(), tol = .Machine$double.eps^0.25){
+ function(IC, risk, neighbor, L2Fam, tol = .Machine$double.eps^0.25){
if(dimension(Domain(IC at Curve[[1]])) != dimension(img(L2Fam at distribution)))
stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'")
@@ -175,7 +174,8 @@
if(rad == Inf) return(Inf)
trCov <- getRiskIC(IC = IC, risk = trAsCov(), L2Fam = L2Fam)
- Bias <- getRiskIC(IC = IC, risk = asBias(), neighbor = neighbor, L2Fam = L2Fam, biastype = biastype)
+ Bias <- getRiskIC(IC = IC, risk = asBias(), neighbor = neighbor, L2Fam = L2Fam,
+ biastype = biastype(risk))
slots = slotNames(L2Fam at distribution@param)
slots = slots[slots != "name"]
@@ -513,33 +513,35 @@
## asymptotic Bias for various types
###############################################################################
setMethod("getBiasIC", signature(IC = "IC",
- neighbor = "ContNeighborhood",
- L2Fam = "missing",
- biastype = "BiasType"),
- function(IC, neighbor, biastype, tol = .Machine$double.eps^0.25){
- L2Fam <- eval(IC at CallL2Fam)
+ neighbor = "UncondNeighborhood"),
+ function(IC, neighbor, L2Fam, biastype = symmetricBias(),
+ tol = .Machine$double.eps^0.25){
+ if(missing(L2Fam))
+ {misF <- TRUE; L2Fam <- eval(IC at CallL2Fam)}
D1 <- L2Fam at distribution
- trafo <- L2Fam at param@trafo
-
- IC1 <- as(diag(nrow(trafo)) %*% IC at Curve, "EuclRandVariable")
- absIC1 <- sqrt(IC1 %*% IC1)
+ if(dimension(Domain(IC at Curve[[1]])) != dimension(img(D1)))
+ stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'")
+
x <- as.matrix(r(D1)(1e5))
x <- as.matrix(x[!duplicated(x),])
- Bias <- max(evalRandVar(absIC1, x))
- slots = slotNames(L2Fam at distribution@param)
- slots = slots[slots != "name"]
- nrvalues = length(slots)
+ Bias <- .evalBiasIC(IC = IC, neighbor = neighbor, biastype = biastype,
+ x = x, trafo = L2Fam at param@trafo)
+
+ slots <- slotNames(L2Fam at distribution@param)
+ slots <- slots[slots != "name"]
+ nrvalues <- length(slots)
if (nrvalues > 0) {
- values = numeric(nrvalues)
+ values <- numeric(nrvalues)
for (i in 1:nrvalues)
- values[i] = attributes(attributes(L2Fam at distribution)$param)[[slots[i]]]
+ values[i] <- attributes(attributes(L2Fam at distribution)$param)[[slots[i]]]
- paramstring = paste("(", paste(values, collapse = ", "), ")", sep = "")
+ paramstring <- paste("(", paste(values, collapse = ", "), ")", sep = "")
}
distr <- paste(class(L2Fam at distribution)[1], paramstring, sep = "")
- prec <- checkIC(IC, out = FALSE)
+ prec <- if(misF) checkIC(IC, out = FALSE) else
+ checkIC(IC, L2Fam, out = FALSE)
if(prec > tol)
warning("The maximum deviation from the exact IC properties is", prec,
"\nThis is larger than the specified 'tol' ",
@@ -547,112 +549,49 @@
return(list(asBias = list(distribution = distr, neighborhood = neighbor at type, value = Bias)))
})
-setMethod("getBiasIC", signature(IC = "IC",
- neighbor = "ContNeighborhood",
- L2Fam = "L2ParamFamily",
- biastype = "BiasType"),
- function(IC, neighbor, L2Fam, biastype, tol = .Machine$double.eps^0.25){
- D1 <- L2Fam at distribution
- if(dimension(Domain(IC at Curve[[1]])) != dimension(img(D1)))
- stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'")
- trafo <- L2Fam at param@trafo
+setMethod(".evalBiasIC", signature(IC = "IC",
+ neighbor = "ContNeighborhood",
+ biastype = "BiasType"),
+ function(IC, neighbor, biastype, x, trafo){
IC1 <- as(diag(dimension(IC at Curve)) %*% IC at Curve, "EuclRandVariable")
absIC1 <- sqrt(IC1 %*% IC1)
- x <- as.matrix(r(D1)(1e5))
- Bias <- max(evalRandVar(absIC1, x))
+ return(max(evalRandVar(absIC1, x)))}
+ )
- slots = slotNames(L2Fam at distribution@param)
- slots = slots[slots != "name"]
- nrvalues = length(slots)
- if (nrvalues > 0) {
- values = numeric(nrvalues)
- for (i in 1:nrvalues)
- values[i] = attributes(attributes(L2Fam at distribution)$param)[[slots[i]]]
-
- paramstring = paste("(", paste(values, collapse = ", "), ")", sep = "")
- }
- distr <- paste(class(L2Fam at distribution)[1], paramstring, sep = "")
-
- prec <- checkIC(IC, L2Fam, out = FALSE)
- if(prec > tol)
- warning("The maximum deviation from the exact IC properties is", prec,
- "\nThis is larger than the specified 'tol' ",
- "=> the result may be wrong")
-
- return(list(asBias = list(distribution = distr, neighborhood = neighbor at type, value = Bias)))
- })
-setMethod("getBiasIC", signature(IC = "IC",
+setMethod(".evalBiasIC", signature(IC = "IC",
neighbor = "TotalVarNeighborhood",
- L2Fam = "missing",
biastype = "BiasType"),
- function(IC, neighbor, biastype, tol = .Machine$double.eps^0.25){
- L2Fam <- eval(IC at CallL2Fam)
- trafo <- L2Fam at param@trafo
+ function(IC, neighbor, biastype, x, trafo){
if(nrow(trafo) > 1)
stop("not yet implemented for dimension > 1")
-
- D1 <- L2Fam at distribution
- IC1 <- as(diag(1) %*% IC at Curve, "EuclRandVariable")
- x <- as.matrix(r(D1)(1e5))
+ IC1 <- as(diag(nrow(trafo)) %*% IC at Curve, "EuclRandVariable")
res <- evalRandVar(IC1, x)
- Bias <- max(res) - min(res)
+ return(max(res) - min(res))}
+ )
- slots = slotNames(L2Fam at distribution@param)
- slots = slots[slots != "name"]
- nrvalues = length(slots)
- if (nrvalues > 0) {
- values = numeric(nrvalues)
- for (i in 1:nrvalues)
- values[i] = attributes(attributes(L2Fam at distribution)$param)[[slots[i]]]
-
- paramstring = paste("(", paste(values, collapse = ", "), ")", sep = "")
- }
- distr <- paste(class(L2Fam at distribution)[1], paramstring, sep = "")
-
- prec <- checkIC(IC, out = FALSE)
- if(prec > tol)
- warning("The maximum deviation from the exact IC properties is", prec,
- "\nThis is larger than the specified 'tol' ",
- "=> the result may be wrong")
-
- return(list(asBias = list(distribution = distr, neighborhood = neighbor at type, value = Bias)))
+setMethod(".evalBiasIC", signature(IC = "IC",
+ neighbor = "ContNeighborhood",
+ biastype = "onesidedBias"),
+ function(IC, neighbor, biastype, x, trafo){
+ if(nrow(trafo) > 1)
+ stop("not yet implemented for dimension > 1")
+ IC1 <- as(diag(nrow(trafo)) %*% IC at Curve, "EuclRandVariable")
+ res <- evalRandVar(IC1, x)
+ if (sign(biastype)>0)
+ return(max(res))
+ else return(-min(res))
})
-setMethod("getBiasIC", signature(IC = "IC",
- neighbor = "TotalVarNeighborhood",
- L2Fam = "L2ParamFamily",
- biastype = "BiasType"),
- function(IC, neighbor, L2Fam, biastype, tol = .Machine$double.eps^0.25){
- if(dimension(Domain(IC at Curve[[1]])) != dimension(img(L2Fam at distribution)))
- stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'")
- if(dimension(IC at Curve) > 1)
+setMethod(".evalBiasIC", signature(IC = "IC",
+ neighbor = "ContNeighborhood",
+ biastype = "asymmetricBias"),
+ function(IC, neighbor, biastype, x, trafo){
+ if(nrow(trafo) > 1)
stop("not yet implemented for dimension > 1")
-
- D1 <- L2Fam at distribution
- IC1 <- as(diag(1) %*% IC at Curve, "EuclRandVariable")
- x <- as.matrix(r(D1)(1e5))
+ IC1 <- as(diag(nrow(trafo)) %*% IC at Curve, "EuclRandVariable")
res <- evalRandVar(IC1, x)
- Bias <- max(res) - min(res)
-
- slots = slotNames(L2Fam at distribution@param)
- slots = slots[slots != "name"]
- nrvalues = length(slots)
- if (nrvalues > 0) {
- values = numeric(nrvalues)
- for (i in 1:nrvalues)
- values[i] = attributes(attributes(L2Fam at distribution)$param)[[slots[i]]]
-
- paramstring = paste("(", paste(values, collapse = ", "), ")", sep = "")
- }
- distr <- paste(class(L2Fam at distribution)[1], paramstring, sep = "")
-
- prec <- checkIC(IC, L2Fam, out = FALSE)
- if(prec > tol)
- warning("The maximum deviation from the exact IC properties is", prec,
- "\nThis is larger than the specified 'tol' ",
- "=> the result may be wrong")
-
- return(list(asBias = list(distribution = distr, neighborhood = neighbor at type, value = Bias)))
- })
+ return(max(res)/nu(biastype)[2] -
+ min(res)/nu(biastype)[1])}
+ )
Modified: pkg/ROptEst/R/leastFavorableRadius.R
===================================================================
--- pkg/ROptEst/R/leastFavorableRadius.R 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/R/leastFavorableRadius.R 2008-02-19 01:40:25 UTC (rev 37)
@@ -4,10 +4,8 @@
###############################################################################
setMethod("leastFavorableRadius", signature(L2Fam = "L2ParamFamily",
neighbor = "UncondNeighborhood",
- risk = "asGRisk"# ,biastype = "BiasType"
- ),
- function(L2Fam, neighbor, risk, biastype = symmetricBias(),
- rho, upRad = 1, z.start = NULL,
+ risk = "asGRisk"),
+ function(L2Fam, neighbor, risk, rho, upRad = 1, z.start = NULL,
A.start = NULL, upper = 100, maxiter = 100,
tol = .Machine$double.eps^0.4, warn = FALSE){
if(length(rho) != 1)
@@ -15,9 +13,10 @@
if((rho <= 0)||(rho >= 1))
stop("'rho' not in (0,1)")
+ biastype <- biastype(risk)
L2derivDim <- numberOfMaps(L2Fam at L2deriv)
if(L2derivDim == 1){
- leastFavFct <- function(r, L2Fam, neighbor, risk, biastype, rho,
+ leastFavFct <- function(r, L2Fam, neighbor, risk, rho,
upper.b, MaxIter, eps, warn){
loRad <- r*rho
upRad <- r/rho
@@ -31,7 +30,7 @@
}else{
neighbor at radius <- loRad
resLo <- getInfRobIC(L2deriv = L2Fam at L2derivDistr[[1]], neighbor = neighbor,
- risk = risk, biastype = biastype, symm = L2Fam at L2derivDistrSymm[[1]],
+ risk = risk, symm = L2Fam at L2derivDistrSymm[[1]],
Finfo = L2Fam at FisherInfo, upper = upper.b,
trafo = L2Fam at param@trafo, maxiter = MaxIter, tol = eps, warn = warn)
loRisk <- getAsRisk(risk = risk, L2deriv = L2Fam at L2derivDistr[[1]],
@@ -48,7 +47,7 @@
}else{
neighbor at radius <- upRad
resUp <- getInfRobIC(L2deriv = L2Fam at L2derivDistr[[1]], neighbor = neighbor,
- risk = risk, biastype = biastype, symm = L2Fam at L2derivDistrSymm[[1]],
+ risk = risk, symm = L2Fam at L2derivDistrSymm[[1]],
Finfo = L2Fam at FisherInfo, upper = upper.b,
trafo = L2Fam at param@trafo, maxiter = MaxIter, tol = eps, warn = warn)
upRisk <- getAsRisk(risk = risk, L2deriv = L2Fam at L2derivDistr[[1]],
@@ -58,7 +57,7 @@
}
leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper,
tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor,
- risk = risk, biastype = biastype, loRad = loRad, upRad = upRad, loRisk = loRisk,
+ risk = risk, loRad = loRad, upRad = upRad, loRisk = loRisk,
upRisk = upRisk, upper.b = upper.b, eps = eps, MaxIter = MaxIter,
warn = warn)$root
options(ow)
@@ -68,7 +67,6 @@
leastFavR <- optimize(leastFavFct, lower = 1e-4, upper = upRad,
tol = .Machine$double.eps^0.25, maximum = TRUE,
L2Fam = L2Fam, neighbor = neighbor, risk = risk,
- biastype = biastype,
rho = rho, upper.b = upper, MaxIter = maxiter,
eps = tol, warn = warn)
@@ -97,7 +95,7 @@
L2derivDistrSymm <- new("DistrSymmList", L2)
}
}
- leastFavFct <- function(r, L2Fam, neighbor, risk, biastype, rho,
+ leastFavFct <- function(r, L2Fam, neighbor, risk, rho,
z.start, A.start, upper.b, MaxIter, eps, warn){
loRad <- r*rho
upRad <- r/rho
@@ -112,8 +110,7 @@
}else{
neighbor at radius <- loRad
resLo <- getInfRobIC(L2deriv = L2deriv, neighbor = neighbor, risk = risk,
- biastype = biastype, Distr = L2Fam at distribution,
- DistrSymm = L2Fam at distrSymm,
+ Distr = L2Fam at distribution, DistrSymm = L2Fam at distrSymm,
L2derivSymm = L2derivSymm, L2derivDistrSymm = L2derivDistrSymm,
Finfo = L2Fam at FisherInfo, trafo = trafo, z.start = z.start,
A.start = A.start, upper = upper.b, maxiter = MaxIter,
@@ -133,7 +130,6 @@
}else{
neighbor at radius <- upRad
resUp <- getInfRobIC(L2deriv = L2deriv, neighbor = neighbor, risk = risk,
- biastype = biastype,
Distr = L2Fam at distribution, DistrSymm = L2Fam at distrSymm,
L2derivSymm = L2derivSymm, L2derivDistrSymm = L2derivDistrSymm,
Finfo = L2Fam at FisherInfo, trafo = trafo, z.start = z.start,
@@ -145,7 +141,7 @@
}
leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper,
tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor,
- biastype = biastype, z.start = z.start, A.start = A.start, upper.b = upper.b,
+ z.start = z.start, A.start = A.start, upper.b = upper.b,
risk = risk,
loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk,
eps = eps, MaxIter = MaxIter, warn = warn)$root
@@ -158,7 +154,6 @@
leastFavR <- optimize(leastFavFct, lower = 1e-4, upper = upRad,
tol = .Machine$double.eps^0.25, maximum = TRUE,
L2Fam = L2Fam, neighbor = neighbor, risk = risk,
- biastype = biastype,
rho = rho, z.start = z.start, A.start = A.start,
upper.b = upper, MaxIter = maxiter, eps = tol, warn = warn)
Modified: pkg/ROptEst/R/lowerCaseRadius.R
===================================================================
--- pkg/ROptEst/R/lowerCaseRadius.R 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/R/lowerCaseRadius.R 2008-02-19 01:40:25 UTC (rev 37)
@@ -4,7 +4,7 @@
setMethod("lowerCaseRadius", signature(L2Fam = "L2ParamFamily",
neighbor = "ContNeighborhood",
risk = "asMSE",
- biastype = "BiasType"),
+ biastype = "ANY"),
function(L2Fam, neighbor, risk, biastype = symmetricBias()){
if(length(L2Fam at param) != 1) stop("not yet implemented")
@@ -54,7 +54,7 @@
setMethod("lowerCaseRadius", signature(L2Fam = "L2ParamFamily",
neighbor = "TotalVarNeighborhood",
risk = "asMSE",
- biastype = "BiasType"),
+ biastype = "ANY"),
function(L2Fam, neighbor, risk, biastype = symmetricBias()){
if(length(L2Fam at param) != 1) stop("not yet implemented")
@@ -86,3 +86,112 @@
return(rad)
}
})
+###############################################################################
+# onesided and asymmetric terms
+###############################################################################
+setMethod("lowerCaseRadius", signature(L2Fam = "L2ParamFamily",
+ neighbor = "ContNeighborhood",
+ risk = "asMSE",
+ biastype = "onesidedBias"),
+ function(L2Fam, neighbor, risk, biastype){
+ if(length(L2Fam at param) != 1) stop("not yet implemented")
+
+ D1 <- L2Fam at distribution
+ if(!is(D1, "DiscreteDistribution")) stop("not yet implemented")
+
+ sign <- sign(biastype)
+ w0 <- options("warn")
+ options(warn = -1)
+ L2deriv <- L2Fam at L2derivDistr[[1]]
+
+ l <- length(support(L2deriv))
+ if (sign>0)
+ {z0 <- support(L2deriv)[1]; deltahat <- support(L2deriv)[2]-z0
+ }else{
+ z0 <- support(L2deriv)[l]; deltahat <- z0-support(L2deriv)[l-1]}
+ p0 <- d(L2deriv)(z0)
+
+ rad <- sqrt((abs(z0)/deltahat-(1-p0))/p0)
+ names(rad) <- "lower case radius"
+
+ options(w0)
+ return(rad)
+ })
+
+ setMethod("lowerCaseRadius", signature(L2Fam = "L2ParamFamily",
+ neighbor = "ContNeighborhood",
+ risk = "asMSE",
+ biastype = "asymmetricBias"),
+ function(L2Fam, neighbor, risk, biastype){
+ if(length(L2Fam at param) != 1) stop("not yet implemented")
+
+ D1 <- L2Fam at distribution
+ if(!is(D1, "DiscreteDistribution")) stop("not yet implemented")
+
+ nu1 <- nu(biastype)[1]
+ nu2 <- nu(biastype)[2]
+
+ w0 <- options("warn")
+ options(warn = -1)
+ L2deriv <- L2Fam at L2derivDistr[[1]]
+
+ supp <- support(L2deriv)
+ l <- length(supp)
+
+ num <- nu2/(nu1+nu2)
+
+ zl <- q(L2deriv)(num)
+ pl <- p(L2deriv)(zl)
+ dl <- d(L2deriv)(zl)
+
+ if (pl > num)
+ { zm <- zu <- zl
+ wsm <- 0
+
+ } else {
+ zu <- min(supp[p(L2deriv)[supp]>num])
+ zm <- (zl*nu2+zu*nu1)/(nu1+nu2)
+ wsm <- dl
+ }
+
+ gg1 <- min(supp[supp > zm] - zm)
+ gg2 <- max(supp[supp < zm] - zm)
+ gg <- min(abs(supp[supp != zm] - zm))
+
+
+ Int <- E(L2deriv, function(x, m){abs(x-m)}, m = zm)
+ omega <- 2/(Int/nu1+Int/nu2)
+
+ if(wsm > 0){
+ if( (((zm == supp[1]) | (zm == supp[l])) & gg>0) |
+ ((zm > supp[1]) & (zm < supp[l]) & (min(gg1,gg2)>0 ) ))
+ {
+ del1 <- pl-num
+ del2 <- num-pl+dl
+ M1 <- (del1*nu2*(nu1+1)+del2*nu1*(nu2-1))/
+ (del1+del2)/nu1^2/nu2/gg1
+ M2 <- (del2*nu1*(nu2+1)+del2*nu2*(1-nu1))/
+ (del1+del2)/nu1/nu2^2/gg2
+ M <- max(M1,M2)
+ if (zm == supp[1]) M <- M1
+ if (zm == supp[l]) M <- M2
+
+ Int2 <- 1/nu1/nu2
+
+ }else{
+ options(w0)
+ rad <- Inf
+ names(rad) <- "lower case radius"
+ return(rad)
+ }
+ }else{
+ M <- (nu1+nu2)/nu1/nu2/(zu-zl)
+ ga <- ((pl-dl)/nu2-(1-pl)/nu1)/dl
+ Int2 <- (1-pl)/nu1^2+(pl-dl)/nu2^2+dl*ga^2
+ }
+
+ rad <- sqrt(M/omega- Int2)
+ names(rad) <- "lower case radius"
+ options(w0)
+ return(rad)
+ })
Modified: pkg/ROptEst/R/optIC.R
===================================================================
--- pkg/ROptEst/R/optIC.R 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/R/optIC.R 2008-02-19 01:40:25 UTC (rev 37)
@@ -2,14 +2,14 @@
## Optimally robust IC for infinitesimal robust model and asymptotic risks
###############################################################################
setMethod("optIC", signature(model = "InfRobModel", risk = "asRisk"),
- function(model, risk, biastype = symmetricBias(), z.start = NULL, A.start = NULL, upper = 1e4,
+ function(model, risk, z.start = NULL, A.start = NULL, upper = 1e4,
maxiter = 50, tol = .Machine$double.eps^0.4, warn = TRUE){
L2derivDim <- numberOfMaps(model at center@L2deriv)
if(L2derivDim == 1){
ow <- options("warn")
options(warn = -1)
res <- getInfRobIC(L2deriv = model at center@L2derivDistr[[1]],
- neighbor = model at neighbor, risk = risk, biastype = biastype,
+ neighbor = model at neighbor, risk = risk,
symm = model at center@L2derivDistrSymm[[1]],
Finfo = model at center@FisherInfo, trafo = model at center@param at trafo,
upper = upper, maxiter = maxiter, tol = tol, warn = warn)
@@ -40,7 +40,7 @@
ow <- options("warn")
options(warn = -1)
res <- getInfRobIC(L2deriv = L2deriv, neighbor = model at neighbor,
- risk = risk, biastype = biastype, Distr = model at center@distribution,
+ risk = risk, Distr = model at center@distribution,
DistrSymm = model at center@distrSymm, L2derivSymm = L2derivSymm,
L2derivDistrSymm = L2derivDistrSymm, Finfo = model at center@FisherInfo,
trafo = model at center@param at trafo, z.start = z.start, A.start = A.start,
@@ -59,14 +59,14 @@
## and asymptotic under-/overshoot risk
###############################################################################
setMethod("optIC", signature(model = "InfRobModel", risk = "asUnOvShoot"),
- function(model, risk, biastype = symmetricBias(), upper = 1e4, maxiter = 50,
+ function(model, risk, upper = 1e4, maxiter = 50,
tol = .Machine$double.eps^0.4, warn = TRUE){
L2derivDistr <- model at center@L2derivDistr[[1]]
if((length(model at center@L2derivDistr) == 1) & is(L2derivDistr, "UnivariateDistribution")){
ow <- options("warn")
options(warn = -1)
res <- getInfRobIC(L2deriv = L2derivDistr,
- neighbor = model at neighbor, risk = risk, biastype = biastype,
+ neighbor = model at neighbor, risk = risk,
symm = model at center@L2derivDistrSymm[[1]],
Finfo = model at center@FisherInfo, trafo = model at center@param at trafo,
upper = upper, maxiter = maxiter, tol = tol, warn = warn)
Modified: pkg/ROptEst/R/optRisk.R
===================================================================
--- pkg/ROptEst/R/optRisk.R 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/R/optRisk.R 2008-02-19 01:40:25 UTC (rev 37)
@@ -10,7 +10,7 @@
## minimax asymptotic risk
###############################################################################
setMethod("optRisk", signature(model = "InfRobModel", risk = "asRisk"),
- function(model, risk, biastype = symmetricBias(),
+ function(model, risk,
z.start = NULL, A.start = NULL, upper = 1e4,
maxiter = 50, tol = .Machine$double.eps^0.4, warn = TRUE){
L2derivDim <- numberOfMaps(model at center@L2deriv)
@@ -18,7 +18,7 @@
ow <- options("warn")
options(warn = -1)
res <- getInfRobIC(L2deriv = model at center@L2derivDistr[[1]],
- neighbor = model at neighbor, risk = risk, biastype = biastype,
+ neighbor = model at neighbor, risk = risk,
symm = model at center@L2derivDistrSymm[[1]],
Finfo = model at center@FisherInfo, trafo = model at center@param at trafo,
upper = upper, maxiter = maxiter, tol = tol, warn = warn)
@@ -49,7 +49,7 @@
ow <- options("warn")
options(warn = -1)
res <- getInfRobIC(L2deriv = L2deriv, neighbor = model at neighbor,
- risk = risk, biastype = biastype, Distr = model at center@distribution,
+ risk = risk, Distr = model at center@distribution,
DistrSymm = model at center@distrSymm, L2derivSymm = L2derivSymm,
L2derivDistrSymm = L2derivDistrSymm, Finfo = model at center@FisherInfo,
trafo = model at center@param at trafo, z.start = z.start, A.start = A.start,
Modified: pkg/ROptEst/R/radiusMinimaxIC.R
===================================================================
--- pkg/ROptEst/R/radiusMinimaxIC.R 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/R/radiusMinimaxIC.R 2008-02-19 01:40:25 UTC (rev 37)
@@ -5,8 +5,7 @@
setMethod("radiusMinimaxIC", signature(L2Fam = "L2ParamFamily",
neighbor = "UncondNeighborhood",
risk = "asGRisk"),
- function(L2Fam, neighbor, risk, biastype = symmetricBias(),
- loRad, upRad, z.start = NULL, A.start = NULL,
+ function(L2Fam, neighbor, risk, loRad, upRad, z.start = NULL, A.start = NULL,
upper = 1e5, maxiter = 100, tol = .Machine$double.eps^0.4, warn = FALSE){
if(length(loRad) != 1)
stop("'loRad' is not of length == 1")
@@ -14,6 +13,7 @@
stop("'upRad' is not of length == 1")
if(loRad >= upRad)
stop("'upRad < loRad' is not fulfilled")
+ biastype <- biastype(risk)
L2derivDim <- numberOfMaps(L2Fam at L2deriv)
if(L2derivDim == 1){
ow <- options("warn")
@@ -28,11 +28,12 @@
}else{
neighbor at radius <- loRad
resLo <- getInfRobIC(L2deriv = L2Fam at L2derivDistr[[1]], neighbor = neighbor,
- risk = risk, biastype = biastype, symm = L2Fam at L2derivDistrSymm[[1]],
+ risk = risk, symm = L2Fam at L2derivDistrSymm[[1]],
Finfo = L2Fam at FisherInfo, upper = upper.b,
trafo = L2Fam at param@trafo, maxiter = maxiter, tol = tol, warn = warn)
loRisk <- getAsRisk(risk = risk, L2deriv = L2Fam at L2derivDistr[[1]],
- neighbor = neighbor, clip = resLo$b, cent = resLo$a,
+ neighbor = neighbor, biastype = biastype,
+ clip = resLo$b, cent = resLo$a,
stand = resLo$A, trafo = L2Fam at param@trafo)[[1]]
}
@@ -43,23 +44,23 @@
}else{
neighbor at radius <- upRad
resUp <- getInfRobIC(L2deriv = L2Fam at L2derivDistr[[1]], neighbor = neighbor,
- risk = risk, biastype = biastype, symm = L2Fam at L2derivDistrSymm[[1]],
+ risk = risk, symm = L2Fam at L2derivDistrSymm[[1]],
Finfo = L2Fam at FisherInfo, upper = upper.b,
trafo = L2Fam at param@trafo, maxiter = maxiter, tol = tol, warn = warn)
upRisk <- getAsRisk(risk = risk, L2deriv = L2Fam at L2derivDistr[[1]],
- neighbor = neighbor, clip = resUp$b, cent = resUp$a,
+ neighbor = neighbor, biastype = biastype,
+ clip = resUp$b, cent = resUp$a,
stand = resUp$A, trafo = L2Fam at param@trafo)[[1]]
}
leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper,
tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor,
- biastype = biastype,
upper.b = upper.b, risk = risk, loRad = loRad, upRad = upRad,
loRisk = loRisk, upRisk = upRisk, eps = tol,
MaxIter = maxiter, warn = warn)$root
neighbor at radius <- leastFavR
res <- getInfRobIC(L2deriv = L2Fam at L2derivDistr[[1]], neighbor = neighbor,
- risk = risk, biastype = biastype, symm = L2Fam at L2derivSymm[[1]],
+ risk = risk, symm = L2Fam at L2derivSymm[[1]],
Finfo = L2Fam at FisherInfo, upper = upper.b,
trafo = L2Fam at param@trafo, maxiter = maxiter, tol = tol, warn = warn)
options(ow)
@@ -105,7 +106,7 @@
}else{
neighbor at radius <- loRad
resLo <- getInfRobIC(L2deriv = L2deriv, neighbor = neighbor, risk = risk,
- biastype = biastype, Distr = L2Fam at distribution, DistrSymm = L2Fam at distrSymm,
+ Distr = L2Fam at distribution, DistrSymm = L2Fam at distrSymm,
L2derivSymm = L2derivSymm, L2derivDistrSymm = L2derivDistrSymm,
Finfo = L2Fam at FisherInfo, trafo = trafo, z.start = z.start,
A.start = A.start, upper = upper.b, maxiter = maxiter,
@@ -123,7 +124,7 @@
}else{
neighbor at radius <- upRad
resUp <- getInfRobIC(L2deriv = L2deriv, neighbor = neighbor, risk = risk,
- biastype = biastype, Distr = L2Fam at distribution, DistrSymm = L2Fam at distrSymm,
+ Distr = L2Fam at distribution, DistrSymm = L2Fam at distrSymm,
L2derivSymm = L2derivSymm, L2derivDistrSymm = L2derivDistrSymm,
Finfo = L2Fam at FisherInfo, trafo = trafo, z.start = z.start,
A.start = A.start, upper = upper.b, maxiter = maxiter,
@@ -134,12 +135,11 @@
leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper,
tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor,
- biastype = biastype, z.start = z.start, A.start = A.start, upper.b = upper.b, risk = risk,
+ z.start = z.start, A.start = A.start, upper.b = upper.b, risk = risk,
loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk,
eps = tol, MaxIter = maxiter, warn = warn)$root
neighbor at radius <- leastFavR
res <- getInfRobIC(L2deriv = L2deriv, neighbor = neighbor, risk = risk,
- biastype = biastype,
Distr = L2Fam at distribution, DistrSymm = L2Fam at distrSymm,
L2derivSymm = L2derivSymm, L2derivDistrSymm = L2derivDistrSymm,
Finfo = L2Fam at FisherInfo, trafo = trafo, z.start = z.start,
Modified: pkg/ROptEst/chm/00Index.html
===================================================================
--- pkg/ROptEst/chm/00Index.html 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/chm/00Index.html 2008-02-19 01:40:25 UTC (rev 37)
@@ -18,7 +18,6 @@
<a href="#M">M</a>
<a href="#O">O</a>
<a href="#R">R</a>
-<a href="#T">T</a>
</p>
<table width="100%">
</table>
@@ -30,8 +29,12 @@
<td>Generic Function for Computation of Asymptotic Risks</td></tr>
<tr><td width="25%"><a href="getAsRisk.html">getAsRisk,asBias,RealRandVariable,ContNeighborhood,BiasType-method</a></td>
<td>Generic Function for Computation of Asymptotic Risks</td></tr>
+<tr><td width="25%"><a href="getAsRisk.html">getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,asymmetricBias-method</a></td>
+<td>Generic Function for Computation of Asymptotic Risks</td></tr>
<tr><td width="25%"><a href="getAsRisk.html">getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,BiasType-method</a></td>
<td>Generic Function for Computation of Asymptotic Risks</td></tr>
+<tr><td width="25%"><a href="getAsRisk.html">getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,onesidedBias-method</a></td>
+<td>Generic Function for Computation of Asymptotic Risks</td></tr>
<tr><td width="25%"><a href="getAsRisk.html">getAsRisk,asBias,UnivariateDistribution,TotalVarNeighborhood,BiasType-method</a></td>
<td>Generic Function for Computation of Asymptotic Risks</td></tr>
<tr><td width="25%"><a href="getAsRisk.html">getAsRisk,asCov,RealRandVariable,ContNeighborhood,BiasType-method</a></td>
@@ -56,14 +59,8 @@
<td>Generic Function for Computation of Asymptotic Risks</td></tr>
<tr><td width="25%"><a href="getBiasIC.html">getBiasIC</a></td>
<td>Generic function for the computation of the asymptotic bias for an IC</td></tr>
-<tr><td width="25%"><a href="getBiasIC.html">getBiasIC,IC,ContNeighborhood,L2ParamFamily,BiasType-method</a></td>
+<tr><td width="25%"><a href="getBiasIC.html">getBiasIC,IC,UncondNeighborhood-method</a></td>
<td>Generic function for the computation of the asymptotic bias for an IC</td></tr>
-<tr><td width="25%"><a href="getBiasIC.html">getBiasIC,IC,ContNeighborhood,missing,BiasType-method</a></td>
-<td>Generic function for the computation of the asymptotic bias for an IC</td></tr>
-<tr><td width="25%"><a href="getBiasIC.html">getBiasIC,IC,TotalVarNeighborhood,L2ParamFamily,BiasType-method</a></td>
-<td>Generic function for the computation of the asymptotic bias for an IC</td></tr>
-<tr><td width="25%"><a href="getBiasIC.html">getBiasIC,IC,TotalVarNeighborhood,missing,BiasType-method</a></td>
-<td>Generic function for the computation of the asymptotic bias for an IC</td></tr>
<tr><td width="25%"><a href="getBiasIC.html">getBiasIC-methods</a></td>
<td>Generic function for the computation of the asymptotic bias for an IC</td></tr>
<tr><td width="25%"><a href="getFiRisk.html">getFiRisk</a></td>
@@ -90,7 +87,7 @@
<td>Generic Function for the Computation of Optimally Robust ICs </td></tr>
<tr><td width="25%"><a href="getIneffDiff.html">getIneffDiff</a></td>
<td>Generic Function for the Computation of Inefficiency Differences</td></tr>
-<tr><td width="25%"><a href="getIneffDiff.html">getIneffDiff,numeric,L2ParamFamily,UncondNeighborhood,asMSE,BiasType-method</a></td>
+<tr><td width="25%"><a href="getIneffDiff.html">getIneffDiff,numeric,L2ParamFamily,UncondNeighborhood,asMSE-method</a></td>
<td>Generic Function for the Computation of Inefficiency Differences</td></tr>
<tr><td width="25%"><a href="getIneffDiff.html">getIneffDiff-methods</a></td>
<td>Generic Function for the Computation of Inefficiency Differences</td></tr>
@@ -231,10 +228,14 @@
<td>Generic function for the computation of location M estimators</td></tr>
<tr><td width="25%"><a href="lowerCaseRadius.html">lowerCaseRadius</a></td>
<td>Computation of the lower case radius</td></tr>
-<tr><td width="25%"><a href="lowerCaseRadius.html">lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,BiasType-method</a></td>
+<tr><td width="25%"><a href="lowerCaseRadius.html">lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,ANY-method</a></td>
<td>Computation of the lower case radius</td></tr>
-<tr><td width="25%"><a href="lowerCaseRadius.html">lowerCaseRadius,L2ParamFamily,TotalVarNeighborhood,asMSE,BiasType-method</a></td>
+<tr><td width="25%"><a href="lowerCaseRadius.html">lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,asymmetricBias-method</a></td>
<td>Computation of the lower case radius</td></tr>
+<tr><td width="25%"><a href="lowerCaseRadius.html">lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,onesidedBias-method</a></td>
+<td>Computation of the lower case radius</td></tr>
+<tr><td width="25%"><a href="lowerCaseRadius.html">lowerCaseRadius,L2ParamFamily,TotalVarNeighborhood,asMSE,ANY-method</a></td>
+<td>Computation of the lower case radius</td></tr>
<tr><td width="25%"><a href="lowerCaseRadius.html">lowerCaseRadius-methods</a></td>
<td>Computation of the lower case radius</td></tr>
</table>
@@ -267,8 +268,6 @@
<td>Generic function for the computation of optimally robust ICs</td></tr>
<tr><td width="25%"><a href="optIC.html">optIC,InfRobModel,asUnOvShoot-method</a></td>
<td>Generic function for the computation of optimally robust ICs</td></tr>
-<tr><td width="25%"><a href="optIC.html">optIC,L2ParamFamily,asCov-method</a></td>
-<td>Generic function for the computation of optimally robust ICs</td></tr>
<tr><td width="25%"><a href="optIC.html">optIC-methods</a></td>
<td>Generic function for the computation of optimally robust ICs</td></tr>
<tr><td width="25%"><a href="optRisk.html">optRisk</a></td>
@@ -293,13 +292,4 @@
<tr><td width="25%"><a href="radiusMinimaxIC.html">radiusMinimaxIC-methods</a></td>
<td>Generic function for the computation of the radius minimax IC</td></tr>
</table>
-
-<h2><a name="T">-- T --</a></h2>
-
-<table width="100%">
-<tr><td width="25%"><a href="trAsCov-class.html">trAsCov-class</a></td>
-<td>Trace of asymptotic covariance</td></tr>
-<tr><td width="25%"><a href="trFiCov-class.html">trFiCov-class</a></td>
-<td>Trace of finite-sample covariance</td></tr>
-</table>
</body></html>
Modified: pkg/ROptEst/chm/ROptEst.chm
===================================================================
(Binary files differ)
Modified: pkg/ROptEst/chm/ROptEst.hhp
===================================================================
--- pkg/ROptEst/chm/ROptEst.hhp 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/chm/ROptEst.hhp 2008-02-19 01:40:25 UTC (rev 37)
@@ -33,5 +33,3 @@
optIC.html
optRisk.html
radiusMinimaxIC.html
-trAsCov-class.html
-trFiCov-class.html
Modified: pkg/ROptEst/chm/ROptEst.toc
===================================================================
--- pkg/ROptEst/chm/ROptEst.toc 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/chm/ROptEst.toc 2008-02-19 01:40:25 UTC (rev 37)
@@ -18,10 +18,18 @@
<param name="Local" value="getAsRisk.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,asymmetricBias-method">
+<param name="Local" value="getAsRisk.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,BiasType-method">
<param name="Local" value="getAsRisk.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,onesidedBias-method">
+<param name="Local" value="getAsRisk.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="getAsRisk,asBias,UnivariateDistribution,TotalVarNeighborhood,BiasType-method">
<param name="Local" value="getAsRisk.html">
</OBJECT>
@@ -70,22 +78,10 @@
<param name="Local" value="getBiasIC.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="getBiasIC,IC,ContNeighborhood,L2ParamFamily,BiasType-method">
+<param name="Name" value="getBiasIC,IC,UncondNeighborhood-method">
<param name="Local" value="getBiasIC.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="getBiasIC,IC,ContNeighborhood,missing,BiasType-method">
-<param name="Local" value="getBiasIC.html">
-</OBJECT>
-<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="getBiasIC,IC,TotalVarNeighborhood,L2ParamFamily,BiasType-method">
-<param name="Local" value="getBiasIC.html">
-</OBJECT>
-<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="getBiasIC,IC,TotalVarNeighborhood,missing,BiasType-method">
-<param name="Local" value="getBiasIC.html">
-</OBJECT>
-<LI> <OBJECT type="text/sitemap">
<param name="Name" value="getBiasIC-methods">
<param name="Local" value="getBiasIC.html">
</OBJECT>
@@ -138,7 +134,7 @@
<param name="Local" value="getIneffDiff.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="getIneffDiff,numeric,L2ParamFamily,UncondNeighborhood,asMSE,BiasType-method">
+<param name="Name" value="getIneffDiff,numeric,L2ParamFamily,UncondNeighborhood,asMSE-method">
<param name="Local" value="getIneffDiff.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
@@ -410,14 +406,22 @@
<param name="Local" value="lowerCaseRadius.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,BiasType-method">
+<param name="Name" value="lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,ANY-method">
<param name="Local" value="lowerCaseRadius.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="lowerCaseRadius,L2ParamFamily,TotalVarNeighborhood,asMSE,BiasType-method">
+<param name="Name" value="lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,asymmetricBias-method">
<param name="Local" value="lowerCaseRadius.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,onesidedBias-method">
+<param name="Local" value="lowerCaseRadius.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="lowerCaseRadius,L2ParamFamily,TotalVarNeighborhood,asMSE,ANY-method">
+<param name="Local" value="lowerCaseRadius.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="lowerCaseRadius-methods">
<param name="Local" value="lowerCaseRadius.html">
</OBJECT>
@@ -462,10 +466,6 @@
<param name="Local" value="optIC.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="optIC,L2ParamFamily,asCov-method">
-<param name="Local" value="optIC.html">
-</OBJECT>
-<LI> <OBJECT type="text/sitemap">
<param name="Name" value="optIC-methods">
<param name="Local" value="optIC.html">
</OBJECT>
@@ -501,14 +501,6 @@
<param name="Name" value="radiusMinimaxIC-methods">
<param name="Local" value="radiusMinimaxIC.html">
</OBJECT>
-<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="trAsCov-class">
-<param name="Local" value="trAsCov-class.html">
-</OBJECT>
-<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="trFiCov-class">
-<param name="Local" value="trFiCov-class.html">
-</OBJECT>
</UL>
<LI> <OBJECT type="text/sitemap">
<param name="Name" value="Package ROptEst: Titles">
@@ -586,14 +578,6 @@
<param name="Name" value="Generic Function for the Computation of the Standardizing Matrix ">
<param name="Local" value="getInfStand.html">
</OBJECT>
-<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="Trace of asymptotic covariance">
-<param name="Local" value="trAsCov-class.html">
-</OBJECT>
-<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="Trace of finite-sample covariance">
-<param name="Local" value="trFiCov-class.html">
-</OBJECT>
</UL>
</UL>
</BODY></HTML>
Modified: pkg/ROptEst/chm/getAsRisk.html
===================================================================
--- pkg/ROptEst/chm/getAsRisk.html 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/chm/getAsRisk.html 2008-02-19 01:40:25 UTC (rev 37)
@@ -10,6 +10,8 @@
<param name="keyword" value="R: getAsRisk,asMSE,UnivariateDistribution,Neighborhood,BiasType-method">
<param name="keyword" value="R: getAsRisk,asMSE,EuclRandVariable,Neighborhood,BiasType-method">
<param name="keyword" value="R: getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,BiasType-method">
+<param name="keyword" value="R: getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,onesidedBias-method">
+<param name="keyword" value="R: getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,asymmetricBias-method">
<param name="keyword" value="R: getAsRisk,asBias,UnivariateDistribution,TotalVarNeighborhood,BiasType-method">
<param name="keyword" value="R: getAsRisk,asBias,RealRandVariable,ContNeighborhood,BiasType-method">
<param name="keyword" value="R: getAsRisk,asCov,UnivariateDistribution,ContNeighborhood,BiasType-method">
@@ -53,6 +55,14 @@
getAsRisk(risk, L2deriv, neighbor, biastype, trafo)
## S4 method for signature 'asBias, UnivariateDistribution,
+## ContNeighborhood, onesidedBias':
+getAsRisk(risk, L2deriv, neighbor, biastype, trafo)
+
+## S4 method for signature 'asBias, UnivariateDistribution,
+## ContNeighborhood, asymmetricBias':
+getAsRisk(risk, L2deriv, neighbor, biastype, trafo)
+
+## S4 method for signature 'asBias, UnivariateDistribution,
## TotalVarNeighborhood, BiasType':
getAsRisk(risk, L2deriv, neighbor, biastype, trafo)
@@ -162,6 +172,12 @@
<dt>risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood", biastype = "BiasType":</dt><dd>computes standardized asymptotic bias in methods for function <code>getInfRobIC</code>. </dd>
+<dt>risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood", biastype = "onesidedBias":</dt><dd>computes standardized asymptotic bias in methods for function <code>getInfRobIC</code>. </dd>
+
+
+<dt>risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood", biastype = "asymmetricBias":</dt><dd>computes standardized asymptotic bias in methods for function <code>getInfRobIC</code>. </dd>
+
+
<dt>risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "TotalVarNeighborhood", biastype = "BiasType":</dt><dd>computes standardized asymptotic bias in methods for function <code>getInfRobIC</code>. </dd>
@@ -207,9 +223,13 @@
</p>
<p>
Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for
-General Loss Functions. Statistics & Decisions (submitted).
+General Loss Functions. Statistics & Decisions <EM>22</EM>, 201-223.
</p>
<p>
+Ruckdeschel, P. (2005) Optimally One-Sided Bounded Influence Curves.
+Mathematical Methods in Statistics <EM>14</EM>(1), 105-131.
+</p>
+<p>
Kohl, M. (2005) <EM>Numerical Contributions to the Asymptotic Theory of Robustness</EM>.
Bayreuth: Dissertation.
</p>
Modified: pkg/ROptEst/chm/getBiasIC.html
===================================================================
--- pkg/ROptEst/chm/getBiasIC.html 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/chm/getBiasIC.html 2008-02-19 01:40:25 UTC (rev 37)
@@ -7,10 +7,7 @@
<table width="100%"><tr><td>getBiasIC(ROptEst)</td><td align="right">R Documentation</td></tr></table><object type="application/x-oleobject" classid="clsid:1e2a7bd0-dab9-11d0-b93a-00c04fc99f9e">
<param name="keyword" value="R: getBiasIC">
<param name="keyword" value="R: getBiasIC-methods">
-<param name="keyword" value="R: getBiasIC,IC,ContNeighborhood,missing,BiasType-method">
-<param name="keyword" value="R: getBiasIC,IC,ContNeighborhood,L2ParamFamily,BiasType-method">
-<param name="keyword" value="R: getBiasIC,IC,TotalVarNeighborhood,missing,BiasType-method">
-<param name="keyword" value="R: getBiasIC,IC,TotalVarNeighborhood,L2ParamFamily,BiasType-method">
+<param name="keyword" value="R: getBiasIC,IC,UncondNeighborhood-method">
<param name="keyword" value=" Generic function for the computation of the asymptotic bias for an IC">
</object>
@@ -28,27 +25,13 @@
<h3>Usage</h3>
<pre>
-getBiasIC(IC, neighbor, L2Fam, biastype, ...)
+getBiasIC(IC, neighbor, ...)
-## S4 method for signature 'IC, ContNeighborhood, missing,
-## BiasType':
-getBiasIC(IC, neighbor,
- biastype = symmetricBias(), tol = .Machine$double.eps^0.25)
+## S4 method for signature 'IC, UncondNeighborhood':
+getBiasIC(IC, neighbor, L2Fam,
+ biastype = symmetricBias(),
+ tol = .Machine$double.eps^0.25)
-## S4 method for signature 'IC, ContNeighborhood,
-## L2ParamFamily, BiasType':
-getBiasIC(IC, neighbor,
- L2Fam, biastype = symmetricBias(), tol = .Machine$double.eps^0.25)
-
-## S4 method for signature 'IC, TotalVarNeighborhood,
-## missing, BiasType':
-getBiasIC(IC, neighbor,
- biastype = symmetricBias(), tol = .Machine$double.eps^0.25)
-
-## S4 method for signature 'IC, TotalVarNeighborhood,
-## L2ParamFamily, BiasType':
-getBiasIC(IC, neighbor,
- L2Fam, biastype = symmetricBias(), tol = .Machine$double.eps^0.25)
</pre>
@@ -61,15 +44,15 @@
<tr valign="top"><td><code>neighbor</code></td>
<td>
object of class <code>"Neighborhood"</code>. </td></tr>
+<tr valign="top"><td><code>...</code></td>
+<td>
+additional parameters </td></tr>
<tr valign="top"><td><code>L2Fam</code></td>
<td>
-object of class <code>"L2ParamFamily"</code>. </td></tr>
+object of class <code>"L2ParamFamily"</code> or missing. </td></tr>
<tr valign="top"><td><code>biastype</code></td>
<td>
object of class <code>"BiasType"</code>. </td></tr>
-<tr valign="top"><td><code>...</code></td>
-<td>
-additional parameters </td></tr>
<tr valign="top"><td><code>tol</code></td>
<td>
the desired accuracy (convergence tolerance).</td></tr>
@@ -94,24 +77,9 @@
<dl>
</p>
-<dt>IC = "IC", risk = "asBias", neighbor = "ContNeighborhood", L2Fam = "missing",
-biastype = "BiasType"</dt><dd>asymptotic bias of <code>IC</code> in case of convex contamination neighborhoods
-and symmetric bias. </dd>
+<dt>IC = "IC", neighbor = "UncondNeighborhood":</dt><dd>asymptotic bias of <code>IC</code> in case of unconditional neighborhoods. </dd>
-
-<dt>IC = "IC", risk = "asBias", neighbor = "ContNeighborhood", L2Fam = "missing",
-biastype = "BiasType"</dt><dd>asymptotic bias of <code>IC</code> under <code>L2Fam</code>
-in case of convex contamination neighborhoods and symmetric bias. </dd>
-
-
-<dt>IC = "IC", risk = "asBias", neighbor = "TotalVarNeighborhood", L2Fam = "missing",
-biastype = "BiasType"</dt><dd>asymptotic bias of <code>IC</code> in case of total variation neighborhoods
-and symmetric bias. </dd>
-
-
-<dt>IC = "IC", risk = "asBias", neighbor = "TotalVarNeighborhood", L2Fam = "missing",
-biastype = "BiasType"</dt><dd>asymptotic bias of <code>IC</code> under <code>L2Fam</code>
-in case of total variation neighborhoods and symmetric bias. </dd>
+<p>
</dl>
<h3>Note</h3>
Modified: pkg/ROptEst/chm/getIneffDiff.html
===================================================================
--- pkg/ROptEst/chm/getIneffDiff.html 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/chm/getIneffDiff.html 2008-02-19 01:40:25 UTC (rev 37)
@@ -7,7 +7,7 @@
<table width="100%"><tr><td>getIneffDiff(ROptEst)</td><td align="right">R Documentation</td></tr></table><object type="application/x-oleobject" classid="clsid:1e2a7bd0-dab9-11d0-b93a-00c04fc99f9e">
<param name="keyword" value="R: getIneffDiff">
<param name="keyword" value="R: getIneffDiff-methods">
-<param name="keyword" value="R: getIneffDiff,numeric,L2ParamFamily,UncondNeighborhood,asMSE,BiasType-method">
+<param name="keyword" value="R: getIneffDiff,numeric,L2ParamFamily,UncondNeighborhood,asMSE-method">
<param name="keyword" value=" Generic Function for the Computation of Inefficiency Differences">
</object>
@@ -27,13 +27,13 @@
<h3>Usage</h3>
<pre>
-getIneffDiff(radius, L2Fam, neighbor, risk, biastype, ...)
+getIneffDiff(radius, L2Fam, neighbor, risk, ...)
## S4 method for signature 'numeric, L2ParamFamily,
-## UncondNeighborhood, asMSE, BiasType':
+## UncondNeighborhood, asMSE':
getIneffDiff(
- radius, L2Fam, neighbor, risk, biastype = symmetricBias(), loRad, upRad,
- loRisk, upRisk, z.start = NULL, A.start = NULL, upper.b, MaxIter, eps, warn)
+ radius, L2Fam, neighbor, risk, loRad, upRad, loRisk, upRisk,
+ z.start = NULL, A.start = NULL, upper.b, MaxIter, eps, warn)
</pre>
@@ -52,9 +52,6 @@
<tr valign="top"><td><code>risk</code></td>
<td>
object of class <code>"RiskType"</code>. </td></tr>
-<tr valign="top"><td><code>biastype</code></td>
-<td>
-object of class <code>"BiasType"</code>. </td></tr>
<tr valign="top"><td><code>...</code></td>
<td>
additional parameters </td></tr>
@@ -100,15 +97,14 @@
<dl>
<dt>radius = "numeric", L2Fam = "L2ParamFamily",
-neighbor = "UncondNeighborhood", risk = "asMSE", biastype = "BiasType":</dt><dd>computes difference of asymptotic MSE–inefficiency for
+neighbor = "UncondNeighborhood", risk = "asMSE":</dt><dd>computes difference of asymptotic MSE–inefficiency for
the boundaries of a given radius interval.</dd>
</dl>
<h3>Author(s)</h3>
<p>
-Matthias Kohl <a href="mailto:Matthias.Kohl at stamats.de">Matthias.Kohl at stamats.de</a>,
-Peter Ruckdeschel <a href="mailto:Peter.Ruckdeschel at uni-bayreuth.de">Peter.Ruckdeschel at uni-bayreuth.de</a>
+Matthias Kohl <a href="mailto:Matthias.Kohl at stamats.de">Matthias.Kohl at stamats.de</a>
</p>
@@ -122,10 +118,6 @@
<a href="www.uni-bayreuth.de/departments/math/org/mathe7/RIEDER/pubs/RR.pdf">www.uni-bayreuth.de/departments/math/org/mathe7/RIEDER/pubs/RR.pdf</a>
</p>
<p>
-Ruckdeschel, P. (2005) Optimally One-Sided Bounded Influence Curves.
-Mathematical Methods in Statistics <EM>14</EM>(1), 105-131.
-</p>
-<p>
Kohl, M. (2005) <EM>Numerical Contributions to the Asymptotic Theory of Robustness</EM>.
Bayreuth: Dissertation.
</p>
Modified: pkg/ROptEst/chm/getInfRobIC.html
===================================================================
--- pkg/ROptEst/chm/getInfRobIC.html 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/chm/getInfRobIC.html 2008-02-19 01:40:25 UTC (rev 37)
@@ -52,7 +52,7 @@
## S4 method for signature 'UnivariateDistribution, asBias,
## UncondNeighborhood':
-getInfRobIC(L2deriv, risk, neighbor, biastype, symm, Finfo, trafo,
+getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'RealRandVariable, asBias,
@@ -62,27 +62,27 @@
## S4 method for signature 'UnivariateDistribution,
## asHampel, UncondNeighborhood':
-getInfRobIC(L2deriv, risk, neighbor, biastype, symm, Finfo, trafo,
+getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'RealRandVariable, asHampel,
## ContNeighborhood':
-getInfRobIC(L2deriv, risk, neighbor, biastype, Distr, DistrSymm, L2derivSymm,
+getInfRobIC(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, z.start, A.start, trafo, upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,
## asGRisk, UncondNeighborhood':
-getInfRobIC(L2deriv, risk, neighbor, biastype, symm, Finfo, trafo,
+getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)
## S4 method for signature 'RealRandVariable, asGRisk,
## ContNeighborhood':
-getInfRobIC(L2deriv, risk, neighbor, biastype, Distr, DistrSymm, L2derivSymm,
+getInfRobIC(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, z.start, A.start, trafo, upper, maxiter, tol, warn)
## S4 method for signature 'UnivariateDistribution,
## asUnOvShoot, UncondNeighborhood':
-getInfRobIC(L2deriv, risk, neighbor, biastype, symm, Finfo, trafo,
+getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)
</pre>
@@ -103,9 +103,6 @@
<tr valign="top"><td><code>...</code></td>
<td>
additional parameters. </td></tr>
-<tr valign="top"><td><code>biastype</code></td>
-<td>
-object of class <code>"BiasType"</code>. </td></tr>
<tr valign="top"><td><code>Distr</code></td>
<td>
object of class <code>"Distribution"</code>. </td></tr>
Modified: pkg/ROptEst/chm/getRiskIC.html
===================================================================
--- pkg/ROptEst/chm/getRiskIC.html 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/chm/getRiskIC.html 2008-02-19 01:40:25 UTC (rev 37)
@@ -53,19 +53,19 @@
## S4 method for signature 'IC, asBias, UncondNeighborhood,
## missing':
-getRiskIC(IC, risk, neighbor, biastype = symmetricBias(), tol = .Machine$double.eps^0.25)
+getRiskIC(IC, risk, neighbor, tol = .Machine$double.eps^0.25)
## S4 method for signature 'IC, asBias, UncondNeighborhood,
## L2ParamFamily':
-getRiskIC(IC, risk, neighbor, L2Fam, biastype = symmetricBias(), tol = .Machine$double.eps^0.25)
+getRiskIC(IC, risk, neighbor, L2Fam, tol = .Machine$double.eps^0.25)
## S4 method for signature 'IC, asMSE, UncondNeighborhood,
## missing':
-getRiskIC(IC, risk, neighbor, biastype = symmetricBias(), tol = .Machine$double.eps^0.25)
+getRiskIC(IC, risk, neighbor, tol = .Machine$double.eps^0.25)
## S4 method for signature 'IC, asMSE, UncondNeighborhood,
## L2ParamFamily':
-getRiskIC(IC, risk, neighbor, L2Fam, biastype = symmetricBias(), tol = .Machine$double.eps^0.25)
+getRiskIC(IC, risk, neighbor, L2Fam, tol = .Machine$double.eps^0.25)
## S4 method for signature 'TotalVarIC, asUnOvShoot,
## UncondNeighborhood, missing':
@@ -99,9 +99,6 @@
<tr valign="top"><td><code>...</code></td>
<td>
additional parameters </td></tr>
-<tr valign="top"><td><code>biastype</code></td>
-<td>
-object of class <code>"BiasType"</code>. </td></tr>
<tr valign="top"><td><code>tol</code></td>
<td>
the desired accuracy (convergence tolerance).</td></tr>
Modified: pkg/ROptEst/chm/leastFavorableRadius.html
===================================================================
--- pkg/ROptEst/chm/leastFavorableRadius.html 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/chm/leastFavorableRadius.html 2008-02-19 01:40:25 UTC (rev 37)
@@ -30,7 +30,7 @@
## S4 method for signature 'L2ParamFamily,
## UncondNeighborhood, asGRisk':
leastFavorableRadius(
- L2Fam, neighbor, risk, biastype = symmetricBias(), rho, upRad = 1,
+ L2Fam, neighbor, risk, rho, upRad = 1,
z.start = NULL, A.start = NULL, upper = 100, maxiter = 100,
tol = .Machine$double.eps^0.4, warn = FALSE)
</pre>
@@ -51,9 +51,6 @@
<tr valign="top"><td><code>...</code></td>
<td>
additional parameters </td></tr>
-<tr valign="top"><td><code>biastype</code></td>
-<td>
-object of class <code>"BiasType"</code>. </td></tr>
<tr valign="top"><td><code>upRad</code></td>
<td>
the upper end point of the radius interval to be searched. </td></tr>
Modified: pkg/ROptEst/chm/lowerCaseRadius.html
===================================================================
--- pkg/ROptEst/chm/lowerCaseRadius.html 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/chm/lowerCaseRadius.html 2008-02-19 01:40:25 UTC (rev 37)
@@ -7,8 +7,10 @@
<table width="100%"><tr><td>lowerCaseRadius(ROptEst)</td><td align="right">R Documentation</td></tr></table><object type="application/x-oleobject" classid="clsid:1e2a7bd0-dab9-11d0-b93a-00c04fc99f9e">
<param name="keyword" value="R: lowerCaseRadius">
<param name="keyword" value="R: lowerCaseRadius-methods">
-<param name="keyword" value="R: lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,BiasType-method">
-<param name="keyword" value="R: lowerCaseRadius,L2ParamFamily,TotalVarNeighborhood,asMSE,BiasType-method">
+<param name="keyword" value="R: lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,ANY-method">
+<param name="keyword" value="R: lowerCaseRadius,L2ParamFamily,TotalVarNeighborhood,asMSE,ANY-method">
+<param name="keyword" value="R: lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,onesidedBias-method">
+<param name="keyword" value="R: lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,asymmetricBias-method">
<param name="keyword" value=" Computation of the lower case radius">
</object>
@@ -67,6 +69,16 @@
<dt>L2Fam = "L2ParamFamily", neighbor = "TotalVarNeighborhood", risk = "asMSE",
biastype = "BiasType"</dt><dd>lower case radius for risk <code>"asMSE"</code> in case of <code>"TotalVarNeighborhood"</code>;
(argument biastype is just for signature reasons).</dd>
+
+
+<dt>L2Fam = "L2ParamFamily", neighbor = "ContNeighborhood", risk = "asMSE",
+biastype = "onesidedBias"</dt><dd>lower case radius for risk <code>"asMSE"</code> in case of <code>"ContNeighborhood"</code>
+for onesided bias.</dd>
+
+
+<dt>L2Fam = "L2ParamFamily", neighbor = "ContNeighborhood", risk = "asMSE",
+biastype = "asymmetricBias"</dt><dd>lower case radius for risk <code>"asMSE"</code> in case of <code>"ContNeighborhood"</code>
+for asymmetric bias.</dd>
</dl>
<h3>Author(s)</h3>
Modified: pkg/ROptEst/chm/optIC.html
===================================================================
--- pkg/ROptEst/chm/optIC.html 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/chm/optIC.html 2008-02-19 01:40:25 UTC (rev 37)
@@ -7,7 +7,6 @@
<table width="100%"><tr><td>optIC(ROptEst)</td><td align="right">R Documentation</td></tr></table><object type="application/x-oleobject" classid="clsid:1e2a7bd0-dab9-11d0-b93a-00c04fc99f9e">
<param name="keyword" value="R: optIC">
<param name="keyword" value="R: optIC-methods">
-<param name="keyword" value="R: optIC,L2ParamFamily,asCov-method">
<param name="keyword" value="R: optIC,InfRobModel,asRisk-method">
<param name="keyword" value="R: optIC,InfRobModel,asUnOvShoot-method">
<param name="keyword" value="R: optIC,FixRobModel,fiUnOvShoot-method">
@@ -30,16 +29,13 @@
<pre>
optIC(model, risk, ...)
-## S4 method for signature 'L2ParamFamily, asCov':
-optIC(model, risk)
-
## S4 method for signature 'InfRobModel, asRisk':
-optIC(model, risk, biastype = symmetricBias(),
+optIC(model, risk,
z.start = NULL, A.start = NULL, upper = 1e4,
maxiter = 50, tol = .Machine$double.eps^0.4, warn = TRUE)
## S4 method for signature 'InfRobModel, asUnOvShoot':
-optIC(model, risk, biastype = symmetricBias(),
+optIC(model, risk,
upper = 1e4, maxiter = 50,
tol = .Machine$double.eps^0.4, warn = TRUE)
@@ -61,9 +57,6 @@
<tr valign="top"><td><code>...</code></td>
<td>
additional parameters. </td></tr>
-<tr valign="top"><td><code>biastype</code></td>
-<td>
-object of class <code>"BiasType"</code> </td></tr>
<tr valign="top"><td><code>z.start</code></td>
<td>
initial value for the centering constant. </td></tr>
@@ -111,11 +104,6 @@
<h3>Methods</h3>
<dl>
-<dt>model = "L2ParamFamily", risk = "asCov"</dt><dd>computes
-classical optimal influence curve for L2 differentiable
-parametric families.</dd>
-
-
<dt>model = "InfRobModel", risk = "asRisk"</dt><dd>computes optimally robust influence curve for
robust models with infinitesimal neighborhoods and
various asymptotic risks. </dd>
Modified: pkg/ROptEst/chm/optRisk.html
===================================================================
--- pkg/ROptEst/chm/optRisk.html 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/chm/optRisk.html 2008-02-19 01:40:25 UTC (rev 37)
@@ -34,7 +34,7 @@
optRisk(model, risk)
## S4 method for signature 'InfRobModel, asRisk':
-optRisk(model, risk, biastype = symmetricBias(),
+optRisk(model, risk,
z.start = NULL, A.start = NULL, upper = 1e4,
maxiter = 50, tol = .Machine$double.eps^0.4, warn = TRUE)
@@ -56,9 +56,6 @@
<tr valign="top"><td><code>...</code></td>
<td>
additional parameters </td></tr>
-<tr valign="top"><td><code>biastype</code></td>
-<td>
-object of class <code>BiasType</code> </td></tr>
<tr valign="top"><td><code>z.start</code></td>
<td>
initial value for the centering constant. </td></tr>
Modified: pkg/ROptEst/chm/radiusMinimaxIC.html
===================================================================
--- pkg/ROptEst/chm/radiusMinimaxIC.html 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/chm/radiusMinimaxIC.html 2008-02-19 01:40:25 UTC (rev 37)
@@ -30,9 +30,8 @@
## S4 method for signature 'L2ParamFamily,
## UncondNeighborhood, asGRisk':
radiusMinimaxIC(
- L2Fam, neighbor, risk, biastype = symmetricBias(),
- loRad, upRad, z.start = NULL, A.start = NULL, upper = 1e5,
- maxiter = 100, tol = .Machine$double.eps^0.4, warn = FALSE)
+ L2Fam, neighbor, risk, loRad, upRad, z.start = NULL, A.start = NULL,
+ upper = 1e5, maxiter = 100, tol = .Machine$double.eps^0.4, warn = FALSE)
</pre>
@@ -51,9 +50,6 @@
<tr valign="top"><td><code>...</code></td>
<td>
additional parameters. </td></tr>
-<tr valign="top"><td><code>biastype</code></td>
-<td>
-object of class <code>"BiasType"</code>. </td></tr>
<tr valign="top"><td><code>loRad</code></td>
<td>
the lower end point of the interval to be searched. </td></tr>
@@ -102,6 +98,10 @@
<h3>References</h3>
<p>
+Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing
+the Radius. Statistical Methods and Applications <EM>17</EM>(1) 13-40.
+</p>
+<p>
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),
Modified: pkg/ROptEst/man/getAsRisk.Rd
===================================================================
--- pkg/ROptEst/man/getAsRisk.Rd 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/man/getAsRisk.Rd 2008-02-19 01:40:25 UTC (rev 37)
@@ -4,6 +4,8 @@
\alias{getAsRisk,asMSE,UnivariateDistribution,Neighborhood,BiasType-method}
\alias{getAsRisk,asMSE,EuclRandVariable,Neighborhood,BiasType-method}
\alias{getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,BiasType-method}
+\alias{getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,onesidedBias-method}
+\alias{getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,asymmetricBias-method}
\alias{getAsRisk,asBias,UnivariateDistribution,TotalVarNeighborhood,BiasType-method}
\alias{getAsRisk,asBias,RealRandVariable,ContNeighborhood,BiasType-method}
\alias{getAsRisk,asCov,UnivariateDistribution,ContNeighborhood,BiasType-method}
@@ -29,6 +31,10 @@
\S4method{getAsRisk}{asBias,UnivariateDistribution,ContNeighborhood,BiasType}(risk, L2deriv, neighbor, biastype, trafo)
+\S4method{getAsRisk}{asBias,UnivariateDistribution,ContNeighborhood,onesidedBias}(risk, L2deriv, neighbor, biastype, trafo)
+
+\S4method{getAsRisk}{asBias,UnivariateDistribution,ContNeighborhood,asymmetricBias}(risk, L2deriv, neighbor, biastype, trafo)
+
\S4method{getAsRisk}{asBias,UnivariateDistribution,TotalVarNeighborhood,BiasType}(risk, L2deriv, neighbor, biastype, trafo)
\S4method{getAsRisk}{asBias,RealRandVariable,ContNeighborhood,BiasType}(risk, L2deriv, neighbor, biastype, Distr, L2derivDistrSymm, trafo,
@@ -82,6 +88,12 @@
\item{risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood", biastype = "BiasType":}{
computes standardized asymptotic bias in methods for function \code{getInfRobIC}. }
+ \item{risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood", biastype = "onesidedBias":}{
+ computes standardized asymptotic bias in methods for function \code{getInfRobIC}. }
+
+ \item{risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood", biastype = "asymmetricBias":}{
+ computes standardized asymptotic bias in methods for function \code{getInfRobIC}. }
+
\item{risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "TotalVarNeighborhood", biastype = "BiasType":}{
computes standardized asymptotic bias in methods for function \code{getInfRobIC}. }
@@ -117,8 +129,11 @@
Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer.
Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for
- General Loss Functions. Statistics & Decisions (submitted).
+ General Loss Functions. Statistics & Decisions \emph{22}, 201-223.
+ Ruckdeschel, P. (2005) Optimally One-Sided Bounded Influence Curves.
+ Mathematical Methods in Statistics \emph{14}(1), 105-131.
+
Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
Bayreuth: Dissertation.
}
Modified: pkg/ROptEst/man/getBiasIC.Rd
===================================================================
--- pkg/ROptEst/man/getBiasIC.Rd 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/man/getBiasIC.Rd 2008-02-19 01:40:25 UTC (rev 37)
@@ -1,37 +1,26 @@
\name{getBiasIC}
\alias{getBiasIC}
\alias{getBiasIC-methods}
-\alias{getBiasIC,IC,ContNeighborhood,missing,BiasType-method}
-\alias{getBiasIC,IC,ContNeighborhood,L2ParamFamily,BiasType-method}
-\alias{getBiasIC,IC,TotalVarNeighborhood,missing,BiasType-method}
-\alias{getBiasIC,IC,TotalVarNeighborhood,L2ParamFamily,BiasType-method}
+\alias{getBiasIC,IC,UncondNeighborhood-method}
\title{Generic function for the computation of the asymptotic bias for an IC}
\description{
Generic function for the computation of the asymptotic bias for an IC.
}
\usage{
-getBiasIC(IC, neighbor, L2Fam, biastype, ...)
+getBiasIC(IC, neighbor, ...)
+\S4method{getBiasIC}{IC,UncondNeighborhood}(IC, neighbor, L2Fam,
+ biastype = symmetricBias(),
+ tol = .Machine$double.eps^0.25)
-\S4method{getBiasIC}{IC,ContNeighborhood,missing,BiasType}(IC, neighbor,
- biastype = symmetricBias(), tol = .Machine$double.eps^0.25)
-
-\S4method{getBiasIC}{IC,ContNeighborhood,L2ParamFamily,BiasType}(IC, neighbor,
- L2Fam, biastype = symmetricBias(), tol = .Machine$double.eps^0.25)
-
-\S4method{getBiasIC}{IC,TotalVarNeighborhood,missing,BiasType}(IC, neighbor,
- biastype = symmetricBias(), tol = .Machine$double.eps^0.25)
-
-\S4method{getBiasIC}{IC,TotalVarNeighborhood,L2ParamFamily,BiasType}(IC, neighbor,
- L2Fam, biastype = symmetricBias(), tol = .Machine$double.eps^0.25)
}
\arguments{
\item{IC}{ object of class \code{"InfluenceCurve"} }
\item{neighbor}{ object of class \code{"Neighborhood"}. }
- \item{L2Fam}{ object of class \code{"L2ParamFamily"}. }
- \item{biastype}{ object of class \code{"BiasType"}. }
\item{\dots}{ additional parameters }
+ \item{L2Fam}{ object of class \code{"L2ParamFamily"} or missing. }
+ \item{biastype}{ object of class \code{"BiasType"}. }
\item{tol}{ the desired accuracy (convergence tolerance).}
}
\details{To make sure that the results are valid, it is recommended
@@ -41,21 +30,9 @@
\section{Methods}{
\describe{
- \item{IC = "IC", risk = "asBias", neighbor = "ContNeighborhood", L2Fam = "missing",
- biastype = "BiasType"}{ asymptotic bias of \code{IC} in case of convex contamination neighborhoods
- and symmetric bias. }
+ \item{IC = "IC", neighbor = "UncondNeighborhood":}{
+ asymptotic bias of \code{IC} in case of unconditional neighborhoods. }
- \item{IC = "IC", risk = "asBias", neighbor = "ContNeighborhood", L2Fam = "missing",
- biastype = "BiasType"}{ asymptotic bias of \code{IC} under \code{L2Fam}
- in case of convex contamination neighborhoods and symmetric bias. }
-
- \item{IC = "IC", risk = "asBias", neighbor = "TotalVarNeighborhood", L2Fam = "missing",
- biastype = "BiasType"}{ asymptotic bias of \code{IC} in case of total variation neighborhoods
- and symmetric bias. }
-
- \item{IC = "IC", risk = "asBias", neighbor = "TotalVarNeighborhood", L2Fam = "missing",
- biastype = "BiasType"}{ asymptotic bias of \code{IC} under \code{L2Fam}
- in case of total variation neighborhoods and symmetric bias. }
}}
\references{
Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer.
Modified: pkg/ROptEst/man/getIneffDiff.Rd
===================================================================
--- pkg/ROptEst/man/getIneffDiff.Rd 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/man/getIneffDiff.Rd 2008-02-19 01:40:25 UTC (rev 37)
@@ -1,7 +1,7 @@
\name{getIneffDiff}
\alias{getIneffDiff}
\alias{getIneffDiff-methods}
-\alias{getIneffDiff,numeric,L2ParamFamily,UncondNeighborhood,asMSE,BiasType-method}
+\alias{getIneffDiff,numeric,L2ParamFamily,UncondNeighborhood,asMSE-method}
\title{Generic Function for the Computation of Inefficiency Differences}
\description{
@@ -10,18 +10,17 @@
the radius minimax IC and the least favorable radius.
}
\usage{
-getIneffDiff(radius, L2Fam, neighbor, risk, biastype, ...)
+getIneffDiff(radius, L2Fam, neighbor, risk, ...)
-\S4method{getIneffDiff}{numeric,L2ParamFamily,UncondNeighborhood,asMSE,BiasType}(
- radius, L2Fam, neighbor, risk, biastype = symmetricBias(), loRad, upRad,
- loRisk, upRisk, z.start = NULL, A.start = NULL, upper.b, MaxIter, eps, warn)
+\S4method{getIneffDiff}{numeric,L2ParamFamily,UncondNeighborhood,asMSE}(
+ radius, L2Fam, neighbor, risk, loRad, upRad, loRisk, upRisk,
+ z.start = NULL, A.start = NULL, upper.b, MaxIter, eps, warn)
}
\arguments{
\item{radius}{ neighborhood radius. }
\item{L2Fam}{ L2-differentiable family of probability measures. }
\item{neighbor}{ object of class \code{"Neighborhood"}. }
\item{risk}{ object of class \code{"RiskType"}. }
- \item{biastype}{ object of class \code{"BiasType"}. }
\item{\dots}{ additional parameters }
\item{loRad}{ the lower end point of the interval to be searched. }
\item{upRad}{ the upper end point of the interval to be searched. }
@@ -41,7 +40,7 @@
\section{Methods}{
\describe{
\item{radius = "numeric", L2Fam = "L2ParamFamily",
- neighbor = "UncondNeighborhood", risk = "asMSE", biastype = "BiasType":}{
+ neighbor = "UncondNeighborhood", risk = "asMSE":}{
computes difference of asymptotic MSE--inefficiency for
the boundaries of a given radius interval.}
}}
@@ -52,14 +51,10 @@
Humboldt University, Berlin; also available under
\url{www.uni-bayreuth.de/departments/math/org/mathe7/RIEDER/pubs/RR.pdf}
- Ruckdeschel, P. (2005) Optimally One-Sided Bounded Influence Curves.
- Mathematical Methods in Statistics \emph{14}(1), 105-131.
-
Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
Bayreuth: Dissertation.
}
-\author{Matthias Kohl \email{Matthias.Kohl at stamats.de},
- Peter Ruckdeschel \email{Peter.Ruckdeschel at uni-bayreuth.de}}
+\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
\seealso{\code{\link{radiusMinimaxIC}}, \code{\link{leastFavorableRadius}}}
%\examples{}
Modified: pkg/ROptEst/man/getInfRobIC.Rd
===================================================================
--- pkg/ROptEst/man/getInfRobIC.Rd 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/man/getInfRobIC.Rd 2008-02-19 01:40:25 UTC (rev 37)
@@ -27,25 +27,25 @@
\S4method{getInfRobIC}{RealRandVariable,asCov,ContNeighborhood}(L2deriv, risk, neighbor, Distr, Finfo, trafo)
-\S4method{getInfRobIC}{UnivariateDistribution,asBias,UncondNeighborhood}(L2deriv, risk, neighbor, biastype, symm, Finfo, trafo,
+\S4method{getInfRobIC}{UnivariateDistribution,asBias,UncondNeighborhood}(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)
\S4method{getInfRobIC}{RealRandVariable,asBias,ContNeighborhood}(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, z.start, A.start, trafo, upper, maxiter, tol, warn)
-\S4method{getInfRobIC}{UnivariateDistribution,asHampel,UncondNeighborhood}(L2deriv, risk, neighbor, biastype, symm, Finfo, trafo,
+\S4method{getInfRobIC}{UnivariateDistribution,asHampel,UncondNeighborhood}(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)
-\S4method{getInfRobIC}{RealRandVariable,asHampel,ContNeighborhood}(L2deriv, risk, neighbor, biastype, Distr, DistrSymm, L2derivSymm,
+\S4method{getInfRobIC}{RealRandVariable,asHampel,ContNeighborhood}(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, z.start, A.start, trafo, upper, maxiter, tol, warn)
-\S4method{getInfRobIC}{UnivariateDistribution,asGRisk,UncondNeighborhood}(L2deriv, risk, neighbor, biastype, symm, Finfo, trafo,
+\S4method{getInfRobIC}{UnivariateDistribution,asGRisk,UncondNeighborhood}(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)
-\S4method{getInfRobIC}{RealRandVariable,asGRisk,ContNeighborhood}(L2deriv, risk, neighbor, biastype, Distr, DistrSymm, L2derivSymm,
+\S4method{getInfRobIC}{RealRandVariable,asGRisk,ContNeighborhood}(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, z.start, A.start, trafo, upper, maxiter, tol, warn)
-\S4method{getInfRobIC}{UnivariateDistribution,asUnOvShoot,UncondNeighborhood}(L2deriv, risk, neighbor, biastype, symm, Finfo, trafo,
+\S4method{getInfRobIC}{UnivariateDistribution,asUnOvShoot,UncondNeighborhood}(L2deriv, risk, neighbor, symm, Finfo, trafo,
upper, maxiter, tol, warn)
}
\arguments{
@@ -54,7 +54,6 @@
\item{risk}{ object of class \code{"RiskType"}. }
\item{neighbor}{ object of class \code{"Neighborhood"}. }
\item{\dots}{ additional parameters. }
- \item{biastype}{ object of class \code{"BiasType"}. }
\item{Distr}{ object of class \code{"Distribution"}. }
\item{symm}{ logical: indicating symmetry of \code{L2deriv}. }
\item{DistrSymm}{ object of class \code{"DistributionSymmetry"}. }
Modified: pkg/ROptEst/man/getRiskIC.Rd
===================================================================
--- pkg/ROptEst/man/getRiskIC.Rd 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/man/getRiskIC.Rd 2008-02-19 01:40:25 UTC (rev 37)
@@ -28,13 +28,13 @@
\S4method{getRiskIC}{IC,trAsCov,missing,L2ParamFamily}(IC, risk, L2Fam, tol = .Machine$double.eps^0.25)
-\S4method{getRiskIC}{IC,asBias,UncondNeighborhood,missing}(IC, risk, neighbor, biastype = symmetricBias(), tol = .Machine$double.eps^0.25)
+\S4method{getRiskIC}{IC,asBias,UncondNeighborhood,missing}(IC, risk, neighbor, tol = .Machine$double.eps^0.25)
-\S4method{getRiskIC}{IC,asBias,UncondNeighborhood,L2ParamFamily}(IC, risk, neighbor, L2Fam, biastype = symmetricBias(), tol = .Machine$double.eps^0.25)
+\S4method{getRiskIC}{IC,asBias,UncondNeighborhood,L2ParamFamily}(IC, risk, neighbor, L2Fam, tol = .Machine$double.eps^0.25)
-\S4method{getRiskIC}{IC,asMSE,UncondNeighborhood,missing}(IC, risk, neighbor, biastype = symmetricBias(), tol = .Machine$double.eps^0.25)
+\S4method{getRiskIC}{IC,asMSE,UncondNeighborhood,missing}(IC, risk, neighbor, tol = .Machine$double.eps^0.25)
-\S4method{getRiskIC}{IC,asMSE,UncondNeighborhood,L2ParamFamily}(IC, risk, neighbor, L2Fam, biastype = symmetricBias(), tol = .Machine$double.eps^0.25)
+\S4method{getRiskIC}{IC,asMSE,UncondNeighborhood,L2ParamFamily}(IC, risk, neighbor, L2Fam, tol = .Machine$double.eps^0.25)
\S4method{getRiskIC}{TotalVarIC,asUnOvShoot,UncondNeighborhood,missing}(IC, risk, neighbor)
@@ -48,7 +48,6 @@
\item{neighbor}{ object of class \code{"Neighborhood"}. }
\item{L2Fam}{ object of class \code{"L2ParamFamily"}. }
\item{\dots}{ additional parameters }
- \item{biastype}{ object of class \code{"BiasType"}. }
\item{tol}{ the desired accuracy (convergence tolerance).}
\item{sampleSize}{ integer: sample size. }
\item{Algo}{ "A" or "B". }
Modified: pkg/ROptEst/man/leastFavorableRadius.Rd
===================================================================
--- pkg/ROptEst/man/leastFavorableRadius.Rd 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/man/leastFavorableRadius.Rd 2008-02-19 01:40:25 UTC (rev 37)
@@ -11,7 +11,7 @@
leastFavorableRadius(L2Fam, neighbor, risk, ...)
\S4method{leastFavorableRadius}{L2ParamFamily,UncondNeighborhood,asGRisk}(
- L2Fam, neighbor, risk, biastype = symmetricBias(), rho, upRad = 1,
+ L2Fam, neighbor, risk, rho, upRad = 1,
z.start = NULL, A.start = NULL, upper = 100, maxiter = 100,
tol = .Machine$double.eps^0.4, warn = FALSE)
}
@@ -20,7 +20,6 @@
\item{neighbor}{ object of class \code{"Neighborhood"}. }
\item{risk}{ object of class \code{"RiskType"}. }
\item{\dots}{ additional parameters }
- \item{biastype}{ object of class \code{"BiasType"}. }
\item{upRad}{ the upper end point of the radius interval to be searched. }
\item{rho}{ The considered radius interval is: \eqn{[r \rho, r/\rho]}{[r*rho, r/rho]}
with \eqn{\rho\in(0,1)}{0 < rho < 1}. }
Modified: pkg/ROptEst/man/lowerCaseRadius.Rd
===================================================================
--- pkg/ROptEst/man/lowerCaseRadius.Rd 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/man/lowerCaseRadius.Rd 2008-02-19 01:40:25 UTC (rev 37)
@@ -1,8 +1,10 @@
\name{lowerCaseRadius}
\alias{lowerCaseRadius}
\alias{lowerCaseRadius-methods}
-\alias{lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,BiasType-method}
-\alias{lowerCaseRadius,L2ParamFamily,TotalVarNeighborhood,asMSE,BiasType-method}
+\alias{lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,ANY-method}
+\alias{lowerCaseRadius,L2ParamFamily,TotalVarNeighborhood,asMSE,ANY-method}
+\alias{lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,onesidedBias-method}
+\alias{lowerCaseRadius,L2ParamFamily,ContNeighborhood,asMSE,asymmetricBias-method}
\title{Computation of the lower case radius}
\description{
@@ -32,6 +34,16 @@
biastype = "BiasType"}{
lower case radius for risk \code{"asMSE"} in case of \code{"TotalVarNeighborhood"};
(argument biastype is just for signature reasons).}
+
+ \item{L2Fam = "L2ParamFamily", neighbor = "ContNeighborhood", risk = "asMSE",
+ biastype = "onesidedBias"}{
+ lower case radius for risk \code{"asMSE"} in case of \code{"ContNeighborhood"}
+ for onesided bias.}
+
+ \item{L2Fam = "L2ParamFamily", neighbor = "ContNeighborhood", risk = "asMSE",
+ biastype = "asymmetricBias"}{
+ lower case radius for risk \code{"asMSE"} in case of \code{"ContNeighborhood"}
+ for asymmetric bias.}
}}
\references{
Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
Modified: pkg/ROptEst/man/optIC.Rd
===================================================================
--- pkg/ROptEst/man/optIC.Rd 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/man/optIC.Rd 2008-02-19 01:40:25 UTC (rev 37)
@@ -12,11 +12,11 @@
\usage{
optIC(model, risk, ...)
-\S4method{optIC}{InfRobModel,asRisk}(model, risk, biastype = symmetricBias(),
+\S4method{optIC}{InfRobModel,asRisk}(model, risk,
z.start = NULL, A.start = NULL, upper = 1e4,
maxiter = 50, tol = .Machine$double.eps^0.4, warn = TRUE)
-\S4method{optIC}{InfRobModel,asUnOvShoot}(model, risk, biastype = symmetricBias(),
+\S4method{optIC}{InfRobModel,asUnOvShoot}(model, risk,
upper = 1e4, maxiter = 50,
tol = .Machine$double.eps^0.4, warn = TRUE)
@@ -27,7 +27,6 @@
\item{model}{ probability model. }
\item{risk}{ object of class \code{"RiskType"}. }
\item{\dots}{ additional parameters. }
- \item{biastype}{ object of class \code{"BiasType"} }
\item{z.start}{ initial value for the centering constant. }
\item{A.start}{ initial value for the standardizing matrix. }
\item{upper}{ upper bound for the optimal clipping bound. }
Modified: pkg/ROptEst/man/optRisk.Rd
===================================================================
--- pkg/ROptEst/man/optRisk.Rd 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/man/optRisk.Rd 2008-02-19 01:40:25 UTC (rev 37)
@@ -15,7 +15,7 @@
\S4method{optRisk}{L2ParamFamily,asCov}(model, risk)
-\S4method{optRisk}{InfRobModel,asRisk}(model, risk, biastype = symmetricBias(),
+\S4method{optRisk}{InfRobModel,asRisk}(model, risk,
z.start = NULL, A.start = NULL, upper = 1e4,
maxiter = 50, tol = .Machine$double.eps^0.4, warn = TRUE)
@@ -26,7 +26,6 @@
\item{model}{ probability model }
\item{risk}{ object of class \code{RiskType} }
\item{\dots}{ additional parameters }
- \item{biastype}{ object of class \code{BiasType} }
\item{z.start}{ initial value for the centering constant. }
\item{A.start}{ initial value for the standardizing matrix. }
\item{upper}{ upper bound for the optimal clipping bound. }
Modified: pkg/ROptEst/man/radiusMinimaxIC.Rd
===================================================================
--- pkg/ROptEst/man/radiusMinimaxIC.Rd 2008-02-18 07:18:58 UTC (rev 36)
+++ pkg/ROptEst/man/radiusMinimaxIC.Rd 2008-02-19 01:40:25 UTC (rev 37)
@@ -11,16 +11,14 @@
radiusMinimaxIC(L2Fam, neighbor, risk, ...)
\S4method{radiusMinimaxIC}{L2ParamFamily,UncondNeighborhood,asGRisk}(
- L2Fam, neighbor, risk, biastype = symmetricBias(),
- loRad, upRad, z.start = NULL, A.start = NULL, upper = 1e5,
- maxiter = 100, tol = .Machine$double.eps^0.4, warn = FALSE)
+ L2Fam, neighbor, risk, loRad, upRad, z.start = NULL, A.start = NULL,
+ upper = 1e5, maxiter = 100, tol = .Machine$double.eps^0.4, warn = FALSE)
}
\arguments{
\item{L2Fam}{ L2-differentiable family of probability measures. }
\item{neighbor}{ object of class \code{"Neighborhood"}. }
\item{risk}{ object of class \code{"RiskType"}. }
\item{\dots}{ additional parameters. }
- \item{biastype}{ object of class \code{"BiasType"}. }
\item{loRad}{ the lower end point of the interval to be searched. }
\item{upRad}{ the upper end point of the interval to be searched. }
\item{z.start}{ initial value for the centering constant. }
@@ -38,6 +36,9 @@
computation of the radius minimax IC for an L2 differentiable parametric family. }
}}
\references{
+ Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing
+ the Radius. Statistical Methods and Applications \emph{17}(1) 13-40.
+
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),
More information about the Robast-commits
mailing list