[Robast-commits] r702 - pkg/RobAStBase/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Sep 12 11:48:34 CEST 2013
Author: ruckdeschel
Date: 2013-09-12 11:48:34 +0200 (Thu, 12 Sep 2013)
New Revision: 702
Added:
pkg/RobAStBase/man/getRiskFctBV-methods.Rd
pkg/RobAStBase/man/mov2bckRef-methods.Rd
Log:
missed some Rd files
Added: pkg/RobAStBase/man/getRiskFctBV-methods.Rd
===================================================================
--- pkg/RobAStBase/man/getRiskFctBV-methods.Rd (rev 0)
+++ pkg/RobAStBase/man/getRiskFctBV-methods.Rd 2013-09-12 09:48:34 UTC (rev 702)
@@ -0,0 +1,42 @@
+\name{getRiskFctBV-methods}
+\docType{methods}
+\alias{getRiskFctBV}
+\alias{getRiskFctBV-methods}
+\alias{getRiskFctBV,asGRisk,ANY-method}
+\alias{getRiskFctBV,asMSE,ANY-method}
+\alias{getRiskFctBV,asSemivar,onesidedBias-method}
+\alias{getRiskFctBV,asSemivar,asymmetricBias-method}
+\title{Methods for Function getRiskFctBV in Package `RobAStBase'}
+\description{getRiskFctBV for a given object of S4 class \code{asGRisk}
+ returns a function in bias and variance to compute the asymptotic
+ risk.}
+
+\section{Methods}{\describe{
+
+\item{getRiskFctBV}{\code{signature(risk = "asGRisk", biastype = "ANY")}:
+ returns an error that the respective method is not yet implemented. }
+\item{getRiskFctBV}{\code{signature(risk = "asMSE", biastype = "ANY")}:
+ returns a function with arguments \code{bias} and \code{variance}
+ to compute the asymptotic MSE for a given ALE at a situation where it has bias \code{bias}
+ (including the radius!) and variance \code{variance}. }
+\item{getRiskFctBV}{\code{signature(risk = "asSemivar", biastype = "onesidedBias")}:
+ returns a function with arguments \code{bias} and \code{variance}
+ to compute the asymptotic semivariance error, i.e. \eqn{E[(S_n-\theta)_+^2]}{E[max(Sn-theta,0)^2]}
+ resp. \eqn{E[(S_n-\theta)_-^2]}{E[max(theta-Sn,0)^2]}, for a given ALE \eqn{S_n}{Sn}
+ at a situation where it has one-sided bias \code{bias} (including the radius!)
+ and variance \code{variance}. }
+\item{getRiskFctBV}{\code{signature(risk = "asSemivar", biastype = "asymmetricBias")}:
+ returns a function with arguments \code{bias} and \code{variance}
+ to compute the asymptotic semivariance error, i.e.
+ \eqn{E[\nu_1 (S_n-\theta)_+^2+\nu_2(S_n-\theta)_-^2]}{nu1*max(Sn-theta,0)^2+nu2*max(theta-Sn,0)^2]}
+ for a given ALE \eqn{S_n}{Sn} at a situation where it has one-sided bias
+ \code{bias} (including the radius!) and variance \code{variance}. }
+}}
+\examples{
+myrisk <- asMSE()
+getRiskFctBV(myrisk)
+}
+\concept{risk}
+\keyword{classes}
+
+
Added: pkg/RobAStBase/man/mov2bckRef-methods.Rd
===================================================================
--- pkg/RobAStBase/man/mov2bckRef-methods.Rd (rev 0)
+++ pkg/RobAStBase/man/mov2bckRef-methods.Rd 2013-09-12 09:48:34 UTC (rev 702)
@@ -0,0 +1,82 @@
+\name{movToRef-methods}
+\docType{methods}
+\alias{moveL2Fam2RefParam-methods}
+\alias{moveICBackFromRefParam-methods}
+\alias{moveICBackFromRefParam}
+\alias{moveL2Fam2RefParam}
+\alias{moveL2Fam2RefParam,L2ParamFamily-method}
+\alias{moveL2Fam2RefParam,L2LocationFamily-method}
+\alias{moveL2Fam2RefParam,L2ScaleFamily-method}
+\alias{moveL2Fam2RefParam,L2LocationScaleFamily-method}
+\alias{moveICBackFromRefParam,IC,L2ParamFamily-method}
+\alias{moveICBackFromRefParam,IC,L2LocationFamily-method}
+\alias{moveICBackFromRefParam,IC,L2ScaleFamily-method}
+\alias{moveICBackFromRefParam,IC,L2LocationScaleFamily-method}
+\alias{moveICBackFromRefParam,HampIC,L2ParamFamily-method}
+
+\title{Methods for Functions moving from and to reference parameter in Package `ROptEst' }
+
+\description{In \code{optIC} a gain in accuracy can be obtained when computing
+ the optimally-robust ICs at a reference parameter of the model (instead of an
+ arbtirary one). To this end, \code{moveL2Fam2RefParam} moved the model to
+ the reference parameter and \code{moveICBackFromRefParam} moves the obtained
+ optimal IC back to the original parameter.}
+
+\usage{moveL2Fam2RefParam(L2Fam, ...)
+ moveICBackFromRefParam(IC, L2Fam,...)
+}
+
+\arguments{
+ \item{L2Fam}{object of class \code{L2ParamFamily}}
+ \item{IC}{IC of class \code{HampIC}}
+ \item{\dots}{further arguments to be passed on. }
+}
+\section{Methods}{\describe{
+\item{moveL2Fam2RefParam}{\code{signature(L2Fam = "L2ParamFamily")}:
+ returns \code{L2Fam} unchanged. }
+\item{moveL2Fam2RefParam}{\code{signature(L2Fam = "L2LocationFamily")}:
+ moves \code{L2Fam} to location \code{0}. }
+\item{moveL2Fam2RefParam}{\code{signature(L2Fam = "L2ScaleFamily")}:
+ moves \code{L2Fam} to location \code{0} and scale \code{1}. }
+\item{moveL2Fam2RefParam}{\code{signature(L2Fam = "L2LocationScaleFamily")}:
+ moves \code{L2Fam} to location \code{0} and scale \code{1}. }
+\item{moveL2Fam2RefParam}{\code{signature(L2Fam = "L2LocationUnknownScaleFamily")}:
+ moves \code{L2Fam} to location \code{0} and scale \code{1}. }
+\item{moveL2Fam2RefParam}{\code{signature(L2Fam = "L2ScaleUnknownLocationFamily")}:
+ moves \code{L2Fam} to location \code{0} and scale \code{1}. }
+\item{moveICBackFromRefParam}{\code{signature(IC = "IC", L2Fam = "L2ParamFamily")}:
+ returns \code{IC} unchanged. }
+\item{moveICBackFromRefParam}{\code{signature(IC = "IC", L2Fam = "L2LocationFamily")}:
+ moves IC in \code{IC} back to original location in \code{L2Fam}. }
+\item{moveICBackFromRefParam}{\code{signature(IC = "IC", L2Fam = "L2ScaleFamily")}:
+ moves IC in \code{IC} back to original location and scale in \code{L2Fam},
+ rescaling risk where necessary. }
+\item{moveICBackFromRefParam}{\code{signature(IC = "IC", L2Fam = "L2LocationScaleFamily")}:
+ moves IC in \code{IC} back to original location and scale in \code{L2Fam},
+ rescaling risk where necessary. }
+\item{moveICBackFromRefParam}{\code{signature(IC = "IC", L2Fam = "L2LocationUnknownScaleFamily")}:
+ moves IC in \code{IC} back to original location and scale in \code{L2Fam},
+ rescaling risk where necessary. }
+\item{moveICBackFromRefParam}{\code{signature(IC = "IC", L2Fam = "L2ScaleUnknownLocationFamily")}:
+ moves IC in \code{IC} back to original location and scale in \code{L2Fam},
+ rescaling risk where necessary. }
+\item{moveICBackFromRefParam}{\code{signature(IC = "HampIC", L2Fam = "L2ParamFamily")}:
+ moves IC in \code{IC} back to original location and scale in \code{L2Fam}
+ (and in addition changes Lagrange multipliers accordingly),
+ rescaling risk where necessary. }
+}}
+\value{
+\item{\code{moveL2Fam2RefParam}}{the L2 Family transformed to reference parameter.}
+\item{\code{moveICBackFromRefParam}}{the backtransformed IC.}
+}
+
+\details{\code{moveL2Fam2RefParam} and \code{moveICBackFromRefParam} are used
+internally in functions \code{robest} and \code{roptest} to compute the
+optimally robust influence function according to the arguments given to them.}
+\author{Peter Ruckdeschel \email{Peter.Ruckdeschel at itwm.fraunhofer.de}}
+%\seealso{\code{\link{robest}},\code{\link{optIC}}, \code{\link{radiusMinimaxIC}}}
+%\examples{}
+\concept{asymptotic risk}
+\concept{risk}
+\keyword{classes}
+
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