finiteSampleCorrection(RobLox)
finiteSampleCorrection()所属R语言包:RobLox
Function to compute finite-sample corrected radii
函数来计算有限样本校正半径
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Given some radius and some sample size the function computes the corresponding finite-sample corrected radius.
由于一些的半径和一些样本量的函数计算相应的有限样本校正半径。
用法----------Usage----------
finiteSampleCorrection(r, n, model = "locsc")
参数----------Arguments----------
参数:r
asymptotic radius (non-negative numeric)
渐近半径(非负数值)
参数:n
sample size
样本量
参数:model
has to be "locsc" (for location and scale), "loc" (for location) or "sc" (for scale), respectively.
"locsc"的位置和规模,"loc"(位置)或"sc"(规模以上),分别。
Details
详细信息----------Details----------
The finite-sample correction is based on empirical results obtained via simulation studies.
通过模拟研究实证结果的基础上的有限样本校正。
Given some radius of a shrinking contamination neighborhood which leads to an asymptotically optimal robust estimator, the finite-sample empirical MSE based on contaminated samples was minimized for this class of asymptotically optimal estimators and the corresponding finite-sample radius determined and saved.
有限样本的经验MSE污染样品的基础上给予一定的半径污染附近的收缩,从而导致渐近最优鲁棒估计,这一类的渐近最优估计和确定,并保存相应的有限样本半径最小化。
The computation is based on the saved results of these Monte-Carlo simulations.
保存这些Monte-Carlo仿真结果的基础上计算。
值----------Value----------
Finite-sample corrected radius.
有限样本校正半径。
(作者)----------Author(s)----------
Matthias Kohl <a href="mailto:Matthias.Kohl@stamats.de">Matthias.Kohl@stamats.de</a>
参考文献----------References----------
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing the Radius. Statistical Methods and Applications 17(1) 13-40. Extended version: http://www.stamats.de/RRlong.pdf
参见----------See Also----------
roblox, rowRoblox,
roblox,rowRoblox,
实例----------Examples----------
finiteSampleCorrection(n = 3, r = 0.001, model = "locsc")
finiteSampleCorrection(n = 10, r = 0.02, model = "loc")
finiteSampleCorrection(n = 250, r = 0.15, model = "sc")
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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