getMaxIneff(ROptEst)
getMaxIneff()所属R语言包：ROptEst
getMaxIneff – computation of the maximal inefficiency of an IC
getMaxIneff - 计算的IC的最大效率低下
译者：生物统计家园网 机器人LoveR
描述----------Description----------
computes the maximal inefficiency of an IC for the radius range [0,Inf).
为半径的范围在[0，天道酬勤）计算的最大的效率低下的IC。
用法----------Usage----------
normtype = NormType(), z.start = NULL,
A.start = NULL, maxiter = 50,
tol = .Machine$double.eps^0.4,
参数----------Arguments----------
参数：IC
some IC of class IC
一些IC类IC
参数：neighbor
object of class Neighborhood; the neighborhood at which to compute the bias.
计算对象的类Neighborhood;附近的偏差。
参数：biastype
a bias type of class BiasType
一个偏置类型的类BiasType
参数：normtype
a norm type of class NormType
一个标准类型的类NormType
参数：z.start
initial value for the centering constant.
定心常数的初始值。
参数：A.start
initial value for the standardizing matrix.
标准化矩阵的初始值。
参数：maxiter
the maximum number of iterations.
最大迭代次数。
参数：tol
the desired accuracy (convergence tolerance).
所需的精度（收敛宽容）。
参数：warn
logical: print warnings.
逻辑：打印警告。
参数：verbose
logical: if TRUE, some messages are printed
逻辑：如果TRUE，一些消息都印
值----------Value----------
The maximal inefficiency, i.e.; a number in [1,Inf).
的最大的效率低下，即，[1中的号码，天道酬勤）。
（作者）----------Author(s)----------
Peter Ruckdeschel <a href="mailto:peter.ruckdeschel@fraunhofer.itwm.de">peter.ruckdeschel@fraunhofer.itwm.de</a>
参考文献----------References----------
Hampel et al. (1986) Robust Statistics. The Approach Based on Influence Functions. New York: Wiley.
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.
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), Humboldt University, Berlin; also available under www.uni-bayreuth.de/departments/math/org/mathe7/RIEDER/pubs/RR.pdf
实例----------Examples----------
N0 <- NormLocationFamily(mean=2, sd=3)
## L_2 family + infinitesimal neighborhood[＃L_2家庭+无穷小附近]
neighbor <- ContNeighborhood(radius = 0.5)
N0.Rob1 <- InfRobModel(center = N0, neighbor = neighbor)
## OBRE solution (ARE 95%)[＃OBRE解决方案（95％）]
N0.ICA <- optIC(model = N0.Rob1, risk = asAnscombe(.95))
## OMSE solution radius 0.5[＃OMSE解决方案半径0.5]
N0.ICM <- optIC(model=N0.Rob1, risk=asMSE())
## RMX solution [＃RMX解决方案]
N0.ICR <- radiusMinimaxIC(L2Fam=N0, neighbor=neighbor,risk=asMSE())
getMaxIneff(N0.ICA,neighbor)
getMaxIneff(N0.ICM,neighbor)
getMaxIneff(N0.ICR,neighbor)
N0ls <- NormLocationScaleFamily()
ICsc <- makeIC(list(sin,cos),N0ls)
getMaxIneff(ICsc,neighbor)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注：
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发表于 2012-9-27 23:16:52
