optIC-methods(ROptRegTS)
optIC-methods()所属R语言包:ROptRegTS
Methods for Function optIC in Package ‘ROptRegTS’
功能光纤包ROptRegTS方法“
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Methods for function optIC in package ROptRegTS.
方法功能optIC包ROptRegTS。
用法----------Usage----------
## S4 method for signature 'L2RegTypeFamily,asCov'
optIC(model, risk)
## S4 method for signature 'InfRobRegTypeModel,asRisk'
optIC(model, risk, z.start = NULL, A.start = NULL, upper = 1e4,
maxiter = 50, tol = .Machine$double.eps^0.4, warn = TRUE)
## S4 method for signature 'InfRobRegTypeModel,asUnOvShoot'
optIC(model, risk, upper = 1e4, maxiter = 50,
tol = .Machine$double.eps^0.4, warn = TRUE)
## S4 method for signature 'FixRobRegTypeModel,fiUnOvShoot'
optIC(model, risk, sampleSize, upper = 1e4,
maxiter = 50, tol = .Machine$double.eps^0.4, warn = TRUE, Algo = "A", cont = "left")
参数----------Arguments----------
参数:model
probability model.
概率模型。
参数:risk
object of class "RiskType".
对象类"RiskType"。
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:upper
upper bound for the optimal clipping bound.
上界的最佳剪辑约束。
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:sampleSize
integer: sample size.
整数:样本量。
参数:Algo
"A" or "B".
“A”或“B”。
参数:cont
"left" or "right".
“左”或“右”。
Details
详细信息----------Details----------
In case of the finite-sample risk "fiUnOvShoot" one can choose between two algorithms for the computation of this risk where the least favorable contamination is assumed to be “left” or “right” of some boundary
在有限样本风险的情况下,"fiUnOvShoot"可以选择两种算法计算最不利的污染风险被认为是“左”或“右”的一些边界
值----------Value----------
Some optimally robust IC is computed.
一些最佳鲁棒的IC被计算。
方法----------Methods----------
model = "L2RegTypeFamily", risk = "asCov" computes classical optimal influence curve for L2 differentiable regression-type families.
模型=“L2RegTypeFamily的”风险=“asCov”的计算经典最优的L2型微回归家庭的影响曲线。
model = "InfRobRegTypeModel", risk = "asRisk" computes optimally robust influence curve for robust regression-type models with infinitesimal neighborhoods and various asymptotic risks.
模型=“InfRobRegTypeModel”风险=“asRisk”的无穷小的社区和各种渐近风险的稳健回归模型计算最佳强大的影响力曲线。
model = "InfRobRegTypeModel", risk = "asUnOvShoot" computes optimally robust influence curve for robust regression-type models with infinitesimal neighborhoods and asymptotic under-/overshoot risk.
模型=“InfRobRegTypeModel”风险=“asUnOvShoot”的无穷小的社区和渐近under-/overshoot风险的稳健回归模型计算最优强大的影响力曲线。
model = "FixRobRegTypeModel", risk = "fiUnOvShoot" computes optimally robust influence curve for robust regression-type models with fixed neighborhoods and finite-sample under-/overshoot risk.
=的“FixRobRegTypeModel”,风险模型=“fiUnOvShoot”的计算最优强大的影响力强大的曲线回归模型与固定的社区和有限样本under-/overshoot的风险。
(作者)----------Author(s)----------
Matthias Kohl <a href="mailto:Matthias.Kohl@stamats.de">Matthias.Kohl@stamats.de</a>
参考文献----------References----------
Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. Verw. Geb. 10:269–278.
Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. 8: 106–115.
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
参见----------See Also----------
optIC
optIC
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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