getIneffDiff(ROptEstOld)
getIneffDiff()所属R语言包:ROptEstOld
Generic Function for the Computation of Inefficiency Differences
通用功能的低效率差异的计算
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Generic function for the computation of inefficiency differencies. This function is rarely called directly. It is used to compute the radius minimax IC and the least favorable radius.
通用功能计算效率低下differencies。很少直接调用此函数。它被用来计算的半径极小极大IC和半径至少有利。
用法----------Usage----------
getIneffDiff(radius, L2Fam, neighbor, risk, ...)
## S4 method for signature 'numeric,L2ParamFamily,UncondNeighborhood,asMSE'
getIneffDiff(radius, L2Fam, neighbor, risk, loRad, upRad,
loRisk, upRisk, z.start = NULL, A.start = NULL, upper.b, MaxIter, eps, warn)
参数----------Arguments----------
参数:radius
neighborhood radius.
邻域半径。
参数:L2Fam
L2-differentiable family of probability measures.
L2-微家庭的概率措施。
参数:neighbor
object of class "Neighborhood".
对象类"Neighborhood"。
参数:risk
object of class "RiskType".
对象类"RiskType"。
参数:...
additional parameters
额外的参数
参数:loRad
the lower end point of the interval to be searched.
要搜索的下端的间隔的点。
参数:upRad
the upper end point of the interval to be searched.
的上端部的间隔的点进行搜索。
参数:loRisk
the risk at the lower end point of the interval.
在其下端的间隔的点的风险。
参数:upRisk
the risk at the upper end point of the interval.
在其上端的间隔点的风险。
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.b
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:eps
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。
值----------Value----------
The inefficieny difference between the left and the right margin of a given radius interval is computed.
之间的左,右边界的一个给定的半径间隔inefficieny差异计算。
方法----------Methods----------
radius = "numeric", L2Fam = "L2ParamFamily", neighbor = "UncondNeighborhood", risk = "asMSE": computes difference of asymptotic MSE–inefficiency for the boundaries of a given radius interval.
半径=“数字”,L2Fam =“L2ParamFamily”,邻居=“UncondNeighborhood”风险=“asMSE”的:计算一个给定的半径间隔的边界渐近MSE-低效率的差异。
(作者)----------Author(s)----------
Matthias Kohl <a href="mailto:Matthias.Kohl@stamats.de">Matthias.Kohl@stamats.de</a>
参考文献----------References----------
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
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness. Bayreuth: Dissertation.
参见----------See Also----------
radiusMinimaxIC, leastFavorableRadius
radiusMinimaxIC,leastFavorableRadius
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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