leastFavorableRadius(ROptEstOld)
leastFavorableRadius()所属R语言包:ROptEstOld
Generic Function for the Computation of Least Favorable Radii
最有利的半径计算的通用功能
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Generic function for the computation of least favorable radii.
最不利的半径计算的通用功能。
用法----------Usage----------
leastFavorableRadius(L2Fam, neighbor, risk, ...)
## S4 method for signature 'L2ParamFamily,UncondNeighborhood,asGRisk'
leastFavorableRadius(L2Fam, neighbor, risk, rho, upRad = 1,
z.start = NULL, A.start = NULL, upper = 100, maxiter = 100,
tol = .Machine$double.eps^0.4, warn = FALSE)
参数----------Arguments----------
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:upRad
the upper end point of the radius interval to be searched.
上端点的半径间隔进行搜索。
参数:rho
The considered radius interval is: [r*rho, r/rho] with 0 < rho < 1.
所考虑的半径间隔为:[r*rho, r/rho]0 < rho < 1。
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。
值----------Value----------
The least favorable radius and the corresponding inefficiency are computed.
至少有利的半径和相应的无效率计算。
方法----------Methods----------
L2Fam = "L2ParamFamily", neighbor = "UncondNeighborhood", risk = "asGRisk" computation of the least favorable radius.
L2Fam =“L2ParamFamily”,邻居=“UncondNeighborhood”风险=“asGRisk”的计算最不利的半径。
(作者)----------Author(s)----------
Matthias Kohl <a href="mailto:Matthias.Kohl@stamats.de">Matthias.Kohl@stamats.de</a>
参考文献----------References----------
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
radiusMinimaxIC
实例----------Examples----------
N <- NormLocationFamily(mean=0, sd=1)
leastFavorableRadius(L2Fam=N, neighbor=ContNeighborhood(),
risk=asMSE(), rho=0.5)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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