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R语言 ROptEst包 getAsRisk()函数中文帮助文档(中英文对照)

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发表于 2012-9-27 23:14:22 | 显示全部楼层 |阅读模式
getAsRisk(ROptEst)
getAsRisk()所属R语言包:ROptEst

                                        Generic Function for Computation of Asymptotic Risks
                                         通用函数计算的渐近风险

                                         译者:生物统计家园网 机器人LoveR

描述----------Description----------

Generic function for the computation of asymptotic risks. This function is rarely called directly. It is used by  other functions.
通用函数计算的渐近风险。很少直接调用此函数。它被用来由其它函数。


用法----------Usage----------


getAsRisk(risk, L2deriv, neighbor, biastype, ...)

## S4 method for signature 'asMSE,UnivariateDistribution,Neighborhood,ANY'
getAsRisk(risk,
    L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL, stand, trafo, ...)

## S4 method for signature 'asL1,UnivariateDistribution,Neighborhood,ANY'
getAsRisk(risk,
    L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL, stand, trafo, ...)

## S4 method for signature 'asL4,UnivariateDistribution,Neighborhood,ANY'
getAsRisk(risk,
    L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL, stand, trafo, ...)

## S4 method for signature 'asMSE,EuclRandVariable,Neighborhood,ANY'
getAsRisk(risk,
    L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL, stand, trafo, ...)

## S4 method for signature 'asBias,UnivariateDistribution,ContNeighborhood,ANY'
getAsRisk(risk,
    L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL, stand = NULL,trafo, ...)

## S4 method for signature 'asBias,UnivariateDistribution,ContNeighborhood,onesidedBias'
getAsRisk(
    risk, L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL, stand = NULL, trafo, ...)

## S4 method for signature 'asBias,UnivariateDistribution,ContNeighborhood,asymmetricBias'
getAsRisk(
    risk, L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL, stand = NULL, trafo, ...)

## S4 method for signature 'asBias,UnivariateDistribution,TotalVarNeighborhood,ANY'
getAsRisk(
    risk, L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL, stand = NULL, trafo, ...)

## S4 method for signature 'asBias,RealRandVariable,ContNeighborhood,ANY'
getAsRisk(
    risk,L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL, stand = NULL,
    Distr, DistrSymm, L2derivSymm,
    L2derivDistrSymm, Finfo, trafo, z.start, A.start, maxiter, tol,
    warn, verbose = NULL, ...)
## S4 method for signature 'asBias,RealRandVariable,TotalVarNeighborhood,ANY'
getAsRisk(
    risk, L2deriv, neighbor, biastype, normtype = NULL,
    clip = NULL, cent = NULL, stand = NULL, Distr, DistrSymm, L2derivSymm,
    L2derivDistrSymm, Finfo, trafo, z.start, A.start, maxiter, tol,
    warn, verbose = NULL, ...)

## S4 method for signature 'asCov,UnivariateDistribution,ContNeighborhood,ANY'
getAsRisk(
    risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand, trafo = NULL, ...)

## S4 method for signature 'asCov,UnivariateDistribution,TotalVarNeighborhood,ANY'
getAsRisk(
    risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand, trafo = NULL, ...)

## S4 method for signature 'asCov,RealRandVariable,ContNeighborhood,ANY'
getAsRisk(risk,
    L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent, stand, Distr, trafo = NULL,
    V.comp =  matrix(TRUE, ncol = nrow(stand), nrow = nrow(stand)), w, ...)

## S4 method for signature 'trAsCov,UnivariateDistribution,UncondNeighborhood,ANY'
getAsRisk(
    risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand, trafo = NULL, ...)

## S4 method for signature 'trAsCov,RealRandVariable,ContNeighborhood,ANY'
getAsRisk(risk,
    L2deriv, neighbor, biastype, normtype, clip, cent, stand, Distr, trafo = NULL,  
    V.comp =  matrix(TRUE, ncol = nrow(stand), nrow = nrow(stand)),
    w, ...)
  
## S4 method for signature 'asAnscombe,UnivariateDistribution,UncondNeighborhood,ANY'
getAsRisk(
    risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand, trafo = NULL, FI, ...)

## S4 method for signature 'asAnscombe,RealRandVariable,ContNeighborhood,ANY'
getAsRisk(risk,
    L2deriv, neighbor, biastype, normtype, clip, cent, stand, Distr, trafo = NULL,
    V.comp =  matrix(TRUE, ncol = nrow(stand), nrow = nrow(stand)),
    FI, w, ...)
  

## S4 method for signature 'asUnOvShoot,UnivariateDistribution,UncondNeighborhood,ANY'
getAsRisk(
    risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand, trafo, ...)

## S4 method for signature 'asSemivar,UnivariateDistribution,Neighborhood,onesidedBias'
getAsRisk(
    risk, L2deriv, neighbor, biastype, normtype = NULL, clip, cent, stand, trafo, ...)



参数----------Arguments----------

参数:risk
object of class "asRisk".
对象类"asRisk"。


参数:L2deriv
L2-derivative of some L2-differentiable family of probability distributions.
L2-衍生的概率分布的一些L2-微的家庭。


参数:neighbor
object of class "Neighborhood".
对象类"Neighborhood"。


参数:biastype
object of class "ANY".
对象类"ANY"。


参数:...
additional parameters; often used to enable flexible calls.
额外的参数;经常使用,以实现灵活的呼叫。


参数:clip
optimal clipping bound.
最佳剪裁的约束。


参数:cent
optimal centering constant.
最优的中心不变。


参数:stand
standardizing matrix.
规范矩阵。


参数:Finfo
matrix: the Fisher Information of the parameter.
矩阵的Fisher信息的参数。


参数:trafo
matrix: transformation of the parameter.
矩阵变换的参数。


参数:Distr
object of class "Distribution".
对象类"Distribution"。


参数:DistrSymm
object of class "DistributionSymmetry".
对象类"DistributionSymmetry"。


参数:L2derivSymm
object of class "FunSymmList".
对象类"FunSymmList"。


参数:L2derivDistrSymm
object of class "DistrSymmList".
对象类"DistrSymmList"。


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:normtype
object of class "NormType".
对象类"NormType"。


参数:V.comp
matrix: indication which components of the standardizing matrix have to be computed.
矩阵:指示哪些组件标准化矩阵以计算。


参数:w
object of class RobWeight; current weight
对象的类RobWeight;目前的体重


参数:FI
trace of the respective Fisher Information
跟踪各自的Fisher信息


参数:verbose
logical: if TRUE some diagnostics are printed out.
逻辑:如果TRUE一些诊断都印出来。


Details

详细信息----------Details----------

This function is rarely called directly. It is used by
很少直接调用此函数。它是利用


值----------Value----------

The asymptotic risk is computed.
的渐近计算风险。


方法----------Methods----------

  


risk = "asMSE", L2deriv = "UnivariateDistribution", neighbor = "Neighborhood", biastype = "ANY": computes asymptotic mean square error in methods for function getInfRobIC.
风险=“asMSE”,L2deriv =“邻居的UnivariateDistribution”,“邻居”,biastype =“ANY”:计算渐近均方误差函数getInfRobIC方法。




risk = "asL1", L2deriv = "UnivariateDistribution", neighbor = "Neighborhood", biastype = "ANY": computes asymptotic mean absolute error in methods for function getInfRobIC.
风险=“ASL1”,L2deriv =“邻居的UnivariateDistribution”,“邻居”,biastype =“ANY”:计算渐近平均绝对误差函数getInfRobIC方法。




risk = "asL4", L2deriv = "UnivariateDistribution", neighbor = "Neighborhood", biastype = "ANY": computes asymptotic mean power 4 error in methods for function getInfRobIC.
风险=的“asL4”,L2deriv =的“UnivariateDistribution”,邻居=“邻居”,biastype =“ANY”:,渐近平均功率错误的方法计算函数getInfRobIC。




risk = "asMSE", L2deriv = "EuclRandVariable", neighbor = "Neighborhood", biastype = "ANY": computes asymptotic mean square error in methods for function getInfRobIC.
风险=“asMSE”,L2deriv =“EuclRandVariable的”邻居“邻居”,biastype =“ANY”:计算函数getInfRobIC渐近均方误差的方法。




risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood", biastype = "ANY": computes standardized asymptotic bias in methods for function getInfRobIC.
风险=“asBias”的,L2deriv =的“UnivariateDistribution”,邻居=“ContNeighborhood”,biastype =“ANY”:在为函数getInfRobIC的方法计算标准化的渐近偏差。




risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood", biastype = "onesidedBias": computes standardized asymptotic bias in methods for function getInfRobIC.
风险=的“asBias”,L2deriv =的“UnivariateDistribution”,邻居=“ContNeighborhood”,biastype =的“onesidedBias”:在为函数getInfRobIC的方法计算标准化的渐近偏差。




risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood", biastype = "asymmetricBias": computes standardized asymptotic bias in methods for function getInfRobIC.
风险=的“asBias”,L2deriv =的“UnivariateDistribution”,邻居=“ContNeighborhood”,biastype =的“asymmetricBias”:在为函数getInfRobIC的方法计算标准化的渐近偏差。




risk = "asBias", L2deriv = "UnivariateDistribution", neighbor = "TotalVarNeighborhood", biastype = "ANY": computes standardized asymptotic bias in methods for function getInfRobIC.
风险=“asBias”的,L2deriv =的“UnivariateDistribution”,邻居=“TotalVarNeighborhood”,biastype =“ANY”:在为函数getInfRobIC的方法计算标准化的渐近偏差。




risk = "asBias", L2deriv = "RealRandVariable", neighbor = "ContNeighborhood", biastype = "ANY": computes standardized asymptotic bias in methods for function getInfRobIC.
风险=“asBias”,L2deriv =“RealRandVariable的”邻居=“ContNeighborhood”,biastype =“ANY”:在为函数getInfRobIC的方法计算标准化的渐近偏差。




risk = "asCov", L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood", biastype = "ANY": computes asymptotic covariance in methods for function getInfRobIC.
风险=的“asCov”,L2deriv =的“UnivariateDistribution”,邻居=“ContNeighborhood”,biastype =“ANY”:渐近协方差函数getInfRobIC方法计算。




risk = "asCov", L2deriv = "UnivariateDistribution", neighbor = "TotalVarNeighborhood", biastype = "ANY": computes asymptotic covariance in methods for function getInfRobIC.
风险=的“asCov”,L2deriv =的“UnivariateDistribution”,邻居=“TotalVarNeighborhood”,biastype =“ANY”:渐近协方差函数getInfRobIC方法计算。




risk = "asCov", L2deriv = "RealRandVariable", neighbor = "ContNeighborhood", biastype = "ANY": computes asymptotic covariance in methods for function getInfRobIC.
风险=“asCov”,L2deriv =“RealRandVariable的”邻居=“ContNeighborhood”,biastype =“ANY”:渐近协方差函数getInfRobIC方法计算。




risk = "trAsCov", L2deriv = "UnivariateDistribution", neighbor = "UncondNeighborhood", biastype = "ANY": computes trace of asymptotic covariance in methods  for function getInfRobIC.
风险=的“trAsCov”,L2deriv =的“UnivariateDistribution”,邻居=“UncondNeighborhood”,biastype =“ANY”:计算跟踪方法的渐近协方差函数getInfRobIC。




risk = "trAsCov", L2deriv = "RealRandVariable", neighbor = "ContNeighborhood", biastype = "ANY": computes trace of asymptotic covariance in methods for  function getInfRobIC.
风险=“trAsCov”,L2deriv =“RealRandVariable的”邻居=“ContNeighborhood”,biastype =“ANY”:计算跟踪方法的渐近协方差函数getInfRobIC。




risk = "asAnscombe", L2deriv = "UnivariateDistribution", neighbor = "UncondNeighborhood", biastype = "ANY": computes the ARE in the ideal model in methods  for function getInfRobIC.
风险=的“asAnscombe”,L2deriv =的“UnivariateDistribution”,邻居=“UncondNeighborhood”,biastype =“ANY”:计算的理想模型的方法函数getInfRobIC。




risk = "asAnscombe", L2deriv = "RealRandVariable", neighbor = "ContNeighborhood", biastype = "ANY": computes the ARE in the ideal model in methods for  function getInfRobIC.
风险=“asAnscombe”,L2deriv =“RealRandVariable的”邻居=“ContNeighborhood”,biastype =“ANY”:计算的理想模型的方法函数getInfRobIC。




risk = "asUnOvShoot", L2deriv = "UnivariateDistribution", neighbor = "UncondNeighborhood", biastype = "ANY": computes asymptotic under-/overshoot risk in methods for  function getInfRobIC.
危险=“asUnOvShoot”的,L2deriv =的“UnivariateDistribution”,邻居=“UncondNeighborhood”,biastype =“ANY”:函数getInfRobIC方法为,计算渐近under-/overshoot风险。




risk = "asSemivar", L2deriv = "UnivariateDistribution", neighbor = "Neighborhood", biastype = "onesidedBias": computes asymptotic semivariance in methods for function getInfRobIC.   
风险=的“asSemivar”,L2deriv =的“UnivariateDistribution”,邻居=“邻居”,biastype =“onesidedBias”的计算渐近半方差函数getInfRobIC方法。


(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. (1994) Robust Asymptotic Statistics. New York: Springer.
Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for General Loss Functions. Statistics &amp; Decisions 22, 201-223.
Ruckdeschel, P. (2005) Optimally One-Sided Bounded Influence Curves. Mathematical Methods in Statistics 14(1), 105-131.
Kohl, M. (2005) Numerical Contributions to the Asymptotic Theory of Robustness.  Bayreuth: Dissertation.

参见----------See Also----------

asRisk-class
asRisk-class

转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。


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