getInfGamma(ROptEst)
getInfGamma()所属R语言包:ROptEst
Generic Function for the Computation of the Optimal Clipping Bound
通用功能的最优裁剪绑定的计算
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Generic function for the computation of the optimal clipping bound. This function is rarely called directly. It is called by getInfClip to compute optimally robust ICs.
通用函数的计算绑定的最佳剪辑。很少直接调用此函数。这就是所谓的getInfClip的来计算最佳强大的IC。
用法----------Usage----------
getInfGamma(L2deriv, risk, neighbor, biastype, ...)
## S4 method for signature 'UnivariateDistribution,asGRisk,ContNeighborhood,BiasType'
getInfGamma(L2deriv,
risk, neighbor, biastype, cent, clip)
## S4 method for signature 'UnivariateDistribution,asGRisk,TotalVarNeighborhood,BiasType'
getInfGamma(L2deriv,
risk, neighbor, biastype, cent, clip)
## S4 method for signature 'RealRandVariable,asMSE,ContNeighborhood,BiasType'
getInfGamma(L2deriv,
risk, neighbor, biastype, Distr, stand, cent, clip, power = 1L)
## S4 method for signature 'RealRandVariable,asMSE,TotalVarNeighborhood,BiasType'
getInfGamma(L2deriv,
risk, neighbor, biastype, Distr, stand, cent, clip, power = 1L)
## S4 method for signature 'UnivariateDistribution,asUnOvShoot,ContNeighborhood,BiasType'
getInfGamma(L2deriv,
risk, neighbor, biastype, cent, clip)
## S4 method for signature 'UnivariateDistribution,asMSE,ContNeighborhood,onesidedBias'
getInfGamma(L2deriv,
risk, neighbor, biastype, cent, clip)
## S4 method for signature 'UnivariateDistribution,asMSE,ContNeighborhood,asymmetricBias'
getInfGamma(L2deriv,
risk, neighbor, biastype, cent, clip)
参数----------Arguments----------
参数:L2deriv
L2-derivative of some L2-differentiable family of probability measures.
L2-衍生的一些L2-微家庭的概率措施。
参数:risk
object of class "RiskType".
对象类"RiskType"。
参数:neighbor
object of class "Neighborhood".
对象类"Neighborhood"。
参数:biastype
object of class "BiasType"
对象的类"BiasType"
参数:...
additional parameters
额外的参数
参数:cent
optimal centering constant.
最优的中心不变。
参数:clip
optimal clipping bound.
最佳剪裁的约束。
参数:stand
standardizing matrix.
规范矩阵。
参数:Distr
object of class "Distribution".
对象类"Distribution"。
参数:power
exponent for the integrand; by default 1, but may also be 2, for optimization in getLagrangeMultByOptim.
指数的积,默认情况下,1,但也可能是2,优化getLagrangeMultByOptim。
Details
详细信息----------Details----------
The function is used in case of asymptotic G-risks; confer Ruckdeschel and Rieder (2004).
渐近G-风险;赋予Ruckdeschel和里德尔(2004年)的情况下,在使用该功能。
方法----------Methods----------
L2deriv = "UnivariateDistribution", risk = "asGRisk", neighbor = "ContNeighborhood", biastype = "BiasType" used by getInfClip for symmetric bias.
L2deriv =的“UnivariateDistribution”风险=“asGRisk”的,邻居=“ContNeighborhood”,biastype =“BiasType”的使用getInfClip对称偏置。
L2deriv = "UnivariateDistribution", risk = "asGRisk", neighbor = "TotalVarNeighborhood", biastype = "BiasType" used by getInfClip for symmetric bias.
L2deriv =的“UnivariateDistribution”风险=“asGRisk”的,邻居=“TotalVarNeighborhood”,biastype =“BiasType”的使用getInfClip对称偏置。
L2deriv = "RealRandVariable", risk = "asMSE", neighbor = "ContNeighborhood", biastype = "BiasType" used by getInfClip for symmetric bias.
L2deriv =“RealRandVariable的”风险=“asMSE”的,邻居=“ContNeighborhood”,biastype =“BiasType”的使用getInfClip对称偏置。
L2deriv = "RealRandVariable", risk = "asMSE", neighbor = "TotalVarNeighborhood", biastype = "BiasType" used by getInfClip for symmetric bias.
L2deriv =“RealRandVariable的”风险=“asMSE”的,邻居=“TotalVarNeighborhood”,biastype =“BiasType”的使用getInfClip对称偏置。
L2deriv = "UnivariateDistribution", risk = "asUnOvShoot", neighbor = "ContNeighborhood", biastype = "BiasType" used by getInfClip for symmetric bias.
L2deriv =的“UnivariateDistribution”,风险的“asUnOvShoot”,邻居=“ContNeighborhood”,biastype =“BiasType”的使用getInfClip对称偏置。
L2deriv = "UnivariateDistribution", risk = "asMSE", neighbor = "ContNeighborhood", biastype = "onesidedBias" used by getInfClip for onesided bias.
L2deriv =的“UnivariateDistribution”风险=“asMSE”的,邻居=“ContNeighborhood”,biastype =“onesidedBias”的使用getInfClip片面的偏见。
L2deriv = "UnivariateDistribution", risk = "asMSE", neighbor = "ContNeighborhood", biastype = "asymmetricBias" used by getInfClip for asymmetric bias.
L2deriv =的“UnivariateDistribution”风险=“asMSE”的,邻居=“ContNeighborhood”,biastype =“asymmetricBias”的使用getInfClip不对称的偏差。
(作者)----------Author(s)----------
Matthias Kohl <a href="mailto:Matthias.Kohl@stamats.de">Matthias.Kohl@stamats.de</a>,
Peter Ruckdeschel <a href="mailtoeter.Ruckdeschel@itwm.fraunhofer.de">eter.Ruckdeschel@itwm.fraunhofer.de</a>
参考文献----------References----------
Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. 8: 106–115.
Rieder, H. (1994) Robust Asymptotic Statistics. New York: Springer.
Ruckdeschel, P. and Rieder, H. (2004) Optimal Influence Curves for General Loss Functions. Statistics & 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----------
asGRisk-class, asMSE-class, asUnOvShoot-class, ContIC-class,
asGRisk-class,asMSE-class,asUnOvShoot-class,ContIC-class,
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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