[Distr-commits] r185 - in branches/distr-2.0/pkg/distrMod: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jul 21 06:43:16 CEST 2008
Author: stamats
Date: 2008-07-21 06:43:16 +0200 (Mon, 21 Jul 2008)
New Revision: 185
Modified:
branches/distr-2.0/pkg/distrMod/R/L2GroupFamilies.R
branches/distr-2.0/pkg/distrMod/R/MLEstimator.R
branches/distr-2.0/pkg/distrMod/R/SimpleL2ParamFamilies.R
branches/distr-2.0/pkg/distrMod/man/MCEstimator.Rd
branches/distr-2.0/pkg/distrMod/man/MDEstimator.Rd
branches/distr-2.0/pkg/distrMod/man/MLEstimator.Rd
Log:
explicitly introduce names for the parameters which are then printed
Modified: branches/distr-2.0/pkg/distrMod/R/L2GroupFamilies.R
===================================================================
--- branches/distr-2.0/pkg/distrMod/R/L2GroupFamilies.R 2008-07-18 10:17:04 UTC (rev 184)
+++ branches/distr-2.0/pkg/distrMod/R/L2GroupFamilies.R 2008-07-21 04:43:16 UTC (rev 185)
@@ -20,9 +20,11 @@
if(length(distrSymm at SymmCenter) != 1)
stop("slot 'SymmCenter' of 'distrSymm' has wrong dimension")
}
- }
-
- param <- ParamFamParameter(name = "location", main = loc, trafo = trafo)
+ }
+
+ param0 <- loc
+ names(param0) <- "loc"
+ param <- ParamFamParameter(name = "location", main = param0, trafo = trafo)
modifyParam <- function(theta){}
body(modifyParam) <- substitute({ scale*centraldistribution+theta },
list(scale = scale))
@@ -103,7 +105,10 @@
if(length(distrSymm at SymmCenter) != 1)
stop("slot 'SymmCenter' of 'distrSymm' has wrong dimension")
}
- }
+ }
+
+ param0 <- scale
+ names(param0) <- "scale"
param <- ParamFamParameter(name = "scale", main = scale, trafo = trafo)
modifyParam <- function(theta){}
body(modifyParam) <- substitute({ theta*centraldistribution+loc },
@@ -187,8 +192,11 @@
if(length(distrSymm at SymmCenter) != 1)
stop("slot 'SymmCenter' of 'distrSymm' has wrong dimension")
}
- }
- param <- ParamFamParameter(name = "location and scale", main = c(loc, scale),
+ }
+
+ param0 <- c(loc, scale)
+ names(param0) <- c("loc", "scale")
+ param <- ParamFamParameter(name = "location and scale", main = param0,
trafo = trafo)
modifyParam <- function(theta){theta[2]*centraldistribution+theta[1] }
props <- c(paste("The", name, "is invariant under"),
Modified: branches/distr-2.0/pkg/distrMod/R/MLEstimator.R
===================================================================
--- branches/distr-2.0/pkg/distrMod/R/MLEstimator.R 2008-07-18 10:17:04 UTC (rev 184)
+++ branches/distr-2.0/pkg/distrMod/R/MLEstimator.R 2008-07-21 04:43:16 UTC (rev 185)
@@ -31,7 +31,7 @@
res <- MCEstimator(x = x, ParamFamily = ParamFamily, criterion = negLoglikelihood,
interval = interval, par = par, ...)
names(res$criterion) <- "negative log-likelihood"
- class(res) <- c("MLEstimator", "MCEstimator", "Estimate")
+ class(res) <- c("MCEstimator", "Estimate")
return(res)
}
Modified: branches/distr-2.0/pkg/distrMod/R/SimpleL2ParamFamilies.R
===================================================================
--- branches/distr-2.0/pkg/distrMod/R/SimpleL2ParamFamilies.R 2008-07-18 10:17:04 UTC (rev 184)
+++ branches/distr-2.0/pkg/distrMod/R/SimpleL2ParamFamilies.R 2008-07-21 04:43:16 UTC (rev 185)
@@ -8,8 +8,10 @@
distrSymm <- SphericalSymmetry(SymmCenter = size*prob)
else
distrSymm <- NoSymmetry()
+ param0 <- prob
+ names(param0) <- "prob"
param <- ParamFamParameter(name = "probability of success",
- main = prob, trafo = trafo)
+ main = param0, trafo = trafo)
modifyParam <- function(theta){ Binom(size = size, prob = theta) }
body(modifyParam) <- substitute({ Binom(size = size, prob = theta) }, list(size = size))
props <- c("The Binomial family is symmetric with respect to prob = 0.5;",
@@ -45,8 +47,10 @@
name <- "Poisson family"
distribution <- Pois(lambda = lambda)
distrSymm <- NoSymmetry()
+ param0 <- lambda
+ names(param0) <- "lambda"
param <- ParamFamParameter(name = "positive mean",
- main = lambda, trafo = trafo)
+ main = param0, trafo = trafo)
modifyParam <- function(theta){ Pois(lambda = theta) }
props <- character(0)
L2deriv.fct <- function(param){
@@ -76,8 +80,10 @@
name <- "Gamma family"
distribution <- Gammad(scale = scale, shape = shape)
distrSymm <- NoSymmetry()
+ param0 <- c(scale, shape)
+ names(param0) <- c("scale", "shape")
param <- ParamFamParameter(name = "scale and shape",
- main = c(scale, shape), trafo = trafo)
+ main = param0, trafo = trafo)
modifyParam <- function(theta){ Gammad(scale = theta[1], shape = theta[2]) }
props <- c("The Gamma family is scale invariant via the parametrization",
"'(nu,shape)=(log(scale),shape)'")
@@ -117,7 +123,9 @@
name <- "normal location family"
distribution <- Norm(mean = mean, sd = sd)
distrSymm <- SphericalSymmetry(SymmCenter = mean)
- param <- ParamFamParameter(name = "location", main = mean, trafo = trafo)
+ param0 <- mean
+ names(param0) <- "mean"
+ param <- ParamFamParameter(name = "location", main = param0, trafo = trafo)
modifyParam <- function(theta){ Norm(mean = theta, sd = sd) }
body(modifyParam) <- substitute({ Norm(mean = theta, sd = sd) }, list(sd = sd))
props <- c("The normal location family is invariant under",
@@ -148,7 +156,9 @@
name <- "Gumbel location family"
distribution <- Gumbel(loc = loc, scale = scale)
distrSymm <- NoSymmetry()
- param <- ParamFamParameter(name = "location", main = loc, trafo = trafo)
+ param0 <- loc
+ names(param0) <- "loc"
+ param <- ParamFamParameter(name = "location", main = param0, trafo = trafo)
modifyParam <- function(theta){ Gumbel(loc = theta, scale = scale) }
body(modifyParam) <- substitute({ Gumbel(loc = theta, scale = scale) }, list(scale = scale))
props <- c("The Gumbel location family is invariant under",
@@ -179,7 +189,9 @@
name <- "normal scale family"
distribution <- Norm(mean = mean, sd = sd)
distrSymm <- SphericalSymmetry(SymmCenter = mean)
- param <- ParamFamParameter(name = "scale", main = sd, trafo = trafo)
+ param0 <- sd
+ names(param0) <- "sd"
+ param <- ParamFamParameter(name = "scale", main = param0, trafo = trafo)
modifyParam <- function(theta){ Norm(mean = mean, sd = theta) }
body(modifyParam) <- substitute({ Norm(mean = mean, sd = theta) }, list(mean = mean))
props <- c("The normal scale family is invariant under",
@@ -212,7 +224,9 @@
name <- "Exponential scale family"
distribution <- Exp(rate = rate)
distrSymm <- NoSymmetry()
- param <- ParamFamParameter(name = "scale", main = 1/rate, trafo = trafo)
+ param0 <- 1/rate
+ names(param0) <- "scale"
+ param <- ParamFamParameter(name = "scale", main = param0, trafo = trafo)
modifyParam <- function(theta){ Exp(rate = 1/theta) }
props <- c("The Exponential scale family is invariant under",
"the group of transformations 'g(y) = scale*y'",
@@ -244,7 +258,9 @@
name <- "lognormal scale family"
distribution <- Lnorm(meanlog = meanlog, sdlog = sdlog)
distrSymm <- NoSymmetry()
- param <- ParamFamParameter(name = "scale", main = exp(meanlog), trafo = trafo)
+ param0 <- exp(meanlog)
+ names(param0) <- "scale"
+ param <- ParamFamParameter(name = "scale", main = param0, trafo = trafo)
modifyParam <- function(theta){ Lnorm(meanlog = log(theta), sdlog = sdlog) }
body(modifyParam) <- substitute({ Lnorm(meanlog = log(theta), sdlog = sdlog) }, list(sdlog = sdlog))
props <- c("The Lognormal scale family is invariant under",
@@ -278,7 +294,9 @@
name <- "normal location and scale family"
distribution <- Norm(mean = mean, sd = sd)
distrSymm <- SphericalSymmetry(SymmCenter = mean)
- param <- ParamFamParameter(name = "location and scale", main = c(mean, sd), trafo = trafo)
+ param0 <- c(mean, sd)
+ names(param0) <- c("mean", "sd")
+ param <- ParamFamParameter(name = "location and scale", main = param0, trafo = trafo)
modifyParam <- function(theta){ Norm(mean = theta[1], sd = theta[2]) }
props <- c("The normal location and scale family is invariant under",
"the group of transformations 'g(x) = sd*x + mean'",
Modified: branches/distr-2.0/pkg/distrMod/man/MCEstimator.Rd
===================================================================
--- branches/distr-2.0/pkg/distrMod/man/MCEstimator.Rd 2008-07-18 10:17:04 UTC (rev 184)
+++ branches/distr-2.0/pkg/distrMod/man/MCEstimator.Rd 2008-07-21 04:43:16 UTC (rev 185)
@@ -45,17 +45,7 @@
x <- rgamma(50, scale = 0.5, shape = 3)
## parametric family of probability measures
-theta <- c(1, 2)
-names(theta) <- c("scale", "shape")
-G <- ParamFamily(name = "Gamma family",
- param = ParamFamParameter(name = "scale and shape", main = theta),
- distribution = Gammad(scale = 1, shape = 2),
- modifyParam = function(theta){
- Gammad(scale = theta[1], shape = theta[2])
- },
- props = paste(c("The Gamma family is scale invariant via the",
- "parametrization '(nu,shape)=(log(scale),shape)'"),
- collapse = " "))
+G <- GammaFamily(scale = 1, shape = 2)
## Maximum Likelihood estimator
## Note: you can directly use function MLEstimator!
Modified: branches/distr-2.0/pkg/distrMod/man/MDEstimator.Rd
===================================================================
--- branches/distr-2.0/pkg/distrMod/man/MDEstimator.Rd 2008-07-18 10:17:04 UTC (rev 184)
+++ branches/distr-2.0/pkg/distrMod/man/MDEstimator.Rd 2008-07-21 04:43:16 UTC (rev 185)
@@ -49,17 +49,7 @@
x <- rgamma(50, scale = 0.5, shape = 3)
## parametric family of probability measures
-theta <- c(1, 2)
-names(theta) <- c("scale", "shape")
-G <- ParamFamily(name = "Gamma family",
- param = ParamFamParameter(name = "scale and shape", main = theta),
- distribution = Gammad(scale = 1, shape = 2),
- modifyParam = function(theta){
- Gammad(scale = theta[1], shape = theta[2])
- },
- props = paste(c("The Gamma family is scale invariant via the",
- "parametrization '(nu,shape)=(log(scale),shape)'"),
- collapse = " "))
+G <- GammaFamily(scale = 1, shape = 2)
## Kolmogorov(-Smirnov) minimum distance estimator
MDEstimator(x = x, ParamFamily = G, distance = KolmogorovDist)
Modified: branches/distr-2.0/pkg/distrMod/man/MLEstimator.Rd
===================================================================
--- branches/distr-2.0/pkg/distrMod/man/MLEstimator.Rd 2008-07-18 10:17:04 UTC (rev 184)
+++ branches/distr-2.0/pkg/distrMod/man/MLEstimator.Rd 2008-07-21 04:43:16 UTC (rev 185)
@@ -42,17 +42,7 @@
x <- rgamma(50, scale = 0.5, shape = 3)
## parametric family of probability measures
-theta <- c(1, 2)
-names(theta) <- c("scale", "shape")
-G <- ParamFamily(name = "Gamma family",
- param = ParamFamParameter(name = "scale and shape", main = theta),
- distribution = Gammad(scale = 1, shape = 2),
- modifyParam = function(theta){
- Gammad(scale = theta[1], shape = theta[2])
- },
- props = paste(c("The Gamma family is scale invariant via the",
- "parametrization '(nu,shape)=(log(scale),shape)'"),
- collapse = " "))
+G <- GammaFamily(scale = 1, shape = 2)
## Maximum likelihood estimator
(res <- MLEstimator(x = x, ParamFamily = G))
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