[Distr-commits] r512 - in branches/distr-2.2/pkg/distrMod: R chm man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Jul 17 19:24:04 CEST 2009
Author: ruckdeschel
Date: 2009-07-17 19:24:03 +0200 (Fri, 17 Jul 2009)
New Revision: 512
Modified:
branches/distr-2.2/pkg/distrMod/R/MCEstimator.R
branches/distr-2.2/pkg/distrMod/R/MDEstimator.R
branches/distr-2.2/pkg/distrMod/R/MLEstimator.R
branches/distr-2.2/pkg/distrMod/R/mleCalc-methods.R
branches/distr-2.2/pkg/distrMod/chm/MCEstimator.html
branches/distr-2.2/pkg/distrMod/chm/MDEstimator.html
branches/distr-2.2/pkg/distrMod/chm/MLEstimator.html
branches/distr-2.2/pkg/distrMod/chm/asSemivar-class.html
branches/distr-2.2/pkg/distrMod/chm/distrMod.chm
branches/distr-2.2/pkg/distrMod/chm/distrMod.hhp
branches/distr-2.2/pkg/distrMod/chm/mleCalc-methods.html
branches/distr-2.2/pkg/distrMod/man/MCEstimator.Rd
branches/distr-2.2/pkg/distrMod/man/MDEstimator.Rd
branches/distr-2.2/pkg/distrMod/man/MLEstimator.Rd
branches/distr-2.2/pkg/distrMod/man/mleCalc-methods.Rd
Log:
distrMod:::
changed behaviour of mceCalc() and consequently of MCEstimator(), MDEstimator(), MLEstimator():
Instead of mapping unallowed parameter values into allowed ones by makeOKPar(), thereby pretending
to optim/optimize that the unallowed parameters give reasonable criterion values, now always
a penalty is returned whenever the parameter is not valid. For profiling though, we still
keep the old behavior, i.e. map to allowed parameters by makeOKPar() in the returned criterion
function.
Modified: branches/distr-2.2/pkg/distrMod/R/MCEstimator.R
===================================================================
--- branches/distr-2.2/pkg/distrMod/R/MCEstimator.R 2009-07-16 13:45:42 UTC (rev 511)
+++ branches/distr-2.2/pkg/distrMod/R/MCEstimator.R 2009-07-17 17:24:03 UTC (rev 512)
@@ -3,7 +3,7 @@
###############################################################################
MCEstimator <- function(x, ParamFamily, criterion, crit.name,
startPar = NULL,
- Infos, trafo = NULL, penalty = 0, validity.check = TRUE,
+ Infos, trafo = NULL, penalty = 1e20, validity.check = TRUE,
asvar.fct, ...){
## preparation: getting the matched call
Modified: branches/distr-2.2/pkg/distrMod/R/MDEstimator.R
===================================================================
--- branches/distr-2.2/pkg/distrMod/R/MDEstimator.R 2009-07-16 13:45:42 UTC (rev 511)
+++ branches/distr-2.2/pkg/distrMod/R/MDEstimator.R 2009-07-17 17:24:03 UTC (rev 512)
@@ -3,7 +3,7 @@
###############################################################################
MDEstimator <- function(x, ParamFamily, distance = KolmogorovDist, dist.name,
startPar = NULL, Infos,
- trafo = NULL, penalty = 0, asvar.fct, ...){
+ trafo = NULL, penalty = 1e20, asvar.fct, ...){
## preparation: getting the matched call
es.call <- match.call()
Modified: branches/distr-2.2/pkg/distrMod/R/MLEstimator.R
===================================================================
--- branches/distr-2.2/pkg/distrMod/R/MLEstimator.R 2009-07-16 13:45:42 UTC (rev 511)
+++ branches/distr-2.2/pkg/distrMod/R/MLEstimator.R 2009-07-17 17:24:03 UTC (rev 512)
@@ -5,7 +5,7 @@
## Maximum-Likelihood estimator
MLEstimator <- function(x, ParamFamily, startPar = NULL,
- Infos, trafo = NULL, penalty = 0, ...){
+ Infos, trafo = NULL, penalty = 1e20, ...){
## preparation: getting the matched call
es.call <- match.call()
Modified: branches/distr-2.2/pkg/distrMod/R/mleCalc-methods.R
===================================================================
--- branches/distr-2.2/pkg/distrMod/R/mleCalc-methods.R 2009-07-16 13:45:42 UTC (rev 511)
+++ branches/distr-2.2/pkg/distrMod/R/mleCalc-methods.R 2009-07-17 17:24:03 UTC (rev 512)
@@ -62,7 +62,7 @@
setMethod("mleCalc", signature(x = "numeric", PFam = "ParamFamily"),
- function(x, PFam, startPar = NULL, penalty = 0, Infos = NULL, ...){
+ function(x, PFam, startPar = NULL, penalty = 1e20, Infos = NULL, ...){
res <- mceCalc(x = x, PFam = PFam,
criterion = .negLoglikelihood, startPar = startPar,
@@ -77,7 +77,7 @@
################################################################################
setMethod("mceCalc", signature(x = "numeric", PFam = "ParamFamily"),
- function(x, PFam, criterion, startPar = NULL, penalty = 0,
+ function(x, PFam, criterion, startPar = NULL, penalty = 1e20,
crit.name = "", Infos = NULL, ...){
if(is.null(startPar)) startPar <- startPar(PFam)(x,...)
@@ -89,12 +89,19 @@
fun <- function(theta, Data, ParamFamily, criterion, ...){
vP <- validParameter(ParamFamily, theta)
- if(!vP) theta <- makeOKPar(ParamFamily)(theta)
- if(lnx)
- names(theta) <- c(names(main(ParamFamily)),
- names(nuisance(ParamFamily)))
- else names(theta) <- names(main(ParamFamily))
- crit <- criterion(Data, ParamFamily at modifyParam(theta), ...)
+ if(!vP) crit <- penalty
+ else{
+ if(lnx)
+ names(theta) <- c(names(main(ParamFamily)),
+ names(nuisance(ParamFamily)))
+ else names(theta) <- names(main(ParamFamily))
+ distr.new <- try(ParamFamily at modifyParam(theta),silent = TRUE)
+ if(is(distr.new,"try.error")) crit <- penalty
+ else{ crit <- try(criterion(Data, distr.new, ...),
+ silent = TRUE)
+ if(is(crit, "try-error")) crit <- penalty
+ }
+ }
critP <- crit + penalty * (1-vP)
return(critP)}
@@ -115,6 +122,9 @@
crit <- res$value
}
+ vP <- validParameter(PFam, theta)
+ if(!vP) theta <- makeOKPar(PFam)(theta)
+
idx <- if(lnx) lmx + 1:lnx else 1:(lmx+lnx)
nuis.idx <- if(lnx) idx else NULL
nuis <- if(lnx) theta[-idx] else NULL
@@ -123,8 +133,19 @@
nuisance = nuis,
fixed = fixed)
+ fun2 <- function(theta, Data, ParamFamily, criterion, ...){
+ vP <- validParameter(ParamFamily, theta)
+ if(!vP) theta <- makeOKPar(ParamFamily)(theta)
+ if(lnx)
+ names(theta) <- c(names(main(ParamFamily)),
+ names(nuisance(ParamFamily)))
+ else names(theta) <- names(main(ParamFamily))
+ distr.new <- ParamFamily at modifyParam(theta)
+ crit <- criterion(Data, distr.new, ...)
+ return(crit)}
+
crit.fct <- get.criterion.fct(theta, Data = x, ParamFam = PFam,
- criterion, fun, ...)
+ criterion, fun2, ...)
return(meRes(x, theta, crit, param, crit.fct, method = method,
crit.name = crit.name, Infos = Infos))
Modified: branches/distr-2.2/pkg/distrMod/chm/MCEstimator.html
===================================================================
--- branches/distr-2.2/pkg/distrMod/chm/MCEstimator.html 2009-07-16 13:45:42 UTC (rev 511)
+++ branches/distr-2.2/pkg/distrMod/chm/MCEstimator.html 2009-07-17 17:24:03 UTC (rev 512)
@@ -30,7 +30,7 @@
<pre>
MCEstimator(x, ParamFamily, criterion, crit.name,
startPar = NULL, Infos, trafo = NULL,
- penalty = 0, validity.check = TRUE, asvar.fct, ...)
+ penalty = 1e20, validity.check = TRUE, asvar.fct, ...)
</pre>
Modified: branches/distr-2.2/pkg/distrMod/chm/MDEstimator.html
===================================================================
--- branches/distr-2.2/pkg/distrMod/chm/MDEstimator.html 2009-07-16 13:45:42 UTC (rev 511)
+++ branches/distr-2.2/pkg/distrMod/chm/MDEstimator.html 2009-07-17 17:24:03 UTC (rev 512)
@@ -26,7 +26,7 @@
<pre>
MDEstimator(x, ParamFamily, distance = KolmogorovDist, dist.name,
startPar = NULL, Infos, trafo = NULL,
- penalty = 0, asvar.fct, ...)
+ penalty = 1e20, asvar.fct, ...)
</pre>
Modified: branches/distr-2.2/pkg/distrMod/chm/MLEstimator.html
===================================================================
--- branches/distr-2.2/pkg/distrMod/chm/MLEstimator.html 2009-07-16 13:45:42 UTC (rev 511)
+++ branches/distr-2.2/pkg/distrMod/chm/MLEstimator.html 2009-07-17 17:24:03 UTC (rev 512)
@@ -27,7 +27,7 @@
<pre>
MLEstimator(x, ParamFamily, startPar = NULL,
- Infos, trafo = NULL, penalty = 0, ...)
+ Infos, trafo = NULL, penalty = 1e20, ...)
</pre>
Modified: branches/distr-2.2/pkg/distrMod/chm/asSemivar-class.html
===================================================================
--- branches/distr-2.2/pkg/distrMod/chm/asSemivar-class.html 2009-07-16 13:45:42 UTC (rev 511)
+++ branches/distr-2.2/pkg/distrMod/chm/asSemivar-class.html 2009-07-17 17:24:03 UTC (rev 512)
@@ -42,6 +42,15 @@
norm in which a multivariate parameter is considered</dd>
</dl>
+<h3>Methods</h3>
+
+<dl>
+<dt>sign</dt><dd><code>signature(object = "asSemivar")</code>:
+accessor function for slot <code>sign</code>. </dd>
+<dt>sign<-</dt><dd><code>signature(object = "asSemivar", value = "numeric")</code>:
+replacement function for slot <code>sign</code>. </dd>
+</dl>
+
<h3>Extends</h3>
<p>
@@ -52,13 +61,6 @@
</p>
-<h3>Methods</h3>
-
-<p>
-No methods defined with class "asSemivar" in the signature.
-</p>
-
-
<h3>Author(s)</h3>
<p>
Modified: branches/distr-2.2/pkg/distrMod/chm/distrMod.chm
===================================================================
(Binary files differ)
Modified: branches/distr-2.2/pkg/distrMod/chm/distrMod.hhp
===================================================================
--- branches/distr-2.2/pkg/distrMod/chm/distrMod.hhp 2009-07-16 13:45:42 UTC (rev 511)
+++ branches/distr-2.2/pkg/distrMod/chm/distrMod.hhp 2009-07-17 17:24:03 UTC (rev 512)
@@ -18,11 +18,6 @@
BinomFamily.html
CauchyLocationScaleFamily.html
Confint-class.html
-DistrSymmList-class.html
-DistrSymmList.html
-DistributionSymmetry-class.html
-EllipticalSymmetry-class.html
-EllipticalSymmetry.html
Estimate-class.html
Estimator.html
EvenSymmetric-class.html
@@ -51,8 +46,6 @@
MCEstimator.html
MDEstimator.html
MLEstimator.html
-NoSymmetry-class.html
-NoSymmetry.html
NonSymmetric-class.html
NonSymmetric.html
NormLocationFamily.html
@@ -69,16 +62,11 @@
ParamFamily-class.html
ParamFamily.html
PoisFamily.html
-PosDefSymmMatrix-class.html
-PosDefSymmMatrix.html
ProbFamily-class.html
QFNorm.html
QFnorm-class.html
RiskType-class.html
SelfNorm.html
-SphericalSymmetry-class.html
-SphericalSymmetry.html
-Symmetry-class.html
asBias-class.html
asBias.html
asCov-class.html
@@ -124,8 +112,6 @@
onesidedBias-class.html
positiveBias.html
print-methods.html
-solve-methods.html
-sqrt-methods.html
symmetricBias-class.html
symmetricBias.html
trAsCov-class.html
Modified: branches/distr-2.2/pkg/distrMod/chm/mleCalc-methods.html
===================================================================
--- branches/distr-2.2/pkg/distrMod/chm/mleCalc-methods.html 2009-07-16 13:45:42 UTC (rev 511)
+++ branches/distr-2.2/pkg/distrMod/chm/mleCalc-methods.html 2009-07-17 17:24:03 UTC (rev 512)
@@ -37,11 +37,11 @@
mleCalc(x, PFam, ...)
## S4 method for signature 'numeric, ParamFamily':
mceCalc(x, PFam, criterion,
- startPar = NULL, penalty = 0, crit.name,
+ startPar = NULL, penalty = 1e20, crit.name,
Infos = NULL, ...)
## S4 method for signature 'numeric, ParamFamily':
mleCalc(x, PFam, startPar = NULL,
- penalty = 0, Infos = NULL, ...)
+ penalty = 1e20, Infos = NULL, ...)
## S4 method for signature 'numeric, BinomFamily':
mleCalc(x, PFam, ...)
## S4 method for signature 'numeric, PoisFamily':
Modified: branches/distr-2.2/pkg/distrMod/man/MCEstimator.Rd
===================================================================
--- branches/distr-2.2/pkg/distrMod/man/MCEstimator.Rd 2009-07-16 13:45:42 UTC (rev 511)
+++ branches/distr-2.2/pkg/distrMod/man/MCEstimator.Rd 2009-07-17 17:24:03 UTC (rev 512)
@@ -13,7 +13,7 @@
\usage{
MCEstimator(x, ParamFamily, criterion, crit.name,
startPar = NULL, Infos, trafo = NULL,
- penalty = 0, validity.check = TRUE, asvar.fct, ...)
+ penalty = 1e20, validity.check = TRUE, asvar.fct, ...)
}
\arguments{
\item{x}{ (empirical) data }
Modified: branches/distr-2.2/pkg/distrMod/man/MDEstimator.Rd
===================================================================
--- branches/distr-2.2/pkg/distrMod/man/MDEstimator.Rd 2009-07-16 13:45:42 UTC (rev 511)
+++ branches/distr-2.2/pkg/distrMod/man/MDEstimator.Rd 2009-07-17 17:24:03 UTC (rev 512)
@@ -9,7 +9,7 @@
\usage{
MDEstimator(x, ParamFamily, distance = KolmogorovDist, dist.name,
startPar = NULL, Infos, trafo = NULL,
- penalty = 0, asvar.fct, ...)
+ penalty = 1e20, asvar.fct, ...)
}
%- maybe also 'usage' for other objects documented here.
\arguments{
Modified: branches/distr-2.2/pkg/distrMod/man/MLEstimator.Rd
===================================================================
--- branches/distr-2.2/pkg/distrMod/man/MLEstimator.Rd 2009-07-16 13:45:42 UTC (rev 511)
+++ branches/distr-2.2/pkg/distrMod/man/MLEstimator.Rd 2009-07-17 17:24:03 UTC (rev 512)
@@ -10,7 +10,7 @@
}
\usage{
MLEstimator(x, ParamFamily, startPar = NULL,
- Infos, trafo = NULL, penalty = 0, ...)
+ Infos, trafo = NULL, penalty = 1e20, ...)
}
%- maybe also 'usage' for other objects documented here.
\arguments{
Modified: branches/distr-2.2/pkg/distrMod/man/mleCalc-methods.Rd
===================================================================
--- branches/distr-2.2/pkg/distrMod/man/mleCalc-methods.Rd 2009-07-16 13:45:42 UTC (rev 511)
+++ branches/distr-2.2/pkg/distrMod/man/mleCalc-methods.Rd 2009-07-17 17:24:03 UTC (rev 512)
@@ -19,10 +19,10 @@
mceCalc(x, PFam, ...)
mleCalc(x, PFam, ...)
\S4method{mceCalc}{numeric,ParamFamily}(x, PFam, criterion,
- startPar = NULL, penalty = 0, crit.name,
+ startPar = NULL, penalty = 1e20, crit.name,
Infos = NULL, \dots)
\S4method{mleCalc}{numeric,ParamFamily}(x, PFam, startPar = NULL,
- penalty = 0, Infos = NULL, \dots)
+ penalty = 1e20, Infos = NULL, \dots)
\S4method{mleCalc}{numeric,BinomFamily}(x, PFam, \dots)
\S4method{mleCalc}{numeric,PoisFamily}(x, PFam, \dots)
\S4method{mleCalc}{numeric,NormLocationFamily}(x, PFam, \dots)
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