[Distr-commits] r1078 - in pkg/distrMod: . R man

[noreply at r-forge.r-project.org]

Author: ruckdeschel
Date: 2015-11-20 12:07:20 +0100 (Fri, 20 Nov 2015)
New Revision: 1078

Added:
   pkg/distrMod/man/internalmdeHelpers.Rd
Modified:
   pkg/distrMod/NAMESPACE
   pkg/distrMod/R/0distrModUtils.R
   pkg/distrMod/man/MDEstimator.Rd
Log:
[distrMod] released .CvMMDCovariance into NAMESPACE 

Modified: pkg/distrMod/NAMESPACE
===================================================================
--- pkg/distrMod/NAMESPACE	2015-11-08 19:07:39 UTC (rev 1077)
+++ pkg/distrMod/NAMESPACE	2015-11-20 11:07:20 UTC (rev 1078)
@@ -92,4 +92,4 @@
 export("L2LocationUnknownScaleFamily", "L2ScaleUnknownLocationFamily")
 export("meRes", "get.criterion.fct")
 export("addAlphTrsp2col")
-export(".deleteDim",".isUnitMatrix")
+export(".deleteDim",".isUnitMatrix", ".CvMMDCovariance")

Modified: pkg/distrMod/R/0distrModUtils.R
===================================================================
--- pkg/distrMod/R/0distrModUtils.R	2015-11-08 19:07:39 UTC (rev 1077)
+++ pkg/distrMod/R/0distrModUtils.R	2015-11-20 11:07:20 UTC (rev 1078)
@@ -103,6 +103,7 @@
    N1 <- 2*N+1
    odd <- (1:N1)%%2==1
 
+   ## shift L2family to a parameter value as given in main(param)
    param0 <- L2Fam at param
    dim0 <- dimension(param0)
 #   print(param0)

Modified: pkg/distrMod/man/MDEstimator.Rd
===================================================================
--- pkg/distrMod/man/MDEstimator.Rd	2015-11-08 19:07:39 UTC (rev 1077)
+++ pkg/distrMod/man/MDEstimator.Rd	2015-11-20 11:07:20 UTC (rev 1078)
@@ -74,7 +74,7 @@
 %\note{}
 \seealso{\code{\link{ParamFamily-class}}, \code{\link{ParamFamily}}, 
          \code{\link{MCEstimator}}, \code{\link{MCEstimate-class}},
-          \code{\link[MASS]{fitdistr}} }
+          \code{\link[MASS]{fitdistr}}, \code{\link{.CvMMDCovariance} }
 \examples{
 ## (empirical) Data
 x <- rgamma(50, scale = 0.5, shape = 3)
@@ -90,9 +90,7 @@
 
 ## von Mises minimum distance estimator with default mu
 MDEstimator(x = x, ParamFamily = G, distance = CvMDist,
-            asvar.fct = distrMod:::.CvMMDCovariance)
-#*** variance routine is still in testing phase so not yet
-#*** exported to namespace
+            asvar.fct = .CvMMDCovariance)
 ## von Mises minimum distance estimator with mu = N(0,1)
 MDEstimator(x = x, ParamFamily = G, distance = CvMDist, mu = Norm())
 

Added: pkg/distrMod/man/internalmdeHelpers.Rd
===================================================================
--- pkg/distrMod/man/internalmdeHelpers.Rd	                        (rev 0)
+++ pkg/distrMod/man/internalmdeHelpers.Rd	2015-11-20 11:07:20 UTC (rev 1078)
@@ -0,0 +1,61 @@
+\name{internal_mdehelpers_for_distrMod}
+\alias{internal_mdehelpers_for_distrMod}
+\alias{.CvMMDCovariance}
+
+\title{Internal helper functions for treating MDEstimators in package distrMod}
+
+\description{
+These functions are used internally by function \code{MDEstimator} in 
+package ``distrMod''.}
+
+\usage{
+.CvMMDCovariance<- function(L2Fam, param, mu = distribution(L2Fam),  
+                            withplot = FALSE, withpreIC = FALSE,
+                            N = getdistrOption("DefaultNrGridPoints")+1,
+                            rel.tol=.Machine$double.eps^0.3, 
+                            TruncQuantile = getdistrOption("TruncQuantile"), 
+                            IQR.fac = 15, 
+                            ...)
+}
+
+
+\arguments{
+  \item{L2Fam}{an object of class \code{L2ParamFamily}; 
+              the parametric family at which to evaluate the MCE}
+  \item{param}{an object of class \code{ParamFamParameter}; 
+               contains the parameter value at which to evaluate the 
+			   variance}
+  \item{mu}{an object of class \code{UnivariateDistribution}; 
+            the distribution on the reals at which to integrate the squared
+            distance of the cdf's in the CvM-distance}
+  \item{withplot}{logical; defaults to \code{FALSE}; if \code{TRUE} for diagnostic}  
+                  purposes plots the influence function of the CvM-MDE}
+  \item{withpreIC}{logical; should corresponding IC of the CvM-MDE be returned?}
+  \item{\dots}{currently not used} 
+  \item{N}{integer; the number of grid points at which to evaluate the antiderivative
+          in case of an absolutely continuous distribution; more precisely, internally}
+		  this becomes \eq{2N+1}}
+  \item{rel.tol}{numeric; relative tolerance; currently not used}
+  \item{TruncQuantile}{numeric in (0,1); in case of an unbounded support of the 
+                       distribution the quantile level at which to cut the distribution}
+  \item{IQR.fac}{a positive numeric; a factor by which to multiply the IQR of the distribution
+                 to obtain a sensible cut of point for the integration bounds}
+ }
+
+\details{
+\code{.CvMMDCovariance} computes the asymptotic covariance of the CvM-MDE according to
+H. Rieder (1994) "Robust Asymptotic Statistics".
+ }
+
+\value{
+\item{.CvMMDCovariance}{if argument \code{withpreIC} is \code{TRUE}, then
+a list with elements the IC of the CvM-MDE and its covariance is returned, otherwise
+just the covariance}
+}
+
+\author{
+  Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}
+}
+
+\keyword{internal}
+\concept{utilities}