[Robast-commits] r55 - in pkg: ROptEst/R RobAStBase/chm
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Feb 20 10:32:48 CET 2008
Author: ruckdeschel
Date: 2008-02-20 10:32:48 +0100 (Wed, 20 Feb 2008)
New Revision: 55
Modified:
pkg/ROptEst/R/getInfRobIC_asGRisk.R
pkg/RobAStBase/chm/00Index.html
pkg/RobAStBase/chm/RobAStBase.chm
pkg/RobAStBase/chm/RobAStBase.hhp
pkg/RobAStBase/chm/RobAStBase.toc
Log:
now bounds for b resp. c are only used in getInfRobIC_asGRisk if iter>1 and argument upper is NULL.
Modified: pkg/ROptEst/R/getInfRobIC_asGRisk.R
===================================================================
--- pkg/ROptEst/R/getInfRobIC_asGRisk.R 2008-02-20 06:45:08 UTC (rev 54)
+++ pkg/ROptEst/R/getInfRobIC_asGRisk.R 2008-02-20 09:32:48 UTC (rev 55)
@@ -31,13 +31,18 @@
iter <- iter + 1
z.old <- z
c0.old <- c0
+ ## new
+ lower0 <- getL1normL2deriv(L2deriv = L2deriv, cent = z) /
+ (1 + neighbor at radius^2)
+ upper0 <- sqrt( ( Finfo + z^2 )/(( 1 + neighbor at radius^2)^2 - 1) )
+ if (!is.null(upper)|(iter == 1))
+ {lower <- .Machine$double.eps^0.75
+ }else{ lower <- lower0; upper <- upper0}
+ ##
c0 <- try(uniroot(getInfClip,
-## new
-lower = getL1normL2deriv(L2deriv = L2deriv, cent = z)/ (1 + neighbor at radius^2),
-upper = sqrt( ( Finfo + z^2 )/(( 1 + neighbor at radius^2)^2 - 1) ),
-# lower = .Machine$double.eps^0.75,
-# upper = upper,
-##
+ ## new
+ lower = lower, upper = upper,
+ ##
tol = tol, L2deriv = L2deriv, risk = risk,
neighbor = neighbor, biastype = biastype,
cent = z, symm = S,
@@ -86,7 +91,7 @@
maxiter, tol, warn){
biastype <- biastype(risk)
if(is.null(z.start)) z.start <- numeric(ncol(trafo))
- if(is.null(A.start)) A.start <- trafo
+ if(is.null(A.start)) A.start <- trafo %*% solve(Finfo)
radius <- neighbor at radius
if(identical(all.equal(radius, 0), TRUE)){
@@ -129,13 +134,19 @@
z.old <- z
b.old <- b
A.old <- A
+ ## new
+ lower0 <- getL1normL2deriv(L2deriv = L2deriv, cent = z, stand = A,
+ Distr = Distr)/(1+neighbor at radius^2)
+ upper0 <- sqrt( sum( diag(A%*%Finfo%*%t(A)) + (A%*%z)^2) /
+ ((1 + neighbor at radius^2)^2-1))
+ if (!is.null(upper)|(iter == 1))
+ {lower <- .Machine$double.eps^0.75
+ }else{ lower <- lower0; upper <- upper0}
+ ##
b <- try(uniroot(getInfClip,
-## new
-lower = getL1normL2deriv(L2deriv = L2deriv, cent = z, stand = A, Distr = Distr)/(1+neighbor at radius^2),
-upper = sqrt( sum( diag(A%*%Finfo%*%t(A)) + (A%*%z)^2) / ((1 + neighbor at radius^2)^2-1)),
-# lower = .Machine$double.eps^0.75,
-# upper = upper,
-##
+ ## new
+ lower = lower, upper = upper,
+ ##
tol = tol, L2deriv = L2deriv, risk = risk,
biastype = biastype, Distr = Distr, neighbor = neighbor,
stand = A, cent = z, trafo = trafo)$root, silent = TRUE)
Modified: pkg/RobAStBase/chm/00Index.html
===================================================================
--- pkg/RobAStBase/chm/00Index.html 2008-02-20 06:45:08 UTC (rev 54)
+++ pkg/RobAStBase/chm/00Index.html 2008-02-20 09:32:48 UTC (rev 55)
@@ -246,6 +246,12 @@
<td>Generic function for the computation of one-step estimators</td></tr>
<tr><td width="25%"><a href="oneStepEstimator.html">oneStepEstimator-methods</a></td>
<td>Generic function for the computation of one-step estimators</td></tr>
+<tr><td width="25%"><a href="optIC.html">optIC</a></td>
+<td>Generic function for the computation of optimally robust ICs</td></tr>
+<tr><td width="25%"><a href="optIC.html">optIC,L2ParamFamily,asCov-method</a></td>
+<td>Generic function for the computation of optimally robust ICs</td></tr>
+<tr><td width="25%"><a href="optIC.html">optIC-methods</a></td>
+<td>Generic function for the computation of optimally robust ICs</td></tr>
</table>
<h2><a name="P">-- P --</a></h2>
Modified: pkg/RobAStBase/chm/RobAStBase.chm
===================================================================
(Binary files differ)
Modified: pkg/RobAStBase/chm/RobAStBase.hhp
===================================================================
--- pkg/RobAStBase/chm/RobAStBase.hhp 2008-02-20 06:45:08 UTC (rev 54)
+++ pkg/RobAStBase/chm/RobAStBase.hhp 2008-02-20 09:32:48 UTC (rev 55)
@@ -37,3 +37,4 @@
infoPlot.html
locMEstimator.html
oneStepEstimator.html
+optIC.html
Modified: pkg/RobAStBase/chm/RobAStBase.toc
===================================================================
--- pkg/RobAStBase/chm/RobAStBase.toc 2008-02-20 06:45:08 UTC (rev 54)
+++ pkg/RobAStBase/chm/RobAStBase.toc 2008-02-20 09:32:48 UTC (rev 55)
@@ -378,6 +378,18 @@
<param name="Local" value="oneStepEstimator.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="optIC">
+<param name="Local" value="optIC.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="optIC,L2ParamFamily,asCov-method">
+<param name="Local" value="optIC.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="optIC-methods">
+<param name="Local" value="optIC.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="plot,IC-method">
<param name="Local" value="IC-class.html">
</OBJECT>
@@ -547,6 +559,10 @@
<param name="Local" value="oneStepEstimator.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="Generic function for the computation of optimally robust ICs">
+<param name="Local" value="optIC.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="Generic function for the generation of influence curves">
<param name="Local" value="generateIC.html">
</OBJECT>
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