[Robast-commits] r131 - in pkg: RobAStBase RobAStBase/R RobAStBase/man RobLox RobLox/R RobLox/inst/tests RobLox/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jul 28 14:27:14 CEST 2008
Author: stamats
Date: 2008-07-28 14:27:14 +0200 (Mon, 28 Jul 2008)
New Revision: 131
Added:
pkg/RobAStBase/R/bALEstimate.R
pkg/RobAStBase/man/ALEstimate-class.Rd
pkg/RobAStBase/man/MEstimate-class.Rd
pkg/RobAStBase/man/kStepEstimate-class.Rd
Modified:
pkg/RobAStBase/NAMESPACE
pkg/RobAStBase/R/AllClass.R
pkg/RobAStBase/R/AllGeneric.R
pkg/RobAStBase/R/locMEstimator.R
pkg/RobAStBase/R/oneStepEstimator.R
pkg/RobAStBase/man/locMEstimator.Rd
pkg/RobAStBase/man/oneStepEstimator.Rd
pkg/RobLox/DESCRIPTION
pkg/RobLox/NAMESPACE
pkg/RobLox/R/roblox.R
pkg/RobLox/R/rowRoblox.R
pkg/RobLox/inst/tests/tests.R
pkg/RobLox/man/rlOptIC.Rd
pkg/RobLox/man/rlsOptIC.AL.Rd
pkg/RobLox/man/rlsOptIC.An1.Rd
pkg/RobLox/man/rlsOptIC.An2.Rd
pkg/RobLox/man/rlsOptIC.AnMad.Rd
pkg/RobLox/man/rlsOptIC.BM.Rd
pkg/RobLox/man/rlsOptIC.Ha3.Rd
pkg/RobLox/man/rlsOptIC.Ha4.Rd
pkg/RobLox/man/rlsOptIC.HaMad.Rd
pkg/RobLox/man/rlsOptIC.Hu1.Rd
pkg/RobLox/man/rlsOptIC.Hu2.Rd
pkg/RobLox/man/rlsOptIC.Hu2a.Rd
pkg/RobLox/man/rlsOptIC.Hu3.Rd
pkg/RobLox/man/rlsOptIC.HuMad.Rd
pkg/RobLox/man/rlsOptIC.M.Rd
pkg/RobLox/man/rlsOptIC.MM2.Rd
pkg/RobLox/man/rlsOptIC.Tu1.Rd
pkg/RobLox/man/rlsOptIC.Tu2.Rd
pkg/RobLox/man/rlsOptIC.TuMad.Rd
pkg/RobLox/man/roblox.Rd
pkg/RobLox/man/rowRoblox.Rd
pkg/RobLox/man/rsOptIC.Rd
Log:
merged branch into trunk
Modified: pkg/RobAStBase/NAMESPACE
===================================================================
--- pkg/RobAStBase/NAMESPACE 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobAStBase/NAMESPACE 2008-07-28 12:27:14 UTC (rev 131)
@@ -15,7 +15,8 @@
"ContIC",
"TotalVarIC")
exportClasses("RobAStControl", "RobWeight", "BoundedWeight",
- "BdStWeight", "HampelWeight")
+ "BdStWeight", "HampelWeight")
+exportClasses("ALEstimate", "kStepEstimate", "MEstimate")
exportMethods("show",
"plot")
exportMethods("type", "radius")
@@ -48,6 +49,7 @@
exportMethods("getRiskIC")
exportMethods("getBiasIC")
exportMethods("comparePlot")
+exportMethods("pIC", "steps", "Mroot")
export("ContNeighborhood", "TotalVarNeighborhood")
export("FixRobModel", "InfRobModel")
export("InfluenceCurve", "IC", "ContIC", "TotalVarIC")
Modified: pkg/RobAStBase/R/AllClass.R
===================================================================
--- pkg/RobAStBase/R/AllClass.R 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobAStBase/R/AllClass.R 2008-07-28 12:27:14 UTC (rev 131)
@@ -6,27 +6,27 @@
require("RandVar", character = TRUE, quietly = TRUE)
}
-# neighborhood
+## neighborhood
setClass("Neighborhood",
representation(type = "character",
radius = "numeric"),
contains = "VIRTUAL")
-# unconditional (errors-in-variables) neighborhood
+## unconditional (errors-in-variables) neighborhood
setClass("UncondNeighborhood", contains = c("Neighborhood", "VIRTUAL"))
-# unconditional convex contamination neighborhood
+## unconditional convex contamination neighborhood
setClass("ContNeighborhood", contains = "UncondNeighborhood",
prototype = prototype(type = "(uncond.) convex contamination neighborhood",
radius = 0))
-# unconditional total variation neighborhood
+## unconditional total variation neighborhood
setClass("TotalVarNeighborhood", contains = "UncondNeighborhood",
prototype = prototype(type = "(uncond.) total variation neighborhood",
radius = 0))
-# robust model
+## robust model
setClass("RobModel",
representation(center = "ProbFamily",
neighbor = "Neighborhood"),
contains = "VIRTUAL")
-# robust model with fixed (unconditional) neighborhood
+## robust model with fixed (unconditional) neighborhood
setClass("FixRobModel",
prototype = prototype(center = new("ParamFamily"),
neighbor = new("ContNeighborhood")),
@@ -38,7 +38,7 @@
stop("neighborhood radius has to be in [0, 1]")
else return(TRUE)
})
-# robust model with infinitesimal (unconditional) neighborhood
+## robust model with infinitesimal (unconditional) neighborhood
setClass("InfRobModel",
prototype = prototype(center = new("L2ParamFamily"),
neighbor = new("ContNeighborhood")),
@@ -50,7 +50,7 @@
stop("'radius' has to be in [0, Inf]")
else return(TRUE)
})
-# Weights
+## Weights
setClass("RobAStControl", representation(name ="character"),
contains = "VIRTUAL")
@@ -66,7 +66,7 @@
-# Influence curve/function with domain: EuclideanSpace
+## Influence curve/function with domain: EuclideanSpace
setClass("InfluenceCurve",
representation(name = "character",
Curve = "EuclRandVarList",
@@ -84,7 +84,7 @@
stop("'Infos' must have two columns")
else TRUE
})
-# partial incluence curve
+## partial incluence curve
setClass("IC", representation(CallL2Fam = "call"),
prototype(name = "square integrable (partial) influence curve",
Curve = EuclRandVarList(RealRandVariable(Map = list(function(x){x}),
@@ -104,7 +104,7 @@
return(TRUE)
})
-# HampIC -- common mother class to ContIC and TotalVarIC
+## HampIC -- common mother class to ContIC and TotalVarIC
setClass("HampIC",
representation(stand = "matrix",
lowerCase = "OptionalNumeric",
@@ -136,7 +136,7 @@
stop(paste("dimension of 'trafo' of 'param' != dimension of 'stand'"))
return(TRUE)
})
-# (partial) influence curve of contamination type
+## (partial) influence curve of contamination type
setClass("ContIC",
representation(clip = "numeric",
cent = "numeric"),
@@ -169,7 +169,7 @@
stop(paste("dimension of 'trafo' of 'param' != dimension of 'stand'"))
return(TRUE)
})
-# (partial) influence curve of total variation type
+## (partial) influence curve of total variation type
setClass("TotalVarIC",
representation(clipLo = "numeric",
clipUp = "numeric"),
@@ -199,4 +199,31 @@
return(TRUE)
})
-
+## ALEstimate
+setClassUnion("OptionalInfluenceCurve", c("InfluenceCurve", "NULL"))
+setClass("ALEstimate",
+ representation(pIC = "OptionalInfluenceCurve"),
+ prototype(name = "Asymptotically linear estimate",
+ estimate = numeric(0),
+ pIC = NULL,
+ Infos = matrix(c(character(0),character(0)), ncol=2,
+ dimnames=list(character(0), c("method", "message")))),
+ contains = "Estimate")
+setClass("kStepEstimate",
+ representation(steps = "integer"),
+ prototype(name = "k-step estimate",
+ estimate = numeric(0),
+ pIC = NULL,
+ steps = integer(0),
+ Infos = matrix(c(character(0),character(0)), ncol=2,
+ dimnames=list(character(0), c("method", "message")))),
+ contains = "ALEstimate")
+setClass("MEstimate",
+ representation(Mroot = "numeric"),
+ prototype(name = "M estimate",
+ estimate = numeric(0),
+ pIC = NULL,
+ Mroot = numeric(0),
+ Infos = matrix(c(character(0),character(0)), ncol=2,
+ dimnames=list(character(0), c("method", "message")))),
+ contains = "ALEstimate")
Modified: pkg/RobAStBase/R/AllGeneric.R
===================================================================
--- pkg/RobAStBase/R/AllGeneric.R 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobAStBase/R/AllGeneric.R 2008-07-28 12:27:14 UTC (rev 131)
@@ -25,15 +25,6 @@
if(!isGeneric("addRisk<-")){
setGeneric("addRisk<-", function(object, value) standardGeneric("addRisk<-"))
}
-if(!isGeneric("Infos")){
- setGeneric("Infos", function(object) standardGeneric("Infos"))
-}
-if(!isGeneric("Infos<-")){
- setGeneric("Infos<-", function(object, value) standardGeneric("Infos<-"))
-}
-if(!isGeneric("addInfo<-")){
- setGeneric("addInfo<-", function(object, value) standardGeneric("addInfo<-"))
-}
if(!isGeneric("CallL2Fam")){
setGeneric("CallL2Fam", function(object) standardGeneric("CallL2Fam"))
}
@@ -169,3 +160,12 @@
if(!isGeneric("comparePlot")){
setGeneric("comparePlot", function(obj1,obj2,...) standardGeneric("comparePlot"))
}
+if(!isGeneric("pIC")){
+ setGeneric("pIC", function(object) standardGeneric("pIC"))
+}
+if(!isGeneric("steps")){
+ setGeneric("steps", function(object) standardGeneric("steps"))
+}
+if(!isGeneric("Mroot")){
+ setGeneric("Mroot", function(object) standardGeneric("Mroot"))
+}
Copied: pkg/RobAStBase/R/bALEstimate.R (from rev 130, branches/robast-0.6/pkg/RobAStBase/R/bALEstimate.R)
===================================================================
--- pkg/RobAStBase/R/bALEstimate.R (rev 0)
+++ pkg/RobAStBase/R/bALEstimate.R 2008-07-28 12:27:14 UTC (rev 131)
@@ -0,0 +1,7 @@
+###############################################################################
+## Functions and methods for "ALEstimate" classes and subclasses
+###############################################################################
+
+setMethod("pIC", "ALEstimate", function(object) object at pIC)
+setMethod("steps", "kStepEstimate", function(object) object at steps)
+setMethod("Mroot", "MEstimate", function(object) object at Mroot)
Modified: pkg/RobAStBase/R/locMEstimator.R
===================================================================
--- pkg/RobAStBase/R/locMEstimator.R 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobAStBase/R/locMEstimator.R 2008-07-28 12:27:14 UTC (rev 131)
@@ -10,7 +10,17 @@
return(rowSums(evalIC(IC, as.matrix(x-theta))))
}
res <- uniroot(f = mest, interval = c(min(x), max(x)),
- tol = eps, x = x, IC = IC)$root
+ tol = eps, x = x, IC = IC)
+ if(is(IC, "IC")){
+ L2Fam <- eval(CallL2Fam(IC))
+ Infos <- matrix(c("locMEstimator",
+ paste("Location M estimate for", name(L2Fam))))
+ colnames(Infos) <- c("method", "message")
+ }else{
+ Infos <- matrix(c(character(0),character(0)), ncol=2,
+ dimnames=list(character(0), c("method", "message")))
+ }
- return(list(loc = res))
+ new("MEstimate", name = "Location M estimate", estimate = res$root,
+ pIC = IC, Mroot = res$f.root, Infos = Infos)
})
Modified: pkg/RobAStBase/R/oneStepEstimator.R
===================================================================
--- pkg/RobAStBase/R/oneStepEstimator.R 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobAStBase/R/oneStepEstimator.R 2008-07-28 12:27:14 UTC (rev 131)
@@ -8,18 +8,12 @@
nrvalues <- dimension(IC at Curve)
if(is.list(start)) start <- unlist(start)
if(nrvalues != length(start))
- stop("length of 'start' != dimension of 'Curve'")
+ stop("dimension of 'start' != dimension of 'Curve'")
res <- start + rowMeans(evalIC(IC, as.matrix(x)), na.rm = TRUE)
return(res)
})
-setMethod("oneStepEstimator", signature(x = "numeric",
- IC = "InfluenceCurve",
- start = "list"),
- function(x, IC, start){
- return(oneStepEstimator(x, IC, unlist(start)))
- })
setMethod("oneStepEstimator", signature(x = "matrix",
IC = "InfluenceCurve",
start = "numeric"),
@@ -27,7 +21,7 @@
nrvalues <- dimension(IC at Curve)
if(is.list(start)) start <- unlist(start)
if(nrvalues != length(start))
- stop("length of 'start' != dimension of 'Curve'")
+ stop("dimension of 'start' != dimension of 'Curve'")
if(ncol(x) != IC at Curve[[1]]@Domain at dimension)
stop("'x' has wrong dimension")
@@ -35,9 +29,33 @@
return(res)
})
+setMethod("oneStepEstimator", signature(x = "numeric",
+ IC = "InfluenceCurve",
+ start = "Estimate"),
+ function(x, IC, start){
+ nrvalues <- dimension(IC at Curve)
+ start0 <- estimate(start)
+ if(is.list(start0)) start0 <- unlist(start0)
+ if(nrvalues != length(start0))
+ stop("dimension of slot 'estimate' of 'start' != dimension of 'Curve'")
+
+ res <- start0 + rowMeans(evalIC(IC, as.matrix(x)), na.rm = TRUE)
+
+ return(res)
+ })
setMethod("oneStepEstimator", signature(x = "matrix",
IC = "InfluenceCurve",
- start = "list"),
+ start = "Estimate"),
function(x, IC, start){
- return(oneStepEstimator(x, IC, unlist(start)))
+ nrvalues <- dimension(IC at Curve)
+ start0 <- estimate(start)
+ if(is.list(start0)) start0 <- unlist(start0)
+ if(nrvalues != length(start0))
+ stop("dimension of slot 'estimate' of 'start' != dimension of 'Curve'")
+ if(ncol(x) != IC at Curve[[1]]@Domain at dimension)
+ stop("'x' has wrong dimension")
+
+ res <- start0 + rowMeans(evalIC(IC, x), na.rm = TRUE)
+
+ return(res)
})
Copied: pkg/RobAStBase/man/ALEstimate-class.Rd (from rev 130, branches/robast-0.6/pkg/RobAStBase/man/ALEstimate-class.Rd)
===================================================================
--- pkg/RobAStBase/man/ALEstimate-class.Rd (rev 0)
+++ pkg/RobAStBase/man/ALEstimate-class.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -0,0 +1,40 @@
+\name{ALEstimate-class}
+\docType{class}
+\alias{ALEstimate-class}
+\alias{pIC}
+\alias{pIC,ALEstimate-method}
+
+\title{ALEstimate-class.}
+\description{Class of asymptotically linear estimates.}
+\section{Objects from the Class}{
+ Objects can be created by calls of the form \code{new("ALEstimate", ...)}.
+}
+\section{Slots}{
+ \describe{
+ \item{\code{name}:}{Object of class \code{"character"}:
+ name of the estimator. }
+ \item{\code{estimate}:}{Object of class \code{"ANY"}:
+ estimate. }
+ \item{\code{pIC}:}{Optional object of class \code{InfluenceCurve}:
+ influence curve. }
+ \item{\code{Infos}:}{ object of class \code{"matrix"}
+ with two columns named \code{method} and \code{message}:
+ additional informations. }
+ }
+}
+\section{Extends}{
+Class \code{"Estimate"}, directly.
+}
+\section{Methods}{
+ \describe{
+ \item{pIC}{\code{signature(object = "ALEstimate")}:
+ accessor function for slot \code{pIC}. }
+ }
+}
+%\references{}
+\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
+%\note{}
+\seealso{\code{\link[distrMod]{Estimate-class}}}
+%\examples{}
+\concept{estimate}
+\keyword{classes}
Copied: pkg/RobAStBase/man/MEstimate-class.Rd (from rev 130, branches/robast-0.6/pkg/RobAStBase/man/MEstimate-class.Rd)
===================================================================
--- pkg/RobAStBase/man/MEstimate-class.Rd (rev 0)
+++ pkg/RobAStBase/man/MEstimate-class.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -0,0 +1,45 @@
+\name{MEstimate-class}
+\docType{class}
+\alias{MEstimate-class}
+\alias{Mroot}
+\alias{Mroot,MEstimate-method}
+
+\title{MEstimate-class.}
+\description{Class of asymptotically linear estimates.}
+\section{Objects from the Class}{
+ Objects can be created by calls of the form \code{new("MEstimate", ...)}.
+ More frequently they are created via the generating function
+ \code{locMEstimator}.
+}
+\section{Slots}{
+ \describe{
+ \item{\code{name}:}{Object of class \code{"character"}:
+ name of the estimator. }
+ \item{\code{estimate}:}{Object of class \code{"ANY"}:
+ estimate. }
+ \item{\code{pIC}:}{Optional object of class \code{InfluenceCurve}:
+ influence curve. }
+ \item{\code{Mroot}:}{Object of class \code{"numeric"}: value of
+ the M equation at the estimate. }
+ \item{\code{Infos}:}{ object of class \code{"matrix"}
+ with two columns named \code{method} and \code{message}:
+ additional informations. }
+ }
+}
+\section{Extends}{
+Class \code{"ALEstimate"}, directly.\cr
+Class \code{"Estimate"}, by class \code{"ALEstimate"}.
+}
+\section{Methods}{
+ \describe{
+ \item{Mroot}{\code{signature(object = "MEstimate")}:
+ accessor function for slot \code{Mroot}. }
+ }
+}
+%\references{}
+\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
+%\note{}
+\seealso{\code{\link{ALEstimate-class}}}
+%\examples{}
+\concept{estimate}
+\keyword{classes}
Copied: pkg/RobAStBase/man/kStepEstimate-class.Rd (from rev 130, branches/robast-0.6/pkg/RobAStBase/man/kStepEstimate-class.Rd)
===================================================================
--- pkg/RobAStBase/man/kStepEstimate-class.Rd (rev 0)
+++ pkg/RobAStBase/man/kStepEstimate-class.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -0,0 +1,45 @@
+\name{kStepEstimate-class}
+\docType{class}
+\alias{kStepEstimate-class}
+\alias{steps}
+\alias{steps,kStepEstimate-method}
+
+\title{kStepEstimate-class.}
+\description{Class of asymptotically linear estimates.}
+\section{Objects from the Class}{
+ Objects can be created by calls of the form \code{new("kStepEstimate", ...)}.
+ More frequently they are created via the generating function
+ \code{kStepEstimator}.
+}
+\section{Slots}{
+ \describe{
+ \item{\code{name}:}{Object of class \code{"character"}:
+ name of the estimator. }
+ \item{\code{estimate}:}{Object of class \code{"ANY"}:
+ estimate. }
+ \item{\code{pIC}:}{Optional object of class \code{InfluenceCurve}:
+ influence curve. }
+ \item{\code{steps}:}{Object of class \code{"integer"}: number
+ of steps. }
+ \item{\code{Infos}:}{ object of class \code{"matrix"}
+ with two columns named \code{method} and \code{message}:
+ additional informations. }
+ }
+}
+\section{Extends}{
+Class \code{"ALEstimate"}, directly.\cr
+Class \code{"Estimate"}, by class \code{"ALEstimate"}
+}
+\section{Methods}{
+ \describe{
+ \item{steps}{\code{signature(object = "kStepEstimate")}:
+ accessor function for slot \code{steps}. }
+ }
+}
+%\references{}
+\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
+%\note{}
+\seealso{\code{\link{ALEstimate-class}}}
+%\examples{}
+\concept{estimate}
+\keyword{classes}
Modified: pkg/RobAStBase/man/locMEstimator.Rd
===================================================================
--- pkg/RobAStBase/man/locMEstimator.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobAStBase/man/locMEstimator.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -3,9 +3,9 @@
\alias{locMEstimator-methods}
\alias{locMEstimator,numeric,InfluenceCurve-method}
-\title{Generic function for the computation of location M estimators}
+\title{Generic function for the computation of location M estimates}
\description{
- Generic function for the computation of location M estimators.
+ Generic function for the computation of location M estimates.
}
\usage{
locMEstimator(x, IC, ...)
@@ -19,8 +19,7 @@
\item{eps}{ the desired accuracy (convergence tolerance). }
}
%\details{}
-\value{Returns a list with component
- \item{loc}{ M estimator of location }
+\value{Object of class \code{"MEstimate"}}
}
\section{Methods}{
\describe{
@@ -37,8 +36,9 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link{InfluenceCurve-class}}}
+\seealso{\code{\link{InfluenceCurve-class}}, \code{\link{MEstimate-class}} }
%\examples{}
\concept{M estimator}
\concept{estimator}
-\keyword{}
+\keyword{univar}
+\keyword{robust}
Modified: pkg/RobAStBase/man/oneStepEstimator.Rd
===================================================================
--- pkg/RobAStBase/man/oneStepEstimator.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobAStBase/man/oneStepEstimator.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -2,13 +2,13 @@
\alias{oneStepEstimator}
\alias{oneStepEstimator-methods}
\alias{oneStepEstimator,numeric,InfluenceCurve,numeric-method}
-\alias{oneStepEstimator,numeric,InfluenceCurve,list-method}
\alias{oneStepEstimator,matrix,InfluenceCurve,numeric-method}
-\alias{oneStepEstimator,matrix,InfluenceCurve,list-method}
+\alias{oneStepEstimator,numeric,InfluenceCurve,Estimate-method}
+\alias{oneStepEstimator,matrix,InfluenceCurve,Estimate-method}
-\title{Generic function for the computation of one-step estimators}
+\title{Generic function for the computation of one-step estimates}
\description{
- Generic function for the computation of one-step estimators.
+ Generic function for the computation of one-step estimates.
}
\usage{
oneStepEstimator(x, IC, start)
@@ -28,12 +28,12 @@
\describe{
\item{x = "numeric", IC = "InfluenceCurve", start = "numeric"}{
univariate samples. }
- \item{x = "numeric", IC = "InfluenceCurve", start = "list"}{
- univariate samples. }
\item{x = "matrix", IC = "InfluenceCurve", start = "numeric"}{
multivariate samples. }
- \item{x = "matrix", IC = "InfluenceCurve", start = "list"}{
+ \item{x = "matrix", IC = "InfluenceCurve", start = "Estimate"}{
multivariate samples. }
+ \item{x = "matrix", IC = "InfluenceCurve", start = "Estimate"}{
+ multivariate samples. }
}}
\references{
Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer.
@@ -47,4 +47,5 @@
%\examples{}
\concept{one-step estimator}
\concept{estimator}
-\keyword{}
+\keyword{univar}
+\keyword{robust}
Modified: pkg/RobLox/DESCRIPTION
===================================================================
--- pkg/RobLox/DESCRIPTION 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/DESCRIPTION 2008-07-28 12:27:14 UTC (rev 131)
@@ -1,6 +1,6 @@
Package: RobLox
Version: 0.6.0
-Date: 2008-07-21
+Date: 2008-07-28
Title: Optimally robust influence curves for location and scale
Description: functions for the determination of optimally
robust influence curves in case of normal
@@ -12,4 +12,3 @@
LazyLoad: yes
License: GPL version 2 or later
URL: http://robast.r-forge.r-project.org/
-Packaged: Mon Aug 6 08:07:25 2007; kohl
Modified: pkg/RobLox/NAMESPACE
===================================================================
--- pkg/RobLox/NAMESPACE 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/NAMESPACE 2008-07-28 12:27:14 UTC (rev 131)
@@ -21,4 +21,3 @@
roblox,
rowRoblox,
colRoblox)
-S3method(print, ALEstimate)
Modified: pkg/RobLox/R/roblox.R
===================================================================
--- pkg/RobLox/R/roblox.R 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/R/roblox.R 2008-07-28 12:27:14 UTC (rev 131)
@@ -255,11 +255,11 @@
risk = list(asMSE = mse, asBias = b, asCov = mse - r^2*b^2),
info = c("roblox", "optimally robust IC for AL estimators and 'asMSE'"),
w = w, biastype = symmetricBias(), normtype = NormType()))
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix, "optIC" = IC1),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = IC1, Infos = Info.matrix))
}else
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = NULL, Infos = Info.matrix))
}else{
sqrtn <- sqrt(length(x))
rlo <- sqrtn*eps.lower
@@ -323,11 +323,11 @@
paste("least favorable contamination: ", round(r/sqrtn, 3), sep = ""),
paste("maximum MSE-inefficiency: ", round(ineff, 3), sep = "")),
ncol = 2, dimnames = list(NULL, c("method", "message")))
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix, "optIC" = IC1),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = IC1, Infos = Info.matrix))
}else
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = NULL, Infos = Info.matrix))
}
}else{
if(missing(mean)){
@@ -362,7 +362,7 @@
w <- new("HampelWeight")
clip(w) <- b
cent(w) <- 0
- stand(w) <- A
+ stand(w) <- as.matrix(A)
weight(w) <- getweight(w, neighbor = ContNeighborhood(radius = r),
biastype = symmetricBias(),
normW = NormType())
@@ -372,11 +372,11 @@
risk = list(asMSE = A, asBias = b, asCov = b^2),
info = c("roblox", "optimally robust IC for AL estimators and 'asMSE'"),
w = w, biastype = symmetricBias(), normtype = NormType()))
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix, "optIC" = IC1),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = IC1, Infos = Info.matrix))
}else
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = NULL, Infos = Info.matrix))
}else{
sqrtn <- sqrt(length(x))
rlo <- sqrtn*eps.lower
@@ -416,7 +416,7 @@
w <- new("HampelWeight")
clip(w) <- b
cent(w) <- 0
- stand(w) <- A
+ stand(w) <- as.matrix(A)
weight(w) <- getweight(w, neighbor = ContNeighborhood(radius = r),
biastype = symmetricBias(),
normW = NormType())
@@ -432,11 +432,11 @@
paste("least favorable contamination: ", round(r/sqrtn, 3), sep = ""),
paste("maximum MSE-inefficiency: ", round(ineff, 3), sep = "")),
ncol = 2, dimnames = list(NULL, c("method", "message")))
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix, "optIC" = IC1),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = IC1, Infos = Info.matrix))
}else
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = NULL, Infos = Info.matrix))
}
}
if(missing(sd)){
@@ -476,7 +476,7 @@
w <- new("HampelWeight")
clip(w) <- b
cent(w) <- a/A
- stand(w) <- A
+ stand(w) <- as.matrix(A)
weight(w) <- getweight(w, neighbor = ContNeighborhood(radius = r),
biastype = symmetricBias(),
normW = NormType())
@@ -486,11 +486,11 @@
risk = list(asMSE = A, asBias = b, asCov = b^2),
info = c("roblox", "optimally robust IC for AL estimators and 'asMSE'"),
w = w, biastype = symmetricBias(), normtype = NormType()))
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix, "optIC" = IC1),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = IC1, Infos = Info.matrix))
}else
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = NULL, Infos = Info.matrix))
}else{
sqrtn <- sqrt(length(x))
rlo <- sqrtn*eps.lower
@@ -532,7 +532,7 @@
w <- new("HampelWeight")
clip(w) <- b
cent(w) <- a/A
- stand(w) <- A
+ stand(w) <- as.matrix(A)
weight(w) <- getweight(w, neighbor = ContNeighborhood(radius = r),
biastype = symmetricBias(),
normW = NormType())
@@ -548,18 +548,12 @@
paste("least favorable contamination: ", round(r/sqrtn, 3), sep = ""),
paste("maximum MSE-inefficiency: ", round(ineff, 3), sep = "")),
ncol = 2, dimnames = list(NULL, c("method", "message")))
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix, "optIC" = IC1),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = IC1, Infos = Info.matrix))
}else
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = NULL, Infos = Info.matrix))
}
}
}
}
-print.ALEstimate <- function(x, digits = getOption("digits"), ...){
- print(x$estimate)
- if(!is.null(x$Infos)){
- print(x$Infos)
- }
-}
Modified: pkg/RobLox/R/rowRoblox.R
===================================================================
--- pkg/RobLox/R/rowRoblox.R 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/R/rowRoblox.R 2008-07-28 12:27:14 UTC (rev 131)
@@ -153,8 +153,8 @@
paste("optimally robust estimates for contamination 'eps' =", round(eps, 3),
"and 'asMSE'")),
ncol = 2, dimnames = list(NULL, c("method", "message")))
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = NULL, Infos = Info.matrix))
}else{
sqrtn <- sqrt(ncol(x))
rlo <- sqrtn*eps.lower
@@ -199,8 +199,8 @@
paste("least favorable contamination: ", round(r/sqrtn, 3), sep = ""),
paste("maximum MSE-inefficiency: ", round(ineff[1], 3), sep = "")),
ncol = 2, dimnames = list(NULL, c("method", "message")))
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = NULL, Infos = Info.matrix))
}
}else{
if(missing(mean)){
@@ -235,8 +235,8 @@
paste("optimally robust estimates for contamination 'eps' =", round(eps, 3),
"and 'asMSE'")),
ncol = 2, dimnames = list(NULL, c("method", "message")))
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = NULL, Infos = Info.matrix))
}else{
sqrtn <- sqrt(ncol(x))
rlo <- sqrtn*eps.lower
@@ -272,8 +272,8 @@
paste("least favorable contamination: ", round(r/sqrtn, 3), sep = ""),
paste("maximum MSE-inefficiency: ", round(ineff[1], 3), sep = "")),
ncol = 2, dimnames = list(NULL, c("method", "message")))
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = NULL, Infos = Info.matrix))
}
}
if(missing(sd)){
@@ -314,8 +314,8 @@
paste("optimally robust estimates for contamination 'eps' =", round(eps, 3),
"and 'asMSE'")),
ncol = 2, dimnames = list(NULL, c("method", "message")))
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = NULL, Infos = Info.matrix))
}else{
sqrtn <- sqrt(ncol(x))
rlo <- sqrtn*eps.lower
@@ -353,8 +353,8 @@
paste("least favorable contamination: ", round(r/sqrtn, 3), sep = ""),
paste("maximum MSE-inefficiency: ", round(ineff[1], 3), sep = "")),
ncol = 2, dimnames = list(NULL, c("method", "message")))
- return(structure(list("estimate" = robEst, "steps" = k, "Infos" = Info.matrix),
- class = c("ALEstimate", "Estimate")))
+ return(new("kStepEstimate", name = "Optimally robust estimate",
+ estimate = robEst, steps = k, pIC = NULL, Infos = Info.matrix))
}
}
}
Modified: pkg/RobLox/inst/tests/tests.R
===================================================================
--- pkg/RobLox/inst/tests/tests.R 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/inst/tests/tests.R 2008-07-28 12:27:14 UTC (rev 131)
@@ -9,13 +9,13 @@
## location and scale, radius unknown
res1 <- roblox(x, returnIC = TRUE)
-checkIC(res1$optIC)
+checkIC(pIC(res1))
res11 <- roblox(x, returnIC = TRUE, k = 2)
-checkIC(res11$optIC)
+checkIC(pIC(res11))
res12 <- roblox(x, returnIC = TRUE, k = 5)
-checkIC(res12$optIC)
+checkIC(pIC(res12))
roblox(x)
roblox(x, k = 2)
@@ -24,13 +24,13 @@
## location and scale, radius interval
res2 <- roblox(x, eps.lower = 0.15, eps.upper = 0.3, returnIC = TRUE)
-checkIC(res2$optIC)
+checkIC(pIC(res2))
res21 <- roblox(x, eps.lower = 0.15, eps.upper = 0.3, returnIC = TRUE, k = 2)
-checkIC(res21$optIC)
+checkIC(pIC(res21))
res22 <- roblox(x, eps.lower = 0.15, eps.upper = 0.3, returnIC = TRUE, k = 4)
-checkIC(res22$optIC)
+checkIC(pIC(res22))
roblox(x, eps.lower = 0.15, eps.upper = 0.3)
roblox(x, eps.lower = 0.15, eps.upper = 0.3, k = 2)
@@ -39,13 +39,13 @@
## scale, radius interval
res3 <- roblox(x, mean = -2, eps.lower = 0.15, eps.upper = 0.3, returnIC = TRUE)
-checkIC(res3$optIC)
+checkIC(pIC(res3))
res31 <- roblox(x, mean = -2, eps.lower = 0.15, eps.upper = 0.3, returnIC = TRUE, k = 3)
-checkIC(res31$optIC)
+checkIC(pIC(res31))
res32 <- roblox(x, mean = -2, eps.lower = 0.15, eps.upper = 0.3, returnIC = TRUE, k = 6)
-checkIC(res32$optIC)
+checkIC(pIC(res32))
roblox(x, mean = -2, eps.lower = 0.15, eps.upper = 0.3)
roblox(x, mean = -2, eps.lower = 0.15, eps.upper = 0.3, k = 3)
@@ -54,13 +54,13 @@
## location, radius interval
res4 <- roblox(x, sd = 3, eps.lower = 0.15, eps.upper = 0.3, returnIC = TRUE)
-checkIC(res4$optIC)
+checkIC(pIC(res4))
res41 <- roblox(x, sd = 3, eps.lower = 0.15, eps.upper = 0.3, returnIC = TRUE, k = 2)
-checkIC(res41$optIC)
+checkIC(pIC(res41))
res42 <- roblox(x, sd = 3, eps.lower = 0.15, eps.upper = 0.3, returnIC = TRUE, k = 5)
-checkIC(res42$optIC)
+checkIC(pIC(res42))
roblox(x, sd = 3, eps.lower = 0.15, eps.upper = 0.3)
roblox(x, sd = 3, eps.lower = 0.15, eps.upper = 0.3, k = 2)
@@ -215,7 +215,9 @@
system.time(rowRoblox(X, eps = 0.02))
system.time(apply(X, 1, roblox))
+## uses rowMedians of package Biobase if available
system.time(rowRoblox(X))
+
M <- apply(X, 1, median)
S <- apply(X, 1, mad)
init <- cbind(M, S)
Modified: pkg/RobLox/man/rlOptIC.Rd
===================================================================
--- pkg/RobLox/man/rlOptIC.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlOptIC.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -37,7 +37,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{ContIC-class}}, \code{\link{roblox}}}
+\seealso{\code{\link[RobAStBase]{ContIC-class}}, \code{\link{roblox}}}
\examples{
IC1 <- rlOptIC(r = 0.1)
distrExOptions("ErelativeTolerance" = 1e-12)
Modified: pkg/RobLox/man/rlsOptIC.AL.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.AL.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.AL.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -50,7 +50,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{ContIC-class}}, \code{\link{roblox}}}
+\seealso{\code{\link[RobAStBase]{ContIC-class}}, \code{\link{roblox}}}
\examples{
IC1 <- rlsOptIC.AL(r = 0.1, check = TRUE)
distrExOptions("ErelativeTolerance" = 1e-12)
@@ -78,14 +78,14 @@
(est0 <- MDEstimator(x, ParamFamily = NormLocationScaleFamily(), distance = KolmogorovDist))
## 3. one-step estimation: radius known
-IC1 <- rlsOptIC.AL(r = 0.5, mean = est0$estimate[1], sd = est0$estimate[2])
-(est1 <- oneStepEstimator(x, IC1, est0$estimate))
+IC1 <- rlsOptIC.AL(r = 0.5, mean = estimate(est0)[1], sd = estimate(est0)[2])
+(est1 <- oneStepEstimator(x, IC1, est0))
## 4. one-step estimation: radius unknown
## take least favorable radius r = 0.579
## cf. Table 8.1 in Kohl(2005)
-IC2 <- rlsOptIC.AL(r = 0.579, mean = est0$estimate[1], sd = est0$estimate[2])
-(est2 <- oneStepEstimator(x, IC2, est0$estimate))
+IC2 <- rlsOptIC.AL(r = 0.579, mean = estimate(est0)[1], sd = estimate(est0)[2])
+(est2 <- oneStepEstimator(x, IC2, est0))
}
\concept{normal location and scale}
\concept{influence curve}
Modified: pkg/RobLox/man/rlsOptIC.An1.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.An1.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.An1.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -29,7 +29,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{IC-class}}}
+\seealso{\code{\link[RobAStBase]{IC-class}}}
\examples{
IC1 <- rlsOptIC.An1(r = 0.1)
checkIC(IC1)
Modified: pkg/RobLox/man/rlsOptIC.An2.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.An2.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.An2.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -37,7 +37,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{IC-class}}}
+\seealso{\code{\link[RobAStBase]{IC-class}}}
\examples{
IC1 <- rlsOptIC.An2(r = 0.1)
checkIC(IC1)
Modified: pkg/RobLox/man/rlsOptIC.AnMad.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.AnMad.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.AnMad.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -30,7 +30,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{IC-class}}}
+\seealso{\code{\link[RobAStBase]{IC-class}}}
\examples{
IC1 <- rlsOptIC.AnMad(r = 0.1)
checkIC(IC1)
Modified: pkg/RobLox/man/rlsOptIC.BM.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.BM.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.BM.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -39,7 +39,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{IC-class}}}
+\seealso{\code{\link[RobAStBase]{IC-class}}}
\examples{
IC1 <- rlsOptIC.BM(r = 0.1)
checkIC(IC1)
Modified: pkg/RobLox/man/rlsOptIC.Ha3.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.Ha3.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.Ha3.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -34,7 +34,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{IC-class}}}
+\seealso{\code{\link[RobAStBase]{IC-class}}}
\examples{
IC1 <- rlsOptIC.Ha3(r = 0.1)
checkIC(IC1)
Modified: pkg/RobLox/man/rlsOptIC.Ha4.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.Ha4.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.Ha4.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -38,7 +38,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{IC-class}}}
+\seealso{\code{\link[RobAStBase]{IC-class}}}
\examples{
IC1 <- rlsOptIC.Ha4(r = 0.1)
checkIC(IC1)
Modified: pkg/RobLox/man/rlsOptIC.HaMad.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.HaMad.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.HaMad.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -39,7 +39,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{IC-class}}}
+\seealso{\code{\link[RobAStBase]{IC-class}}}
\examples{
IC1 <- rlsOptIC.HaMad(r = 0.1)
checkIC(IC1)
Modified: pkg/RobLox/man/rlsOptIC.Hu1.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.Hu1.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.Hu1.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -29,7 +29,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{IC-class}}}
+\seealso{\code{\link[RobAStBase]{IC-class}}}
\examples{
IC1 <- rlsOptIC.Hu1(r = 0.1)
checkIC(IC1)
Modified: pkg/RobLox/man/rlsOptIC.Hu2.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.Hu2.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.Hu2.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -35,7 +35,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{IC-class}}}
+\seealso{\code{\link[RobAStBase]{IC-class}}}
\examples{
IC1 <- rlsOptIC.Hu2(r = 0.1)
checkIC(IC1)
Modified: pkg/RobLox/man/rlsOptIC.Hu2a.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.Hu2a.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.Hu2a.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -37,7 +37,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{IC-class}}}
+\seealso{\code{\link[RobAStBase]{IC-class}}}
\examples{
IC1 <- rlsOptIC.Hu2a(r = 0.1)
checkIC(IC1)
Modified: pkg/RobLox/man/rlsOptIC.Hu3.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.Hu3.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.Hu3.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -36,7 +36,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{IC-class}}}
+\seealso{\code{\link[RobAStBase]{IC-class}}}
\examples{
IC1 <- rlsOptIC.Hu3(r = 0.1)
checkIC(IC1)
Modified: pkg/RobLox/man/rlsOptIC.HuMad.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.HuMad.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.HuMad.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -30,7 +30,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{IC-class}}}
+\seealso{\code{\link[RobAStBase]{IC-class}}}
\examples{
IC1 <- rlsOptIC.HuMad(r = 0.1)
checkIC(IC1)
Modified: pkg/RobLox/man/rlsOptIC.M.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.M.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.M.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -37,7 +37,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{IC-class}}}
+\seealso{\code{\link[RobAStBase]{IC-class}}}
\examples{
IC1 <- rlsOptIC.M(r = 0.1, check = TRUE)
distrExOptions("ErelativeTolerance" = 1e-12)
Modified: pkg/RobLox/man/rlsOptIC.MM2.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.MM2.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.MM2.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -37,7 +37,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{IC-class}}}
+\seealso{\code{\link[RobAStBase]{IC-class}}}
\examples{
IC1 <- rlsOptIC.MM2(r = 0.1)
checkIC(IC1)
Modified: pkg/RobLox/man/rlsOptIC.Tu1.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.Tu1.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.Tu1.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -29,7 +29,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{IC-class}}}
+\seealso{\code{\link[RobAStBase]{IC-class}}}
\examples{
IC1 <- rlsOptIC.Tu1(r = 0.1)
checkIC(IC1)
Modified: pkg/RobLox/man/rlsOptIC.Tu2.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.Tu2.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.Tu2.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -37,7 +37,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{IC-class}}}
+\seealso{\code{\link[RobAStBase]{IC-class}}}
\examples{
IC1 <- rlsOptIC.Tu2(r = 0.1)
checkIC(IC1)
Modified: pkg/RobLox/man/rlsOptIC.TuMad.Rd
===================================================================
--- pkg/RobLox/man/rlsOptIC.TuMad.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rlsOptIC.TuMad.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -29,7 +29,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{IC-class}}}
+\seealso{\code{\link[RobAStBase]{IC-class}}}
\examples{
IC1 <- rlsOptIC.TuMad(r = 0.1)
checkIC(IC1)
Modified: pkg/RobLox/man/roblox.Rd
===================================================================
--- pkg/RobLox/man/roblox.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/roblox.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -55,16 +55,7 @@
If \code{eps} is missing, the radius-minimax estimator in sense of
Rieder et al. (2001), respectively Section 2.2 of Kohl (2005) is returned.
}
-\value{
- An object of S3-class \code{"ALEstimate"} which inherits from
- class \code{"Estimate"}, a list with components
- \item{estimate }{ location and/or scale estimate }
- \item{steps }{ number of k-steps used to compute the estimate }
- \item{Infos }{ additional information about the estimate }
-
- if \code{returnIC} is \code{TRUE} the list also contains
- \item{optIC}{ object of class \code{"ContIC"}; optimally robust IC }
-}
+\value{Object of class \code{"kStepEstimate"}. }
\references{
Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
Bayreuth: Dissertation.
@@ -82,31 +73,32 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{ContIC-class}}, \code{\link{rlOptIC}},
- \code{\link{rsOptIC}}, \code{\link{rlsOptIC.AL}}}
+\seealso{\code{\link[RobAStBase]{ContIC-class}}, \code{\link{rlOptIC}},
+ \code{\link{rsOptIC}}, \code{\link{rlsOptIC.AL}},
+ \code{\link[RobAStBase]{kStepEstimate-class}} }
\examples{
ind <- rbinom(100, size=1, prob=0.05)
x <- rnorm(100, mean=ind*3, sd=(1-ind) + ind*9)
## amount of gross errors known
res1 <- roblox(x, eps = 0.05, returnIC = TRUE)
-res1$estimate
-res1$optIC
-checkIC(res1$optIC)
-Risks(res1$optIC)
-Infos(res1$optIC)
-plot(res1$optIC)
-infoPlot(res1$optIC)
+estimate(res1)
+pIC(res1)
+checkIC(pIC(res1))
+Risks(pIC(res1))
+Infos(pIC(res1))
+plot(pIC(res1))
+infoPlot(pIC(res1))
## amount of gross errors unknown
res2 <- roblox(x, eps.lower = 0.01, eps.upper = 0.1, returnIC = TRUE)
-res2$estimate
-res2$optIC
-checkIC(res2$optIC)
-Risks(res2$optIC)
-Infos(res2$optIC)
-plot(res2$optIC)
-infoPlot(res2$optIC)
+estimate(res2)
+pIC(res2)
+checkIC(pIC(res2))
+Risks(pIC(res2))
+Infos(pIC(res2))
+plot(pIC(res2))
+infoPlot(pIC(res2))
## estimator comparison
# classical optimal (non-robust)
@@ -116,22 +108,22 @@
c(median(x), mad(x))
# optimally robust (amount of gross errors known)
-res1$estimate
+estimate(res1)
# optimally robust (amount of gross errors unknown)
-res2$estimate
+estimate(res2)
# Kolmogorov(-Smirnov) minimum distance estimator (robust)
-(ks.est <- MDEstimator(x, ParamFamily = NormLocationScaleFamily(), distance = KolmogorovDist))
+(ks.est <- MDEstimator(x, ParamFamily = NormLocationScaleFamily()))
# optimally robust (amount of gross errors known)
-roblox(x, eps = 0.05, initial.est = ks.est$estimate)
+roblox(x, eps = 0.05, initial.est = estimate(ks.est))
# Cramer von Mises minimum distance estimator (robust)
(CvM.est <- MDEstimator(x, ParamFamily = NormLocationScaleFamily(), distance = CvMDist))
# optimally robust (amount of gross errors known)
-roblox(x, eps = 0.05, initial.est = CvM.est$estimate)
+roblox(x, eps = 0.05, initial.est = estimate(CvM.est))
}
\concept{normal location}
\concept{normal scale}
Modified: pkg/RobLox/man/rowRoblox.Rd
===================================================================
--- pkg/RobLox/man/rowRoblox.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rowRoblox.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -1,10 +1,10 @@
\name{rowRoblox and colRoblox}
\alias{rowRoblox}
\alias{colRoblox}
-\title{Optimally robust estimator for location and/or scale}
+\title{Optimally robust estimation for location and/or scale}
\description{
The functions \code{rowRoblox} and \code{colRoblox} compute
- the optimally robust estimator for normal location und/or scale and
+ optimally robust estimates for normal location und/or scale and
(convex) contamination neighborhoods. The definition of
these estimators can be found in Rieder (1994) or Kohl (2005),
respectively.
@@ -69,13 +69,7 @@
or a vector with length identical to the number of rows, respectively
columns.
}
-\value{
- An object of S3-class \code{"ALEstimate"} which inherits from
- class \code{"Estimate"}, a list with components
- \item{estimate }{ location and/or scale estimates }
- \item{steps }{ number of k-steps used to compute the estimates }
- \item{Infos }{ additional information about the estimates }
-}
+\value{Object of class \code{"kStepEstimate"}. }
\references{
Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
Bayreuth: Dissertation.
@@ -93,7 +87,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link{roblox}}}
+\seealso{\code{\link{roblox}}, \code{\link[RobAStBase]{kStepEstimate-class}} }
\examples{
ind <- rbinom(200, size=1, prob=0.05)
X <- matrix(rnorm(200, mean=ind*3, sd=(1-ind) + ind*9), nrow = 2)
Modified: pkg/RobLox/man/rsOptIC.Rd
===================================================================
--- pkg/RobLox/man/rsOptIC.Rd 2008-07-28 12:16:05 UTC (rev 130)
+++ pkg/RobLox/man/rsOptIC.Rd 2008-07-28 12:27:14 UTC (rev 131)
@@ -39,7 +39,7 @@
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
-\seealso{\code{\link[ROptEst]{ContIC-class}}, \code{\link{roblox}}}
+\seealso{\code{\link[RobAStBase]{ContIC-class}}, \code{\link{roblox}}}
\examples{
IC1 <- rsOptIC(r = 0.1)
distrExOptions("ErelativeTolerance" = 1e-12)
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