[Robast-commits] r618 - in branches/robast-0.9/pkg/ROptEst: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Feb 23 23:11:21 CET 2013
Author: ruckdeschel
Date: 2013-02-23 23:11:21 +0100 (Sat, 23 Feb 2013)
New Revision: 618
Modified:
branches/robast-0.9/pkg/ROptEst/R/getInfRobIC_asGRisk.R
branches/robast-0.9/pkg/ROptEst/R/getInfRobIC_asHampel.R
branches/robast-0.9/pkg/ROptEst/R/getInfV.R
branches/robast-0.9/pkg/ROptEst/R/getRiskIC.R
branches/robast-0.9/pkg/ROptEst/R/getStartIC.R
branches/robast-0.9/pkg/ROptEst/R/internal.roptest.R
branches/robast-0.9/pkg/ROptEst/R/optIC.R
branches/robast-0.9/pkg/ROptEst/R/roptest.new.R
branches/robast-0.9/pkg/ROptEst/man/getInfRobIC.Rd
branches/robast-0.9/pkg/ROptEst/man/getStartIC-methods.Rd
branches/robast-0.9/pkg/ROptEst/man/inputGenerator.Rd
branches/robast-0.9/pkg/ROptEst/man/optIC.Rd
branches/robast-0.9/pkg/ROptEst/man/roptest.Rd
Log:
ROptEst: Some more efforts to allow for delayed evaluations;
+ getInfRobIC_asGRisk getInfRobIC_asHampel now get argument .withEvalAsVar and, accordingly only produce calls to generate asyVariances or evaluate them as well
+ similarly getStartIC for signature L2ParamFamily,asGRisk gains argument withEvalAsVar
+ generating function genkStepCtrl for control arguments for kStepEstimator gains argument withEvalAsVar
+ optIC gains argument .withEvalAsVar
+ roptest gains argument withEvalAsVar
+ getInfV now always returns a matrix
+ getRiskIC is careful and first evaluates covariance objects
+++ optIC already contains stubs to use moveL2Fam2RefParam, moveICBackFromRefParam
(still some checking necessary before using this really...)
Modified: branches/robast-0.9/pkg/ROptEst/R/getInfRobIC_asGRisk.R
===================================================================
--- branches/robast-0.9/pkg/ROptEst/R/getInfRobIC_asGRisk.R 2013-02-23 21:54:42 UTC (rev 617)
+++ branches/robast-0.9/pkg/ROptEst/R/getInfRobIC_asGRisk.R 2013-02-23 22:11:21 UTC (rev 618)
@@ -197,7 +197,7 @@
z.start, A.start, upper = NULL, lower = NULL,
OptOrIter = "iterate",
maxiter, tol, warn, verbose = NULL, withPICcheck = TRUE,
- ...){
+ ..., .withEvalAsVar = TRUE){
if(missing(verbose)|| is.null(verbose))
verbose <- getRobAStBaseOption("all.verbose")
@@ -320,19 +320,7 @@
risk <- erg$risk
iter <- erg$iter
prec <- prec.In <- iter.In <- NULL
- Cov <- getInfV(L2deriv = L2deriv, neighbor = neighbor,
- biastype = biastype, Distr = Distr,
- V.comp = A.comp, cent = a,
- stand = A, w = w)
- if(!is(risk, "asMSE")){
- Risk <- getAsRisk(risk = risk, L2deriv = L2deriv, neighbor = neighbor,
- biastype = biastype, normtype = normtype,
- clip = b, cent = a, stand = A,
- trafo = trafo, FI = FI0)
- }else{
- Risk <- sum(diag(std%*%Cov)) + radius^2 * b^2
- }
}else{
repeat{
iter <- iter + 1
@@ -442,37 +430,54 @@
}
- ### determine Covariance of pIC
- Cov <- getInfV(L2deriv = L2deriv, neighbor = neighbor,
- biastype = biastype, Distr = Distr,
- V.comp = A.comp, cent = a,
- stand = A, w = w)
- if(verbose && withPICcheck) print(list(Cov=Cov,A=A,a=a,w=w))
- if(!is(risk, "asMSE")){
- Risk <- getAsRisk(risk = risk, L2deriv = L2deriv, neighbor = neighbor,
- biastype = biastype, normtype = normtype,
- clip = b, cent = a, stand = A,
- trafo = trafo, FI = FI0)
- }else{
- Risk <- NULL
- }
+ if(verbose && withPICcheck) print(list(A=A,a=a,w=w))
}
+ Cov <- substitute(do.call(getInfV, args = list(L2deriv = L2deriv0,
+ neighbor = neighbor0, biastype = biastype0,
+ Distr = Distr0, V.comp = A.comp0, cent = a0,
+ stand = A0, w = w0)), list(L2deriv0 = L2deriv,
+ neighbor0 = neighbor, biastype0 = biastype,
+ Distr0 = Distr, A.comp0 = A.comp, a0 = a,
+ A0 = A, w0 = w))
+ rifct <- function(std0, Cov0, rad0, b0){
+ sum(diag(std0%*%eval(Cov0))) + rad0^2 * b0^2}
+
+ asMSE.0 <- substitute(do.call(ri.fct, args=list(std0=std1, Cov0=Cov1,
+ rad0 = rad1, b0=b1)), list(std1=std,
+ Cov1=Cov, rad1=radius, b1=b))
+ if(!is(risk, "asMSE")){
+ Risk <- substitute(do.call(getAsRisk, args =list(risk = risk0,
+ L2deriv = L2deriv0, neighbor = neighbor0,
+ biastype = biastype0, normtype = normtype0,
+ clip = b0, cent = a0, stand = A0,
+ trafo = trafo0, FI = FI000)), list(risk0=risk,
+ L2deriv0=L2deriv, neighbor0 = neighbor,
+ biastype0 = biastype, normtype0 = normtype,
+ b0 = b, a0 = a, A0 = A,
+ trafo0 = trafo, FI000 = FI0))
+ }else{ Risk <- asMSE.0
+ }
+
### add some further informations for the pIC-slots info and risk
info <- paste("optimally robust IC for", sQuote(class(risk)[1]))
- trAsCov <- sum(diag(std%*%Cov))
+ trAsCov.fct <- function(std0, Cov0) sum(diag(std0%*%eval(Cov0)))
+ trAsCov <- substitute(do.call(tr.fct, args=list(std0=std1, Cov0=Cov1)),
+ list(std1=std, Cov1=Cov))
Risk <- c(Risk, list(asCov = Cov,
asBias = list(value = b, biastype = biastype,
normtype = normtype,
neighbortype = class(neighbor)),
trAsCov = list(value = trAsCov,
normtype = normtype),
- asMSE = list(value = trAsCov + radius^2*b^2,
+ asMSE = list(value = asMSE.0,
r = radius,
at = neighbor)))
+ if(.withEvalAsVar) Risk <- .evalListRec(Risk)
+
if(verbose && withPICcheck)
.checkPIC(L2deriv = L2deriv, neighbor = neighbor,
Distr = Distr, trafo = trafo, z = z, A = A, w = w,
@@ -484,6 +489,8 @@
iter.In = iter.In, prec.In = prec.In))
})
+### helper function to recursively evaluate list
+.evalListRec <- RobAStBase:::.evalListRec
### helper function to return the upper case solution if r=0
.getUpperSol <- function(L2deriv, radius, risk, neighbor, biastype,
Modified: branches/robast-0.9/pkg/ROptEst/R/getInfRobIC_asHampel.R
===================================================================
--- branches/robast-0.9/pkg/ROptEst/R/getInfRobIC_asHampel.R 2013-02-23 21:54:42 UTC (rev 617)
+++ branches/robast-0.9/pkg/ROptEst/R/getInfRobIC_asHampel.R 2013-02-23 22:11:21 UTC (rev 618)
@@ -148,7 +148,8 @@
L2derivDistrSymm, Finfo, trafo, onesetLM = FALSE,
z.start, A.start, upper = NULL, lower = NULL,
OptOrIter = "iterate", maxiter, tol, warn,
- verbose = NULL, checkBounds = TRUE, ...){
+ verbose = NULL, checkBounds = TRUE, ...,
+ .withEvalAsVar = TRUE){
if(missing(verbose)|| is.null(verbose))
verbose <- getRobAStBaseOption("all.verbose")
@@ -274,28 +275,41 @@
### determine Covariance of pIC
- Cov <- as.matrix(getInfV(L2deriv = L2deriv, neighbor = neighbor,
- biastype = biastype, Distr = Distr,
- V.comp = A.comp, cent = a,
- stand = A, w = w))
+ Cov <- substitute(do.call(getInfV, args = list(L2deriv = L2deriv0,
+ neighbor = neighbor0, biastype = biastype0,
+ Distr = Distr0, V.comp = A.comp0, cent = a0,
+ stand = A0, w = w0)), list(L2deriv0 = L2deriv,
+ neighbor0 = neighbor, biastype0 = biastype,
+ Distr0 = Distr, A.comp0 = A.comp, a0 = a,
+ A0 = A, w0 = w))
- #getAsRisk(risk = asCov(), L2deriv = L2deriv, neighbor = neighbor,
- # biastype = biastype, Distr = Distr, clip = b, cent = a,
- # stand = A)$asCov
+ rifct <- function(std0, Cov0, rad0, b0){
+ sum(diag(std0%*%eval(Cov0))) + rad0^2 * b0^2}
+ asMSE.0 <- substitute(do.call(ri.fct, args=list(std0=std1, Cov0=Cov1,
+ rad0 = rad1, b0=b1)), list(std1=std,
+ Cov1=Cov, rad1=neighbor at radius, b1=b))
+
+
### add some further informations for the pIC-slots info and risk
info <- paste("optimally robust IC for 'asHampel' with bound =", round(b,3))
- trAsCov <- sum(diag(std %*% Cov)); r <- neighbor at radius
+
+ trAsCov.fct <- function(std0, Cov0) sum(diag(std0%*%eval(Cov0)))
+ trAsCov <- substitute(do.call(tr.fct, args=list(std0=std1, Cov0=Cov1)),
+ list(std1=std, Cov1=Cov))
+ r <- neighbor at radius
Risk <- list(trAsCov = list(value = trAsCov,
normtype = normtype),
asCov = Cov,
asBias = list(value = b, biastype = biastype,
normtype = normtype,
neighbortype = class(neighbor)),
- asMSE = list(value = trAsCov + r^2*b^2,
+ asMSE = list(value = asMSE.0,
r = r,
at = neighbor))
+ if(.withEvalAsVar) Risk <- .evalListRec(Risk)
+
if(verbose)
.checkPIC(L2deriv = L2deriv, neighbor = neighbor,
Distr = Distr, trafo = trafo, z = z, A = A, w = w,
Modified: branches/robast-0.9/pkg/ROptEst/R/getInfV.R
===================================================================
--- branches/robast-0.9/pkg/ROptEst/R/getInfV.R 2013-02-23 21:54:42 UTC (rev 617)
+++ branches/robast-0.9/pkg/ROptEst/R/getInfV.R 2013-02-23 22:11:21 UTC (rev 618)
@@ -55,7 +55,7 @@
erg[col(erg) < row(erg)] <- erg[col(erg) > row(erg)]
- return(stand %*% erg %*% t(stand))
+ return(as.matrix(stand %*% erg %*% t(stand)))
})
setMethod("getInfV", signature(L2deriv = "RealRandVariable",
neighbor = "TotalVarNeighborhood",
Modified: branches/robast-0.9/pkg/ROptEst/R/getRiskIC.R
===================================================================
--- branches/robast-0.9/pkg/ROptEst/R/getRiskIC.R 2013-02-23 21:54:42 UTC (rev 617)
+++ branches/robast-0.9/pkg/ROptEst/R/getRiskIC.R 2013-02-23 22:11:21 UTC (rev 618)
@@ -15,7 +15,7 @@
neighbor = "missing",
L2Fam = "L2ParamFamily"),
function(IC, risk, L2Fam){
- Cov <- IC at Risks[["asCov"]]
+ Cov <- eval(IC at Risks[["asCov"]])
if(is.null(Cov)){
if(numberOfMaps(L2Fam at L2deriv)==1){ ## L2derivDim <- L2Fam at L2deriv
L2deriv <- L2Fam at L2derivDistr[[1]]
@@ -38,7 +38,7 @@
neighbor = "missing",
L2Fam = "L2ParamFamily"),
function(IC, risk, L2Fam){
- Cov <- IC at Risks[["asCov"]]
+ Cov <- eval(IC at Risks[["asCov"]])
if (is.null(Cov)){
L2deriv <- L2Fam at L2derivDistr[[1]]
A <- as.vector(IC at stand)
Modified: branches/robast-0.9/pkg/ROptEst/R/getStartIC.R
===================================================================
--- branches/robast-0.9/pkg/ROptEst/R/getStartIC.R 2013-02-23 21:54:42 UTC (rev 617)
+++ branches/robast-0.9/pkg/ROptEst/R/getStartIC.R 2013-02-23 22:11:21 UTC (rev 618)
@@ -2,7 +2,7 @@
function(model, risk, ...) stop("not yet implemented"))
setMethod("getStartIC",signature(model = "L2ParamFamily", risk = "asGRisk"),
- function(model, risk, ..., ..debug=FALSE){
+ function(model, risk, ..., withEvalAsVar = TRUE, ..debug=FALSE){
mc <- match.call(expand.dots=FALSE, call = sys.call(sys.parent(1)))
dots <- as.list(mc$"...")
if("fsCor" %in% names(dots)){
@@ -31,6 +31,7 @@
dots.optic <- .fix.in.defaults(dots, sm.optic)
dots.optic$model <- NULL
dots.optic$risk <- NULL
+ dots.optic$.withEvalAsVar <- withEvalAsVar
if(is.null(eps[["e"]])){
dots.rmx$loRad <- eps$sqn * eps$lower
Modified: branches/robast-0.9/pkg/ROptEst/R/internal.roptest.R
===================================================================
--- branches/robast-0.9/pkg/ROptEst/R/internal.roptest.R 2013-02-23 21:54:42 UTC (rev 617)
+++ branches/robast-0.9/pkg/ROptEst/R/internal.roptest.R 2013-02-23 22:11:21 UTC (rev 618)
@@ -214,7 +214,8 @@
IC.UpdateInKer = getRobAStBaseOption("IC.UpdateInKer"),
withICList = getRobAStBaseOption("withICList"),
withPICList = getRobAStBaseOption("withPICList"),
- scalename = "scale", withLogScale = TRUE){
+ scalename = "scale", withLogScale = TRUE,
+ withEvalAsVar = NULL){
es.call <- match.call()
es.list <- as.list(es.call[-1])
es.list <- .fix.in.defaults(es.list,genkStepCtrl)
Modified: branches/robast-0.9/pkg/ROptEst/R/optIC.R
===================================================================
--- branches/robast-0.9/pkg/ROptEst/R/optIC.R 2013-02-23 21:54:42 UTC (rev 617)
+++ branches/robast-0.9/pkg/ROptEst/R/optIC.R 2013-02-23 22:11:21 UTC (rev 618)
@@ -5,12 +5,15 @@
function(model, risk, z.start = NULL, A.start = NULL, upper = 1e4,
lower = 1e-4, OptOrIter = "iterate",
maxiter = 50, tol = .Machine$double.eps^0.4,
- warn = TRUE, noLow = FALSE, verbose = NULL, ...){
+ warn = TRUE, noLow = FALSE, verbose = NULL, ...,
+ .withEvalAsVar = TRUE){
if(missing(verbose)|| is.null(verbose))
verbose <- getRobAStBaseOption("all.verbose")
L2derivDim <- numberOfMaps(model at center@L2deriv)
ow <- options("warn")
on.exit(options(ow))
+ #L2Fam <- model at center
+ #model at center <- moveL2Fam2RefParam(L2Fam)
if(L2derivDim == 1){
options(warn = -1)
res <- getInfRobIC(L2deriv = model at center@L2derivDistr[[1]],
@@ -23,7 +26,7 @@
res <- c(res, modifyIC = getModifyIC(L2FamIC = model at center,
neighbor = model at neighbor,
risk = risk))
- return(generateIC(model at neighbor, model at center, res))
+ IC.o <- generateIC(model at neighbor, model at center, res)
}else{
if(is(model at center@distribution, "UnivariateDistribution")){
if((length(model at center@L2deriv) == 1) & is(model at center@L2deriv[[1]], "RealRandVariable")){
@@ -53,18 +56,20 @@
trafo = trafo(model at center@param), z.start = z.start, A.start = A.start,
upper = upper, lower = lower, OptOrIter = OptOrIter,
maxiter = maxiter, tol = tol, warn = warn,
- verbose = verbose, ...)
+ verbose = verbose, ...,.withEvalAsVar = .withEvalAsVar)
options(ow)
res$info <- c("optIC", res$info)
res <- c(res, modifyIC = getModifyIC(L2FamIC = model at center,
neighbor = model at neighbor,
risk = risk, verbose = verbose,
...))
- return(generateIC(model at neighbor, model at center, res))
+ IC.o <- generateIC(model at neighbor, model at center, res)
}else{
stop("not yet implemented")
}
}
+ #IC.o <- moveICBackFromRefParam(IC.o,L2Fam)
+ return(IC.o)
})
###############################################################################
Modified: branches/robast-0.9/pkg/ROptEst/R/roptest.new.R
===================================================================
--- branches/robast-0.9/pkg/ROptEst/R/roptest.new.R 2013-02-23 21:54:42 UTC (rev 617)
+++ branches/robast-0.9/pkg/ROptEst/R/roptest.new.R 2013-02-23 22:11:21 UTC (rev 618)
@@ -13,7 +13,8 @@
withPICList = getRobAStBaseOption("withPICList"),
na.rm = TRUE, initial.est.ArgList, ...,
withLogScale = TRUE,..withCheck=FALSE,
- withTimings = FALSE, withMDE = NULL){
+ withTimings = FALSE, withMDE = NULL,
+ withEvalAsVar = NULL){
es.call <- match.call()
es.call0 <- match.call(expand.dots=FALSE)
mwt <- !is.null(es.call$withTimings)
@@ -84,6 +85,16 @@
nbCtrl <- .fix.in.defaults(nbCtrl, gennbCtrl)
startCtrl <- .fix.in.defaults(startCtrl, genstartCtrl)
kStepCtrl <- .fix.in.defaults(kStepCtrl, genkStepCtrl)
+
+ if(missing(L2Fam))
+ stop("'L2Fam' is missing with no default")
+ if(!is(L2Fam, "L2ParamFamily"))
+ stop("'L2Fam' must be of class 'L2ParamFamily'.")
+
+ withEvalAsVar <- kStepCtrl$withEvalAsVar
+ if(is.null(withEvalAsVar)) withEvalAsVar <- L2Fam at .withEvalAsVar
+
+
es.list <- as.list(es.call0[-1])
es.list <- c(es.list,nbCtrl)
es.list$nbCtrl <- NULL
@@ -92,12 +103,6 @@
if(missing(verbose)|| is.null(verbose))
es.list$verbose <- getRobAStBaseOption("all.verbose")
- if(missing(L2Fam))
- stop("'L2Fam' is missing with no default")
- if(!is(L2Fam, "L2ParamFamily"))
- stop("'L2Fam' must be of class 'L2ParamFamily'.")
-
-
res.x <- .pretreat(x,na.rm)
x <- res.x$x
completecases <- res.x$completecases
@@ -193,8 +198,10 @@
es.list0$steps <- NULL
es.list0$eps.lower <- NULL
es.list0$eps.upper <- NULL
+ es.list0$withEvalAsVar <- NULL
es.list0$na.rm <- NULL
es.list0$fsCor <- eval(es.list0$fsCor)
+
if(debug) {cat("\n\n\n::::\n\n")
argList <- c(list(model=L2Fam,risk=risk,neighbor=neighbor),
es.list0)
@@ -204,10 +211,13 @@
if(!debug){
sy.getStartIC <- system.time({
ICstart <- do.call(getStartIC, args=c(list(model=L2FamStart,risk=risk,
- neighbor=neighbor),es.list0))
+ neighbor=neighbor, withEvalAsVar = withEvalAsVar),
+ es.list0))
})
if (withTimings) print(sy.getStartIC)
}
+
+
if(debug){
ICstart <- "BUL"
argList <- list(x, IC = ICstart, start = initial.est, steps = steps,
@@ -218,7 +228,8 @@
withPICList = kStepCtrl$withPICList,
na.rm = na.rm,
scalename = kStepCtrl$scalename,
- withLogScale = kStepCtrl$withLogScale)
+ withLogScale = kStepCtrl$withLogScale,
+ withEvalAsVar = withEvalAsVar)
print(argList) }
sy.kStep <- system.time({
res <- kStepEstimator(x, IC = ICstart, start = initial.est, steps = steps,
@@ -229,7 +240,8 @@
withPICList = kStepCtrl$withPICList,
na.rm = na.rm,
scalename = kStepCtrl$scalename,
- withLogScale = kStepCtrl$withLogScale)
+ withLogScale = kStepCtrl$withLogScale,
+ withEvalAsVar = withEvalAsVar)
})
if (withTimings) print(sy.kStep)
Modified: branches/robast-0.9/pkg/ROptEst/man/getInfRobIC.Rd
===================================================================
--- branches/robast-0.9/pkg/ROptEst/man/getInfRobIC.Rd 2013-02-23 21:54:42 UTC (rev 617)
+++ branches/robast-0.9/pkg/ROptEst/man/getInfRobIC.Rd 2013-02-23 22:11:21 UTC (rev 618)
@@ -52,7 +52,8 @@
L2derivDistrSymm, Finfo, trafo, onesetLM = FALSE,
z.start, A.start, upper = NULL, lower=NULL,
OptOrIter = "iterate", maxiter, tol, warn,
- verbose = NULL, checkBounds = TRUE, ...)
+ verbose = NULL, checkBounds = TRUE, ...,
+ .withEvalAsVar = TRUE)
\S4method{getInfRobIC}{UnivariateDistribution,asAnscombe,UncondNeighborhood}(
L2deriv, risk, neighbor, symm, Finfo, trafo, upper = NULL,
@@ -75,7 +76,8 @@
neighbor, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, trafo, onesetLM = FALSE, z.start,
A.start, upper = NULL, lower = NULL, OptOrIter = "iterate",
- maxiter, tol, warn, verbose = NULL, withPICcheck = TRUE, ...)
+ maxiter, tol, warn, verbose = NULL, withPICcheck = TRUE,
+ ..., .withEvalAsVar = TRUE)
\S4method{getInfRobIC}{UnivariateDistribution,asUnOvShoot,UncondNeighborhood}(
L2deriv, risk, neighbor, symm, Finfo, trafo,
@@ -121,6 +123,10 @@
\item{withPICcheck}{logical: at the end of the algorithm, shall we check
how accurately this is a pIC; this will only be done if
\code{withPICcheck && verbose}.}
+ \item{.withEvalAsVar}{logical (of length 1):
+ if \code{TRUE}, risks based on covariances are to be
+ evaluated (default), otherwise just a call is returned.}
+
}
%\details{}
\value{The optimally robust IC is computed.}
Modified: branches/robast-0.9/pkg/ROptEst/man/getStartIC-methods.Rd
===================================================================
--- branches/robast-0.9/pkg/ROptEst/man/getStartIC-methods.Rd 2013-02-23 21:54:42 UTC (rev 617)
+++ branches/robast-0.9/pkg/ROptEst/man/getStartIC-methods.Rd 2013-02-23 22:11:21 UTC (rev 618)
@@ -15,7 +15,8 @@
\usage{getStartIC(model, risk, ...)
\S4method{getStartIC}{ANY,ANY}(model, risk, ...)
-\S4method{getStartIC}{L2ParamFamily,asGRisk}(model, risk, ..., ..debug=FALSE)
+\S4method{getStartIC}{L2ParamFamily,asGRisk}(model, risk, ...,
+ withEvalAsVar = TRUE,..debug=FALSE)
\S4method{getStartIC}{L2ParamFamily,asBias}(model, risk, ..., ..debug=FALSE)
\S4method{getStartIC}{L2ParamFamily,asCov}(model, risk, ..., ..debug=FALSE)
\S4method{getStartIC}{L2ParamFamily,trAsCov}(model, risk, ..., ..debug=FALSE)
@@ -25,6 +26,9 @@
\item{model}{normtype of class \code{NormType}}
\item{risk}{normtype of class \code{NormType}}
\item{\dots}{ further arguments to be passed to specific methods.}
+ \item{withEvalAsVar}{logical (of length 1):
+ if \code{TRUE}, risks based on covariances are to be
+ evaluated (default), otherwise just a call is returned.}
\item{..debug}{logical; if \code{TRUE} information for debugging is issued.}
}
\section{Methods}{\describe{
Modified: branches/robast-0.9/pkg/ROptEst/man/inputGenerator.Rd
===================================================================
--- branches/robast-0.9/pkg/ROptEst/man/inputGenerator.Rd 2013-02-23 21:54:42 UTC (rev 617)
+++ branches/robast-0.9/pkg/ROptEst/man/inputGenerator.Rd 2013-02-23 22:11:21 UTC (rev 618)
@@ -13,7 +13,8 @@
IC.UpdateInKer = getRobAStBaseOption("IC.UpdateInKer"),
withICList = getRobAStBaseOption("withICList"),
withPICList = getRobAStBaseOption("withPICList"),
- scalename = "scale", withLogScale = TRUE)
+ scalename = "scale", withLogScale = TRUE,
+ withEvalAsVar = NULL)
genstartCtrl(initial.est = NULL, initial.est.ArgList = NULL,
startPar = NULL, distance = CvMDist, withMDE = NULL)
gennbCtrl(neighbor = ContNeighborhood(), eps, eps.lower, eps.upper)
@@ -35,6 +36,11 @@
\item{withLogScale}{logical; shall a scale component (if existing and found
with name \code{scalename}) be computed on log-scale and backtransformed
afterwards? This avoids crossing 0.}
+ \item{withEvalAsVar}{logical or \code{NULL}: if \code{TRUE} (default), tells R
+ to evaluate the asymptotic variance or if \code{FALSE} just to produces a call
+ to do so. If \code{withEvalAsVar} is \code{NULL} (default), the content
+ of slot \code{.withEvalAsVar} in the L2 family is used instead to take
+ this decision.}
\item{initial.est}{ initial estimate for unknown parameter. If missing
minimum distance estimator is computed. }
Modified: branches/robast-0.9/pkg/ROptEst/man/optIC.Rd
===================================================================
--- branches/robast-0.9/pkg/ROptEst/man/optIC.Rd 2013-02-23 21:54:42 UTC (rev 617)
+++ branches/robast-0.9/pkg/ROptEst/man/optIC.Rd 2013-02-23 22:11:21 UTC (rev 618)
@@ -16,7 +16,8 @@
upper = 1e4, lower = 1e-4,
OptOrIter = "iterate", maxiter = 50,
tol = .Machine$double.eps^0.4, warn = TRUE,
- noLow = FALSE, verbose = NULL, ...)
+ noLow = FALSE, verbose = NULL, ...,
+ .withEvalAsVar = TRUE)
\S4method{optIC}{InfRobModel,asUnOvShoot}(model, risk, upper = 1e4,
lower = 1e-4, maxiter = 50,
@@ -52,6 +53,9 @@
we use only one (inner) iteration, if matched to \code{"doubleiterate"}
we use up to \code{Maxiter} (inner) iterations.}
\item{verbose}{ logical: if \code{TRUE}, some messages are printed }
+ \item{.withEvalAsVar}{logical (of length 1):
+ if \code{TRUE}, risks based on covariances are to be
+ evaluated (default), otherwise just a call is returned.}
}
\details{ In case of the finite-sample risk \code{"fiUnOvShoot"} one can choose
between two algorithms for the computation of this risk where the least favorable
Modified: branches/robast-0.9/pkg/ROptEst/man/roptest.Rd
===================================================================
--- branches/robast-0.9/pkg/ROptEst/man/roptest.Rd 2013-02-23 21:54:42 UTC (rev 617)
+++ branches/robast-0.9/pkg/ROptEst/man/roptest.Rd 2013-02-23 22:11:21 UTC (rev 618)
@@ -18,7 +18,7 @@
withPICList = getRobAStBaseOption("withPICList"),
na.rm = TRUE, initial.est.ArgList, ...,
withLogScale = TRUE, ..withCheck = FALSE, withTimings = FALSE,
- withMDE = NULL)
+ withMDE = NULL, withEvalAsVar = NULL)
roptest.old(x, L2Fam, eps, eps.lower, eps.upper, fsCor = 1, initial.est,
neighbor = ContNeighborhood(), risk = asMSE(), steps = 1L,
distance = CvMDist, startPar = NULL, verbose = NULL,
@@ -89,11 +89,16 @@
timings for the three steps evaluating the starting value, finding
the starting influence curve, and evaluating the k-step estimator is
issued.}
- \item{withMDE}{ logical or NULL: Shall a minimum distance estimator be used as
+ \item{withMDE}{ logical or \code{NULL}: Shall a minimum distance estimator be used as
starting estimator---in addition to the function given in slot
- \code{startPar} of the L2 family? If \code{NULL} (default) the content
+ \code{startPar} of the L2 family? If \code{NULL} (default), the content
of slot \code{.withMDE} in the L2 family is used instead to take
this decision.}
+ \item{withEvalAsVar}{logical or \code{NULL}: if \code{TRUE} (default), tells R
+ to evaluate the asymptotic variance or if \code{FALSE} just to produces a call
+ to do so. If \code{withEvalAsVar} is \code{NULL} (default), the content
+ of slot \code{.withEvalAsVar} in the L2 family is used instead to take
+ this decision.}
}
\details{
Computes the optimally robust estimator for a given L2 differentiable
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