[Robast-commits] r685 - in branches/robast-0.9/pkg: ROptReg RobExtremes RobExtremes/R

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Tue Sep 3 20:39:56 CEST 2013


Author: kroisand
Date: 2013-09-03 20:39:55 +0200 (Tue, 03 Sep 2013)
New Revision: 685

Modified:
   branches/robast-0.9/pkg/ROptReg/DESCRIPTION
   branches/robast-0.9/pkg/RobExtremes/DESCRIPTION
   branches/robast-0.9/pkg/RobExtremes/R/GEVFamilyMuUnknown.R
Log:
Fehler in GEVFamilyMuUnknown behoben, damit es installiert, aber nicht nachgerechnet, dass die Aenderungen auch sinnvoll sind; Beschreibungsdateien von RobExtremes und ROptReg angepasst, dass dort die benoetigten Versionen richtig angegeben sind

Modified: branches/robast-0.9/pkg/ROptReg/DESCRIPTION
===================================================================
--- branches/robast-0.9/pkg/ROptReg/DESCRIPTION	2013-09-02 15:26:28 UTC (rev 684)
+++ branches/robast-0.9/pkg/ROptReg/DESCRIPTION	2013-09-03 18:39:55 UTC (rev 685)
@@ -5,7 +5,7 @@
 Description: Optimally robust estimation for regression-type models using S4 classes and
         methods (based on distrMod, RobAStBase, and ROptEst)
 Depends: R (>= 2.14.0), methods, distr(>= 2.3), distrEx(>= 2.3), RandVar(>= 0.8), 
-         distrMod(>=2.4), RobAStBase(>=0.8), ROptEst(>=0.8)
+         distrMod(>= 2.4), RobAStBase(>= 0.8), ROptEst(>= 0.8)
 Author: Matthias Kohl, Peter Ruckdeschel, Daria Pupashenko
 Maintainer: Peter Ruckdeschel <peter.ruckdeschel at itwm.fraunhofer.de>
 LazyLoad: yes

Modified: branches/robast-0.9/pkg/RobExtremes/DESCRIPTION
===================================================================
--- branches/robast-0.9/pkg/RobExtremes/DESCRIPTION	2013-09-02 15:26:28 UTC (rev 684)
+++ branches/robast-0.9/pkg/RobExtremes/DESCRIPTION	2013-09-03 18:39:55 UTC (rev 685)
@@ -8,8 +8,8 @@
 Depends: R (>= 2.14.0), methods, distr(>= 2.4), distrEx(>= 2.4), RandVar(>= 0.8), 
          distrMod(>= 2.5), RobAStBase(>= 0.9), ROptEst(>= 0.9), robustbase(>= 0.8-0),
 		 evd, actuar
+Suggests: RUnit (>= 0.4.26)
 Imports: RobAStRDA
-Suggests: RUnit
 Author: Peter Ruckdeschel, Matthias Kohl, Nataliya Horbenko
 Maintainer: Peter Ruckdeschel <peter.ruckdeschel at itwm.fraunhofer.de>
 LazyLoad: yes

Modified: branches/robast-0.9/pkg/RobExtremes/R/GEVFamilyMuUnknown.R
===================================================================
--- branches/robast-0.9/pkg/RobExtremes/R/GEVFamilyMuUnknown.R	2013-09-02 15:26:28 UTC (rev 684)
+++ branches/robast-0.9/pkg/RobExtremes/R/GEVFamilyMuUnknown.R	2013-09-03 18:39:55 UTC (rev 685)
@@ -68,7 +68,7 @@
                                    theta[3]  + theta[1] }
                             names(es) <- "expected shortfall"
                             es }, list(p0 = p))
-       bDes <- substitute({ if(theta[3]>=1L){ D0 <- NA, D1 <- D2 <- NA} else {
+       bDes <- substitute({ if(theta[3]>=1L){ D0 <- NA; D1 <- D2 <- NA} else {
                             loc <- theta[1]; scale <- theta[2]; shape <- theta[3]
                             pg <- pgamma(-log(p0), 1-theta[3], lower.tail = TRUE)
                             dd <- ddigamma(-log(p0),1-theta[3])
@@ -242,7 +242,7 @@
         x0 <- k1^2*2*k
         I00 <- (2*k)*k1^2*G20/sc^2
         I01 <- (G10-k1*2*G20)*k1/sc^2
-        I02 <- [k1*2 * gamma(2k)- k1* gamma(k) -  gamma(k)-k * G11]*k1/k
+        I02 <- (k1*2 * gamma(2*k)- k1* gamma(k) -  gamma(k)-k * G11)*k1/k
         I02 <- (2*k1*G20 -(k+2)*G10-k*G11)*k1/k/sc
         I11 <- G20*x0-2*G10*k*(k+1)+1
         I11 <- I11/sc^2/k^2



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