[Robast-commits] r737 - branches/robast-1.0/pkg/RobExtremes/R

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Thu Apr 3 11:28:39 CEST 2014


Author: ruckdeschel
Date: 2014-04-03 11:28:38 +0200 (Thu, 03 Apr 2014)
New Revision: 737

Modified:
   branches/robast-1.0/pkg/RobExtremes/R/startEstGEV.R
Log:
RobExtremes: ...yet another time played around the search interval for sigma in startEstGEV.R

Modified: branches/robast-1.0/pkg/RobExtremes/R/startEstGEV.R
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/R/startEstGEV.R	2014-04-03 07:58:03 UTC (rev 736)
+++ branches/robast-1.0/pkg/RobExtremes/R/startEstGEV.R	2014-04-03 09:28:38 UTC (rev 737)
@@ -11,7 +11,7 @@
          mygev1 <- GEV(loc=0,scale=sig,shape=xi)
          CvMDist(x0,mygev1)
       }
-      intv <- if(xi<0) c(1e-5, max(xi*min(x)-mu,2e-5)) else c(max(1e-5,xi*min(x)-mu),s0)
+      intv <- if(xi<0) c(min(1e-5,xi/4*min(x)-mu), max(xi*min(x)-mu,2e-5)) else c(max(1e-5,xi*max(x)-mu),max(s0,2*xi*max(x)-mu))
       sigCvMMD1 <- optimize(funl, interval=intv)$minimum
       mygev <- GEVFamily(loc=0,scale=sigCvMMD1,shape=xi, withPos=withPos,
                          start0Est = fu, ..withWarningGEV=FALSE)



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