From noreply at r-forge.r-project.org Sat Apr 22 10:18:07 2017 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sat, 22 Apr 2017 10:18:07 +0200 (CEST) Subject: [Robast-commits] r929 - branches/robast-1.1/pkg/RobExtremes/man Message-ID: <20170422081807.470741886B7@r-forge.r-project.org> Author: ruckdeschel Date: 2017-04-22 10:18:06 +0200 (Sat, 22 Apr 2017) New Revision: 929 Modified: branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd branches/robast-1.1/pkg/RobExtremes/man/GEV-class.Rd branches/robast-1.1/pkg/RobExtremes/man/GEV.Rd branches/robast-1.1/pkg/RobExtremes/man/GEVFamily.Rd branches/robast-1.1/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd branches/robast-1.1/pkg/RobExtremes/man/GEVParameter-class.Rd branches/robast-1.1/pkg/RobExtremes/man/GPareto-class.Rd branches/robast-1.1/pkg/RobExtremes/man/GPareto.Rd branches/robast-1.1/pkg/RobExtremes/man/GParetoFamily.Rd branches/robast-1.1/pkg/RobExtremes/man/GParetoParameter-class.Rd branches/robast-1.1/pkg/RobExtremes/man/LDEstimator.Rd branches/robast-1.1/pkg/RobExtremes/man/Pareto-class.Rd branches/robast-1.1/pkg/RobExtremes/man/Pareto.Rd branches/robast-1.1/pkg/RobExtremes/man/ParetoFamily.Rd branches/robast-1.1/pkg/RobExtremes/man/ParetoParameter-class.Rd branches/robast-1.1/pkg/RobExtremes/man/PickandsEstimator.Rd branches/robast-1.1/pkg/RobExtremes/man/QuantileBCCEstimator.Rd branches/robast-1.1/pkg/RobExtremes/man/WeibullFamily.Rd branches/robast-1.1/pkg/RobExtremes/man/kMAD.Rd Log: replaced Nataliya's mail address Modified: branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -30,15 +30,15 @@ \details{ \tabular{ll}{ Package: \tab RobExtremes \cr -Version: \tab 1.0 \cr -Date: \tab 2015-05-03 \cr +Version: \tab 1.1 \cr +Date: \tab 2017-04-23 \cr Depends: \tab R (>= 2.14.0), methods, distrMod(>= 2.5.2), ROptEst(>= 0.9), robustbase(>= 0.8-0), evd, actuar \cr Suggests: \tab RUnit (>= 0.4.26), ismev (>= 1.39)\cr Imports: \tab RobAStRDA, distr, distrEx, RandVar, RobAStBase, startupmsg \cr ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -SVNRevision: \tab 694 \cr +SVNRevision: \tab 932 \cr } } \section{Classes}{ @@ -184,7 +184,7 @@ \author{ Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de},\cr Matthias Kohl \email{Matthias.Kohl at stamats.de}, and \cr -Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de},\cr +Nataliya Horbenko \email{nhorbenko at gmail.com},\cr \emph{Maintainer:} Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de} } @@ -195,7 +195,7 @@ P. Ruckdeschel, M. Kohl, T. Stabla, F. Camphausen (2006): S4 Classes for Distributions, \emph{R News}, \emph{6}(2), 2-6. -\url{http://CRAN.R-project.org/doc/Rnews/Rnews_2006-2.pdf} +\url{https://CRAN.R-project.org/doc/Rnews/Rnews_2006-2.pdf} M.~Kohl, P. Ruckdeschel, H.~Rieder (2010): Infinitesimally Robust Estimation in General Smoothly Parametrized Models. Modified: branches/robast-1.1/pkg/RobExtremes/man/GEV-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/GEV-class.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/GEV-class.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -100,7 +100,7 @@ } \references{Pickands, J. (1975) \emph{Statistical inference using extreme order statistics. _Annals of Statistics_, *3*, 119-131.}} -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} \note{This class is based on the code provided by the package \pkg{evd} by A. G. Stephenson.} \seealso{\code{\link[evd:gpd]{dgpd}}, \code{\link[distr]{AbscontDistribution-class}}} Modified: branches/robast-1.1/pkg/RobExtremes/man/GEV.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/GEV.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/GEV.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -19,7 +19,7 @@ %\details{Generalized Extreme Value Distribution} \value{Object of class \code{"GEV"}} %\references{} -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} \note{The class \code{"GEV"} is based on the code provided by the package \pkg{evd} by Alec Stephenson.} \seealso{\code{\link{GEV-class}}, \code{\link[evd:gpd]{dgpd}}} Modified: branches/robast-1.1/pkg/RobExtremes/man/GEVFamily.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/GEVFamily.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/GEVFamily.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -59,7 +59,7 @@ \author{Matthias Kohl \email{Matthias.Kohl at stamats.de}\cr Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}\cr - Nataliya Horbenko \email{nataliya.horbenko at itwm.fraunhofer.de}} + Nataliya Horbenko \email{nhorbenko at gmail.com}} %\note{} \seealso{\code{\link[distrMod]{L2ParamFamily-class}}, \code{\linkS4class{GPareto}}} \examples{ Modified: branches/robast-1.1/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -62,7 +62,7 @@ \author{Matthias Kohl \email{Matthias.Kohl at stamats.de}\cr Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}\cr - Nataliya Horbenko \email{nataliya.horbenko at itwm.fraunhofer.de}} + Nataliya Horbenko \email{nhorbenko at gmail.com}} %\note{} \seealso{\code{\link[distrMod]{L2ParamFamily-class}}, \code{\linkS4class{GPareto}}} \examples{ Modified: branches/robast-1.1/pkg/RobExtremes/man/GEVParameter-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/GEVParameter-class.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/GEVParameter-class.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -53,7 +53,7 @@ } } %\references{} -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} %\note{} \seealso{\code{\link{GEV-class}}, \code{\link[distr]{Parameter-class}}} \examples{ Modified: branches/robast-1.1/pkg/RobExtremes/man/GPareto-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/GPareto-class.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/GPareto-class.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -97,7 +97,7 @@ } \references{Pickands, J. (1975) \emph{Statistical inference using extreme order statistics. _Annals of Statistics_, *3*, 119-131.}} -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} \note{This class is based on the code provided by the package \pkg{evd} by A. G. Stephenson.} \seealso{\code{\link[evd:gpd]{dgpd}}, \code{\link[distr]{AbscontDistribution-class}}} Modified: branches/robast-1.1/pkg/RobExtremes/man/GPareto.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/GPareto.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/GPareto.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -20,7 +20,7 @@ %\details{} \value{Object of class \code{"GPareto"}} %\references{} -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} \note{The class \code{"GPareto"} is based on the code provided by the package \pkg{evd} by Alec Stephenson.} \seealso{\code{\link{GPareto-class}}, \code{\link[evd:gpd]{dgpd}}} Modified: branches/robast-1.1/pkg/RobExtremes/man/GParetoFamily.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/GParetoFamily.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/GParetoFamily.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -62,7 +62,7 @@ \author{Matthias Kohl \email{Matthias.Kohl at stamats.de}\cr Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}\cr - Nataliya Horbenko \email{nataliya.horbenko at itwm.fraunhofer.de}} + Nataliya Horbenko \email{nhorbenko at gmail.com}} %\note{} \seealso{\code{\link[distrMod]{L2ParamFamily-class}}, \code{\linkS4class{GPareto}}} \examples{ Modified: branches/robast-1.1/pkg/RobExtremes/man/GParetoParameter-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/GParetoParameter-class.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/GParetoParameter-class.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -53,7 +53,7 @@ } } %\references{} -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} %\note{} \seealso{\code{\link{GPareto-class}}, \code{\link[distr]{Parameter-class}}} \examples{ Modified: branches/robast-1.1/pkg/RobExtremes/man/LDEstimator.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/LDEstimator.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/LDEstimator.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -123,7 +123,7 @@ } %\references{ } -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de},\cr +\author{Nataliya Horbenko \email{nhorbenko at gmail.com},\cr Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}} %\note{} \seealso{\code{\link{ParamFamily-class}}, \code{\link{ParamFamily}}, Modified: branches/robast-1.1/pkg/RobExtremes/man/Pareto-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/Pareto-class.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/Pareto-class.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -83,7 +83,7 @@ Klugman, S. A., Panjer, H. H. and Willmot, G. E. (2004), \emph{Loss Models, From Data to Decisions, Second Edition}, Wiley. } -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} \note{This class is based on the code provided by the package \pkg{actuar} by Vincent Goulet and Mathieu Pigeon.} \seealso{\code{\link[actuar:SingleParameterPareto]{dpareto1}}, \code{\link[distr]{AbscontDistribution-class}}} Modified: branches/robast-1.1/pkg/RobExtremes/man/Pareto.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/Pareto.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/Pareto.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -15,7 +15,7 @@ %\details{} \value{Object of class \code{"Pareto"}} %\references{} -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} \note{The class \code{"Pareto"} is based on the code provided by the package \pkg{actuar} by Vincent Goulet and Mathieu Pigeon.} \seealso{\code{\link{Pareto-class}}, \code{\link[actuar:SingleParameterPareto]{dpareto1}}} Modified: branches/robast-1.1/pkg/RobExtremes/man/ParetoFamily.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/ParetoFamily.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/ParetoFamily.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -44,7 +44,7 @@ \author{Matthias Kohl \email{Matthias.Kohl at stamats.de}\cr Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}\cr - Nataliya Horbenko \email{nataliya.horbenko at itwm.fraunhofer.de}} + Nataliya Horbenko \email{nhorbenko at gmail.com}} %\note{} \seealso{\code{\link[distrMod]{L2ParamFamily-class}}, \code{\linkS4class{Pareto}}} \examples{ Modified: branches/robast-1.1/pkg/RobExtremes/man/ParetoParameter-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/ParetoParameter-class.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/ParetoParameter-class.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -40,7 +40,7 @@ } } %\references{} -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} %\note{} \seealso{\code{\link{Pareto-class}}, \code{\link[distr]{Parameter-class}}} \examples{ Modified: branches/robast-1.1/pkg/RobExtremes/man/PickandsEstimator.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/PickandsEstimator.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/PickandsEstimator.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -88,7 +88,7 @@ } %\references{ } -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de},\cr +\author{Nataliya Horbenko \email{nhorbenko at gmail.com},\cr Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}} %\note{} \seealso{\code{\link{ParamFamily-class}}, \code{\link{ParamFamily}}, Modified: branches/robast-1.1/pkg/RobExtremes/man/QuantileBCCEstimator.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/QuantileBCCEstimator.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/QuantileBCCEstimator.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -44,7 +44,7 @@ } %\references{ } -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de},\cr +\author{Nataliya Horbenko \email{nhorbenko at gmail.com},\cr Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}} %\note{} \seealso{\code{\link{ParamFamily-class}}, \code{\link{ParamFamily}}, Modified: branches/robast-1.1/pkg/RobExtremes/man/WeibullFamily.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/WeibullFamily.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/WeibullFamily.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -52,7 +52,7 @@ \author{Matthias Kohl \email{Matthias.Kohl at stamats.de}\cr Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}\cr - Nataliya Horbenko \email{nataliya.horbenko at itwm.fraunhofer.de}} + Nataliya Horbenko \email{nhorbenko at gmail.com}} %\note{} \seealso{\code{\link[distrMod]{L2ParamFamily-class}}, \code{\link[distr]{Weibull-class}}} \examples{ Modified: branches/robast-1.1/pkg/RobExtremes/man/kMAD.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/kMAD.Rd 2017-03-06 13:18:46 UTC (rev 928) +++ branches/robast-1.1/pkg/RobExtremes/man/kMAD.Rd 2017-04-22 08:18:06 UTC (rev 929) @@ -32,7 +32,7 @@ Ruckdeschel, P., Horbenko, N. (2010): Robustness Properties for Generalized Pareto Distributions. ITWM Report 182. } \author{Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}, -Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +Nataliya Horbenko \email{nhorbenko at gmail.com}} \seealso{\code{\link{mad}}} \examples{ x <- rnorm(100) From noreply at r-forge.r-project.org Sat Apr 22 10:42:40 2017 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sat, 22 Apr 2017 10:42:40 +0200 (CEST) Subject: [Robast-commits] r930 - in branches/robast-1.1/pkg: ROptEst/inst ROptEst/man ROptEstOld/man RandVar/vignettes RobAStBase/R RobAStBase/inst RobAStBase/man RobExtremes RobExtremes/R RobExtremes/man RobExtremes/src RobLox/man RobLoxBioC/man Message-ID: <20170422084240.316FD187D73@r-forge.r-project.org> Author: ruckdeschel Date: 2017-04-22 10:42:39 +0200 (Sat, 22 Apr 2017) New Revision: 930 Added: branches/robast-1.1/pkg/RobAStBase/R/getFiRisk.R branches/robast-1.1/pkg/RobAStBase/man/getFiRisk.Rd Removed: branches/robast-1.1/pkg/ROptEst/man/getFiRisk.Rd Modified: branches/robast-1.1/pkg/ROptEst/inst/NEWS branches/robast-1.1/pkg/ROptEstOld/man/ROptEstOldConstants.Rd branches/robast-1.1/pkg/ROptEstOld/man/RobModel-class.Rd branches/robast-1.1/pkg/RandVar/vignettes/RandVar.Rnw branches/robast-1.1/pkg/RobAStBase/inst/NEWS branches/robast-1.1/pkg/RobExtremes/DESCRIPTION branches/robast-1.1/pkg/RobExtremes/NAMESPACE branches/robast-1.1/pkg/RobExtremes/R/kMAD.R branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd branches/robast-1.1/pkg/RobExtremes/src/kMad.c branches/robast-1.1/pkg/RobLox/man/finiteSampleCorrection.Rd branches/robast-1.1/pkg/RobLox/man/showdown.Rd branches/robast-1.1/pkg/RobLoxBioC/man/SimStudies.Rd branches/robast-1.1/pkg/RobLoxBioC/man/robloxbioc.Rd Log: + RobExtremes: registered native routine kMAD + moved getFiRisk from ROptEst to RobAStBase + http://cran to https://cran Modified: branches/robast-1.1/pkg/ROptEst/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/ROptEst/inst/NEWS 2017-04-22 08:18:06 UTC (rev 929) +++ branches/robast-1.1/pkg/ROptEst/inst/NEWS 2017-04-22 08:42:39 UTC (rev 930) @@ -8,6 +8,12 @@ information) ####################################### +version 1.0.1 +####################################### +user-visible CHANGES: ++ moved getFiRisk from ROptEst to RobAstBase + +####################################### version 1.0 ####################################### Deleted: branches/robast-1.1/pkg/ROptEst/man/getFiRisk.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/getFiRisk.Rd 2017-04-22 08:18:06 UTC (rev 929) +++ branches/robast-1.1/pkg/ROptEst/man/getFiRisk.Rd 2017-04-22 08:42:39 UTC (rev 930) @@ -1,63 +0,0 @@ -\name{getFiRisk} -\alias{getFiRisk} -\alias{getFiRisk-methods} -\alias{getFiRisk,fiUnOvShoot,Norm,ContNeighborhood-method} -\alias{getFiRisk,fiUnOvShoot,Norm,TotalVarNeighborhood-method} - -\title{Generic Function for Computation of Finite-Sample Risks} -\description{ - Generic function for the computation of finite-sample risks. - This function is rarely called directly. It is used by - other functions. -} -\usage{ -getFiRisk(risk, Distr, neighbor, ...) - -\S4method{getFiRisk}{fiUnOvShoot,Norm,ContNeighborhood}(risk, Distr, - neighbor, clip, stand, sampleSize, Algo, cont) - -\S4method{getFiRisk}{fiUnOvShoot,Norm,TotalVarNeighborhood}(risk, Distr, - neighbor, clip, stand, sampleSize, Algo, cont) -} -\arguments{ - \item{risk}{ object of class \code{"RiskType"}. } - \item{Distr}{ object of class \code{"Distribution"}. } - \item{neighbor}{ object of class \code{"Neighborhood"}. } - \item{\dots}{ additional parameters. } - \item{clip}{ positive real: clipping bound } - \item{stand}{ standardizing constant/matrix. } - \item{sampleSize}{ integer: sample size. } - \item{Algo}{ "A" or "B". } - \item{cont}{ "left" or "right". } -} -\details{The computation of the finite-sample under-/overshoot risk - is based on FFT. For more details we refer to Section 11.3 of Kohl (2005). -} -\value{The finite-sample risk is computed.} -\section{Methods}{ -\describe{ - \item{risk = "fiUnOvShoot", Distr = "Norm", neighbor = "ContNeighborhood"}{ - computes finite-sample under-/overshoot risk in methods for - function \code{getFixRobIC}. } - - \item{risk = "fiUnOvShoot", Distr = "Norm", neighbor = "TotalVarNeighborhood"}{ - computes finite-sample under-/overshoot risk in methods for - function \code{getFixRobIC}. } -}} -\references{ - Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. - Verw. Geb. \bold{10}:269--278. - - Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}. - Bayreuth: Dissertation. - - Ruckdeschel, P. and Kohl, M. (2005) Computation of the Finite Sample Risk - of M-estimators on Neighborhoods. -} -\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}} -%\note{} -\seealso{\code{\link[distrMod]{fiRisk-class}}} -%\examples{} -\concept{finite-sample risk} -\concept{risk} -\keyword{robust} Modified: branches/robast-1.1/pkg/ROptEstOld/man/ROptEstOldConstants.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/man/ROptEstOldConstants.Rd 2017-04-22 08:18:06 UTC (rev 929) +++ branches/robast-1.1/pkg/ROptEstOld/man/ROptEstOldConstants.Rd 2017-04-22 08:42:39 UTC (rev 930) @@ -1,34 +1,34 @@ -\name{ROptEstOldConstants} -\alias{EULERMASCHERONICONSTANT} -\alias{APERYCONSTANT} -\encoding{latin1} -\title{Built-in Constants in package ROptEstOld} -\description{ - Constants built into \pkg{ROptEstOld}. -} -\usage{ -EULERMASCHERONICONSTANT -APERYCONSTANT -} -\details{ - \pkg{ROptEstOld} has a small number of built-in constants. - - The following constants are available: - \itemize{ - \item \code{EULERMASCHERONICONSTANT}: the Euler Mascheroni constant - \deqn{\gamma=-\Gamma'(1)}{gamma=-digamma(1)} - given in \url{http://mathworld.wolfram.com/Euler-MascheroniConstant.html} (48); - \item \code{APERYCONSTANT}: the \enc{Ap?ry}{Apery} constant - \deqn{\zeta(3)= \frac{5}{2} (\sum_{k\ge 1}\frac{(-1)^{k-1}}{k^3 {2k\choose k}})}{ - zeta(3) = 5/2 sum_{k>=0} (-1)^(k-1)/(k^3 * choose(2k,k))} - as given in \url{http://mathworld.wolfram.com/AperysConstant.html}, equation (8); - } - - These are implemented as variables in the \pkg{ROptEstOld} name space taking - appropriate values. -} -\examples{ -EULERMASCHERONICONSTANT -APERYCONSTANT -} -\keyword{sysdata} +\name{ROptEstOldConstants} +\alias{EULERMASCHERONICONSTANT} +\alias{APERYCONSTANT} +\encoding{latin1} +\title{Built-in Constants in package ROptEstOld} +\description{ + Constants built into \pkg{ROptEstOld}. +} +\usage{ +EULERMASCHERONICONSTANT +APERYCONSTANT +} +\details{ + \pkg{ROptEstOld} has a small number of built-in constants. + + The following constants are available: + \itemize{ + \item \code{EULERMASCHERONICONSTANT}: the Euler Mascheroni constant + \deqn{\gamma=-\Gamma'(1)}{gamma=-digamma(1)} + given in \url{http://mathworld.wolfram.com/Euler-MascheroniConstant.html} (48); + \item \code{APERYCONSTANT}: the \enc{Ap?ry}{Apery} constant + \deqn{\zeta(3)= \frac{5}{2} (\sum_{k\ge 1}\frac{(-1)^{k-1}}{k^3 {2k\choose k}})}{ + zeta(3) = 5/2 sum_{k>=0} (-1)^(k-1)/(k^3 * choose(2k,k))} + as given in \url{http://mathworld.wolfram.com/AperysConstant.html}, equation (8); + } + + These are implemented as variables in the \pkg{ROptEstOld} name space taking + appropriate values. +} +\examples{ +EULERMASCHERONICONSTANT +APERYCONSTANT +} +\keyword{sysdata} Modified: branches/robast-1.1/pkg/ROptEstOld/man/RobModel-class.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/man/RobModel-class.Rd 2017-04-22 08:18:06 UTC (rev 929) +++ branches/robast-1.1/pkg/ROptEstOld/man/RobModel-class.Rd 2017-04-22 08:42:39 UTC (rev 930) @@ -47,4 +47,4 @@ \concept{robust model} \keyword{classes} \keyword{models} -\keyword{robust} \ No newline at end of file +\keyword{robust} Modified: branches/robast-1.1/pkg/RandVar/vignettes/RandVar.Rnw =================================================================== --- branches/robast-1.1/pkg/RandVar/vignettes/RandVar.Rnw 2017-04-22 08:18:06 UTC (rev 929) +++ branches/robast-1.1/pkg/RandVar/vignettes/RandVar.Rnw 2017-04-22 08:42:39 UTC (rev 930) @@ -273,7 +273,7 @@ Ruckdeschel P., Kohl M., Stabla T., and Camphausen F. \newblock {S4 Classes for Distributions.} \newblock {\em R-News\/}, {\bf 6}(2): 10--13. -\newblock http://CRAN.R-project.org/doc/Rnews/Rnews\_2006-2.pdf +\newblock https://CRAN.R-project.org/doc/Rnews/Rnews\_2006-2.pdf \newblock See also {http://www.uni-bayreuth.de/departments/math/org/mathe7/RUCKDESCHEL/pubs/distr.pdf} \end{thebibliography} Added: branches/robast-1.1/pkg/RobAStBase/R/getFiRisk.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/getFiRisk.R (rev 0) +++ branches/robast-1.1/pkg/RobAStBase/R/getFiRisk.R 2017-04-22 08:42:39 UTC (rev 930) @@ -0,0 +1,198 @@ +############################################################################### +## finite-sample under-/overshoot risk +############################################################################### + +# cdf of truncated normal distribution +ptnorm <- function(x, mu, A, B){ + ((A <= x)*(x <= B)*(pnorm(x-mu)-pnorm(A-mu))/(pnorm(B-mu)-pnorm(A-mu)) + + (x > B)) +} + +# n-fold convolution for truncated normal distributions +conv.tnorm <- function(z, A, B, mu, n, m){ + if(n == 1) return(ptnorm(z, mu = mu, A = A, B = B)) + if(z <= n*A) return(0) + if(z >= n*B) return(1) + + M <- 2^m + h <- (B-A)/M + x <- seq(from = A, to = B, by = h) + p1 <- ptnorm(x, mu = mu, A = A, B = B) + p1 <- p1[2:(M + 1)] - p1[1:M] + + ## FFT + pn <- c(p1, numeric((n-1)*M)) + + ## convolution theorem for DFTs + pn <- Re(fft(fft(pn)^n, inverse = TRUE)) / (n*M) + pn <- (abs(pn) >= .Machine$double.eps)*pn + i.max <- n*M-(n-2) + pn <- c(0,pn[1:i.max]) + pn <- cumsum(pn) + + ## cdf with continuity correction h/2 + x <- c(n*A,seq(from = n*A+n/2*h, to = n*B-n/2*h, by=h),n*B) + pnfun1 <- approxfun(x = x+0.5*h, y = pn, yleft = 0, yright = pn[i.max+1]) + pnfun2 <- function(x) pnfun1(x) / pn[i.max+1] + + return(pnfun2(z)) +} + + +setMethod("getFiRisk", signature(risk = "fiUnOvShoot", + Distr = "Norm", + neighbor = "ContNeighborhood" + ), + function(risk, Distr, neighbor, clip, stand, + sampleSize, Algo, cont){ + eps <- neighbor at radius + tau <- risk at width + n <- sampleSize + m <- getdistrOption("DefaultNrFFTGridPointsExponent") + + if(Algo == "B"){ + if(cont == "left"){ + delta1 <- (1-eps)*(pnorm(-clip+tau) + pnorm(-clip-tau)) + eps + K1 <- dbinom(0:n, size = n, prob = delta1) + P1 <- (1-eps)*pnorm(-clip-tau) + eps + p1 <- P1/delta1 + + summe1 <- numeric(n+1) + summe1[1] <- 1 - conv.tnorm(z = 0, A = -clip, B = clip, mu = -tau, n = n, m = m) + summe1[n+1] <- (1 - 0.5*(pbinom(q = n/2, size = n, prob = p1) + + pbinom(q = n/2-0.1, size = n, prob = p1))) + for(k in 1:(n-1)){ + j <- 0:k + z <- clip*(k-2*j) + P1.ste <- sapply(z, conv.tnorm, A = -clip, B = clip, mu = -tau, n = n-k, m = m) + summe1[k+1] <- sum((1-P1.ste)*dbinom(j, size = k, prob = p1)) + } + erg <- sum(summe1*K1) + }else{ + delta2 <- (1-eps)*(pnorm(-clip+tau) + pnorm(-clip-tau)) + eps + K2 <- dbinom(0:n, size = n, prob = delta2) + P2 <- (1-eps)*pnorm(-clip+tau) + p2 <- P2/delta2 + + summe2 <- numeric(n+1) + summe2[1] <- conv.tnorm(z = 0, A = -clip, B = clip, mu = tau, n = n, m = m) + summe2[n+1] <- 0.5*(pbinom(q = n/2, size = n, prob = p2) + + pbinom(q = n/2-0.1, size = n, prob = p2)) + for(k in 1:(n-1)){ + j <- 0:k + z <- clip*(k-2*j) + P2.ste <- sapply(z, conv.tnorm, A = -clip, B = clip, mu = tau, n = n-k, m = m) + summe2[k+1] <- sum(P2.ste*dbinom(j, size=k, prob=p2)) + } + erg <- sum(summe2*K2) + } + }else{ + M <- 2^m + h <- 2*clip/M + x <- seq(from = -clip, to = clip, by = h) + + if(cont == "right"){ + p1 <- pnorm(x+tau) + p1 <- (1-eps)*(p1[2:(M + 1)] - p1[1:M]) + p1[1] <- p1[1] + (1-eps)*pnorm(-clip+tau) + p1[M] <- p1[M] + (1-eps)*pnorm(-clip-tau) + eps + }else{ + p1 <- pnorm(x-tau) + p1 <- (1-eps)*(p1[2:(M + 1)] - p1[1:M]) + p1[1] <- p1[1] + (1-eps)*pnorm(-clip-tau) + eps + p1[M] <- p1[M] + (1-eps)*pnorm(-clip+tau) + } + + ## FFT + pn <- c(p1, numeric((n-1)*M)) + + ## convolution theorem for DFTs + pn <- Re(fft(fft(pn)^n, inverse = TRUE)) / (n*M) + pn <- (abs(pn) >= .Machine$double.eps)*pn + pn <- cumsum(pn) + + k <- n*(M-1)/2 + erg <- ifelse(n%%2 == 0, (pn[k]+pn[k+1])/2, pn[k+1]) + if(cont == "right") erg <- 1 - erg + } + + return(list(fiUnOvShoot = erg)) + }) + +setMethod("getFiRisk", signature(risk = "fiUnOvShoot", + Distr = "Norm", + neighbor = "TotalVarNeighborhood"), + function(risk, Distr, neighbor, clip, stand, sampleSize, Algo, cont){ + delta <- neighbor at radius + tau <- risk at width + n <- sampleSize + m <- getdistrOption("DefaultNrFFTGridPointsExponent") + + if(Algo == "B"){ + if(cont == "left"){ + delta1 <- min(pnorm(-clip-tau)+delta, 1) + 1 - min(pnorm(clip-tau)+delta, 1) + K1 <- dbinom(0:n, size = n, prob = delta1) + P1 <- min(pnorm(-clip-tau) + delta, 1) + p1 <- min(P1/delta1, 1) + + summe1 <- numeric(n+1) + summe1[1] <- 1 - conv.tnorm(z = 0, A = -clip, B = clip, mu = -tau, n = n, m = m) + for(k in 1:(n-1)){ + j <- 0:k + z <- clip*(k-2*j) + P1.ste <- sapply(z, conv.tnorm, A = -clip, B = clip, mu = -tau, n = n-k, m = m) + summe1[k+1] <- sum((1-P1.ste)*dbinom(j, size = k, prob = p1)) + } + summe1[n+1] <- 1 - 0.5*(pbinom(q = n/2, size = n, prob = p1) + + pbinom(q = n/2-0.1, size = n, prob = p1)) + erg <- sum(summe1*K1) + }else{ + delta2 <- max(0, pnorm(-clip+tau)-delta) + 1 - max(0, pnorm(clip+tau)-delta) + K2 <- dbinom(0:n, size = n, prob = delta2) + P2 <- max(0, pnorm(-clip+tau) - delta) + p2 <- P2/delta2 + + summe2 <- numeric(n+1) + summe2[1] <- conv.tnorm(z = 0, A = -clip, B = clip, mu = tau, n = n, m = m) + for(k in 1:(n-1)){ + j <- 0:k + z <- clip*(k-2*j) + P2.ste <- sapply(z, conv.tnorm, A = -clip, B = clip, mu = tau, n = n-k, m = m) + summe2[k+1] <- sum(P2.ste*dbinom(j, size = k, prob = p2)) + } + summe2[n+1] <- 0.5*(pbinom(q = n/2, size = n, prob = p2) + + pbinom(q = n/2-0.1, size = n, prob = p2)) + erg <- sum(summe2*K2) + } + }else{ + M <- 2^m + h <- 2*clip/M + x <- seq(from = -clip, to = clip, by = h) + + if(cont == "right"){ + p1 <- pnorm(x+tau) + p1 <- p1[2:(M + 1)] - p1[1:M] + p1[1] <- p1[1] + pnorm(-clip+tau) - delta + p1[M] <- p1[M] + pnorm(-clip-tau) + delta + }else{ + p1 <- pnorm(x-tau) + p1 <- p1[2:(M + 1)] - p1[1:M] + p1[1] <- p1[1] + pnorm(-clip-tau) + delta + p1[M] <- p1[M] + pnorm(-clip+tau) - delta + } + + ## FFT + pn <- c(p1, numeric((n-1)*M)) + + ## convolution theorem for DFTs + pn <- Re(fft(fft(pn)^n, inverse = TRUE)) / (n*M) + pn <- (abs(pn) >= .Machine$double.eps)*pn + pn <- cumsum(pn) + + k <- n*(M-1)/2 + erg <- ifelse(n%%2 == 0, (pn[k]+pn[k+1])/2, pn[k+1]) + if(cont == "right") erg <- 1-erg + } + + return(list(fiUnOvShoot = erg)) + }) Modified: branches/robast-1.1/pkg/RobAStBase/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2017-04-22 08:18:06 UTC (rev 929) +++ branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2017-04-22 08:42:39 UTC (rev 930) @@ -8,6 +8,13 @@ information) ####################################### +version 1.0.1 +####################################### +user-visible CHANGES: ++ moved getFiRisk from ROptEst to RobAstBase + + +####################################### version 1.0 ####################################### Added: branches/robast-1.1/pkg/RobAStBase/man/getFiRisk.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/getFiRisk.Rd (rev 0) +++ branches/robast-1.1/pkg/RobAStBase/man/getFiRisk.Rd 2017-04-22 08:42:39 UTC (rev 930) @@ -0,0 +1,63 @@ +\name{getFiRisk} +\alias{getFiRisk} +\alias{getFiRisk-methods} +\alias{getFiRisk,fiUnOvShoot,Norm,ContNeighborhood-method} +\alias{getFiRisk,fiUnOvShoot,Norm,TotalVarNeighborhood-method} + +\title{Generic Function for Computation of Finite-Sample Risks} +\description{ + Generic function for the computation of finite-sample risks. + This function is rarely called directly. It is used by + other functions. +} +\usage{ +getFiRisk(risk, Distr, neighbor, ...) + +\S4method{getFiRisk}{fiUnOvShoot,Norm,ContNeighborhood}(risk, Distr, + neighbor, clip, stand, sampleSize, Algo, cont) + +\S4method{getFiRisk}{fiUnOvShoot,Norm,TotalVarNeighborhood}(risk, Distr, + neighbor, clip, stand, sampleSize, Algo, cont) +} +\arguments{ + \item{risk}{ object of class \code{"RiskType"}. } + \item{Distr}{ object of class \code{"Distribution"}. } + \item{neighbor}{ object of class \code{"Neighborhood"}. } + \item{\dots}{ additional parameters. } + \item{clip}{ positive real: clipping bound } + \item{stand}{ standardizing constant/matrix. } + \item{sampleSize}{ integer: sample size. } + \item{Algo}{ "A" or "B". } + \item{cont}{ "left" or "right". } +} +\details{The computation of the finite-sample under-/overshoot risk + is based on FFT. For more details we refer to Section 11.3 of Kohl (2005). +} +\value{The finite-sample risk is computed.} +\section{Methods}{ +\describe{ + \item{risk = "fiUnOvShoot", Distr = "Norm", neighbor = "ContNeighborhood"}{ + computes finite-sample under-/overshoot risk in methods for + function \code{getFixRobIC}. } + + \item{risk = "fiUnOvShoot", Distr = "Norm", neighbor = "TotalVarNeighborhood"}{ + computes finite-sample under-/overshoot risk in methods for + function \code{getFixRobIC}. } +}} +\references{ + Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. + Verw. Geb. \bold{10}:269--278. + + Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}. + Bayreuth: Dissertation. + + Ruckdeschel, P. and Kohl, M. (2005) Computation of the Finite Sample Risk + of M-estimators on Neighborhoods. +} +\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}} +%\note{} +\seealso{\code{\link[distrMod]{fiRisk-class}}} +%\examples{} +\concept{finite-sample risk} +\concept{risk} +\keyword{robust} Modified: branches/robast-1.1/pkg/RobExtremes/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobExtremes/DESCRIPTION 2017-04-22 08:18:06 UTC (rev 929) +++ branches/robast-1.1/pkg/RobExtremes/DESCRIPTION 2017-04-22 08:42:39 UTC (rev 930) @@ -1,6 +1,6 @@ Package: RobExtremes Version: 1.1 -Date: 2016-09-04 +Date: 2017-04-21 Title: Optimally Robust Estimation for Extreme Value Distributions Description: Optimally robust estimation for extreme value distributions using S4 classes and methods (based on packages distr, distrEx, distrMod, RobAStBase, and ROptEst). @@ -24,4 +24,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate: 2011-09-30 11:10:33 +0200 (Fr, 30 Sep 2011) $} LastChangedRevision: {$LastChangedRevision: 453 $} -SVNRevision: 694 +SVNRevision: 932 Modified: branches/robast-1.1/pkg/RobExtremes/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/RobExtremes/NAMESPACE 2017-04-22 08:18:06 UTC (rev 929) +++ branches/robast-1.1/pkg/RobExtremes/NAMESPACE 2017-04-22 08:42:39 UTC (rev 930) @@ -1,4 +1,4 @@ -useDynLib("RobExtremes") +useDynLib(RobExtremes, .registration = TRUE, .fixes = "C_") import("methods") import("RobAStRDA") Modified: branches/robast-1.1/pkg/RobExtremes/R/kMAD.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/kMAD.R 2017-04-22 08:18:06 UTC (rev 929) +++ branches/robast-1.1/pkg/RobExtremes/R/kMAD.R 2017-04-22 08:42:39 UTC (rev 930) @@ -11,12 +11,11 @@ if(! length(k)==1) stop ("k has to be a numeric of length 1") if(k<=0) stop ("k has to be strictly positive") eps1 <- min(diff(unique(sort(x)))) - erg <- .C("kMad", as.double(x), + erg <- .C(C_kMad, as.double(x), as.integer(length(x)), as.integer(k), d = double(1), - eps = as.double(min(eps1,eps)), - PACKAGE="RobExtremes") + eps = as.double(min(eps1,eps))) return(erg$d) }) Modified: branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd 2017-04-22 08:18:06 UTC (rev 929) +++ branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd 2017-04-22 08:42:39 UTC (rev 930) @@ -102,7 +102,7 @@ \references{ ismev: An Introduction to Statistical Modeling of Extreme Values. R package - version 1.39. http://CRAN.R-project.org/package=ismev; original S functions + version 1.39. https://CRAN.R-project.org/package=ismev; original S functions written by Janet E. Heffernan with R port and R documentation provided by Alec G. Stephenson. (2012). Modified: branches/robast-1.1/pkg/RobExtremes/src/kMad.c =================================================================== --- branches/robast-1.1/pkg/RobExtremes/src/kMad.c 2017-04-22 08:18:06 UTC (rev 929) +++ branches/robast-1.1/pkg/RobExtremes/src/kMad.c 2017-04-22 08:42:39 UTC (rev 930) @@ -1,7 +1,14 @@ #include #include +#include +#include +#include /* constants */ +#include +#include -int compare_doubles(const void *a,const void *b) +#define C_DEF(name, n) {#name, (DL_FUNC) &name, n} + +int attribute_hidden compare_doubles(const void *a,const void *b) { double *da = (double*)a; double *db = (double*)b; @@ -13,7 +20,7 @@ return 0; } -void kMad(double *x, int *lx, int *kp, double *d, double *eps) +void attribute_hidden kMad(double *x, int *lx, int *kp, double *d, double *eps) { double m; int n2, r1, r2, i1, i2,j, k = (*kp); @@ -106,3 +113,18 @@ // return 0; // } // + +/* P.R. 20170421: register routine */ + +static const R_CMethodDef R_CDef[] = { + C_DEF(kMad, 5), + {NULL, NULL, 0} +}; + +void attribute_visible R_init_RobExtremes(DllInfo *dll) +{ + R_registerRoutines(dll, R_CDef, NULL, NULL, NULL); + R_useDynamicSymbols(dll, FALSE); + R_forceSymbols(dll, TRUE); + +} Modified: branches/robast-1.1/pkg/RobLox/man/finiteSampleCorrection.Rd =================================================================== --- branches/robast-1.1/pkg/RobLox/man/finiteSampleCorrection.Rd 2017-04-22 08:18:06 UTC (rev 929) +++ branches/robast-1.1/pkg/RobLox/man/finiteSampleCorrection.Rd 2017-04-22 08:42:39 UTC (rev 930) @@ -1,54 +1,54 @@ -\name{finiteSampleCorrection} -\Rdversion{1.1} -\alias{finiteSampleCorrection} -\title{Function to compute finite-sample corrected radii} -\description{ -Given some radius and some sample size the function computes -the corresponding finite-sample corrected radius. -} -\usage{ -finiteSampleCorrection(r, n, model = "locsc") -} -\arguments{ - \item{r}{ asymptotic radius (non-negative numeric) } - \item{n}{ sample size } - \item{model}{ has to be \code{"locsc"} (for location and scale), - \code{"loc"} (for location) or \code{"sc"} (for scale), respectively. } -} -\details{ -The finite-sample correction is based on empirical results obtained via -simulation studies. - -Given some radius of a shrinking contamination neighborhood which leads -to an asymptotically optimal robust estimator, the finite-sample empirical -MSE based on contaminated samples was minimized for this class of -asymptotically optimal estimators and the corresponding finite-sample -radius determined and saved. - -The computation is based on the saved results of these Monte-Carlo simulations. -} -\value{Finite-sample corrected radius.} -\references{ - Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}. - Bayreuth: Dissertation. - - Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer. - - Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing - the Radius. Statistical Methods and Applications \emph{17}(1) 13-40. - Extended version: \url{http://www.stamats.de/RRlong.pdf} -} -\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}} -%\note{} -\seealso{\code{\link{roblox}}, \code{\link{rowRoblox}}, - \code{\link{colRoblox}} } -\examples{ -finiteSampleCorrection(n = 3, r = 0.001, model = "locsc") -finiteSampleCorrection(n = 10, r = 0.02, model = "loc") -finiteSampleCorrection(n = 250, r = 0.15, model = "sc") -} -\concept{normal location} -\concept{normal scale} -\concept{normal location and scale} -\concept{finite-sample correction} -\keyword{robust} +\name{finiteSampleCorrection} +\Rdversion{1.1} +\alias{finiteSampleCorrection} +\title{Function to compute finite-sample corrected radii} +\description{ +Given some radius and some sample size the function computes +the corresponding finite-sample corrected radius. +} +\usage{ +finiteSampleCorrection(r, n, model = "locsc") +} +\arguments{ + \item{r}{ asymptotic radius (non-negative numeric) } + \item{n}{ sample size } + \item{model}{ has to be \code{"locsc"} (for location and scale), + \code{"loc"} (for location) or \code{"sc"} (for scale), respectively. } +} +\details{ +The finite-sample correction is based on empirical results obtained via +simulation studies. + +Given some radius of a shrinking contamination neighborhood which leads +to an asymptotically optimal robust estimator, the finite-sample empirical +MSE based on contaminated samples was minimized for this class of +asymptotically optimal estimators and the corresponding finite-sample +radius determined and saved. + +The computation is based on the saved results of these Monte-Carlo simulations. +} +\value{Finite-sample corrected radius.} +\references{ + Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}. + Bayreuth: Dissertation. + + Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer. + + Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing + the Radius. Statistical Methods and Applications \emph{17}(1) 13-40. + Extended version: \url{http://www.stamats.de/RRlong.pdf} +} +\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}} +%\note{} +\seealso{\code{\link{roblox}}, \code{\link{rowRoblox}}, + \code{\link{colRoblox}} } +\examples{ +finiteSampleCorrection(n = 3, r = 0.001, model = "locsc") +finiteSampleCorrection(n = 10, r = 0.02, model = "loc") +finiteSampleCorrection(n = 250, r = 0.15, model = "sc") +} +\concept{normal location} +\concept{normal scale} +\concept{normal location and scale} +\concept{finite-sample correction} +\keyword{robust} Modified: branches/robast-1.1/pkg/RobLox/man/showdown.Rd =================================================================== --- branches/robast-1.1/pkg/RobLox/man/showdown.Rd 2017-04-22 08:18:06 UTC (rev 929) +++ branches/robast-1.1/pkg/RobLox/man/showdown.Rd 2017-04-22 08:42:39 UTC (rev 930) @@ -1,82 +1,82 @@ -\name{showdown} -\Rdversion{1.1} -\alias{showdown} -\title{Estimator Showdown by Monte-Carlo Study.} -\description{ - The function \code{showdown} can be used to perform Monte-Carlo studies - comparing a competitor with rmx estimators in case of normal location and scale. - In addition, maximum likelihood (ML) estimators (mean and sd) and median and - MAD are computed. The comparison is based on the empirical MSE. -} -\usage{ -showdown(n, M, eps, contD, seed = 123, estfun, estMean, estSd, - eps.lower = 0, eps.upper = 0.05, steps = 3L, fsCor = TRUE, - plot1 = FALSE, plot2 = FALSE, plot3 = FALSE) -} -%- maybe also 'usage' for other objects documented here. -\arguments{ - \item{n}{integer; sample size, should be at least 3.} - \item{M}{integer; Monte-Carlo replications.} - \item{eps}{amount of contamination in [0, 0.5].} - \item{contD}{object of class \code{"UnivariateDistribution"}; contaminating distribution.} - \item{seed}{random seed.} - \item{estfun}{function to compute location and scale estimator; see details below.} - \item{estMean}{function to compute location estimator; see details below.} - \item{estSd}{function to compute scale estimator; see details below.} - \item{eps.lower}{used by rmx estimator.} - \item{eps.upper}{used by rmx estimator.} - \item{steps}{integer; steps used for estimator construction.} - \item{fsCor}{logical; use finite-sample correction.} - \item{plot1}{logical; plot cdf of ideal and real distribution.} - \item{plot2}{logical; plot 20 (or M if M < 20) randomly selected samples.} - \item{plot3}{logical; generate boxplots of the results.} -} -\details{ -Normal location and scale with mean = 0 and sd = 1 is used as ideal model (without -restriction due to equivariance). - -Since there is no estimator which yields reliable results if 50 percent or more of the -observations are contaminated, we use a modification where we re-simulate all samples -including at least 50 percent contaminated data. - -If \code{estfun} is specified it has to compute and return a location and scale estimate -(vector of length 2). One can also specify the location and scale estimator separately -by using \code{estMean} and \code{estSd} where \code{estMean} computes and returns -the location estimate and \code{estSd} the scale estimate. - -We use funtion \code{\link{rowRoblox}} for the computation of the rmx estimator. -} -\value{Data.frame including empirical MSE (standardized by sample size n) and -relMSE with respect to the rmx estimator. -} -\references{ - Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}. - Bayreuth: Dissertation. - - Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer. - - Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing - the Radius. Statistical Methods and Applications \emph{17}(1) 13-40. - Extended version: \url{http://www.stamats.de/RRlong.pdf} - - M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation - in General Smoothly Parametrized Models. \emph{Statistical Methods and Application}, - \bold{19}(3):333-354. -} -\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}} -%\note{} -\seealso{\code{\link{rowRoblox}}} -\examples{ -library(MASS) -## compare with Huber's Proposal 2 -showdown(n = 20, M = 100, eps = 0.02, contD = Norm(mean = 3, sd = 3), - estfun = function(x){ unlist(hubers(x)) }, - plot1 = TRUE, plot2 = TRUE, plot3 = TRUE) - -## compare with Huber M estimator with MAD scale -showdown(n = 20, M = 100, eps = 0.02, contD = Norm(mean = 3, sd = 3), - estfun = function(x){ unlist(huber(x)) }, - plot1 = TRUE, plot2 = TRUE, plot3 = TRUE) -} -\concept{Monte-Carlo study} -\keyword{robust} +\name{showdown} +\Rdversion{1.1} +\alias{showdown} +\title{Estimator Showdown by Monte-Carlo Study.} +\description{ + The function \code{showdown} can be used to perform Monte-Carlo studies + comparing a competitor with rmx estimators in case of normal location and scale. + In addition, maximum likelihood (ML) estimators (mean and sd) and median and + MAD are computed. The comparison is based on the empirical MSE. +} +\usage{ +showdown(n, M, eps, contD, seed = 123, estfun, estMean, estSd, + eps.lower = 0, eps.upper = 0.05, steps = 3L, fsCor = TRUE, + plot1 = FALSE, plot2 = FALSE, plot3 = FALSE) +} +%- maybe also 'usage' for other objects documented here. +\arguments{ + \item{n}{integer; sample size, should be at least 3.} + \item{M}{integer; Monte-Carlo replications.} + \item{eps}{amount of contamination in [0, 0.5].} + \item{contD}{object of class \code{"UnivariateDistribution"}; contaminating distribution.} + \item{seed}{random seed.} + \item{estfun}{function to compute location and scale estimator; see details below.} + \item{estMean}{function to compute location estimator; see details below.} + \item{estSd}{function to compute scale estimator; see details below.} + \item{eps.lower}{used by rmx estimator.} + \item{eps.upper}{used by rmx estimator.} + \item{steps}{integer; steps used for estimator construction.} + \item{fsCor}{logical; use finite-sample correction.} + \item{plot1}{logical; plot cdf of ideal and real distribution.} + \item{plot2}{logical; plot 20 (or M if M < 20) randomly selected samples.} + \item{plot3}{logical; generate boxplots of the results.} +} +\details{ +Normal location and scale with mean = 0 and sd = 1 is used as ideal model (without +restriction due to equivariance). + +Since there is no estimator which yields reliable results if 50 percent or more of the +observations are contaminated, we use a modification where we re-simulate all samples +including at least 50 percent contaminated data. + +If \code{estfun} is specified it has to compute and return a location and scale estimate +(vector of length 2). One can also specify the location and scale estimator separately +by using \code{estMean} and \code{estSd} where \code{estMean} computes and returns [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 930 From noreply at r-forge.r-project.org Sat Apr 22 12:27:44 2017 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sat, 22 Apr 2017 12:27:44 +0200 (CEST) Subject: [Robast-commits] r931 - branches/robast-1.0/pkg/RobExtremesBuffer pkg/ROptEst pkg/ROptEst/inst pkg/ROptEst/man pkg/ROptEstOld/man pkg/RandVar pkg/RandVar/man pkg/RandVar/vignettes pkg/RobAStBase pkg/RobAStBase/inst pkg/RobAStBase/man pkg/RobExtremes pkg/RobExtremes/R pkg/RobExtremes/man pkg/RobExtremes/src pkg/RobLox/man pkg/RobLoxBioC/man Message-ID: <20170422102744.EC8971874F7@r-forge.r-project.org> Author: ruckdeschel Date: 2017-04-22 12:27:44 +0200 (Sat, 22 Apr 2017) New Revision: 931 Added: branches/robast-1.0/pkg/RobExtremesBuffer/ComputationGEV-Xi0.R Removed: pkg/ROptEst/man/getFiRisk.Rd Modified: pkg/ROptEst/DESCRIPTION pkg/ROptEst/inst/NEWS pkg/ROptEst/man/0ROptEst-package.Rd pkg/ROptEstOld/man/ROptEstOldConstants.Rd pkg/ROptEstOld/man/RobModel-class.Rd pkg/RandVar/DESCRIPTION pkg/RandVar/man/0RandVar-package.Rd pkg/RandVar/vignettes/RandVar.Rnw pkg/RobAStBase/DESCRIPTION pkg/RobAStBase/inst/NEWS pkg/RobAStBase/man/0RobAStBase-package.Rd pkg/RobExtremes/DESCRIPTION pkg/RobExtremes/NAMESPACE pkg/RobExtremes/R/kMAD.R pkg/RobExtremes/man/GEV-class.Rd pkg/RobExtremes/man/GEV.Rd pkg/RobExtremes/man/GEVFamily.Rd pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd pkg/RobExtremes/man/GEVParameter-class.Rd pkg/RobExtremes/man/GPareto-class.Rd pkg/RobExtremes/man/GPareto.Rd pkg/RobExtremes/man/GParetoFamily.Rd pkg/RobExtremes/man/GParetoParameter-class.Rd pkg/RobExtremes/man/LDEstimator.Rd pkg/RobExtremes/man/Pareto-class.Rd pkg/RobExtremes/man/Pareto.Rd pkg/RobExtremes/man/ParetoFamily.Rd pkg/RobExtremes/man/ParetoParameter-class.Rd pkg/RobExtremes/man/PickandsEstimator.Rd pkg/RobExtremes/man/QuantileBCCEstimator.Rd pkg/RobExtremes/man/WeibullFamily.Rd pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd pkg/RobExtremes/man/kMAD.Rd pkg/RobExtremes/src/kMad.c pkg/RobLox/man/finiteSampleCorrection.Rd pkg/RobLox/man/showdown.Rd pkg/RobLoxBioC/man/SimStudies.Rd pkg/RobLoxBioC/man/robloxbioc.Rd Log: prepared (RandVar) RobAStBase in trunk for submission on CRAN, changed Nataliya's mail address in trunk Added: branches/robast-1.0/pkg/RobExtremesBuffer/ComputationGEV-Xi0.R =================================================================== --- branches/robast-1.0/pkg/RobExtremesBuffer/ComputationGEV-Xi0.R (rev 0) +++ branches/robast-1.0/pkg/RobExtremesBuffer/ComputationGEV-Xi0.R 2017-04-22 10:27:44 UTC (rev 931) @@ -0,0 +1,30 @@ +gam3 <- function(x) gamma(x)*(psigamma(x,3)+4*psigamma(x,2)*digamma(x)+3*trigamma(x)^2+ + 6*digamma(x)^2*trigamma(x)+digamma(x)^4) +gam2 <- function(x) gamma(x)*(psigamma(x,2)+3*trigamma(x)*digamma(x)+digamma(x)^3) +gam1 <- function(x) gamma(x)*(trigamma(x)+digamma(x)^2) +gam0 <- function(x) gamma(x)*digamma(x) + + +I11 <- 1 +I12 <- -gam0(3)+2*gam0(2)-gam0(1) + +I22 <- gam1(1)-2*gam1(2)+gam1(3)+2*gam0(1)-2*gam0(2)+1 + +I13 <- -gam0(2)+gam1(3)/2-gam1(2)/2 + +I23 <- gam2(3)/2-gam2(2)/2+gam1(2)-gam1(1) + +I33 <- (gam3(3)-2*gam3(2)+gam3(1))/4+gam2(1)-gam2(2)+gam1(1) + +(Ima <-matrix(c(I11,I12,I13,I12,I22,I23,I13,I23,I33),3,3)) + +check <- function(a=3,b=0.8){ + ga1 <- gamma(a+b) + ga2 <- c(gamma(a), + gamma(a)+gam0(a)*b, + gamma(a)+gam0(a)*b+gam1(a)*b^2/2, + gamma(a)+gam0(a)*b+gam1(a)*b^2/2+gam2(a)*b^3/6, + gamma(a)+gam0(a)*b+gam1(a)*b^2/2+gam2(a)*b^3/6+gam3(a)*b^4/24 + ) + print(c(ga1,ga2,ga1-ga2)) +} Modified: pkg/ROptEst/DESCRIPTION =================================================================== --- pkg/ROptEst/DESCRIPTION 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/ROptEst/DESCRIPTION 2017-04-22 10:27:44 UTC (rev 931) @@ -1,21 +1,18 @@ Package: ROptEst -Version: 1.0 -Date: 2016-09-05 +Version: 1.0.0 +Date: 2017-04-22 Title: Optimally Robust Estimation -Description: Optimally robust estimation in general smoothly parameterized models using S4 - classes and methods. -Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.4), distrMod(>= 2.5.2), - RandVar(>= 0.9.2), RobAStBase(>= 1.0) +Description: Optimally robust estimation in general smoothly parameterized models using S4 classes and methods. +Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.4), distrMod(>= 2.5.2), RandVar(>= 0.9.2), RobAStBase(>= 1.0) Imports: startupmsg Suggests: RobLox, MASS -Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph"), email="Matthias.Kohl at stamats.de"), - person("Mykhailo", "Pupashenko", role="ctb", comment="contributed wrapper functions for diagnostic plots"), - person("Gerald", "Kroisandt", role="ctb", comment="contributed testing routines"), - person("Peter", "Ruckdeschel", role=c("aut", "cph"))) +Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph"), email="Matthias.Kohl at stamats.de"), person("Mykhailo", "Pupashenko", + role="ctb", comment="contributed wrapper functions for diagnostic plots"), person("Gerald", "Kroisandt", role="ctb", + comment="contributed testing routines"), person("Peter", "Ruckdeschel", role=c("aut", "cph"))) ByteCompile: yes License: LGPL-3 URL: http://robast.r-forge.r-project.org/ Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 694 +SVNRevision: 930 Modified: pkg/ROptEst/inst/NEWS =================================================================== --- pkg/ROptEst/inst/NEWS 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/ROptEst/inst/NEWS 2017-04-22 10:27:44 UTC (rev 931) @@ -8,6 +8,12 @@ information) ####################################### +version 1.0.1 +####################################### +user-visible CHANGES: ++ moved getFiRisk from ROptEst to RobAstBase + +####################################### version 1.0 ####################################### Modified: pkg/ROptEst/man/0ROptEst-package.Rd =================================================================== --- pkg/ROptEst/man/0ROptEst-package.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/ROptEst/man/0ROptEst-package.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -12,8 +12,8 @@ \details{ \tabular{ll}{ Package: \tab ROptEst \cr -Version: \tab 1.0 \cr -Date: \tab 2015-05-03 \cr +Version: \tab 1.0.0 \cr +Date: \tab 2017-04-22 \cr Depends: \tab R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.5), distrMod(>= 2.5.2), RandVar(>= 0.9.2), RobAStBase(>= 1.0) \cr Suggests: \tab RobLox, MASS \cr @@ -21,7 +21,7 @@ ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -SVNRevision: \tab 728 \cr +SVNRevision: \tab 930 \cr } } \author{ Deleted: pkg/ROptEst/man/getFiRisk.Rd =================================================================== --- pkg/ROptEst/man/getFiRisk.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/ROptEst/man/getFiRisk.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -1,63 +0,0 @@ -\name{getFiRisk} -\alias{getFiRisk} -\alias{getFiRisk-methods} -\alias{getFiRisk,fiUnOvShoot,Norm,ContNeighborhood-method} -\alias{getFiRisk,fiUnOvShoot,Norm,TotalVarNeighborhood-method} - -\title{Generic Function for Computation of Finite-Sample Risks} -\description{ - Generic function for the computation of finite-sample risks. - This function is rarely called directly. It is used by - other functions. -} -\usage{ -getFiRisk(risk, Distr, neighbor, ...) - -\S4method{getFiRisk}{fiUnOvShoot,Norm,ContNeighborhood}(risk, Distr, - neighbor, clip, stand, sampleSize, Algo, cont) - -\S4method{getFiRisk}{fiUnOvShoot,Norm,TotalVarNeighborhood}(risk, Distr, - neighbor, clip, stand, sampleSize, Algo, cont) -} -\arguments{ - \item{risk}{ object of class \code{"RiskType"}. } - \item{Distr}{ object of class \code{"Distribution"}. } - \item{neighbor}{ object of class \code{"Neighborhood"}. } - \item{\dots}{ additional parameters. } - \item{clip}{ positive real: clipping bound } - \item{stand}{ standardizing constant/matrix. } - \item{sampleSize}{ integer: sample size. } - \item{Algo}{ "A" or "B". } - \item{cont}{ "left" or "right". } -} -\details{The computation of the finite-sample under-/overshoot risk - is based on FFT. For more details we refer to Section 11.3 of Kohl (2005). -} -\value{The finite-sample risk is computed.} -\section{Methods}{ -\describe{ - \item{risk = "fiUnOvShoot", Distr = "Norm", neighbor = "ContNeighborhood"}{ - computes finite-sample under-/overshoot risk in methods for - function \code{getFixRobIC}. } - - \item{risk = "fiUnOvShoot", Distr = "Norm", neighbor = "TotalVarNeighborhood"}{ - computes finite-sample under-/overshoot risk in methods for - function \code{getFixRobIC}. } -}} -\references{ - Huber, P.J. (1968) Robust Confidence Limits. Z. Wahrscheinlichkeitstheor. - Verw. Geb. \bold{10}:269--278. - - Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}. - Bayreuth: Dissertation. - - Ruckdeschel, P. and Kohl, M. (2005) Computation of the Finite Sample Risk - of M-estimators on Neighborhoods. -} -\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}} -%\note{} -\seealso{\code{\link[distrMod]{fiRisk-class}}} -%\examples{} -\concept{finite-sample risk} -\concept{risk} -\keyword{robust} Modified: pkg/ROptEstOld/man/ROptEstOldConstants.Rd =================================================================== --- pkg/ROptEstOld/man/ROptEstOldConstants.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/ROptEstOld/man/ROptEstOldConstants.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -1,34 +1,34 @@ -\name{ROptEstOldConstants} -\alias{EULERMASCHERONICONSTANT} -\alias{APERYCONSTANT} -\encoding{latin1} -\title{Built-in Constants in package ROptEstOld} -\description{ - Constants built into \pkg{ROptEstOld}. -} -\usage{ -EULERMASCHERONICONSTANT -APERYCONSTANT -} -\details{ - \pkg{ROptEstOld} has a small number of built-in constants. - - The following constants are available: - \itemize{ - \item \code{EULERMASCHERONICONSTANT}: the Euler Mascheroni constant - \deqn{\gamma=-\Gamma'(1)}{gamma=-digamma(1)} - given in \url{http://mathworld.wolfram.com/Euler-MascheroniConstant.html} (48); - \item \code{APERYCONSTANT}: the \enc{Ap?ry}{Apery} constant - \deqn{\zeta(3)= \frac{5}{2} (\sum_{k\ge 1}\frac{(-1)^{k-1}}{k^3 {2k\choose k}})}{ - zeta(3) = 5/2 sum_{k>=0} (-1)^(k-1)/(k^3 * choose(2k,k))} - as given in \url{http://mathworld.wolfram.com/AperysConstant.html}, equation (8); - } - - These are implemented as variables in the \pkg{ROptEstOld} name space taking - appropriate values. -} -\examples{ -EULERMASCHERONICONSTANT -APERYCONSTANT -} -\keyword{sysdata} +\name{ROptEstOldConstants} +\alias{EULERMASCHERONICONSTANT} +\alias{APERYCONSTANT} +\encoding{latin1} +\title{Built-in Constants in package ROptEstOld} +\description{ + Constants built into \pkg{ROptEstOld}. +} +\usage{ +EULERMASCHERONICONSTANT +APERYCONSTANT +} +\details{ + \pkg{ROptEstOld} has a small number of built-in constants. + + The following constants are available: + \itemize{ + \item \code{EULERMASCHERONICONSTANT}: the Euler Mascheroni constant + \deqn{\gamma=-\Gamma'(1)}{gamma=-digamma(1)} + given in \url{http://mathworld.wolfram.com/Euler-MascheroniConstant.html} (48); + \item \code{APERYCONSTANT}: the \enc{Ap?ry}{Apery} constant + \deqn{\zeta(3)= \frac{5}{2} (\sum_{k\ge 1}\frac{(-1)^{k-1}}{k^3 {2k\choose k}})}{ + zeta(3) = 5/2 sum_{k>=0} (-1)^(k-1)/(k^3 * choose(2k,k))} + as given in \url{http://mathworld.wolfram.com/AperysConstant.html}, equation (8); + } + + These are implemented as variables in the \pkg{ROptEstOld} name space taking + appropriate values. +} +\examples{ +EULERMASCHERONICONSTANT +APERYCONSTANT +} +\keyword{sysdata} Modified: pkg/ROptEstOld/man/RobModel-class.Rd =================================================================== --- pkg/ROptEstOld/man/RobModel-class.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/ROptEstOld/man/RobModel-class.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -47,4 +47,4 @@ \concept{robust model} \keyword{classes} \keyword{models} -\keyword{robust} \ No newline at end of file +\keyword{robust} Modified: pkg/RandVar/DESCRIPTION =================================================================== --- pkg/RandVar/DESCRIPTION 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RandVar/DESCRIPTION 2017-04-22 10:27:44 UTC (rev 931) @@ -1,6 +1,6 @@ Package: RandVar -Version: 1.0 -Date: 2016-04-23 +Version: 1.0.1 +Date: 2017-04-22 Title: Implementation of Random Variables Description: Implements random variables by means of S4 classes and methods. Depends: R (>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.5) @@ -14,4 +14,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 867 +SVNRevision: 930 Modified: pkg/RandVar/man/0RandVar-package.Rd =================================================================== --- pkg/RandVar/man/0RandVar-package.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RandVar/man/0RandVar-package.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -11,15 +11,15 @@ \details{ \tabular{ll}{ Package: \tab RandVar \cr -Version: \tab 1.0 \cr -Date: \tab 2016-04-23 \cr +Version: \tab 1.0.1 \cr +Date: \tab 2017-04-22 \cr Depends: \tab R (>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.5)\cr Imports: \tab startupmsg \cr ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -SVNRevision: \tab 867 \cr +SVNRevision: \tab 930 \cr } } \author{ Modified: pkg/RandVar/vignettes/RandVar.Rnw =================================================================== --- pkg/RandVar/vignettes/RandVar.Rnw 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RandVar/vignettes/RandVar.Rnw 2017-04-22 10:27:44 UTC (rev 931) @@ -273,7 +273,7 @@ Ruckdeschel P., Kohl M., Stabla T., and Camphausen F. \newblock {S4 Classes for Distributions.} \newblock {\em R-News\/}, {\bf 6}(2): 10--13. -\newblock http://CRAN.R-project.org/doc/Rnews/Rnews\_2006-2.pdf +\newblock https://CRAN.R-project.org/doc/Rnews/Rnews\_2006-2.pdf \newblock See also {http://www.uni-bayreuth.de/departments/math/org/mathe7/RUCKDESCHEL/pubs/distr.pdf} \end{thebibliography} Modified: pkg/RobAStBase/DESCRIPTION =================================================================== --- pkg/RobAStBase/DESCRIPTION 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobAStBase/DESCRIPTION 2017-04-22 10:27:44 UTC (rev 931) @@ -1,23 +1,19 @@ Package: RobAStBase -Version: 1.0 -Date: 2016-09-01 +Version: 1.0.1 +Date: 2017-04-22 Title: Robust Asymptotic Statistics Description: Base S4-classes and functions for robust asymptotic statistics. -Depends: R(>= 2.14.0), methods, rrcov, distr(>= 2.5.2), distrEx(>= 2.5), distrMod(>= 2.5.2), - RandVar(>= 0.9.2) +Depends: R(>= 2.14.0), methods, rrcov, distr(>= 2.5.2), distrEx(>= 2.5), distrMod(>= 2.5.2), RandVar(>= 0.9.2) Suggests: ROptEst, RUnit (>= 0.4.26) Imports: startupmsg -Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph"), - email="Matthias.Kohl at stamats.de"), person("Peter", "Ruckdeschel", role=c("aut", - "cph")), person("Mykhailo", "Pupashenko", role="ctb", comment="contributed wrapper - functions for diagnostic plots"), person("Gerald", "Kroisandt", role="ctb", - comment="contributed testing routines"), person("Peter", "Ruckdeschel", role=c("aut", - "cph")), person("R Core Team", role = c("ctb", "cph"), comment="for source file - 'format.perc'")) +Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph"), email="Matthias.Kohl at stamats.de"), person("Peter", "Ruckdeschel", + role=c("aut", "cph")), person("Mykhailo", "Pupashenko", role="ctb", comment="contributed wrapper functions for diagnostic + plots"), person("Gerald", "Kroisandt", role="ctb", comment="contributed testing routines"), person("Peter", "Ruckdeschel", + role=c("aut", "cph")), person("R Core Team", role = c("ctb", "cph"), comment="for source file 'format.perc'")) ByteCompile: yes License: LGPL-3 Encoding: latin1 URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 874 +SVNRevision: 930 Modified: pkg/RobAStBase/inst/NEWS =================================================================== --- pkg/RobAStBase/inst/NEWS 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobAStBase/inst/NEWS 2017-04-22 10:27:44 UTC (rev 931) @@ -8,6 +8,12 @@ information) ####################################### +version 1.0.1 +####################################### +user-visible CHANGES: ++ moved getFiRisk from ROptEst to RobAstBase + +####################################### version 1.0 ####################################### Modified: pkg/RobAStBase/man/0RobAStBase-package.Rd =================================================================== --- pkg/RobAStBase/man/0RobAStBase-package.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobAStBase/man/0RobAStBase-package.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -11,8 +11,8 @@ \details{ \tabular{ll}{ Package: \tab RobAStBase \cr -Version: \tab 1.0 \cr -Date: \tab 2016-09-01 \cr +Version: \tab 1.0.1 \cr +Date: \tab 2017-04-22 \cr Depends: \tab R(>= 2.14.0), methods, rrcov, distr(>= 2.5.2), distrEx(>= 2.5), distrMod(>= 2.5.2), RandVar(>= 0.9.2) \cr Suggests: \tab ROptEst, RUnit (>= 0.4.26)\cr @@ -20,7 +20,7 @@ ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -SVNRevision: \tab 874 \cr +SVNRevision: \tab 930 \cr } } \author{ Modified: pkg/RobExtremes/DESCRIPTION =================================================================== --- pkg/RobExtremes/DESCRIPTION 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/DESCRIPTION 2017-04-22 10:27:44 UTC (rev 931) @@ -1,6 +1,6 @@ Package: RobExtremes Version: 1.0 -Date: 2016-09-05 +Date: 2017-04-25 Title: Optimally Robust Estimation for Extreme Value Distributions Description: Optimally robust estimation for extreme value distributions using S4 classes and methods (based on packages distr, distrEx, distrMod, RobAStBase, and ROptEst). @@ -23,4 +23,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate: 2011-09-30 11:10:33 +0200 (Fr, 30 Sep 2011) $} LastChangedRevision: {$LastChangedRevision: 453 $} -SVNRevision: 694 +SVNRevision: 930 Modified: pkg/RobExtremes/NAMESPACE =================================================================== --- pkg/RobExtremes/NAMESPACE 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/NAMESPACE 2017-04-22 10:27:44 UTC (rev 931) @@ -1,4 +1,4 @@ -useDynLib("RobExtremes") +useDynLib(RobExtremes, .registration = TRUE, .fixes = "C_") import("methods") import("RobAStRDA") Modified: pkg/RobExtremes/R/kMAD.R =================================================================== --- pkg/RobExtremes/R/kMAD.R 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/R/kMAD.R 2017-04-22 10:27:44 UTC (rev 931) @@ -11,12 +11,11 @@ if(! length(k)==1) stop ("k has to be a numeric of length 1") if(k<=0) stop ("k has to be strictly positive") eps1 <- min(diff(unique(sort(x)))) - erg <- .C("kMad", as.double(x), + erg <- .C(C_kMad, as.double(x), as.integer(length(x)), as.integer(k), d = double(1), - eps = as.double(min(eps1,eps)), - PACKAGE="RobExtremes") + eps = as.double(min(eps1,eps))) return(erg$d) }) Modified: pkg/RobExtremes/man/GEV-class.Rd =================================================================== --- pkg/RobExtremes/man/GEV-class.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/GEV-class.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -100,7 +100,7 @@ } \references{Pickands, J. (1975) \emph{Statistical inference using extreme order statistics. _Annals of Statistics_, *3*, 119-131.}} -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} \note{This class is based on the code provided by the package \pkg{evd} by A. G. Stephenson.} \seealso{\code{\link[evd:gpd]{dgpd}}, \code{\link[distr]{AbscontDistribution-class}}} Modified: pkg/RobExtremes/man/GEV.Rd =================================================================== --- pkg/RobExtremes/man/GEV.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/GEV.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -19,7 +19,7 @@ %\details{Generalized Extreme Value Distribution} \value{Object of class \code{"GEV"}} %\references{} -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} \note{The class \code{"GEV"} is based on the code provided by the package \pkg{evd} by Alec Stephenson.} \seealso{\code{\link{GEV-class}}, \code{\link[evd:gpd]{dgpd}}} Modified: pkg/RobExtremes/man/GEVFamily.Rd =================================================================== --- pkg/RobExtremes/man/GEVFamily.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/GEVFamily.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -59,7 +59,7 @@ \author{Matthias Kohl \email{Matthias.Kohl at stamats.de}\cr Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}\cr - Nataliya Horbenko \email{nataliya.horbenko at itwm.fraunhofer.de}} + Nataliya Horbenko \email{nhorbenko at gmail.com}} %\note{} \seealso{\code{\link[distrMod]{L2ParamFamily-class}}, \code{\linkS4class{GPareto}}} \examples{ Modified: pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd =================================================================== --- pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -62,7 +62,7 @@ \author{Matthias Kohl \email{Matthias.Kohl at stamats.de}\cr Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}\cr - Nataliya Horbenko \email{nataliya.horbenko at itwm.fraunhofer.de}} + Nataliya Horbenko \email{nhorbenko at gmail.com}} %\note{} \seealso{\code{\link[distrMod]{L2ParamFamily-class}}, \code{\linkS4class{GPareto}}} \examples{ Modified: pkg/RobExtremes/man/GEVParameter-class.Rd =================================================================== --- pkg/RobExtremes/man/GEVParameter-class.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/GEVParameter-class.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -53,7 +53,7 @@ } } %\references{} -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} %\note{} \seealso{\code{\link{GEV-class}}, \code{\link[distr]{Parameter-class}}} \examples{ Modified: pkg/RobExtremes/man/GPareto-class.Rd =================================================================== --- pkg/RobExtremes/man/GPareto-class.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/GPareto-class.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -97,7 +97,7 @@ } \references{Pickands, J. (1975) \emph{Statistical inference using extreme order statistics. _Annals of Statistics_, *3*, 119-131.}} -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} \note{This class is based on the code provided by the package \pkg{evd} by A. G. Stephenson.} \seealso{\code{\link[evd:gpd]{dgpd}}, \code{\link[distr]{AbscontDistribution-class}}} Modified: pkg/RobExtremes/man/GPareto.Rd =================================================================== --- pkg/RobExtremes/man/GPareto.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/GPareto.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -20,7 +20,7 @@ %\details{} \value{Object of class \code{"GPareto"}} %\references{} -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} \note{The class \code{"GPareto"} is based on the code provided by the package \pkg{evd} by Alec Stephenson.} \seealso{\code{\link{GPareto-class}}, \code{\link[evd:gpd]{dgpd}}} Modified: pkg/RobExtremes/man/GParetoFamily.Rd =================================================================== --- pkg/RobExtremes/man/GParetoFamily.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/GParetoFamily.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -62,7 +62,7 @@ \author{Matthias Kohl \email{Matthias.Kohl at stamats.de}\cr Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}\cr - Nataliya Horbenko \email{nataliya.horbenko at itwm.fraunhofer.de}} + Nataliya Horbenko \email{nhorbenko at gmail.com}} %\note{} \seealso{\code{\link[distrMod]{L2ParamFamily-class}}, \code{\linkS4class{GPareto}}} \examples{ Modified: pkg/RobExtremes/man/GParetoParameter-class.Rd =================================================================== --- pkg/RobExtremes/man/GParetoParameter-class.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/GParetoParameter-class.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -53,7 +53,7 @@ } } %\references{} -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} %\note{} \seealso{\code{\link{GPareto-class}}, \code{\link[distr]{Parameter-class}}} \examples{ Modified: pkg/RobExtremes/man/LDEstimator.Rd =================================================================== --- pkg/RobExtremes/man/LDEstimator.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/LDEstimator.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -123,7 +123,7 @@ } %\references{ } -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de},\cr +\author{Nataliya Horbenko \email{nhorbenko at gmail.com},\cr Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}} %\note{} \seealso{\code{\link{ParamFamily-class}}, \code{\link{ParamFamily}}, Modified: pkg/RobExtremes/man/Pareto-class.Rd =================================================================== --- pkg/RobExtremes/man/Pareto-class.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/Pareto-class.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -83,7 +83,7 @@ Klugman, S. A., Panjer, H. H. and Willmot, G. E. (2004), \emph{Loss Models, From Data to Decisions, Second Edition}, Wiley. } -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} \note{This class is based on the code provided by the package \pkg{actuar} by Vincent Goulet and Mathieu Pigeon.} \seealso{\code{\link[actuar:SingleParameterPareto]{dpareto1}}, \code{\link[distr]{AbscontDistribution-class}}} Modified: pkg/RobExtremes/man/Pareto.Rd =================================================================== --- pkg/RobExtremes/man/Pareto.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/Pareto.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -15,7 +15,7 @@ %\details{} \value{Object of class \code{"Pareto"}} %\references{} -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} \note{The class \code{"Pareto"} is based on the code provided by the package \pkg{actuar} by Vincent Goulet and Mathieu Pigeon.} \seealso{\code{\link{Pareto-class}}, \code{\link[actuar:SingleParameterPareto]{dpareto1}}} Modified: pkg/RobExtremes/man/ParetoFamily.Rd =================================================================== --- pkg/RobExtremes/man/ParetoFamily.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/ParetoFamily.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -44,7 +44,7 @@ \author{Matthias Kohl \email{Matthias.Kohl at stamats.de}\cr Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}\cr - Nataliya Horbenko \email{nataliya.horbenko at itwm.fraunhofer.de}} + Nataliya Horbenko \email{nhorbenko at gmail.com}} %\note{} \seealso{\code{\link[distrMod]{L2ParamFamily-class}}, \code{\linkS4class{Pareto}}} \examples{ Modified: pkg/RobExtremes/man/ParetoParameter-class.Rd =================================================================== --- pkg/RobExtremes/man/ParetoParameter-class.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/ParetoParameter-class.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -40,7 +40,7 @@ } } %\references{} -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +\author{Nataliya Horbenko \email{nhorbenko at gmail.com}} %\note{} \seealso{\code{\link{Pareto-class}}, \code{\link[distr]{Parameter-class}}} \examples{ Modified: pkg/RobExtremes/man/PickandsEstimator.Rd =================================================================== --- pkg/RobExtremes/man/PickandsEstimator.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/PickandsEstimator.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -88,7 +88,7 @@ } %\references{ } -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de},\cr +\author{Nataliya Horbenko \email{nhorbenko at gmail.com},\cr Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}} %\note{} \seealso{\code{\link{ParamFamily-class}}, \code{\link{ParamFamily}}, Modified: pkg/RobExtremes/man/QuantileBCCEstimator.Rd =================================================================== --- pkg/RobExtremes/man/QuantileBCCEstimator.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/QuantileBCCEstimator.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -44,7 +44,7 @@ } %\references{ } -\author{Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de},\cr +\author{Nataliya Horbenko \email{nhorbenko at gmail.com},\cr Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}} %\note{} \seealso{\code{\link{ParamFamily-class}}, \code{\link{ParamFamily}}, Modified: pkg/RobExtremes/man/WeibullFamily.Rd =================================================================== --- pkg/RobExtremes/man/WeibullFamily.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/WeibullFamily.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -52,7 +52,7 @@ \author{Matthias Kohl \email{Matthias.Kohl at stamats.de}\cr Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}\cr - Nataliya Horbenko \email{nataliya.horbenko at itwm.fraunhofer.de}} + Nataliya Horbenko \email{nhorbenko at gmail.com}} %\note{} \seealso{\code{\link[distrMod]{L2ParamFamily-class}}, \code{\link[distr]{Weibull-class}}} \examples{ Modified: pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd =================================================================== --- pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -102,7 +102,7 @@ \references{ ismev: An Introduction to Statistical Modeling of Extreme Values. R package - version 1.39. http://CRAN.R-project.org/package=ismev; original S functions + version 1.39. https://CRAN.R-project.org/package=ismev; original S functions written by Janet E. Heffernan with R port and R documentation provided by Alec G. Stephenson. (2012). Modified: pkg/RobExtremes/man/kMAD.Rd =================================================================== --- pkg/RobExtremes/man/kMAD.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/man/kMAD.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -32,7 +32,7 @@ Ruckdeschel, P., Horbenko, N. (2010): Robustness Properties for Generalized Pareto Distributions. ITWM Report 182. } \author{Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}, -Nataliya Horbenko \email{Nataliya.Horbenko at itwm.fraunhofer.de}} +Nataliya Horbenko \email{nhorbenko at gmail.com}} \seealso{\code{\link{mad}}} \examples{ x <- rnorm(100) Modified: pkg/RobExtremes/src/kMad.c =================================================================== --- pkg/RobExtremes/src/kMad.c 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobExtremes/src/kMad.c 2017-04-22 10:27:44 UTC (rev 931) @@ -1,7 +1,14 @@ #include #include +#include +#include +#include /* constants */ +#include +#include -int compare_doubles(const void *a,const void *b) +#define C_DEF(name, n) {#name, (DL_FUNC) &name, n} + +int attribute_hidden compare_doubles(const void *a,const void *b) { double *da = (double*)a; double *db = (double*)b; @@ -13,7 +20,7 @@ return 0; } -void kMad(double *x, int *lx, int *kp, double *d, double *eps) +void attribute_hidden kMad(double *x, int *lx, int *kp, double *d, double *eps) { double m; int n2, r1, r2, i1, i2,j, k = (*kp); @@ -106,3 +113,18 @@ // return 0; // } // + +/* P.R. 20170421: register routine */ + +static const R_CMethodDef R_CDef[] = { + C_DEF(kMad, 5), + {NULL, NULL, 0} +}; + +void attribute_visible R_init_RobExtremes(DllInfo *dll) +{ + R_registerRoutines(dll, R_CDef, NULL, NULL, NULL); + R_useDynamicSymbols(dll, FALSE); + R_forceSymbols(dll, TRUE); + +} Modified: pkg/RobLox/man/finiteSampleCorrection.Rd =================================================================== --- pkg/RobLox/man/finiteSampleCorrection.Rd 2017-04-22 08:42:39 UTC (rev 930) +++ pkg/RobLox/man/finiteSampleCorrection.Rd 2017-04-22 10:27:44 UTC (rev 931) @@ -1,54 +1,54 @@ -\name{finiteSampleCorrection} -\Rdversion{1.1} -\alias{finiteSampleCorrection} -\title{Function to compute finite-sample corrected radii} -\description{ -Given some radius and some sample size the function computes -the corresponding finite-sample corrected radius. -} -\usage{ -finiteSampleCorrection(r, n, model = "locsc") -} -\arguments{ - \item{r}{ asymptotic radius (non-negative numeric) } - \item{n}{ sample size } - \item{model}{ has to be \code{"locsc"} (for location and scale), - \code{"loc"} (for location) or \code{"sc"} (for scale), respectively. } -} -\details{ -The finite-sample correction is based on empirical results obtained via -simulation studies. - -Given some radius of a shrinking contamination neighborhood which leads -to an asymptotically optimal robust estimator, the finite-sample empirical -MSE based on contaminated samples was minimized for this class of -asymptotically optimal estimators and the corresponding finite-sample -radius determined and saved. - -The computation is based on the saved results of these Monte-Carlo simulations. -} -\value{Finite-sample corrected radius.} -\references{ - Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}. - Bayreuth: Dissertation. - - Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer. - - Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing - the Radius. Statistical Methods and Applications \emph{17}(1) 13-40. - Extended version: \url{http://www.stamats.de/RRlong.pdf} -} -\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}} -%\note{} -\seealso{\code{\link{roblox}}, \code{\link{rowRoblox}}, - \code{\link{colRoblox}} } -\examples{ -finiteSampleCorrection(n = 3, r = 0.001, model = "locsc") -finiteSampleCorrection(n = 10, r = 0.02, model = "loc") -finiteSampleCorrection(n = 250, r = 0.15, model = "sc") -} -\concept{normal location} -\concept{normal scale} -\concept{normal location and scale} -\concept{finite-sample correction} -\keyword{robust} +\name{finiteSampleCorrection} +\Rdversion{1.1} +\alias{finiteSampleCorrection} +\title{Function to compute finite-sample corrected radii} +\description{ +Given some radius and some sample size the function computes [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 931 From noreply at r-forge.r-project.org Sun Apr 23 09:21:13 2017 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 23 Apr 2017 09:21:13 +0200 (CEST) Subject: [Robast-commits] r932 - pkg/RandVar Message-ID: <20170423072113.D62CD1873A4@r-forge.r-project.org> Author: stamats Date: 2017-04-23 09:21:11 +0200 (Sun, 23 Apr 2017) New Revision: 932 Modified: pkg/RandVar/DESCRIPTION Log: update of author field and date Modified: pkg/RandVar/DESCRIPTION =================================================================== --- pkg/RandVar/DESCRIPTION 2017-04-22 10:27:44 UTC (rev 931) +++ pkg/RandVar/DESCRIPTION 2017-04-23 07:21:11 UTC (rev 932) @@ -1,12 +1,12 @@ Package: RandVar Version: 1.0.1 -Date: 2017-04-22 +Date: 2017-04-23 Title: Implementation of Random Variables Description: Implements random variables by means of S4 classes and methods. Depends: R (>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.5) Imports: startupmsg -Author: Matthias Kohl, Peter Ruckdeschel -Maintainer: Matthias Kohl +Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph", "aut"), email="Matthias.Kohl at stamats.de"), person("Peter", "Ruckdeschel", + role=c("aut", "cph"))) ByteCompile: yes LazyLoad: yes License: LGPL-3 From noreply at r-forge.r-project.org Sun Apr 23 09:31:16 2017 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 23 Apr 2017 09:31:16 +0200 (CEST) Subject: [Robast-commits] r933 - in pkg/RandVar: inst man tests Message-ID: <20170423073116.18FE818846E@r-forge.r-project.org> Author: stamats Date: 2017-04-23 09:31:15 +0200 (Sun, 23 Apr 2017) New Revision: 933 Modified: pkg/RandVar/inst/NEWS pkg/RandVar/man/0RandVar-package.Rd pkg/RandVar/tests/tests.Rout.save Log: minor updates Modified: pkg/RandVar/inst/NEWS =================================================================== --- pkg/RandVar/inst/NEWS 2017-04-23 07:21:11 UTC (rev 932) +++ pkg/RandVar/inst/NEWS 2017-04-23 07:31:15 UTC (rev 933) @@ -8,6 +8,16 @@ information) ####################################### +version 1.0.1 +####################################### + +user-visible CHANGES: ++ update of Natalyias email + +under the hood: ++ use of Authors at R in DESCRIPTION file + +####################################### version 1.0 ####################################### @@ -113,4 +123,4 @@ + use of on.exit() to restore old settings for options() and par() at the end of functions + introduction of NEWS-file -+ update of CITATION-file (based on code provided by A. Zeileis on R help) \ No newline at end of file ++ update of CITATION-file (based on code provided by A. Zeileis on R help) Modified: pkg/RandVar/man/0RandVar-package.Rd =================================================================== --- pkg/RandVar/man/0RandVar-package.Rd 2017-04-23 07:21:11 UTC (rev 932) +++ pkg/RandVar/man/0RandVar-package.Rd 2017-04-23 07:31:15 UTC (rev 933) @@ -12,7 +12,7 @@ \tabular{ll}{ Package: \tab RandVar \cr Version: \tab 1.0.1 \cr -Date: \tab 2017-04-22 \cr +Date: \tab 2017-04-24 \cr Depends: \tab R (>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.5)\cr Imports: \tab startupmsg \cr Modified: pkg/RandVar/tests/tests.Rout.save =================================================================== --- pkg/RandVar/tests/tests.Rout.save 2017-04-23 07:21:11 UTC (rev 932) +++ pkg/RandVar/tests/tests.Rout.save 2017-04-23 07:31:15 UTC (rev 933) @@ -1,1978 +1,1986 @@ - -R Under development (unstable) (2016-04-22 r70532) -- "Unsuffered Consequences" -Copyright (C) 2016 The R Foundation for Statistical Computing -Platform: i386-w64-mingw32/i386 (32-bit) - -R is free software and comes with ABSOLUTELY NO WARRANTY. -You are welcome to redistribute it under certain conditions. -Type 'license()' or 'licence()' for distribution details. - -R is a collaborative project with many contributors. -Type 'contributors()' for more information and -'citation()' on how to cite R or R packages in publications. - -Type 'demo()' for some demos, 'help()' for on-line help, or -'help.start()' for an HTML browser interface to help. -Type 'q()' to quit R. - -> library(RandVar) -Loading required package: distr -Loading required package: startupmsg -:startupmsg> Utilities for Start-Up Messages (version 0.9.3) -:startupmsg> -:startupmsg> For more information see ?"startupmsg", -:startupmsg> NEWS("startupmsg") - -Loading required package: sfsmisc -Loading required package: SweaveListingUtils -:SweaveListingUtils> Utilities for Sweave Together with -:SweaveListingUtils> TeX 'listings' Package (version -:SweaveListingUtils> 0.7.3) -:SweaveListingUtils> -:SweaveListingUtils> NOTE: Support for this package -:SweaveListingUtils> will stop soon. -:SweaveListingUtils> -:SweaveListingUtils> Package 'knitr' is providing the -:SweaveListingUtils> same functionality in a better -:SweaveListingUtils> way. -:SweaveListingUtils> -:SweaveListingUtils> Some functions from package 'base' -:SweaveListingUtils> are intentionally masked ---see -:SweaveListingUtils> SweaveListingMASK(). -:SweaveListingUtils> -:SweaveListingUtils> Note that global options are -:SweaveListingUtils> controlled by -:SweaveListingUtils> SweaveListingoptions() ---c.f. -:SweaveListingUtils> ?"SweaveListingoptions". -:SweaveListingUtils> -:SweaveListingUtils> For more information see -:SweaveListingUtils> ?"SweaveListingUtils", -:SweaveListingUtils> NEWS("SweaveListingUtils") -:SweaveListingUtils> There is a vignette to this -:SweaveListingUtils> package; try -:SweaveListingUtils> vignette("ExampleSweaveListingUtils"). - - -Attaching package: 'SweaveListingUtils' - -The following objects are masked from 'package:base': - - library, require - -:distr> Object Oriented Implementation of Distributions (version -:distr> 2.6) -:distr> -:distr> Attention: Arithmetics on distribution objects are -:distr> understood as operations on corresponding random variables -:distr> (r.v.s); see distrARITH(). -:distr> -:distr> Some functions from package 'stats' are intentionally masked -:distr> ---see distrMASK(). -:distr> -:distr> Note that global options are controlled by distroptions() -:distr> ---c.f. ?"distroptions". -:distr> -:distr> For more information see ?"distr", NEWS("distr"), as well as -:distr> http://distr.r-forge.r-project.org/ -:distr> Package "distrDoc" provides a vignette to this package as -:distr> well as to several extension packages; try -:distr> vignette("distr"). - - -Attaching package: 'distr' - -The following objects are masked from 'package:stats': - - df, qqplot, sd - -Loading required package: distrEx -:distrEx> Extensions of Package 'distr' (version 2.6) -:distrEx> -:distrEx> Note: Packages "e1071", "moments", "fBasics" should be -:distrEx> attached /before/ package "distrEx". See -:distrEx> distrExMASK().Note: Extreme value distribution -:distrEx> functionality has been moved to -:distrEx> -:distrEx> package "RobExtremes". See distrExMOVED(). -:distrEx> -:distrEx> For more information see ?"distrEx", NEWS("distrEx"), as -:distrEx> well as -:distrEx> http://distr.r-forge.r-project.org/ -:distrEx> Package "distrDoc" provides a vignette to this package -:distrEx> as well as to several related packages; try -:distrEx> vignette("distr"). - - -Attaching package: 'distrEx' - -The following objects are masked from 'package:stats': - - IQR, mad, median, var - -:RandVar> Implementation of Random Variables (version 1.0) -:RandVar> -:RandVar> For more information see ?"RandVar", NEWS("RandVar"), as -:RandVar> well as -:RandVar> http://robast.r-forge.r-project.org/ -:RandVar> This package also includes a vignette; try -:RandVar> vignette("RandVar"). - -> set.seed(123) -> -> ############################################################################### -> ## start of tests -> ############################################################################### -> -> ## RandVariable -> (R1 <- new("RandVariable")) -An object of class "RandVariable" -length of Map: 1 -Domain: NULL -Range: NULL -> (R1 <- RandVariable()) -An object of class "RandVariable" -length of Map: 1 -Domain: NULL -Range: NULL -> Map(R1) -[[1]] -function (x) -{ -} - - -> Domain(R1) -NULL -> Range(R1) -NULL -> Map(R1) <- list(function(x){ceiling(x)}, function(x){floor(x)}) -> Domain(R1) <- Reals() -> Range(R1) <- Naturals() -> R1 -An object of class "RandVariable" -length of Map: 2 -Domain: Real Space with dimension 1 -Range: Grid of Naturals with dimension 1 -> Map(R1) -[[1]] -function (x) -{ - ceiling(x) -} - -[[2]] -function (x) -{ - floor(x) -} - -> length(R1) -[1] 2 -> -> R2 <- R1 -> Domain(R2) <- Naturals() -> compatibleDomains(R1, R2) -[1] TRUE -> Domain(R2) <- NULL -> compatibleDomains(R1, R2) -[1] FALSE -> Domain(R2) <- EuclideanSpace(dimension = 1) -> compatibleDomains(R1, R2) -[1] TRUE -> Domain(R2) <- EuclideanSpace(dimension = 2) -> compatibleDomains(R1, R2) -[1] FALSE -> -> -> ## list of functions -> L1 <- list(function(x){x}, function(x){x^2}, function(x){x^3}, function(x){x^4}) -> L2 <- list(function(x){x}, function(x){x^2}, function(x){x^3}, function(x){x^4}, -+ function(x){x^5}, function(x){x^6}) -> L3 <- list(function(x){x}, function(x){x^2}, function(x){x^3}, function(x){x^4}, -+ function(x){x^5}, function(x){x^6}, function(x){x^7}, function(x){x^8}) -> L4 <- list(function(x){exp(x)}, function(x){abs(x)}, -+ function(x){sin(x)}, function(x){floor(x)}) -> -> ## EuclRandVariable -> (R3 <- new("EuclRandVariable", Map = L4, Domain = Reals(), Range = Reals())) -An object of class "EuclRandVariable" -length of Map: 4 -Domain: Real Space with dimension 1 -Range: Real Space with dimension 1 -> (R3 <- EuclRandVariable(L1, Domain = Reals(), dimension = 1)) -An object of class "EuclRandVariable" -length of Map: 4 -Domain: Real Space with dimension 1 -Range: Euclidean Space with dimension 1 -> Map(R3) -[[1]] -function (x) -{ - x -} - -[[2]] -function (x) -{ - x^2 -} - -[[3]] -function (x) -{ - x^3 -} - -[[4]] -function (x) -{ - x^4 -} - -> Range(R3) <- Reals() -> R3[2] -An object of class "EuclRandVariable" -length of Map: 1 -Domain: Real Space with dimension 1 -Range: Real Space with dimension 1 -> Map(R3[3]) -[[1]] -function (x) -{ - x^3 -} - -> Map(R3[c(1,2,4)]) -[[1]] -function (x) -{ - x -} - -[[2]] -function (x) -{ - x^2 -} - -[[3]] -function (x) -{ - x^4 -} - -> Map(R3[2:4]) -[[1]] -function (x) -{ - x^2 -} - -[[2]] -function (x) -{ - x^3 -} - -[[3]] -function (x) -{ - x^4 -} - -> evalRandVar(R3, rnorm(1)) - [,1] -[1,] -0.56047565 -[2,] 0.31413295 -[3,] -0.17606387 -[4,] 0.09867951 -> x <- as.matrix(rnorm(10)) -> res.R3 <- evalRandVar(R3, x) -> res.R3[2,,] # results for Map(R3)[[2]](x) - [1] 0.052981677 2.429571609 0.004971433 0.016715318 2.941447909 0.212443749 - [7] 1.600379927 0.471766840 0.198614592 1.498376247 -> res.R3[2,1,] # results for Map(R3)[[2]](x[1,]) -[1] 0.05298168 -> # assuming a probability space with -> # distribution Exp() -> res.R31 <- evalRandVar(R3, x, Gammad()) -> res.R31[2,,] # results for Map(R3)[[2]](x) - [1] NA 2.429571609 0.004971433 0.016715318 2.941447909 0.212443749 - [7] NA NA NA 1.498376247 -> res.R31[2,1,] # results for Map(R3)[[2]](x[1,]) -[1] NA -> dimension(R3) -[1] 4 -> -> R4 <- EuclRandVariable(L4, Domain = Reals(), dimension = 1) -> DL1 <- imageDistr(R4, Norm()) -> plot(DL1) -> -> Domain(R4) <- EuclideanSpace(dimension = 2) -> Range(R4) <- EuclideanSpace(dimension = 2) -> (X <- matrix(c(x, rnorm(10)), ncol = 2)) - [,1] [,2] - [1,] -0.23017749 0.3598138 - [2,] 1.55870831 0.4007715 - [3,] 0.07050839 0.1106827 - [4,] 0.12928774 -0.5558411 - [5,] 1.71506499 1.7869131 - [6,] 0.46091621 0.4978505 - [7,] -1.26506123 -1.9666172 - [8,] -0.68685285 0.7013559 - [9,] -0.44566197 -0.4727914 -[10,] 1.22408180 -1.0678237 -> res2.R4 <- evalRandVar(R4, X) -> res2.R4[3,,1] # results for Map(R4)[[3]](X[,1]) - [1] -0.22815034 0.99992694 0.07044998 0.12892786 0.98961131 0.44476889 - [7] -0.95362595 -0.63410681 -0.43105529 0.94049422 -> dimension(R4) -[1] 8 -> -> -> ## EuclRandMatrix -> (R5 <- as(R4, "EuclRandMatrix")) -An object of class "EuclRandMatrix" -Dim of Map: 4 1 -Domain: Euclidean Space with dimension 2 -Range: Euclidean Space with dimension 2 -> dimension(R5) -[1] 8 -> Domain(R5) <- Reals() -> Range(R5) <- Reals() -> (DL2 <- imageDistr(R5, Norm())) # list of distributions -An object of class "DistrList" - [[1]] Distribution Object of Class: AbscontDistribution - [[2]] Distribution Object of Class: AbscontDistribution - [[3]] Distribution Object of Class: AbscontDistribution - [[4]] Distribution Object of Class: AbscontDistribution -Warning messages: -1: In function (object) : - arithmetics on distributions are understood as operations on r.v.'s -see 'distrARITH()'; for switching off this warning see '?distroptions' -2: In function (object) : - slots d,p,q have been filled using simulations; for switching off this warning see '?distroptions' -> plot(DL2) # vgl. DL1 -> -> Domain(R5) <- EuclideanSpace(dimension = 2) -> Range(R5) <- EuclideanSpace(dimension = 2) -> #res1.R5 <- evalRandVar(R5, rnorm(2)) -> #res1.R5[1,1,] # result for map of R5[1,1] -> -> res2.R5 <- evalRandVar(R5, X) -> res2.R5[,,1,2] -[1] 1.4330626 0.3598138 0.3521000 0.0000000 -> res2.R5[,1,2,1:2] - [,1] [,2] -[1,] 4.7526783 1.4929760 -[2,] 1.5587083 0.4007715 -[3,] 0.9999269 0.3901288 -[4,] 1.0000000 0.0000000 -> res2.R5[1,1,1:2,2] -[1] 1.433063 1.492976 -> -> new("EuclRandMatrix", Map = L2, Dim = as.integer(c(3,2)), Domain = Reals(), Range = Reals()) -An object of class "EuclRandMatrix" -Dim of Map: 3 2 -Domain: Real Space with dimension 1 -Range: Real Space with dimension 1 -> (R6 <- EuclRandMatrix(Map = L2, ncol = 2, Domain = Reals(), Range = Reals())) -An object of class "EuclRandMatrix" -Dim of Map: 3 2 -Domain: Real Space with dimension 1 -Range: Real Space with dimension 1 -> R6[1:2, 2] -An object of class "EuclRandVariable" -length of Map: 2 -Domain: Real Space with dimension 1 -Range: Real Space with dimension 1 -> R6[1:2, 1:2] -An object of class "EuclRandMatrix" -Dim of Map: 2 2 -Domain: Real Space with dimension 1 -Range: Real Space with dimension 1 -> Map(R6[1,2]) -[[1]] -function (x) -{ - x^4 -} - -> Map(t(R6)[2,1]) -[[1]] -function (x) -{ - f <- function (x) - { - x^4 - } - t(f(x)) -} - - -> dimension(R6) -[1] 6 -> -> R7 <- EuclRandMatrix(Map = L4, ncol = 2, Domain = Reals(), dimension = 1) -> dimension(R7) -[1] 4 -> (DL3 <- imageDistr(R7, Norm())) -An object of class "DistrList" - [[1]] Distribution Object of Class: AbscontDistribution - [[2]] Distribution Object of Class: AbscontDistribution - [[3]] Distribution Object of Class: AbscontDistribution - [[4]] Distribution Object of Class: AbscontDistribution -Warning messages: -1: In function (object) : - arithmetics on distributions are understood as operations on r.v.'s -see 'distrARITH()'; for switching off this warning see '?distroptions' -2: In function (object) : - slots d,p,q have been filled using simulations; for switching off this warning see '?distroptions' -> plot(DL3) # vgl. DL1, DL2 -> -> -> ## EuclRandVarList -> new("EuclRandVarList") -An object of class "EuclRandVarList" -Domain: NULL -[[1]] -length of Map: 1 -Range: Euclidean Space with dimension 1 -> (RL1 <- EuclRandVarList(R3, R6, R7)) -An object of class "EuclRandVarList" -Domain: Real Space with dimension 1 -[[1]] -length of Map: 4 -Range: Real Space with dimension 1 -[[2]] -Dim of Map: 3 2 -Range: Real Space with dimension 1 -[[3]] -Dim of Map: 2 2 -Range: Euclidean Space with dimension 1 -> dimension(RL1) -[1] 14 -> as(R4, "EuclRandVarList") -An object of class "EuclRandVarList" -Domain: Euclidean Space with dimension 2 -[[1]] -length of Map: 4 -Range: Euclidean Space with dimension 2 -> as(R6, "EuclRandVarList") -An object of class "EuclRandVarList" -Domain: Real Space with dimension 1 -[[1]] -Dim of Map: 3 2 -Range: Real Space with dimension 1 -> Domain(R5) <- Reals() -> Range(R5) <- Reals() -> (RL2 <- EuclRandVarList(R5, R7)) -An object of class "EuclRandVarList" -Domain: Real Space with dimension 1 -[[1]] -Dim of Map: 4 1 -Range: Real Space with dimension 1 -[[2]] -Dim of Map: 2 2 -Range: Euclidean Space with dimension 1 -> (DL4 <- imageDistr(RL2, Norm())) -An object of class "DistrList" - [[1]] Distribution Object of Class: AbscontDistribution - [[2]] Distribution Object of Class: AbscontDistribution - [[3]] Distribution Object of Class: AbscontDistribution - [[4]] Distribution Object of Class: AbscontDistribution - [[5]] Distribution Object of Class: AbscontDistribution - [[6]] Distribution Object of Class: AbscontDistribution - [[7]] Distribution Object of Class: AbscontDistribution - [[8]] Distribution Object of Class: AbscontDistribution -Warning messages: -1: In function (object) : - arithmetics on distributions are understood as operations on r.v.'s -see 'distrARITH()'; for switching off this warning see '?distroptions' -2: In function (object) : - slots d,p,q have been filled using simulations; for switching off this warning see '?distroptions' -> plot(DL4) -> -> -> ## "Math" group -> system.time(Map(log(abs(R4))), gcFirst = TRUE) - user system elapsed - 0 0 0 -> system.time(Map(gamma(R7)), gcFirst = TRUE) - user system elapsed - 0 0 0 -> system.time(Map(exp(RL1)[[1]]), gcFirst = TRUE) - user system elapsed - 0 0 0 -> -> -> ## "Arith" group -> system.time(Map(3 + R3), gcFirst = TRUE) - user system elapsed - 0 0 0 -> Map(c(1,3,5) * R3) -[[1]] -function (x) -{ - f2 <- function (x) - { - x - } - 1 * f2(x) -} - - -[[2]] -function (x) -{ - f2 <- function (x) - { - x^2 - } - 3 * f2(x) -} - - -[[3]] -function (x) -{ - f2 <- function (x) - { - x^3 - } - 5 * f2(x) -} - - -[[4]] -function (x) -{ - f2 <- function (x) - { - x^4 - } - 1 * f2(x) -} - - -Warning message: -In c(1, 3, 5) * R3 : - longer object length is not a multiple of shorter object length -> try(1:5 * R3) # error -Error in 1:5 * R3 : - length of 'numeric' has to be less or equal dimension of 'EuclRandVariable' -> Map(1:2 * R4) -[[1]] -function (x) -{ - f2 <- function (x) - { - exp(x) - } - 1:2 * f2(x) -} - - -[[2]] -function (x) -{ - f2 <- function (x) - { - abs(x) - } - 1:2 * f2(x) -} - - -[[3]] -function (x) -{ - f2 <- function (x) - { - sin(x) - } - 1:2 * f2(x) -} - - -[[4]] -function (x) -{ - f2 <- function (x) - { - floor(x) - } - 1:2 * f2(x) -} - - -> Map(2/R6) -[[1]] -function (x) -{ - f2 <- function (x) - { - x - } - 2/f2(x) -} - - -[[2]] -function (x) -{ - f2 <- function (x) - { - x^2 - } - 2/f2(x) -} - - -[[3]] -function (x) -{ - f2 <- function (x) - { - x^3 - } - 2/f2(x) -} - - -[[4]] -function (x) -{ - f2 <- function (x) - { - x^4 - } - 2/f2(x) -} - - -[[5]] -function (x) -{ - f2 <- function (x) - { - x^5 - } - 2/f2(x) -} - - -[[6]] -function (x) -{ - f2 <- function (x) - { - x^6 - } - 2/f2(x) -} - - -> Map(c(1,3,5) %% R6) -[[1]] -function (x) -{ - f2 <- function (x) - { - x - } - 1%%f2(x) -} - - -[[2]] -function (x) -{ - f2 <- function (x) - { - x^2 - } - 3%%f2(x) -} - - -[[3]] -function (x) -{ - f2 <- function (x) - { - x^3 - } - 5%%f2(x) -} - - -[[4]] -function (x) -{ - f2 <- function (x) - { - x^4 - } - 1%%f2(x) -} - - -[[5]] -function (x) -{ - f2 <- function (x) - { - x^5 - } - 3%%f2(x) -} - - -[[6]] -function (x) -{ - f2 <- function (x) - { - x^6 - } - 5%%f2(x) -} - - -> Map(R4 - 5) -[[1]] -function (x) -{ - f1 <- function (x) - { - exp(x) - } - f1(x) - c(5, 5) -} - - -[[2]] -function (x) -{ - f1 <- function (x) - { - abs(x) - } - f1(x) - c(5, 5) -} - - -[[3]] -function (x) -{ - f1 <- function (x) - { - sin(x) - } - f1(x) - c(5, 5) -} - - -[[4]] -function (x) -{ - f1 <- function (x) - { - floor(x) - } - f1(x) - c(5, 5) -} - - -> Map(R6 %/% 2) -[[1]] -function (x) -{ - f1 <- function (x) - { - x - } - f1(x)%/%2 -} - - -[[2]] -function (x) -{ - f1 <- function (x) - { - x^2 - } - f1(x)%/%2 -} - - -[[3]] -function (x) -{ - f1 <- function (x) - { - x^3 - } - f1(x)%/%2 -} - - -[[4]] -function (x) -{ - f1 <- function (x) - { - x^4 - } - f1(x)%/%2 -} - - -[[5]] -function (x) -{ - f1 <- function (x) - { - x^5 - } - f1(x)%/%2 -} - - -[[6]] -function (x) -{ - f1 <- function (x) - { - x^6 - } - f1(x)%/%2 -} - - -> Map(R3 ^ R3) -[[1]] -function (x) -{ - f1 <- function (x) - { - x - } - f2 <- function (x) - { - x - } - f1(x)^f2(x) -} - - -[[2]] -function (x) -{ - f1 <- function (x) - { - x^2 - } - f2 <- function (x) - { - x^2 - } - f1(x)^f2(x) -} - - -[[3]] -function (x) -{ - f1 <- function (x) - { - x^3 - } - f2 <- function (x) - { - x^3 - } - f1(x)^f2(x) -} - - -[[4]] -function (x) -{ - f1 <- function (x) - { - x^4 - } - f2 <- function (x) - { - x^4 - } - f1(x)^f2(x) -} - - -> Map(R7 * R7) -[[1]] -function (x) -{ - f1 <- function (x) - { - exp(x) - } - f2 <- function (x) - { - exp(x) - } - f1(x) * f2(x) -} - - -[[2]] -function (x) -{ - f1 <- function (x) - { - abs(x) - } - f2 <- function (x) - { - abs(x) - } - f1(x) * f2(x) -} - - -[[3]] -function (x) -{ - f1 <- function (x) - { - sin(x) - } - f2 <- function (x) - { - sin(x) - } - f1(x) * f2(x) -} - - -[[4]] -function (x) -{ - f1 <- function (x) - { - floor(x) - } - f2 <- function (x) - { - floor(x) - } - f1(x) * f2(x) -} - - -> Map((1 + RL1)[[1]]) -[[1]] -function (x) -{ - f2 <- function (x) - { - x - } - 1 + f2(x) -} - - -[[2]] -function (x) -{ - f2 <- function (x) - { - x^2 - } - 1 + f2(x) -} - - -[[3]] -function (x) -{ - f2 <- function (x) - { - x^3 - } - 1 + f2(x) -} - - -[[4]] -function (x) -{ - f2 <- function (x) - { - x^4 - } - 1 + f2(x) -} - - -> Map((RL1 * 2)[[2]]) -[[1]] -function (x) -{ - f1 <- function (x) - { - x - } - f1(x) * 2 -} - - -[[2]] -function (x) -{ - f1 <- function (x) - { - x^2 - } - f1(x) * 2 -} - - -[[3]] -function (x) -{ - f1 <- function (x) - { - x^3 - } - f1(x) * 2 -} - - -[[4]] -function (x) -{ - f1 <- function (x) - { - x^4 - } - f1(x) * 2 -} - - -[[5]] -function (x) -{ - f1 <- function (x) - { - x^5 - } - f1(x) * 2 -} - - -[[6]] -function (x) -{ - f1 <- function (x) - { - x^6 - } - f1(x) * 2 -} - - -> system.time(Map((RL1 %% RL1)[[3]]), gcFirst = TRUE) - user system elapsed - 0.02 0.00 0.02 -> -> -> ## "%*%" -> M1 <- matrix(1:16, ncol = 8) -> (R8 <- M1 %*% R4) -An object of class "EuclRandMatrix" -Dim of Map: 2 1 -Domain: Euclidean Space with dimension 2 -Range: Real Space with dimension 1 -> Map(R4) -[[1]] -function (x) -{ - exp(x) -} - -[[2]] -function (x) -{ - abs(x) -} - -[[3]] -function (x) -{ - sin(x) -} - -[[4]] -function (x) -{ - floor(x) -} - -> M1[1,] -[1] 1 3 5 7 9 11 13 15 -> Map(R8)[[1]] -function (x) -{ - f1 <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - exp(x) - } - c(1L, 3L) %*% f1(x) - } - f2 <- function (x) - { - abs(x) - } - f1(x) + c(5L, 7L) %*% f2(x) - } - f2 <- function (x) - { - sin(x) - } - f1(x) + c(9L, 11L) %*% f2(x) - } - f2 <- function (x) - { - floor(x) - } - f1(x) + c(13L, 15L) %*% f2(x) -} - -> M1[2,] -[1] 2 4 6 8 10 12 14 16 -> Map(R8)[[2]] -function (x) -{ - f1 <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - exp(x) - } - c(2L, 4L) %*% f1(x) - } - f2 <- function (x) - { - abs(x) - } - f1(x) + c(6L, 8L) %*% f2(x) - } - f2 <- function (x) - { - sin(x) - } - f1(x) + c(10L, 12L) %*% f2(x) - } - f2 <- function (x) - { - floor(x) - } - f1(x) + c(14L, 16L) %*% f2(x) -} - -> M2 <- matrix(1:2, ncol = 2) -> (R9 <- M2 %*% R7) -An object of class "EuclRandMatrix" -Dim of Map: 1 2 -Domain: Real Space with dimension 1 -Range: Real Space with dimension 1 -> Map(R7) -[[1]] -function (x) -{ - exp(x) -} - -[[2]] -function (x) -{ - abs(x) -} - -[[3]] -function (x) -{ - sin(x) -} - -[[4]] -function (x) -{ - floor(x) -} - -> Map(R9) -[[1]] -function (x) -{ - f1 <- function (x) - { - f1 <- function (x) - { - exp(x) - } - 1L %*% f1(x) - } - f2 <- function (x) - { - abs(x) - } - f1(x) + 2L %*% f2(x) -} - - -[[2]] -function (x) -{ - f1 <- function (x) - { - f1 <- function (x) - { - sin(x) - } - 1L %*% f1(x) - } - f2 <- function (x) - { - floor(x) - } - f1(x) + 2L %*% f2(x) -} - - -> Map(1:4 %*% R3) # inner product -[[1]] -function (x) -{ - f1 <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - x - } - 1L %*% f1(x) - } - f2 <- function (x) - { - x^2 - } - f1(x) + 2L %*% f2(x) - } - f2 <- function (x) - { - x^3 - } - f1(x) + 3L %*% f2(x) - } - f2 <- function (x) - { - x^4 - } - f1(x) + 4L %*% f2(x) -} - - -> Map(1:2 %*% R7) # corresponds to Map(t(1:2) %*% R7) -[[1]] -function (x) -{ - f1 <- function (x) - { - f1 <- function (x) - { - exp(x) - } - 1L %*% f1(x) - } - f2 <- function (x) - { - abs(x) - } - f1(x) + 2L %*% f2(x) -} - - -[[2]] -function (x) -{ - f1 <- function (x) - { - f1 <- function (x) - { - sin(x) - } - 1L %*% f1(x) - } - f2 <- function (x) - { - floor(x) - } - f1(x) + 2L %*% f2(x) -} - - -> Map(R4 %*% 1:8) # inner product -[[1]] -function (x) -{ - f <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - f <- function (x) - { - f <- function (x) - { - exp(x) - } - t(f(x)) - } - t(f(x)) - } - 1:2 %*% f1(x) - } - f2 <- function (x) - { - f <- function (x) - { - f <- function (x) - { - abs(x) - } - t(f(x)) - } - t(f(x)) - } - f1(x) + 3:4 %*% f2(x) - } - f2 <- function (x) - { - f <- function (x) - { - f <- function (x) - { - sin(x) - } - t(f(x)) - } - t(f(x)) - } - f1(x) + 5:6 %*% f2(x) - } - f2 <- function (x) - { - f <- function (x) - { - f <- function (x) - { - floor(x) - } - t(f(x)) - } - t(f(x)) - } - f1(x) + 7:8 %*% f2(x) - } - t(f(x)) -} - - -> Map(R9 %*% 3:4) -[[1]] -function (x) -{ - f <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - f <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - exp(x) - } - 1L %*% f1(x) - } - f2 <- function (x) - { - abs(x) - } - f1(x) + 2L %*% f2(x) - } - t(f(x)) - } - 3L %*% f1(x) - } - f2 <- function (x) - { - f <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - sin(x) - } - 1L %*% f1(x) - } - f2 <- function (x) - { - floor(x) - } - f1(x) + 2L %*% f2(x) - } - t(f(x)) - } - f1(x) + 4L %*% f2(x) - } - t(f(x)) -} - - -> Map(R9 %*% matrix(1:4, nrow = 2)) -[[1]] -function (x) -{ - f <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - f <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - exp(x) - } - 1L %*% f1(x) - } - f2 <- function (x) - { - abs(x) - } - f1(x) + 2L %*% f2(x) - } - t(f(x)) - } - 1L %*% f1(x) - } - f2 <- function (x) - { - f <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - sin(x) - } - 1L %*% f1(x) - } - f2 <- function (x) - { - floor(x) - } - f1(x) + 2L %*% f2(x) - } - t(f(x)) - } - f1(x) + 2L %*% f2(x) - } - t(f(x)) -} - - -[[2]] -function (x) -{ - f <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - f <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - exp(x) - } - 1L %*% f1(x) - } - f2 <- function (x) - { - abs(x) - } - f1(x) + 2L %*% f2(x) - } - t(f(x)) - } - 3L %*% f1(x) - } - f2 <- function (x) - { - f <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - sin(x) - } - 1L %*% f1(x) - } - f2 <- function (x) - { - floor(x) - } - f1(x) + 2L %*% f2(x) - } - t(f(x)) - } - f1(x) + 4L %*% f2(x) - } - t(f(x)) -} - - -> (R10 <- R3 %*% matrix(1:16, ncol = 4)) -An object of class "EuclRandMatrix" -Dim of Map: 1 4 -Domain: Real Space with dimension 1 -Range: Real Space with dimension 1 -> Map(R10) -[[1]] -function (x) -{ - f <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - x - } - 1L %*% f1(x) - } - f2 <- function (x) - { - x^2 - } - f1(x) + 5L %*% f2(x) - } - f2 <- function (x) - { - x^3 - } - f1(x) + 9L %*% f2(x) - } - f2 <- function (x) - { - x^4 - } - f1(x) + 13L %*% f2(x) - } - t(f(x)) -} - - -[[2]] -function (x) -{ - f <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) - { - x - } - 2L %*% f1(x) - } - f2 <- function (x) - { - x^2 - } - f1(x) + 6L %*% f2(x) - } - f2 <- function (x) - { - x^3 - } - f1(x) + 10L %*% f2(x) - } - f2 <- function (x) - { - x^4 - } - f1(x) + 14L %*% f2(x) - } - t(f(x)) -} - - -[[3]] -function (x) -{ - f <- function (x) - { - f1 <- function (x) - { - f1 <- function (x) [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 933 From noreply at r-forge.r-project.org Sun Apr 23 09:32:35 2017 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 23 Apr 2017 09:32:35 +0200 (CEST) Subject: [Robast-commits] r934 - pkg/RandVar/man Message-ID: <20170423073236.211F518846E@r-forge.r-project.org> Author: stamats Date: 2017-04-23 09:32:35 +0200 (Sun, 23 Apr 2017) New Revision: 934 Modified: pkg/RandVar/man/0RandVar-package.Rd Log: correction of date ... argh Modified: pkg/RandVar/man/0RandVar-package.Rd =================================================================== --- pkg/RandVar/man/0RandVar-package.Rd 2017-04-23 07:31:15 UTC (rev 933) +++ pkg/RandVar/man/0RandVar-package.Rd 2017-04-23 07:32:35 UTC (rev 934) @@ -12,7 +12,7 @@ \tabular{ll}{ Package: \tab RandVar \cr Version: \tab 1.0.1 \cr -Date: \tab 2017-04-24 \cr +Date: \tab 2017-04-23 \cr Depends: \tab R (>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.5)\cr Imports: \tab startupmsg \cr From noreply at r-forge.r-project.org Sun Apr 23 09:43:25 2017 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 23 Apr 2017 09:43:25 +0200 (CEST) Subject: [Robast-commits] r935 - in pkg/RobAStBase: . man Message-ID: <20170423074325.3535D187F40@r-forge.r-project.org> Author: stamats Date: 2017-04-23 09:43:24 +0200 (Sun, 23 Apr 2017) New Revision: 935 Modified: pkg/RobAStBase/DESCRIPTION pkg/RobAStBase/man/0RobAStBase-package.Rd Log: minor fix and update Modified: pkg/RobAStBase/DESCRIPTION =================================================================== --- pkg/RobAStBase/DESCRIPTION 2017-04-23 07:32:35 UTC (rev 934) +++ pkg/RobAStBase/DESCRIPTION 2017-04-23 07:43:24 UTC (rev 935) @@ -1,15 +1,14 @@ Package: RobAStBase Version: 1.0.1 -Date: 2017-04-22 +Date: 2017-04-23 Title: Robust Asymptotic Statistics Description: Base S4-classes and functions for robust asymptotic statistics. Depends: R(>= 2.14.0), methods, rrcov, distr(>= 2.5.2), distrEx(>= 2.5), distrMod(>= 2.5.2), RandVar(>= 0.9.2) Suggests: ROptEst, RUnit (>= 0.4.26) Imports: startupmsg -Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph"), email="Matthias.Kohl at stamats.de"), person("Peter", "Ruckdeschel", +Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph", "aut"), email="Matthias.Kohl at stamats.de"), person("Peter", "Ruckdeschel", role=c("aut", "cph")), person("Mykhailo", "Pupashenko", role="ctb", comment="contributed wrapper functions for diagnostic - plots"), person("Gerald", "Kroisandt", role="ctb", comment="contributed testing routines"), person("Peter", "Ruckdeschel", - role=c("aut", "cph")), person("R Core Team", role = c("ctb", "cph"), comment="for source file 'format.perc'")) + plots"), person("Gerald", "Kroisandt", role="ctb", comment="contributed testing routines"), person("R Core Team", role = c("ctb", "cph"), comment="for source file 'format.perc'")) ByteCompile: yes License: LGPL-3 Encoding: latin1 Modified: pkg/RobAStBase/man/0RobAStBase-package.Rd =================================================================== --- pkg/RobAStBase/man/0RobAStBase-package.Rd 2017-04-23 07:32:35 UTC (rev 934) +++ pkg/RobAStBase/man/0RobAStBase-package.Rd 2017-04-23 07:43:24 UTC (rev 935) @@ -12,7 +12,7 @@ \tabular{ll}{ Package: \tab RobAStBase \cr Version: \tab 1.0.1 \cr -Date: \tab 2017-04-22 \cr +Date: \tab 2017-04-23 \cr Depends: \tab R(>= 2.14.0), methods, rrcov, distr(>= 2.5.2), distrEx(>= 2.5), distrMod(>= 2.5.2), RandVar(>= 0.9.2) \cr Suggests: \tab ROptEst, RUnit (>= 0.4.26)\cr From noreply at r-forge.r-project.org Sun Apr 23 09:49:59 2017 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 23 Apr 2017 09:49:59 +0200 (CEST) Subject: [Robast-commits] r936 - in pkg/ROptEst: . man Message-ID: <20170423075000.18B3118017C@r-forge.r-project.org> Author: stamats Date: 2017-04-23 09:49:59 +0200 (Sun, 23 Apr 2017) New Revision: 936 Modified: pkg/ROptEst/DESCRIPTION pkg/ROptEst/man/0ROptEst-package.Rd Log: update of version number Modified: pkg/ROptEst/DESCRIPTION =================================================================== --- pkg/ROptEst/DESCRIPTION 2017-04-23 07:43:24 UTC (rev 935) +++ pkg/ROptEst/DESCRIPTION 2017-04-23 07:49:59 UTC (rev 936) @@ -1,6 +1,6 @@ Package: ROptEst -Version: 1.0.0 -Date: 2017-04-22 +Version: 1.0.1 +Date: 2017-04-23 Title: Optimally Robust Estimation Description: Optimally robust estimation in general smoothly parameterized models using S4 classes and methods. Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.4), distrMod(>= 2.5.2), RandVar(>= 0.9.2), RobAStBase(>= 1.0) Modified: pkg/ROptEst/man/0ROptEst-package.Rd =================================================================== --- pkg/ROptEst/man/0ROptEst-package.Rd 2017-04-23 07:43:24 UTC (rev 935) +++ pkg/ROptEst/man/0ROptEst-package.Rd 2017-04-23 07:49:59 UTC (rev 936) @@ -12,8 +12,8 @@ \details{ \tabular{ll}{ Package: \tab ROptEst \cr -Version: \tab 1.0.0 \cr -Date: \tab 2017-04-22 \cr +Version: \tab 1.0.1 \cr +Date: \tab 2017-04-23 \cr Depends: \tab R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.5), distrMod(>= 2.5.2), RandVar(>= 0.9.2), RobAStBase(>= 1.0) \cr Suggests: \tab RobLox, MASS \cr From noreply at r-forge.r-project.org Sun Apr 23 14:19:10 2017 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 23 Apr 2017 14:19:10 +0200 (CEST) Subject: [Robast-commits] r937 - branches/robast-1.1/pkg/RobAStBase/inst/doc pkg/RobExtremes/inst/AddMaterial/interpolation pkg/RobExtremes/man Message-ID: <20170423121910.DE8BD1885B7@r-forge.r-project.org> Author: ruckdeschel Date: 2017-04-23 14:19:10 +0200 (Sun, 23 Apr 2017) New Revision: 937 Modified: branches/robast-1.1/pkg/RobAStBase/inst/doc/RobModel.pdf pkg/RobExtremes/inst/AddMaterial/interpolation/Snplot.pdf pkg/RobExtremes/man/0RobExtremes-package.Rd Log: yet another http -> https Modified: branches/robast-1.1/pkg/RobAStBase/inst/doc/RobModel.pdf =================================================================== (Binary files differ) Modified: pkg/RobExtremes/inst/AddMaterial/interpolation/Snplot.pdf =================================================================== (Binary files differ) Modified: pkg/RobExtremes/man/0RobExtremes-package.Rd =================================================================== --- pkg/RobExtremes/man/0RobExtremes-package.Rd 2017-04-23 07:49:59 UTC (rev 936) +++ pkg/RobExtremes/man/0RobExtremes-package.Rd 2017-04-23 12:19:10 UTC (rev 937) @@ -195,7 +195,7 @@ P. Ruckdeschel, M. Kohl, T. Stabla, F. Camphausen (2006): S4 Classes for Distributions, \emph{R News}, \emph{6}(2), 2-6. -\url{http://CRAN.R-project.org/doc/Rnews/Rnews_2006-2.pdf} +\url{https://CRAN.R-project.org/doc/Rnews/Rnews_2006-2.pdf} M.~Kohl, P. Ruckdeschel, H.~Rieder (2010): Infinitesimally Robust Estimation in General Smoothly Parametrized Models.