[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
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Apr 22 12:27:44 CEST 2017
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{Apéry}{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{Apéry}{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 <stdlib.h>
#include <stdio.h>
+#include <R.h>
+#include <Rinternals.h>
+#include <Rmath.h> /* constants */
+#include <R_ext/Rdynload.h>
+#include <R_ext/Visibility.h>
-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]
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svnlook diff /svnroot/robast -r 931
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