[Robast-commits] r1125 - in branches/robast-1.2/pkg: ROptEstOld/inst ROptRegTS/R ROptRegTS/inst
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Aug 11 16:53:01 CEST 2018
Author: ruckdeschel
Date: 2018-08-11 16:53:01 +0200 (Sat, 11 Aug 2018)
New Revision: 1125
Modified:
branches/robast-1.2/pkg/ROptEstOld/inst/NEWS
branches/robast-1.2/pkg/ROptRegTS/R/Av2CondContIC.R
branches/robast-1.2/pkg/ROptRegTS/R/getAsRiskRegTS.R
branches/robast-1.2/pkg/ROptRegTS/R/getIneffDiff.R
branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asBias.R
branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asCov.R
branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c2.R
branches/robast-1.2/pkg/ROptRegTS/R/getInfStandRegTS.R
branches/robast-1.2/pkg/ROptRegTS/R/leastFavorableRadius.R
branches/robast-1.2/pkg/ROptRegTS/R/optIC.R
branches/robast-1.2/pkg/ROptRegTS/R/radiusMinimaxIC.R
branches/robast-1.2/pkg/ROptRegTS/inst/NEWS
Log:
[ROptRegTS] branch 1.2
+ now specified that we want to use distr::solve
(and updated NEWS in ROptEstOld)
Modified: branches/robast-1.2/pkg/ROptEstOld/inst/NEWS
===================================================================
--- branches/robast-1.2/pkg/ROptEstOld/inst/NEWS 2018-08-11 14:46:52 UTC (rev 1124)
+++ branches/robast-1.2/pkg/ROptEstOld/inst/NEWS 2018-08-11 14:53:01 UTC (rev 1125)
@@ -8,6 +8,13 @@
information)
#######################################
+version 1.2
+#######################################
+
+under the hood
++ now specified that we want to use distr::solve
+
+#######################################
version 1.1
#######################################
Modified: branches/robast-1.2/pkg/ROptRegTS/R/Av2CondContIC.R
===================================================================
--- branches/robast-1.2/pkg/ROptRegTS/R/Av2CondContIC.R 2018-08-11 14:46:52 UTC (rev 1124)
+++ branches/robast-1.2/pkg/ROptRegTS/R/Av2CondContIC.R 2018-08-11 14:53:01 UTC (rev 1125)
@@ -29,7 +29,7 @@
ICfct <- vector(mode = "list", length = 1)
L2 <- L2Fam at ErrorL2deriv[[1]]
k <- dimension(img(L2Fam at RegDistr))
- K.inv <- solve(E(L2Fam at RegDistr, fun = function(x){ x %*% t(x) }))
+ K.inv <- distr::solve(E(L2Fam at RegDistr, fun = function(x){ x %*% t(x) }))
trafo <- L2Fam at param@trafo
if(!is.null(d)){
Modified: branches/robast-1.2/pkg/ROptRegTS/R/getAsRiskRegTS.R
===================================================================
--- branches/robast-1.2/pkg/ROptRegTS/R/getAsRiskRegTS.R 2018-08-11 14:46:52 UTC (rev 1124)
+++ branches/robast-1.2/pkg/ROptRegTS/R/getAsRiskRegTS.R 2018-08-11 14:53:01 UTC (rev 1125)
@@ -19,7 +19,7 @@
if(!is.finite(neighbor at radius))
return(list(asMSE = Inf))
else{
- K.inv <- solve(E(Regressor, fun = function(x){ x %*% t(x) }))
+ K.inv <- distr::solve(E(Regressor, fun = function(x){ x %*% t(x) }))
return(list(asMSE = stand * sum(diag(t(trafo) %*% K.inv))))
}
})
@@ -178,7 +178,7 @@
K <- E(Regressor, fun = function(x){ x %*% t(x) })
z <- q.l(ErrorL2deriv)(0.5)
Eu <- E(ErrorL2deriv, function(x, z){abs(x - z)}, z = z)
- b <- sqrt(sum(diag(trafo %*% solve(K) %*% t(trafo))))/Eu
+ b <- sqrt(sum(diag(trafo %*% distr::solve(K) %*% t(trafo))))/Eu
return(list(asBias = b))
})
Modified: branches/robast-1.2/pkg/ROptRegTS/R/getIneffDiff.R
===================================================================
--- branches/robast-1.2/pkg/ROptRegTS/R/getIneffDiff.R 2018-08-11 14:46:52 UTC (rev 1124)
+++ branches/robast-1.2/pkg/ROptRegTS/R/getIneffDiff.R 2018-08-11 14:53:01 UTC (rev 1125)
@@ -90,7 +90,7 @@
trafo = L2Fam at param@trafo, upper = upper.b, maxiter = MaxIter,
tol = eps, warn = warn)
trafo <- L2Fam at param@trafo
- K.inv <- solve(E(L2Fam at RegDistr, fun = function(x){ x %*% t(x) }))
+ K.inv <- distr::solve(E(L2Fam at RegDistr, fun = function(x){ x %*% t(x) }))
ineffLo <- (res$A*sum(diag(t(trafo) %*% K.inv)) - res$b^2*(radius^2-loRad^2))/loRisk
if(upRad == Inf)
ineffUp <- res$b^2/upRisk
Modified: branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asBias.R
===================================================================
--- branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asBias.R 2018-08-11 14:46:52 UTC (rev 1124)
+++ branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asBias.R 2018-08-11 14:53:01 UTC (rev 1125)
@@ -114,7 +114,7 @@
K <- E(Regressor, fun = function(x){ x %*% t(x) })
z <- q.l(ErrorL2deriv)(0.5)
Eu <- E(ErrorL2deriv, function(x, z){abs(x - z)}, z = z)
- b <- sqrt(sum(diag(trafo %*% solve(K) %*% t(trafo))))/Eu
+ b <- sqrt(sum(diag(trafo %*% distr::solve(K) %*% t(trafo))))/Eu
if(is(ErrorL2deriv, "AbscontDistribution")){
ws0 <- 0
Modified: branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asCov.R
===================================================================
--- branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asCov.R 2018-08-11 14:46:52 UTC (rev 1124)
+++ branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asCov.R 2018-08-11 14:53:01 UTC (rev 1125)
@@ -8,7 +8,7 @@
function(ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo){
info <- c("optimal IC in sense of Cramer-Rao bound")
- A <- trafo %*% solve(Finfo)
+ A <- trafo %*% distr::solve(Finfo)
b <- max(abs(as.vector(A)))*max(q.l(ErrorL2deriv)(1),abs(q.l(ErrorL2deriv)(0)))
if(is(Regressor, "UnivariateDistribution"))
b <- b*max(abs(q.l(Regressor)(1)), abs(q.l(Regressor)(0)))
@@ -24,7 +24,7 @@
function(ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo){
info <- c("optimal IC in sense of Cramer-Rao bound")
- A <- trafo %*% solve(Finfo)
+ A <- trafo %*% distr::solve(Finfo)
b <- abs(as.vector(A))*(q.l(ErrorL2deriv)(1) - q.l(ErrorL2deriv)(0))
b <- b*(abs(q.l(Regressor)(1)) + abs(q.l(Regressor)(0)))
Risk <- list(asCov = A %*% t(trafo), asBias = b)
@@ -38,7 +38,7 @@
function(ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo){
info <- c("optimal IC in sense of Cramer-Rao bound")
- A <- trafo %*% solve(Finfo)
+ A <- trafo %*% distr::solve(Finfo)
b <- max(abs(as.vector(A)))*max(q.l(ErrorL2deriv)(1),abs(q.l(ErrorL2deriv)(0)))
if(is(Regressor, "UnivariateDistribution"))
b <- b*max(abs(q.l(Regressor)(1)), abs(q.l(Regressor)(0)))
@@ -57,7 +57,7 @@
function(ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo){
info <- c("optimal IC in sense of Cramer-Rao bound")
- A <- trafo %*% solve(Finfo)
+ A <- trafo %*% distr::solve(Finfo)
b <- abs(as.vector(A))*(q.l(ErrorL2deriv)(1) - q.l(ErrorL2deriv)(0))
if(is(Regressor, "UnivariateDistribution"))
b <- b*(abs(q.l(Regressor)(1)) + abs(q.l(Regressor)(0)))
@@ -80,7 +80,7 @@
function(ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo){
info <- c("optimal IC in sense of Cramer-Rao bound")
- A <- trafo %*% solve(Finfo)
+ A <- trafo %*% distr::solve(Finfo)
b <- max(abs(as.vector(A)))*max(q.l(ErrorL2deriv)(1),abs(q.l(ErrorL2deriv)(0)))
if(is(Regressor, "UnivariateDistribution"))
b <- b*max(abs(q.l(Regressor)(1)), abs(q.l(Regressor)(0)))
@@ -100,7 +100,7 @@
function(ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo){
info <- c("optimal IC in sense of Cramer-Rao bound")
- A <- trafo %*% solve(Finfo)
+ A <- trafo %*% distr::solve(Finfo)
b <- max(abs(as.vector(A)))*max(q.l(ErrorL2deriv)(1),abs(q.l(ErrorL2deriv)(0)))
if(is(Regressor, "UnivariateDistribution"))
b <- b*max(abs(q.l(Regressor)(1)), abs(q.l(Regressor)(0)))
@@ -115,7 +115,7 @@
function(ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm,
RegSymm, Finfo, trafo){
info <- c("optimal IC in sense of Cramer-Rao bound")
- A <- trafo %*% solve(Finfo)
+ A <- trafo %*% distr::solve(Finfo)
b <- max(abs(as.vector(A)))*abs(q.l(ErrorL2deriv)(1) - q.l(ErrorL2deriv)(0))
if(is(Regressor, "UnivariateDistribution"))
b <- b*(q.l(Regressor)(1) - q.l(Regressor)(0))
@@ -132,7 +132,7 @@
neighbor = "ContNeighborhood"),
function(ErrorL2deriv, Regressor, risk, neighbor, ErrorDistr, Finfo, trafo){
info <- c("optimal IC in sense of Cramer-Rao bound")
- A <- trafo %*% solve(Finfo)
+ A <- trafo %*% distr::solve(Finfo)
if(is(ErrorDistr, "UnivariateDistribution")){
lower <- ifelse(is.finite(q.l(ErrorDistr)(0)), q.l(ErrorDistr)(1e-8), q.l(ErrorDistr)(0))
@@ -155,7 +155,7 @@
neighbor = "Av1CondContNeighborhood"),
function(ErrorL2deriv, Regressor, risk, neighbor, ErrorDistr, Finfo, trafo){
info <- c("optimal IC in sense of Cramer-Rao bound")
- A <- trafo %*% solve(Finfo)
+ A <- trafo %*% distr::solve(Finfo)
if(is(ErrorDistr, "UnivariateDistribution")){
lower <- ifelse(is.finite(q.l(ErrorDistr)(0)), q.l(ErrorDistr)(1e-8), q.l(ErrorDistr)(0))
Modified: branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c2.R
===================================================================
--- branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c2.R 2018-08-11 14:46:52 UTC (rev 1124)
+++ branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c2.R 2018-08-11 14:53:01 UTC (rev 1125)
@@ -72,7 +72,7 @@
A <- getInfStandRegTS(ErrorL2deriv = ErrorL2deriv, Regressor = Regressor,
neighbor = neighbor, z.comp = z.comp, clip = c0, cent = z,
stand = A, trafo = trafo)
- b <- c0*A*sqrt(sum(diag(solve(E(Regressor, fun = function(x){ x %*% t(x) })))))
+ b <- c0*A*sqrt(sum(diag(distr::solve(E(Regressor, fun = function(x){ x %*% t(x) })))))
info <- paste("optimally robust IC for", sQuote(class(risk)[1]))
Risk <- getAsRiskRegTS(risk = risk, ErrorL2deriv = ErrorL2deriv,
Modified: branches/robast-1.2/pkg/ROptRegTS/R/getInfStandRegTS.R
===================================================================
--- branches/robast-1.2/pkg/ROptRegTS/R/getInfStandRegTS.R 2018-08-11 14:46:52 UTC (rev 1124)
+++ branches/robast-1.2/pkg/ROptRegTS/R/getInfStandRegTS.R 2018-08-11 14:53:01 UTC (rev 1125)
@@ -92,7 +92,7 @@
res <- E(Regressor, Afct, clip = clip, stand = stand, D1 = ErrorL2deriv)
}
- return(trafo %*% solve(res))
+ return(trafo %*% distr::solve(res))
})
setMethod("getInfStandRegTS", signature(ErrorL2deriv = "UnivariateDistribution",
Regressor = "UnivariateDistribution",
@@ -142,7 +142,7 @@
res <- E(Regressor, Afct, clip = clip, stand = stand, D1 = ErrorL2deriv)
}
- return(trafo %*% solve(res))
+ return(trafo %*% distr::solve(res))
})
setMethod("getInfStandRegTS", signature(ErrorL2deriv = "UnivariateDistribution",
Regressor = "Distribution",
@@ -180,7 +180,7 @@
return((x %*% t(x))*(m2df(D1, cx) - m2df(D1, gx) + gx*m1df(D1, gx) - cx*m1df(D1, cx)))
}
- return(trafo %*% solve(E(Regressor, Afct, cent = cent, clip = clip,
+ return(trafo %*% distr::solve(E(Regressor, Afct, cent = cent, clip = clip,
stand = stand, D1 = ErrorL2deriv)))
})
setMethod("getInfStandRegTS", signature(ErrorL2deriv = "RealRandVariable",
@@ -263,7 +263,7 @@
}
res[col(res) < row(res)] <- res[col(res) > row(res)]
- return(trafo %*% solve(res))
+ return(trafo %*% distr::solve(res))
})
setMethod("getInfStandRegTS", signature(ErrorL2deriv = "RealRandVariable",
Regressor = "Distribution",
@@ -334,5 +334,5 @@
}
res[col(res) < row(res)] <- res[col(res) > row(res)]
- return(trafo %*% solve(res))
+ return(trafo %*% distr::solve(res))
})
Modified: branches/robast-1.2/pkg/ROptRegTS/R/leastFavorableRadius.R
===================================================================
--- branches/robast-1.2/pkg/ROptRegTS/R/leastFavorableRadius.R 2018-08-11 14:46:52 UTC (rev 1124)
+++ branches/robast-1.2/pkg/ROptRegTS/R/leastFavorableRadius.R 2018-08-11 14:53:01 UTC (rev 1125)
@@ -122,7 +122,7 @@
trafo <- L2Fam at param@trafo
if(identical(all.equal(loRad, 0), TRUE)){
loRad <- 0
- loRisk <- sum(diag(solve(L2Fam at FisherInfo)))
+ loRisk <- sum(diag(distr::solve(L2Fam at FisherInfo)))
}else{
neighbor at radius <- loRad
resLo <- getInfRobRegTypeIC(ErrorL2deriv = ErrorL2deriv,
Modified: branches/robast-1.2/pkg/ROptRegTS/R/optIC.R
===================================================================
--- branches/robast-1.2/pkg/ROptRegTS/R/optIC.R 2018-08-11 14:46:52 UTC (rev 1124)
+++ branches/robast-1.2/pkg/ROptRegTS/R/optIC.R 2018-08-11 14:53:01 UTC (rev 1125)
@@ -3,7 +3,7 @@
###############################################################################
setMethod("optIC", signature(model = "L2RegTypeFamily", risk = "asCov"),
function(model, risk){
- Curve <- as((model at param@trafo %*% solve(model at FisherInfo)) %*% model at L2deriv, "EuclRandVariable")
+ Curve <- as((model at param@trafo %*% distr::solve(model at FisherInfo)) %*% model at L2deriv, "EuclRandVariable")
return(IC(
name = paste("Classical optimal influence curve for", model at name),
CallL2Fam = call("L2RegTypeFamily",
@@ -24,7 +24,7 @@
ErrorL2derivDistrSymm = model at ErrorL2derivDistrSymm,
FisherInfo = model at FisherInfo),
Curve = EuclRandVarList(Curve),
- Risks = list(asCov = model at param@trafo %*% solve(model at FisherInfo) %*% t(model at param@trafo)),
+ Risks = list(asCov = model at param@trafo %*% distr::solve(model at FisherInfo) %*% t(model at param@trafo)),
Infos = matrix(c("optIC", "optimal IC in sense of Cramer-Rao bound"),
ncol = 2, dimnames = list(character(0), c("method", "message")))))
})
Modified: branches/robast-1.2/pkg/ROptRegTS/R/radiusMinimaxIC.R
===================================================================
--- branches/robast-1.2/pkg/ROptRegTS/R/radiusMinimaxIC.R 2018-08-11 14:46:52 UTC (rev 1124)
+++ branches/robast-1.2/pkg/ROptRegTS/R/radiusMinimaxIC.R 2018-08-11 14:53:01 UTC (rev 1125)
@@ -26,7 +26,7 @@
if(identical(all.equal(loRad, 0), TRUE)){
loRad <- 0
- loRisk <- sum(diag(solve(L2Fam at FisherInfo)))
+ loRisk <- sum(diag(distr::solve(L2Fam at FisherInfo)))
}else{
neighbor at radius <- loRad
resLo <- getInfRobRegTypeIC(ErrorL2deriv = L2Fam at ErrorL2derivDistr[[1]],
@@ -118,7 +118,7 @@
if(identical(all.equal(loRad, 0), TRUE)){
loRad <- 0
- loRisk <- sum(diag(solve(L2Fam at FisherInfo)))
+ loRisk <- sum(diag(distr::solve(L2Fam at FisherInfo)))
}else{
neighbor at radius <- loRad
resLo <- getInfRobRegTypeIC(ErrorL2deriv = ErrorL2deriv,
Modified: branches/robast-1.2/pkg/ROptRegTS/inst/NEWS
===================================================================
--- branches/robast-1.2/pkg/ROptRegTS/inst/NEWS 2018-08-11 14:46:52 UTC (rev 1124)
+++ branches/robast-1.2/pkg/ROptRegTS/inst/NEWS 2018-08-11 14:53:01 UTC (rev 1125)
@@ -7,6 +7,13 @@
to ease updating "depends" information)
#######################################
+version 1.2
+#######################################
+
+under the hood
++ now specified that we want to use distr::solve
+
+#######################################
version 1.1
#######################################
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