[Robast-commits] r1160 - in branches/robast-1.2/pkg/RobAStBase: . R inst man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Aug 18 22:55:25 CEST 2018
Author: ruckdeschel
Date: 2018-08-18 22:55:25 +0200 (Sat, 18 Aug 2018)
New Revision: 1160
Modified:
branches/robast-1.2/pkg/RobAStBase/NAMESPACE
branches/robast-1.2/pkg/RobAStBase/R/AllGeneric.R
branches/robast-1.2/pkg/RobAStBase/R/CheckMakeIC.R
branches/robast-1.2/pkg/RobAStBase/R/getRiskIC.R
branches/robast-1.2/pkg/RobAStBase/R/getboundedIC.R
branches/robast-1.2/pkg/RobAStBase/R/kStepEstimate.R
branches/robast-1.2/pkg/RobAStBase/R/kStepEstimator.R
branches/robast-1.2/pkg/RobAStBase/inst/NEWS
branches/robast-1.2/pkg/RobAStBase/man/checkIC.Rd
branches/robast-1.2/pkg/RobAStBase/man/kStepEstimate-class.Rd
branches/robast-1.2/pkg/RobAStBase/man/kStepEstimator.Rd
branches/robast-1.2/pkg/RobAStBase/man/makeIC-methods.Rd
Log:
[RobAStBase] branch 1.2:
+ new accessor "timings" to attribute "timings" of an object of class "kStepEstimate"
+ kStepEstimator, checkIC/makeIC, getRiskIC (for signature (IC, asCov, missing, L2ParamFamily))
and getboundedIC now if (diagnostic==TRUE) return diagnostic attributes of S3 class
"DiagnosticClass"
Modified: branches/robast-1.2/pkg/RobAStBase/NAMESPACE
===================================================================
--- branches/robast-1.2/pkg/RobAStBase/NAMESPACE 2018-08-18 20:28:44 UTC (rev 1159)
+++ branches/robast-1.2/pkg/RobAStBase/NAMESPACE 2018-08-18 20:55:25 UTC (rev 1160)
@@ -75,7 +75,7 @@
exportMethods("ddPlot", "qqplot", "returnlevelplot")
exportMethods("cutoff.quantile", "cutoff.quantile<-")
exportMethods("samplesize<-", "samplesize")
-exportMethods("getRiskFctBV", "getFiRisk", "getPIC")
+exportMethods("getRiskFctBV", "getFiRisk", "getPIC", "timings")
export("oneStepEstimator", "kStepEstimator")
export("ContNeighborhood", "TotalVarNeighborhood")
export("FixRobModel", "InfRobModel")
Modified: branches/robast-1.2/pkg/RobAStBase/R/AllGeneric.R
===================================================================
--- branches/robast-1.2/pkg/RobAStBase/R/AllGeneric.R 2018-08-18 20:28:44 UTC (rev 1159)
+++ branches/robast-1.2/pkg/RobAStBase/R/AllGeneric.R 2018-08-18 20:55:25 UTC (rev 1160)
@@ -251,3 +251,6 @@
if(!isGeneric("getPIC")){
setGeneric("getPIC", function(estimator) standardGeneric("getPIC"))
}
+if(!isGeneric("timings")){
+ setGeneric("timings", function(object, ...) standardGeneric("timings"))
+}
Modified: branches/robast-1.2/pkg/RobAStBase/R/CheckMakeIC.R
===================================================================
--- branches/robast-1.2/pkg/RobAStBase/R/CheckMakeIC.R 2018-08-18 20:28:44 UTC (rev 1159)
+++ branches/robast-1.2/pkg/RobAStBase/R/CheckMakeIC.R 2018-08-18 20:55:25 UTC (rev 1160)
@@ -24,8 +24,10 @@
res[i] <- buf <- do.call(E, Eargs)
if(diagnostic){ k <- k + 1; diagn[[k]] <- attr(buf,"diagnostic") }
}
- if(diagnostic) attr(res, "diagnostic") <- diagn[1:nrvalues]
-
+ if(diagnostic){
+ attr(res, "diagnostic") <- diagn[1:nrvalues]
+ class(attr(res,"diagnostic")) <- "DiagnosticClass"
+ }
erg <- matrix(0, ncol = dims, nrow = nrvalues)
for(i in 1:nrvalues)
@@ -35,8 +37,10 @@
erg[i, j] <- buf <- do.call(E, Eargs)
if(diagnostic){ k <- k + 1; diagn[[k]] <- attr(buf,"diagnostic") }
}
- if(diagnostic) attr(erg, "diagnostic") <- diagn[-(1:nrvalues)]
-
+ if(diagnostic){
+ attr(erg, "diagnostic") <- diagn[-(1:nrvalues)]
+ class(attr(erg,"diagnostic")) <- "DiagnosticClass"
+ }
return(list(E.IC=res,E.IC.L=erg))
}
@@ -83,9 +87,11 @@
print(attr(res$E.IC.L,"diagnostic"))
}
- if(diagnostic)
+ if(diagnostic){
attr(prec,"diagnostic") <- c(attr(res$E.IC,"diagnostic"),
attr(res$E.IC.L,"diagnostic"))
+ class(attr(prec,"diagnostic")) <- "DiagnosticClass"
+ }
return(prec)
})
@@ -136,9 +142,11 @@
CallL2Fam = CallL2Fam,
modifyIC = modifyIC)
- if(diagnostic)
+ if(diagnostic){
attr(IC.0,"diagnostic") <- c(attr(res$E.IC,"diagnostic"),
attr(res$E.IC.L,"diagnostic"))
+ class(attr(IC.0,"diagnostic")) <- "DiagnosticClass"
+ }
return(IC.0)
})
Modified: branches/robast-1.2/pkg/RobAStBase/R/getRiskIC.R
===================================================================
--- branches/robast-1.2/pkg/RobAStBase/R/getRiskIC.R 2018-08-18 20:28:44 UTC (rev 1159)
+++ branches/robast-1.2/pkg/RobAStBase/R/getRiskIC.R 2018-08-18 20:55:25 UTC (rev 1160)
@@ -64,7 +64,10 @@
}
Cova[col(Cova) < row(Cova)] <- t(Cova)[col(Cova) < row(Cova)]
# if(withCheck) .checkICWithWarning(IC, L2Fam, tol, ...)
- if(diagnostic) attr(Cova,"diagnostic") <- diagn
+ if(diagnostic){
+ attr(Cova,"diagnostic") <- diagn
+ class(attr(Cova,"diagnostic")) <- "DiagnosticClass"
+ }
return(list(asCov = list(distribution = .getDistr(L2Fam), value = Cova)))
})
Modified: branches/robast-1.2/pkg/RobAStBase/R/getboundedIC.R
===================================================================
--- branches/robast-1.2/pkg/RobAStBase/R/getboundedIC.R 2018-08-18 20:28:44 UTC (rev 1159)
+++ branches/robast-1.2/pkg/RobAStBase/R/getboundedIC.R 2018-08-18 20:55:25 UTC (rev 1160)
@@ -62,6 +62,9 @@
stand <- as.matrix(D %*% distr::solve(stand.0, generalized = TRUE))
L2w0 <- L2w - cent
res <- as(stand %*% L2w0, "EuclRandVariable")
- if(diagnostic) attr(res,"diagnostic") <- diagn
+ if(diagnostic){
+ attr(res,"diagnostic") <- diagn
+ class(attr(res,"diagnostic")) <- "DiagnosticClass"
+ }
return(res)
}
Modified: branches/robast-1.2/pkg/RobAStBase/R/kStepEstimate.R
===================================================================
--- branches/robast-1.2/pkg/RobAStBase/R/kStepEstimate.R 2018-08-18 20:28:44 UTC (rev 1159)
+++ branches/robast-1.2/pkg/RobAStBase/R/kStepEstimate.R 2018-08-18 20:55:25 UTC (rev 1160)
@@ -26,3 +26,5 @@
colnames(mm) <- paste((1:ncol(mm))-1)
return(mm)
})
+setMethod("timings", "kStepEstimate", function(object, ...)
+ attr(object, "timings"))
Modified: branches/robast-1.2/pkg/RobAStBase/R/kStepEstimator.R
===================================================================
--- branches/robast-1.2/pkg/RobAStBase/R/kStepEstimator.R 2018-08-18 20:28:44 UTC (rev 1159)
+++ branches/robast-1.2/pkg/RobAStBase/R/kStepEstimator.R 2018-08-18 20:55:25 UTC (rev 1160)
@@ -508,7 +508,10 @@
estres <- .checkEstClassForParamFamily(L2Fam,estres)
attr(estres,"timings") <- apply(sytm,2,diff)
- if(diagnostic) attr(estres,"diagnostic") <- diagn
+ if(diagnostic){
+ attr(estres,"diagnostic") <- diagn
+ class(attr(estres,"diagnostic")) <- "DiagnosticClass"
+ }
on.exit()
return(estres)
Modified: branches/robast-1.2/pkg/RobAStBase/inst/NEWS
===================================================================
--- branches/robast-1.2/pkg/RobAStBase/inst/NEWS 2018-08-18 20:28:44 UTC (rev 1159)
+++ branches/robast-1.2/pkg/RobAStBase/inst/NEWS 2018-08-18 20:55:25 UTC (rev 1160)
@@ -30,6 +30,7 @@
checkIC and makeIC gain argument diagnostic to be able to show diagnostic
information on integrations; this information (if argument "diagnostic" is TRUE)
is stored in attribute "diagnostic" of the return value
++ accessor "timings" to attribute "timings" of an object of class "kStepEstimate"
bugfixes
+ and a forgotten no longer used instance of oldmodif in kStepEstimator
@@ -97,6 +98,9 @@
overwrites existing entries).
+ getboundedIC now uses coordinate-wise integration with useApply = FALSE and
only computing the upper half of E LL'w
++ kStepEstimator, checkIC/makeIC, getRiskIC (for signature (IC, asCov, missing, L2ParamFamily))
+ and getboundedIC now if (diagnostic==TRUE) return diagnostic attributes of S3 class
+ "DiagnosticClass"
#######################################
version 1.1
@@ -129,7 +133,6 @@
+ getRiskIC and getBiasIC gain argument withCheck to speed up things if one does not want to call checkIC
+ in kStepEstimator, withCheck is set to FALSE when getRiskIC is called, and makeIC is only called just
before the last update, and, if useLast == TRUE for the last update (of course, only if withMakeIC ==TRUE)
-+ kStepEstimator,
Return value of "roptest"
+ the return value of "roptest", an object of class "kStepEstimate" has a slot "estimate.call" which
Modified: branches/robast-1.2/pkg/RobAStBase/man/checkIC.Rd
===================================================================
--- branches/robast-1.2/pkg/RobAStBase/man/checkIC.Rd 2018-08-18 20:28:44 UTC (rev 1159)
+++ branches/robast-1.2/pkg/RobAStBase/man/checkIC.Rd 2018-08-18 20:55:25 UTC (rev 1160)
@@ -26,6 +26,12 @@
\details{
The precisions of the centering and the Fisher consistency
are computed.
+
+ Diagnostics on the involved integrations are available if argument
+ \code{diagnostic} is \code{TRUE}. Then there is attribute \code{diagnostic}
+ attached to the return value, which may be inspected
+ and accessed through \code{\link[distrEx:distrExIntegrate]{showDiagnostic}} and
+ \code{\link[distrEx:distrExIntegrate]{getDiagnostic}}.
}
\value{The maximum deviation from the IC properties is returned.}
\references{
Modified: branches/robast-1.2/pkg/RobAStBase/man/kStepEstimate-class.Rd
===================================================================
--- branches/robast-1.2/pkg/RobAStBase/man/kStepEstimate-class.Rd 2018-08-18 20:28:44 UTC (rev 1159)
+++ branches/robast-1.2/pkg/RobAStBase/man/kStepEstimate-class.Rd 2018-08-18 20:55:25 UTC (rev 1160)
@@ -20,6 +20,8 @@
\alias{ustartval}
\alias{ustartval,kStepEstimate-method}
\alias{show,kStepEstimate-method}
+\alias{timings}
+\alias{timings,kStepEstimate-method}
\title{kStepEstimate-class.}
\description{Class of asymptotically linear estimates.}
@@ -128,11 +130,15 @@
\item{robestCall}{\code{signature(object = "kStepEstimate")}:
accessor function for slot \code{robestCall}. }
+ \item{timings}{\code{signature(object = "kStepEstimate")}:
+ accessor function for attribute \code{"timings"}. }
+
\item{show}{\code{signature(object = "kStepEstimate")}: a show method; }
}
}
%\references{}
-\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
+\author{Matthias Kohl \email{Matthias.Kohl at stamats.de} and
+Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenurg.de}}
%\note{}
\seealso{\code{\link{ALEstimate-class}}}
%\examples{}
Modified: branches/robast-1.2/pkg/RobAStBase/man/kStepEstimator.Rd
===================================================================
--- branches/robast-1.2/pkg/RobAStBase/man/kStepEstimator.Rd 2018-08-18 20:28:44 UTC (rev 1159)
+++ branches/robast-1.2/pkg/RobAStBase/man/kStepEstimator.Rd 2018-08-18 20:55:25 UTC (rev 1160)
@@ -86,6 +86,13 @@
Timings for the several substeps are available as attribute
\code{timings} of the return value.
+
+ Diagnostics on the involved integrations are available if argument
+ \code{diagnostic} is \code{TRUE}. Then there is attribute \code{diagnostic}
+ attached to the return value, which may be inspected
+ and accessed through \code{\link[distrEx:distrExIntegrate]{showDiagnostic}} and
+ \code{\link[distrEx:distrExIntegrate]{getDiagnostic}}.
+
}
\value{Object of class \code{"kStepEstimate"}.}
Modified: branches/robast-1.2/pkg/RobAStBase/man/makeIC-methods.Rd
===================================================================
--- branches/robast-1.2/pkg/RobAStBase/man/makeIC-methods.Rd 2018-08-18 20:28:44 UTC (rev 1159)
+++ branches/robast-1.2/pkg/RobAStBase/man/makeIC-methods.Rd 2018-08-18 20:55:25 UTC (rev 1160)
@@ -48,6 +48,24 @@
as attribute \code{diagnostic} of the return value. }
}
\value{An IC of class \code{"IC"} at the model.}
+\details{
+ Argument \code{IC} is transformed affinely such that the transformed IC
+ satisfies the defining side conditions of an IC, i.e., centeredness and
+ Fisher consistency:
+
+ \deqn{\mathop{\mbox{\boldmath$E$}}[{\rm IC}]=0}{E[IC]=0}
+ \deqn{\mathop{\mbox{\boldmath$E$}}[{\rm IC}\,\Lambda^\tau]= D}{E[IC Lambda'] = D}
+
+ where \eqn{\Lambda}{Lambda} is the L2 derivative of the model and D is
+ the Jacobian of transformation \code{trafo}.
+
+ Diagnostics on the involved integrations are available if argument
+ \code{diagnostic} is \code{TRUE}. Then there is attribute \code{diagnostic}
+ attached to the return value, which may be inspected
+ and accessed through \code{\link[distrEx:distrExIntegrate]{showDiagnostic}} and
+ \code{\link[distrEx:distrExIntegrate]{getDiagnostic}}.
+}
+
\section{Methods}{\describe{
\item{makeIC}{\code{signature(IC = "IC", L2Fam = "missing"}: creates
an object of class \code{"IC"} at the parametric model of its own
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