From noreply at r-forge.r-project.org Sun Jul 8 18:40:31 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 8 Jul 2018 18:40:31 +0200 (CEST) Subject: [Robast-commits] r941 - in branches/robast-1.1/pkg/RandVar: . R inst man Message-ID: <20180708164031.79CE118070C@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-08 18:40:31 +0200 (Sun, 08 Jul 2018) New Revision: 941 Modified: branches/robast-1.1/pkg/RandVar/DESCRIPTION branches/robast-1.1/pkg/RandVar/R/util.R branches/robast-1.1/pkg/RandVar/inst/NEWS branches/robast-1.1/pkg/RandVar/inst/TOBEDONE branches/robast-1.1/pkg/RandVar/man/0RandVar-package.Rd Log: [RandVar] branch 1.1: updated DESCRIPTION, NEWS and Package man util -> q(.)->q.l(.) Modified: branches/robast-1.1/pkg/RandVar/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RandVar/DESCRIPTION 2018-05-29 19:18:00 UTC (rev 940) +++ branches/robast-1.1/pkg/RandVar/DESCRIPTION 2018-07-08 16:40:31 UTC (rev 941) @@ -1,12 +1,13 @@ Package: RandVar -Version: 1.0 -Date: 2016-04-23 +Version: 1.1.0 +Date: 2018-07-08 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 @@ -14,4 +15,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 866 +SVNRevision: 940 Modified: branches/robast-1.1/pkg/RandVar/R/util.R =================================================================== --- branches/robast-1.1/pkg/RandVar/R/util.R 2018-05-29 19:18:00 UTC (rev 940) +++ branches/robast-1.1/pkg/RandVar/R/util.R 2018-07-08 16:40:31 UTC (rev 941) @@ -9,7 +9,7 @@ n <- 10^getdistrOption("RtoDPQ.e")+1 u <- seq(0,1,length=n+1); u <- (u[1:n]+u[2:(n+1)])/2 - qd <- q(distr) + qd <- q.l(distr) y <- f(qd(u)) wmdn <- getdistrOption("warn.makeDNew") Modified: branches/robast-1.1/pkg/RandVar/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RandVar/inst/NEWS 2018-05-29 19:18:00 UTC (rev 940) +++ branches/robast-1.1/pkg/RandVar/inst/NEWS 2018-07-08 16:40:31 UTC (rev 941) @@ -8,6 +8,24 @@ information) ####################################### +version 1.1 +####################################### + +under the hood: ++ wherever possible also use q.l internally instead of q to + provide functionality in IRKernel + +####################################### +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 +131,4 @@ + 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: branches/robast-1.1/pkg/RandVar/inst/TOBEDONE =================================================================== --- branches/robast-1.1/pkg/RandVar/inst/TOBEDONE 2018-05-29 19:18:00 UTC (rev 940) +++ branches/robast-1.1/pkg/RandVar/inst/TOBEDONE 2018-07-08 16:40:31 UTC (rev 941) @@ -1,2 +1,2 @@ +move symmetry slots/classes out of RobAStBase into RandVar -+automatic setting of symmetry slots for specific operations \ No newline at end of file ++automatic setting of symmetry slots for specific operations Modified: branches/robast-1.1/pkg/RandVar/man/0RandVar-package.Rd =================================================================== --- branches/robast-1.1/pkg/RandVar/man/0RandVar-package.Rd 2018-05-29 19:18:00 UTC (rev 940) +++ branches/robast-1.1/pkg/RandVar/man/0RandVar-package.Rd 2018-07-08 16:40:31 UTC (rev 941) @@ -11,15 +11,15 @@ \details{ \tabular{ll}{ Package: \tab RandVar \cr -Version: \tab 1.0 \cr -Date: \tab 2015-05-03 \cr +Version: \tab 1.1.0 \cr +Date: \tab 2018-07-08 \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 -Inf \cr +SVNRevision: \tab 940 \cr } } \author{ From noreply at r-forge.r-project.org Fri Jul 13 01:57:08 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 13 Jul 2018 01:57:08 +0200 (CEST) Subject: [Robast-commits] r942 - in branches/robast-1.1/pkg/RobAStBase: . tests Message-ID: <20180712235709.04D01180971@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-13 01:57:08 +0200 (Fri, 13 Jul 2018) New Revision: 942 Modified: branches/robast-1.1/pkg/RobAStBase/DESCRIPTION branches/robast-1.1/pkg/RobAStBase/NAMESPACE branches/robast-1.1/pkg/RobAStBase/tests/doRUnit.R Log: [RobAStBase] branch 1.1: first round... Modified: branches/robast-1.1/pkg/RobAStBase/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobAStBase/DESCRIPTION 2018-07-08 16:40:31 UTC (rev 941) +++ branches/robast-1.1/pkg/RobAStBase/DESCRIPTION 2018-07-12 23:57:08 UTC (rev 942) @@ -1,23 +1,22 @@ Package: RobAStBase -Version: 1.1 -Date: 2016-09-01 +Version: 1.1.0 +Date: 2018-07-08 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", 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", "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("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: 940 Modified: branches/robast-1.1/pkg/RobAStBase/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/RobAStBase/NAMESPACE 2018-07-08 16:40:31 UTC (rev 941) +++ branches/robast-1.1/pkg/RobAStBase/NAMESPACE 2018-07-12 23:57:08 UTC (rev 942) @@ -85,4 +85,4 @@ export("getRiskFctBV") export(".rescalefct",".plotRescaledAxis",".makedotsP",".makedotsLowLevel",".SelectOrderData") export(".merge.lists") -export("InfoPlot", "ComparePlot", "PlotIC") \ No newline at end of file +export("InfoPlot", "ComparePlot", "PlotIC") Modified: branches/robast-1.1/pkg/RobAStBase/tests/doRUnit.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/tests/doRUnit.R 2018-07-08 16:40:31 UTC (rev 941) +++ branches/robast-1.1/pkg/RobAStBase/tests/doRUnit.R 2018-07-12 23:57:08 UTC (rev 942) @@ -1,61 +1,62 @@ -## unit tests will not be done if RUnit is not available -if(require("RUnit", quietly=TRUE)) { - - ## --- Setup --- - - pkg <- "RobAStBase" - - if((Sys.getenv("RCMDCHECK") == "") - || (Sys.getenv("RCMDCHECK") == "FALSE")) { - ## Path to unit tests for standalone running under Makefile (not R CMD check) - ## PKG/tests/../inst/unitTests - path <- file.path(getwd(), "..", "inst", "unitTests") - } else { - ## Path to unit tests for R CMD check - ## PKG.Rcheck/tests/../PKG/unitTests - path <- system.file(package=pkg, "unitTests") - } - cat("\nRunning unit tests\n") - print(list(pkg=pkg, getwd=getwd(), pathToUnitTests=path)) - - library(package=pkg, character.only=TRUE) - - ## If desired, load the name space to allow testing of private functions - ## if (is.element(pkg, loadedNamespaces())) - ## attach(loadNamespace(pkg), name=paste("namespace", pkg, sep=":"), pos=3) - ## - ## or simply call PKG:::myPrivateFunction() in tests - - ## --- Testing --- - - ## Define tests - testSuite <- defineTestSuite(name=paste(pkg, "unit testing"), - dirs=path) - ## Run - tests <- runTestSuite(testSuite) - - ## Default report name - pathReport <- file.path(path, "report") - - ## Report to stdout and text files - cat("------------------- UNIT TEST SUMMARY ---------------------\n\n") - printTextProtocol(tests, showDetails=FALSE) - printTextProtocol(tests, showDetails=FALSE, - fileName=paste(pathReport, "Summary.txt", sep="")) - printTextProtocol(tests, showDetails=TRUE, - fileName=paste(pathReport, ".txt", sep="")) - - ## Report to HTML file - printHTMLProtocol(tests, fileName=paste(pathReport, ".html", sep="")) - - ## Return stop() to cause R CMD check stop in case of - ## - failures i.e. FALSE to unit tests or - ## - errors i.e. R errors - tmp <- getErrors(tests) - if(tmp$nFail > 0 | tmp$nErr > 0) { - stop(paste("\n\nunit testing failed (#test failures: ", tmp$nFail, - ", #R errors: ", tmp$nErr, ")\n\n", sep="")) - } -} else { - warning("cannot run unit tests -- package RUnit is not available") -} +## unit tests will not be done if RUnit is not available +if(require("RUnit", quietly=TRUE)) { + + ## --- Setup --- + + pkg <- "RobAStBase" + + if((Sys.getenv("RCMDCHECK") == "") + || (Sys.getenv("RCMDCHECK") == "FALSE")) { + ## Path to unit tests for standalone running under Makefile (not R CMD check) + ## PKG/tests/../inst/unitTests + path <- file.path(getwd(), "..", "inst", "unitTests") + } else { + ## Path to unit tests for R CMD check + ## PKG.Rcheck/tests/../PKG/unitTests + path <- system.file(package=pkg, "unitTests") + } + cat("\nRunning unit tests\n") + print(list(pkg=pkg, getwd=getwd(), pathToUnitTests=path)) + + library(package=pkg, character.only=TRUE) + + ## If desired, load the name space to allow testing of private functions + ## if (is.element(pkg, loadedNamespaces())) + ## attach(loadNamespace(pkg), name=paste("namespace", pkg, sep=":"), pos=3) + ## + ## or simply call PKG:::myPrivateFunction() in tests + + ## --- Testing --- + if(length(dir(path))){ + ## Define tests + testSuite <- defineTestSuite(name=paste(pkg, "unit testing"), + dirs=path) + ## Run + tests <- runTestSuite(testSuite) + + ## Default report name + pathReport <- file.path(path, "report") + + ## Report to stdout and text files + cat("------------------- UNIT TEST SUMMARY ---------------------\n\n") + printTextProtocol(tests, showDetails=FALSE) + printTextProtocol(tests, showDetails=FALSE, + fileName=paste(pathReport, "Summary.txt", sep="")) + printTextProtocol(tests, showDetails=TRUE, + fileName=paste(pathReport, ".txt", sep="")) + + ## Report to HTML file + printHTMLProtocol(tests, fileName=paste(pathReport, ".html", sep="")) + + ## Return stop() to cause R CMD check stop in case of + ## - failures i.e. FALSE to unit tests or + ## - errors i.e. R errors + tmp <- getErrors(tests) + if(tmp$nFail > 0 | tmp$nErr > 0) { + stop(paste("\n\nunit testing failed (#test failures: ", tmp$nFail, + ", #R errors: ", tmp$nErr, ")\n\n", sep="")) + } + } +} else { + warning("cannot run unit tests -- package RUnit is not available") +} From noreply at r-forge.r-project.org Fri Jul 13 01:57:56 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 13 Jul 2018 01:57:56 +0200 (CEST) Subject: [Robast-commits] r943 - branches/robast-1.1/pkg/RobAStBase/man Message-ID: <20180712235756.8D08F189FB1@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-13 01:57:56 +0200 (Fri, 13 Jul 2018) New Revision: 943 Modified: branches/robast-1.1/pkg/RobAStBase/man/0RobAStBase-package.Rd branches/robast-1.1/pkg/RobAStBase/man/HampIC-class.Rd branches/robast-1.1/pkg/RobAStBase/man/comparePlot.Rd branches/robast-1.1/pkg/RobAStBase/man/ddPlot-methods.Rd branches/robast-1.1/pkg/RobAStBase/man/infoPlot.Rd branches/robast-1.1/pkg/RobAStBase/man/internal_plots.Rd branches/robast-1.1/pkg/RobAStBase/man/outlyingPlotIC.Rd branches/robast-1.1/pkg/RobAStBase/man/plot-methods.Rd branches/robast-1.1/pkg/RobAStBase/man/qqplot.Rd Log: [RobAStBase] branch 1.1: manuals Modified: branches/robast-1.1/pkg/RobAStBase/man/0RobAStBase-package.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/0RobAStBase-package.Rd 2018-07-12 23:57:08 UTC (rev 942) +++ branches/robast-1.1/pkg/RobAStBase/man/0RobAStBase-package.Rd 2018-07-12 23:57:56 UTC (rev 943) @@ -11,8 +11,8 @@ \details{ \tabular{ll}{ Package: \tab RobAStBase \cr -Version: \tab 1.0 \cr -Date: \tab 2016-09-01 \cr +Version: \tab 1.1.0 \cr +Date: \tab 2018-07-08 \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 940 \cr } } \author{ Modified: branches/robast-1.1/pkg/RobAStBase/man/HampIC-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/HampIC-class.Rd 2018-07-12 23:57:08 UTC (rev 942) +++ branches/robast-1.1/pkg/RobAStBase/man/HampIC-class.Rd 2018-07-12 23:57:56 UTC (rev 943) @@ -4,6 +4,7 @@ \alias{lowerCase} \alias{lowerCase,HampIC-method} \alias{neighborRadius} +\alias{neighborRadius,ANY-method} \alias{neighborRadius,HampIC-method} \alias{neighborRadius<-} \alias{neighborRadius<-,HampIC-method} @@ -89,6 +90,8 @@ \item{neighborRadius<-}{\code{signature(object = "HampIC")}: replacement function for slot \code{neighborRadius}. } + \item{neighborRadius}{\code{signature(object = "ANY")}: + returns \code{NULL}. } } } \references{ Modified: branches/robast-1.1/pkg/RobAStBase/man/comparePlot.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/comparePlot.Rd 2018-07-12 23:57:08 UTC (rev 942) +++ branches/robast-1.1/pkg/RobAStBase/man/comparePlot.Rd 2018-07-12 23:57:56 UTC (rev 943) @@ -14,20 +14,23 @@ ..., withSweave = getdistrOption("withSweave"), forceSameModel = FALSE, main = FALSE, inner = TRUE, sub = FALSE, col = par("col"), lwd = par("lwd"), lty, - col.inner = par("col.main"), cex.inner = 0.8, bmar = - par("mar")[1], tmar = par("mar")[3], + col.inner = par("col.main"), cex.inner = 0.8, + bmar = par("mar")[1], tmar = par("mar")[3], with.automatic.grid = TRUE, with.legend = FALSE, - legend = NULL, legend.bg = "white", legend.location = - "bottomright", legend.cex = 0.8, withMBR = FALSE, MBRB - = NA, MBR.fac = 2, col.MBR = par("col"), lty.MBR = - "dashed", lwd.MBR = 0.8, x.vec = NULL, scaleX = FALSE, - scaleX.fct, scaleX.inv, scaleY = FALSE, scaleY.fct = - pnorm, scaleY.inv = qnorm, scaleN = 9, x.ticks = NULL, - y.ticks = NULL, mfColRow = TRUE, to.draw.arg = NULL, + legend = NULL, legend.bg = "white", + legend.location = "bottomright", legend.cex = 0.8, + withMBR = FALSE, MBRB = NA, MBR.fac = 2, col.MBR = par("col"), + lty.MBR = "dashed", lwd.MBR = 0.8, x.vec = NULL, + scaleX = FALSE, scaleX.fct, scaleX.inv, scaleY = FALSE, + scaleY.fct = pnorm, scaleY.inv = qnorm, scaleN = 9, + x.ticks = NULL, y.ticks = NULL, mfColRow = TRUE, + to.draw.arg = NULL, cex.pts = 1, cex.pts.fun = NULL, col.pts = par("col"), - pch.pts = 1, jitter.fac = 1, with.lab = FALSE, lab.pts - = NULL, lab.font = NULL, alpha.trsp = NA, which.lbs = - NULL, which.Order = NULL, return.Order = FALSE, + pch.pts = 1, cex.npts = 1, cex.npts.fun = NULL, + col.npts = par("col"), pch.npts = 2, jitter.fac = 1, + with.lab = FALSE, lab.pts = NULL, lab.font = NULL, + alpha.trsp = NA, which.lbs = NULL, which.Order = NULL, + which.nonlbs = NULL, attr.pre = FALSE, return.Order = FALSE, withSubst = TRUE) } \arguments{ @@ -142,7 +145,7 @@ \code{n} by \code{nIC}, \code{n} the number of observations prior to any selection, in which case it assigns observation-specific colors to the observations; in this case this overrides settings in the respective - \code{col.nonlbl} argument.} + \code{col.npts} argument.} \item{pch.pts}{symbol of the points of the \code{data} argument plotted (may be a vector of length \code{nIC} or a matrix, see \code{col.pts}).} \item{cex.pts}{size of the points of the \code{data} argument plotted @@ -155,16 +158,35 @@ where \code{dim} is the number of dimensions of the pICs to be plotted; in the index of this list, \code{nIC} is incremented first; then \code{dim}.} - - \item{with.lab}{logical; shall labels be plotted to the observations? - (May be a vector of length \code{nIC}, see \code{col.pts} - -- but not a matrix).} - \item{lab.pts}{character or NULL; labels to be plotted to the observations; + \item{col.npts}{color of the non-labelled points of the \code{data} argument + plotted; (may be a vector of length \code{nIC} the number of plotted pICs, + i.e., one value for each pIC in arguments \code{obj1}, \code{obj2}, and, + if available, \code{obj3} and \code{obj4}, or it can be a matrix + \code{nnlb <- sum(which.nonlbs)} by \code{nIC}, + \code{nnlb} the number of non-labelled observations.} + \item{pch.npts}{symbol of the non-labelled points of the \code{data} argument + plotted (may be a vector of length \code{nIC} or a matrix, + see \code{col.npts}).} + \item{cex.npts}{size of the non-labelled points of the \code{data} argument + plotted (may be a vector of length \code{nIC} or a matrix, see + \code{col.npts}).} + \item{cex.npts.fun}{rescaling function for the size of the non-labelled points + to be plotted; either \code{NULL} (default), then \code{log(1+abs(x))} + is used for each of the rescalings, or a function which is then used + for each of the rescalings, or a list of functions; if it is a + function or a list of functions, if necessary it is recylced + to length \code{nIC * dim} where \code{dim} is the number of dimensions of + the pICs to be plotted; in the index of this list, + \code{nIC} is incremented first; then \code{dim}.} + \item{lab.pts}{character or NULL; labels to be plotted to the observations; can be a vector of length \code{n}, \code{n} the number of all observations prior to any selection with \code{which.lbs}, \code{which.Order}; if \code{lab.pts} is \code{NULL}, observation indices are used.} - \item{lab.font}{font to be used for labels (may be a vector of length + \item{with.lab}{logical; shall labels be plotted to the observations? + (May be a vector of length \code{nIC}, see \code{col.pts} + -- but not a matrix).} + \item{lab.font}{font to be used for labels (may be a vector of length \code{nIC}, see \code{with.lab}).} \item{alpha.trsp}{alpha transparency to be added ex post to colors \code{col.pch} and \code{col.lbl}; if one-dim and NA all colors are @@ -177,6 +199,10 @@ \item{jitter.fac}{jittering factor used in case of a \code{DiscreteDistribution} for plotting points of the \code{data} argument in a jittered fashion (may be a vector of length 2, see \code{with.lab}).} + \item{attr.pre}{logical; do graphical attributes for plotted data refer + to indices prior (\code{TRUE}) or posterior to selection + via arguments \code{which.lbs}, \code{which.Order}, \code{which.nonlbs} + (\code{FALSE})? } \item{which.lbs}{either an integer vector with the indices of the observations to be plotted into graph or \code{NULL} --- then no observation is excluded.} \item{which.Order}{for each of the given ICs, we order the observations (descending) @@ -185,6 +211,10 @@ observations (remaining after a possible reduction by argument \code{which.lbs}) to be plotted into graph or \code{NULL} --- then no (further) observation is excluded.} + \item{which.nonlbs}{indices of the observations which should be plotted but + not labelled; either an integer vector with the indices of the observations + to be plotted into graph or \code{NULL} --- then all non-labelled + observations are plotted.} \item{return.Order}{logical; if \code{TRUE}, a list of length maximally four with order vectors is returned --- one for the ordering w.r.t. each of the given ICs; more specifically, the order of the (remaining) observations @@ -194,11 +224,12 @@ othervise we return \code{invisible()} as usual.} \item{\dots}{further arguments to be passed to \code{plot}} } -\value{ - The function returns invisibly a list of elements containing the information - needed to compute the respective diagnostic plot. - The return value allows to recover all information used to produce the plot - for later use in enhanced graphics (e.g. with ggplot). +\value{An S3 object of class \code{c("plotInfo","DiagnInfo")}, i.e., a list + containing the information needed to produce the + respective plot, which at a later stage could be used by different + graphic engines (like, e.g. \code{ggplot}) to produce the plot + in a different framework. A more detailed description will follow in + a subsequent version. } \details{ Any parameters of \code{plot.default} may be passed on to this particular @@ -281,11 +312,11 @@ Y <- Chisq(df=1)* DiscreteDistribution(c(-1,1)) comparePlot(IC1, IC2, data=x, which.Order=10, scaleX = TRUE, scaleX.fct=pnorm, scaleX.inv=qnorm, - scaleY = TRUE, scaleY.fct=p(Y), scaleY.inv=q(Y), + scaleY = TRUE, scaleY.fct=p(Y), scaleY.inv=q.l(Y), panel.first= grid(), ylim=c(-4,4,0,4), xlim=c(-6,6)) comparePlot(IC1, IC2, data=x, which.Order=10, scaleX = TRUE, scaleX.fct=pnorm, scaleX.inv=qnorm, - scaleY = TRUE, scaleY.fct=p(Y), scaleY.inv=q(Y), + scaleY = TRUE, scaleY.fct=p(Y), scaleY.inv=q.l(Y), x.ticks = c(-Inf, -10, -1,0,1,10,Inf), y.ticks = c(-Inf, -5, -1,0,1,5,Inf), panel.first= grid(), ylim=c(-4,4,0,4), xlim=c(-6,6)) Modified: branches/robast-1.1/pkg/RobAStBase/man/ddPlot-methods.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/ddPlot-methods.Rd 2018-07-12 23:57:08 UTC (rev 942) +++ branches/robast-1.1/pkg/RobAStBase/man/ddPlot-methods.Rd 2018-07-12 23:57:56 UTC (rev 943) @@ -140,7 +140,8 @@ } } \value{ -a list (returned as \code{invisible()}) with items +If argument \code{doplot} is \code{FALSE}: +A list (returned as \code{invisible()}) with items \item{id.x}{the indices of (possibly transformed) data (within subset \code{id.n}) beyond the \code{x}-cutoff} \item{id.y}{the indices of (possibly transformed) data (within subset \code{id.n}) beyond the \code{y}-cutoff} \item{id.xy}{the indices of (possibly transformed) data (within subset \code{id.n}) beyond the \code{x}-cutoff and the \code{y}-cutoff} @@ -148,6 +149,16 @@ \item{qty}{the quantiles of the distances of the (possibly transformed) data in \code{y} direction} \item{cutoff.x.v}{the cutoff value in \code{x} direction} \item{cutoff.y.v}{the cutoff value in \code{y} direction} + +If argument \code{doplot} is \code{TRUE}: +An S3 object of class \code{c("plotInfo","DiagnInfo")}, i.e., a list + containing the information needed to produce the + respective plot, which at a later stage could be used by different + graphic engines (like, e.g. \code{ggplot}) to produce the plot + in a different framework. A more detailed description will follow in + a subsequent version.a list (returned as \code{invisible()}) with items; + one item is \code{retV} which is the return value in case \code{doplot} is \code{FALSE}. + } \author{ Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de} Modified: branches/robast-1.1/pkg/RobAStBase/man/infoPlot.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/infoPlot.Rd 2018-07-12 23:57:08 UTC (rev 942) +++ branches/robast-1.1/pkg/RobAStBase/man/infoPlot.Rd 2018-07-12 23:57:56 UTC (rev 943) @@ -9,20 +9,31 @@ } \usage{ infoPlot(object, ...) -\S4method{infoPlot}{IC}(object, data = NULL, ..., -withSweave = getdistrOption("withSweave"), col = par("col"), lwd = par("lwd"), -lty, colI = grey(0.5), lwdI = 0.7 * par("lwd"), ltyI = "dotted", main = FALSE, -inner = TRUE, sub = FALSE, col.inner = par("col.main"), cex.inner = 0.8, -bmar = par("mar")[1], tmar = par("mar")[3], with.automatic.grid = TRUE, -with.legend = TRUE, legend = NULL, legend.bg = "white", - legend.location = "bottomright", legend.cex = 0.8, x.vec = NULL, - scaleX = FALSE, scaleX.fct, scaleX.inv,scaleY = FALSE, scaleY.fct = pnorm, - scaleY.inv = qnorm, scaleN = 9, x.ticks = NULL, y.ticks = NULL, - mfColRow = TRUE, to.draw.arg = NULL, cex.pts = 1, cex.pts.fun = NULL, - col.pts = par("col"), pch.pts = 1, jitter.fac = 1, with.lab = FALSE, - lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, which.lbs = NULL, - which.Order = NULL, return.Order = FALSE, ylab.abs = "absolute information", - ylab.rel = "relative information", withSubst = TRUE) +\S4method{infoPlot}{IC}(object, data = NULL, + ..., withSweave = getdistrOption("withSweave"), + col = par("col"), lwd = par("lwd"), lty, + colI = grey(0.5), lwdI = 0.7*par("lwd"), ltyI = "dotted", + main = FALSE, inner = TRUE, sub = FALSE, + col.inner = par("col.main"), cex.inner = 0.8, + bmar = par("mar")[1], tmar = par("mar")[3], + with.automatic.grid = TRUE, + with.legend = TRUE, legend = NULL, legend.bg = "white", + legend.location = "bottomright", legend.cex = 0.8, + x.vec = NULL, scaleX = FALSE, scaleX.fct, scaleX.inv, + scaleY = FALSE, scaleY.fct = pnorm, scaleY.inv=qnorm, + scaleN = 9, x.ticks = NULL, y.ticks = NULL, + mfColRow = TRUE, to.draw.arg = NULL, + cex.pts = 1, cex.pts.fun = NULL, col.pts = par("col"), + pch.pts = 1, + cex.npts = 1, cex.npts.fun = NULL, col.npts = grey(.5), + pch.npts = 2, + jitter.fac = 1, with.lab = FALSE, lab.pts = NULL, + lab.font = NULL, alpha.trsp = NA, + which.lbs = NULL, which.Order = NULL, which.nonlbs = NULL, + attr.pre = FALSE, return.Order = FALSE, + ylab.abs = "absolute information", + ylab.rel= "relative information", + withSubst = TRUE) } \arguments{ \item{object}{object of class \code{"InfluenceCurve"} } @@ -126,12 +137,12 @@ } \item{withSubst}{logical; if \code{TRUE} (default) pattern substitution for titles and lables is used; otherwise no substitution is used. } - \item{col.pts}{color of the points of the \code{data} argument plotted; (may + \item{col.pts}{color of the points of the \code{data} argument plotted; (may be a vector of length 2, one value for the classical IC, one for the IC - in argument \code{object}, or it can be a matrix \code{n} by 2, \code{n} the - number of observations prior to any selection, in which case it assigns - observation-specific colors to the observations; in this case this - overrides settings in the respective \code{col.nonlbl} argument.} + in argument \code{object}, or it can be a matrix \code{n} by 2, \code{n} the + number of observations prior to any selection, in which case it assigns + observation-specific colors to the observations; in this case this + overrides settings in the respective \code{col.npts} argument.} \item{pch.pts}{symbol of the points of the \code{data} argument plotted (may be a vector of length 2 or a matrix, see \code{col.pts}).} \item{cex.pts}{size of the points of the \code{data} argument plotted @@ -141,11 +152,32 @@ the rescalings, or a function which is then used for each of the rescalings, or a list of functions; if it is a function or a list of functions, if necessary it is recylced to length \code{2 * dim} - (where 2 is for the two pICs plotted, i.e., the classically optimal one and - argument \code{IC}, and \code{dim} is the number of - dimensions of the pICs to be plotted; in the index of this list, - the index for classical vs. \code{IC} is incremented first; + where \code{2} is for the classical IC and the IC in argument \code{object} + and \code{dim} is the number of dimensions of the pICs to be plotted; + in the index of this list, \code{2} is incremented first; then \code{dim}.} + \item{col.npts}{color of the non-labelled points of the \code{data} argument + plotted; (may be a vector of length 2, or it can be a matrix + \code{nnlb <- sum(which.nonlbs)} by \code{2}, + \code{nnlb} the number of non-labelled observations.} + \item{pch.npts}{symbol of the non-labelled points of the \code{data} argument + plotted (may be a vector of length \code{2} or a matrix, + see \code{col.npts}).} + \item{cex.npts}{size of the non-labelled points of the \code{data} argument + plotted (may be a vector of length \code{2} or a matrix, see + \code{col.npts}).} + \item{cex.npts.fun}{rescaling function for the size of the non-labelled points + to be plotted; either \code{NULL} (default), then \code{log(1+abs(x))} + is used for each of the rescalings, or a function which is then used + for each of the rescalings, or a list of functions; if it is a + function or a list of functions, if necessary it is recylced + to length \code{2 * dim} where \code{dim} is the number of dimensions of + the pICs to be plotted; in the index of this list, + \code{2} is incremented first; then \code{dim}.} + \item{attr.pre}{logical; do graphical attributes for plotted data refer + to indices prior (\code{TRUE}) or posterior to selection + via arguments \code{which.lbs}, \code{which.Order}, \code{which.nonlbs} + (\code{FALSE})? } \item{with.lab}{logical; shall labels be plotted to the observations? (may be a vector of length 2, see \code{col.pts} -- but not a matrix)} @@ -175,6 +207,10 @@ observations (remaining after a possible reduction by argument \code{which.lbs}) to be plotted into graph or \code{NULL} --- then no (further) observation is excluded.} + \item{which.nonlbs}{indices of the observations which should be plotted but + not labelled; either an integer vector with the indices of the observations + to be plotted into graph or \code{NULL} --- then all non-labelled + observations are plotted.} \item{return.Order}{logical; if \code{TRUE}, a list of length two with order vectors is returned --- one for ordering w.r.t. the given IC, one for ordering w.r.t. the classically optimal IC; more specifically, the order of the (remaining) observations @@ -186,11 +222,12 @@ \item{ylab.rel}{character; label to be used for y-axis in relative information panel} \item{\dots}{further parameters for \code{plot}} } -\value{ - The function returns invisibly a list of elements containing the information - needed to compute the respective diagnostic plot. - The return value allows to recover all information used to produce the plot - for later use in enhanced graphics (e.g. with ggplot). +\value{An S3 object of class \code{c("plotInfo","DiagnInfo")}, i.e., a list + containing the information needed to produce the + respective plot, which at a later stage could be used by different + graphic engines (like, e.g. \code{ggplot}) to produce the plot + in a different framework. A more detailed description will follow in + a subsequent version. } \details{ Absolute information is defined as the square of the length Modified: branches/robast-1.1/pkg/RobAStBase/man/internal_plots.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/internal_plots.Rd 2018-07-12 23:57:08 UTC (rev 942) +++ branches/robast-1.1/pkg/RobAStBase/man/internal_plots.Rd 2018-07-12 23:57:56 UTC (rev 943) @@ -23,7 +23,7 @@ finiteEndpoints = rep(FALSE,4), x.ticks = NULL, y.ticks = NULL, withbox = TRUE) .legendCoord(x, scaleX, scaleX.fct, scaleY, scaleY.fct) -.SelectOrderData(data, fct, which.lbs, which.Order) +.SelectOrderData(data, fct, which.lbs, which.Order, which.nonlbs = NULL) .makedotsP(dots) .makedotsLowLevel(dots) .cexscale(y, y1=y, maxcex=4,mincex=0.05,cex, fun=NULL) @@ -75,6 +75,10 @@ a possible thin-out by \code{which.lbs} and after ordering in descending order of the remaining observations. If this argument is \code{NULL} then no (further) observation is excluded.} + \item{which.nonlbs}{indices of the observations which should be plotted but + not labelled; either an integer vector with the indices of the observations + to be plotted into graph or \code{NULL} --- then all non-labelled + observations are plotted.} \item{withbox}{logical of length 1. If \code{TRUE}, even if \code{scaleX} and \code{scaleY} are both \code{FALSE} and, simultaneously, \code{x.ticks} and \code{y.ticks} are both \code{NULL}, a respective box is drawn around the Modified: branches/robast-1.1/pkg/RobAStBase/man/outlyingPlotIC.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/outlyingPlotIC.Rd 2018-07-12 23:57:08 UTC (rev 942) +++ branches/robast-1.1/pkg/RobAStBase/man/outlyingPlotIC.Rd 2018-07-12 23:57:56 UTC (rev 943) @@ -76,7 +76,8 @@ } \value{ -a list (returned as \code{invisible()}) with items +If argument \code{doplot} is \code{FALSE}: +A list (returned as \code{invisible()}) with items \item{id.x}{the indices of (possibly transformed) data (within subset \code{id.n}) beyond the \code{x}-cutoff} \item{id.y}{the indices of (possibly transformed) data (within subset \code{id.n}) beyond the \code{y}-cutoff} \item{id.xy}{the indices of (possibly transformed) data (within subset \code{id.n}) beyond the \code{x}-cutoff and the \code{y}-cutoff} @@ -84,6 +85,16 @@ \item{qty}{the quantiles of the distances of the (possibly transformed) data in \code{y} direction} \item{cutoff.x.v}{the cutoff value in \code{x} direction} \item{cutoff.y.v}{the cutoff value in \code{y} direction} + +If argument \code{doplot} is \code{TRUE}: +An S3 object of class \code{c("plotInfo","DiagnInfo")}, i.e., a list + containing the information needed to produce the + respective plot, which at a later stage could be used by different + graphic engines (like, e.g. \code{ggplot}) to produce the plot + in a different framework. A more detailed description will follow in + a subsequent version.a list (returned as \code{invisible()}) with items; + one item is \code{retV} which is the return value in case \code{doplot} is \code{FALSE}. + } \examples{ Modified: branches/robast-1.1/pkg/RobAStBase/man/plot-methods.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/plot-methods.Rd 2018-07-12 23:57:08 UTC (rev 942) +++ branches/robast-1.1/pkg/RobAStBase/man/plot-methods.Rd 2018-07-12 23:57:56 UTC (rev 943) @@ -21,10 +21,15 @@ scaleN = 9, x.ticks = NULL, y.ticks = NULL, mfColRow = TRUE, to.draw.arg = NULL, withSubst = TRUE) -\S4method{plot}{IC,numeric}(x, y, ..., cex.pts = 1, col.pts = par("col"), pch.pts - = 1, jitter.fac = 1, with.lab = FALSE, lab.pts = NULL, +\S4method{plot}{IC,numeric}(x, y, ..., + cex.pts = 1, cex.pts.fun = NULL, col.pts = par("col"), + pch.pts = 1, + cex.npts = 1, cex.npts.fun = NULL, col.npts = par("col"), + pch.npts = 2, + jitter.fac = 1, with.lab = FALSE, lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, which.lbs = NULL, - which.Order = NULL, return.Order = FALSE) + which.Order = NULL, which.nonlbs = NULL, attr.pre = FALSE, + return.Order = FALSE) } \arguments{ \item{x}{object of class \code{"IC"}: IC to be plotted } @@ -125,13 +130,33 @@ titles and lables is used; otherwise no substitution is used. } \item{cex.pts}{size of the points of the second argument plotted, can be a vector; if it has the same length as the number of observations prior to any - selection then it overrides argument \code{cex.nonlbl} and assigns + selection then it overrides argument \code{cex.npts} and assigns individual sizes to each of the points; otherwise it is recycled to the length of selected observations.} + \item{cex.pts.fun}{rescaling function for the size of the points to be plotted; + either \code{NULL} (default), then \code{log(1+abs(x))} is used for each of + the rescalings, or a function which is then used for each of the + rescalings, or a list of functions; if it is a function or a list of + functions, if necessary it is recylced to length \code{dim} + where \code{dim} is the number of dimensions of the pICs to be plotted.} \item{col.pts}{color of the points of the second argument plotted, can be a vector as in \code{cex.pts}.} \item{pch.pts}{symbol of the points of the second argument plotted, can be a vector as in \code{cex.pts}.} + \item{col.npts}{color of the non-labelled points of the \code{data} argument + plotted; (may be a vector).} + \item{pch.npts}{symbol of the non-labelled points of the \code{data} argument + plotted (may be a vector).} + \item{cex.npts}{size of the non-labelled points of the \code{data} argument + plotted (may be a vector).} + \item{cex.npts.fun}{rescaling function for the size of the non-labelled points + to be plotted; either \code{NULL} (default), then \code{log(1+abs(x))} + is used for each of the rescalings, or a function which is then used + for each of the rescalings, or a list of functions; if it is a + function or a list of functions, if necessary it is recylced + to length \code{dim} where \code{dim} is the number of dimensions of + the pICs to be plotted.} + \item{with.lab}{logical; shall labels be plotted to the observations?} \item{lab.pts}{character or NULL; labels to be plotted to the observations; if \code{NULL} observation indices;} @@ -146,6 +171,10 @@ entries must be integers in [0,255] (0 invisible, 255 opaque).} \item{jitter.fac}{jittering factor used in case of a \code{DiscreteDistribution} for plotting points of the second argument in a jittered fashion.} + \item{attr.pre}{logical; do graphical attributes for plotted data refer + to indices prior (\code{TRUE}) or posterior to selection + via arguments \code{which.lbs}, \code{which.Order}, \code{which.nonlbs} + (\code{FALSE})? } \item{which.lbs}{either an integer vector with the indices of the observations to be plotted into graph or \code{NULL} --- then no observation is excluded} \item{which.Order}{we order the observations (descending) according to the norm given by @@ -154,6 +183,10 @@ observations (remaining after a possible reduction by argument \code{which.lbs}) to be plotted into graph or \code{NULL} --- then no (further) observation is excluded.} + \item{which.nonlbs}{indices of the observations which should be plotted but + not labelled; either an integer vector with the indices of the observations + to be plotted into graph or \code{NULL} --- then all non-labelled + observations are plotted.} \item{return.Order}{logical; if \code{TRUE}, an order vector is returned; more specifically, the order of the (remaining) observations given by their original index is returned (remaining means: after a possible @@ -162,11 +195,12 @@ otherwise we return \code{invisible()} as usual.} \item{\dots}{further parameters for \code{plot}} } -\value{ - The function returns invisibly a list of elements containing the information - needed to compute the respective diagnostic plot. - The return value allows to recover all information used to produce the plot - for later use in enhanced graphics (e.g. with ggplot). +\value{An S3 object of class \code{c("plotInfo","DiagnInfo")}, i.e., a list + containing the information needed to produce the + respective plot, which at a later stage could be used by different + graphic engines (like, e.g. \code{ggplot}) to produce the plot + in a different framework. A more detailed description will follow in + a subsequent version. } \details{ Any parameters of \code{plot.default} may be passed on to this particular Modified: branches/robast-1.1/pkg/RobAStBase/man/qqplot.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/qqplot.Rd 2018-07-12 23:57:08 UTC (rev 942) +++ branches/robast-1.1/pkg/RobAStBase/man/qqplot.Rd 2018-07-12 23:57:56 UTC (rev 943) @@ -128,10 +128,10 @@ qqplot(rnorm(40, mean = 15, sd = sqrt(30)), Chisq(df=15)) RobM <- InfRobModel(center = NormLocationFamily(mean=13,sd=sqrt(28)), neighbor = ContNeighborhood(radius = 0.4)) +\donttest{ +## \donttest to reduce check time x <- rnorm(20, mean = 15, sd = sqrt(30)) qqplot(x, RobM) -\donttest{ -## \donttest to reduce check time qqplot(x, RobM, alpha.CI=0.9, add.points.CI=FALSE) } ## further examples for ANY,kStepEstimator-method From noreply at r-forge.r-project.org Fri Jul 13 01:58:33 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 13 Jul 2018 01:58:33 +0200 (CEST) Subject: [Robast-commits] r944 - branches/robast-1.1/pkg/RobAStBase/R Message-ID: <20180712235833.C897E183D21@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-13 01:58:33 +0200 (Fri, 13 Jul 2018) New Revision: 944 Added: branches/robast-1.1/pkg/RobAStBase/R/internalSelectLabel.R branches/robast-1.1/pkg/RobAStBase/R/plotUtils.R branches/robast-1.1/pkg/RobAStBase/R/ptnorm-convtnorm.R Modified: branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R branches/robast-1.1/pkg/RobAStBase/R/cutoff-class.R branches/robast-1.1/pkg/RobAStBase/R/ddPlot.R branches/robast-1.1/pkg/RobAStBase/R/ddPlot_utils.R branches/robast-1.1/pkg/RobAStBase/R/infoPlot.R branches/robast-1.1/pkg/RobAStBase/R/internalGridHelpers.R branches/robast-1.1/pkg/RobAStBase/R/outlyingPlot.R branches/robast-1.1/pkg/RobAStBase/R/plotRescaledAxis.R branches/robast-1.1/pkg/RobAStBase/R/plotWrapper.R branches/robast-1.1/pkg/RobAStBase/R/selectorder.R Log: [RobAStBase] branch 1.1: R-Code Modified: branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R 2018-07-12 23:57:56 UTC (rev 943) +++ branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R 2018-07-12 23:58:33 UTC (rev 944) @@ -13,7 +13,28 @@ scaleN = 9, x.ticks = NULL, y.ticks = NULL, mfColRow = TRUE, to.draw.arg = NULL, withSubst = TRUE){ - xc <- match.call(call = sys.call(sys.parent(1)))$x + args0 <- list(x = x, withSweave = withSweave, + main = main, inner = inner, sub = sub, + col.inner = col.inner, cex.inner = cex.inner, + bmar = bmar, tmar = tmar, with.automatic.grid = with.automatic.grid, + with.legend = with.legend, legend = legend, legend.bg = legend.bg, + legend.location = legend.location, legend.cex = legend.cex, + withMBR = withMBR, MBRB = MBRB, MBR.fac = MBR.fac, col.MBR = col.MBR, + lty.MBR = lty.MBR, lwd.MBR = lwd.MBR, + x.vec = x.vec, scaleX = scaleX, + scaleX.fct = if(!missing(scaleX.fct)) scaleX.fct else NULL, + scaleX.inv = if(!missing(scaleX.inv)) scaleX.inv else NULL, + scaleY = scaleY, + scaleY.fct = scaleY.fct, + scaleY.inv = scaleY.inv, scaleN = scaleN, x.ticks = x.ticks, + y.ticks = y.ticks, mfColRow = mfColRow, to.draw.arg = to.draw.arg, + withSubst = withSubst) + mc <- match.call(call = sys.call(sys.parent(1))) + dots <- match.call(call = sys.call(sys.parent(1)), + expand.dots = FALSE)$"..." + plotInfo <- list(call = mc, dots=dots, args=args0) + + xc <- mc$x xcc <- as.character(deparse(xc)) dots <- match.call(call = sys.call(sys.parent(1)), expand.dots = FALSE)$"..." @@ -40,7 +61,7 @@ L2Fam <- eval(x at CallL2Fam) if(missing(scaleX.fct)){ scaleX.fct <- p(L2Fam) - scaleX.inv <- q(L2Fam) + scaleX.inv <- q.l(L2Fam) } trafO <- trafo(L2Fam at param) @@ -101,6 +122,12 @@ dots$panel.last <- dots$panel.first <- NULL + plotInfo$to.draw <- to.draw + plotInfo$panelFirst <- pF + plotInfo$panelLast <- pL + plotInfo$gridS <- gridS + + MBRB <- matrix(rep(t(MBRB), length.out=dims0*2),ncol=2, byrow=T) MBRB <- MBRB * MBR.fac @@ -285,14 +312,22 @@ dotsL["cex"] <- dotsLeg["bg"] <- dotsLeg["cex"] <- NULL dots$ylim <- NULL + plotInfo$resc.D <- plotInfo$resc <- vector("list", dims0) + plotInfo$PlotLinesD <- plotInfo$PlotUsr <- vector("list", dims0) + plotInfo$PlotArgs <- plotInfo$Axis <- vector("list", dims0) + plotInfo$MBR <- plotInfo$Legend <- plotInfo$innerTitle <- vector("list", dims0) + + for(i in 1:dims0){ indi <- to.draw[i] if(!is.null(ylim)) dots$ylim <- ylim[,i] - fct <- function(x) sapply(x, IC1 at Map[[indi]]) + fct <- function(x) .msapply(x, IC1 at Map[[indi]]) print(xlim[,i]) resc <-.rescalefct(x.vec, fct, scaleX, scaleX.fct, scaleX.inv, scaleY, scaleY.fct[[i]], xlim[,i], ylim[,i], dots) + + plotInfo$resc[[i]] <- resc dots <- resc$dots dots$xlim <- xlim[,i] dots$ylim <- ylim[,i] @@ -310,68 +345,120 @@ } + plotInfo$PlotArgs[[i]] <- c(list(x=x.vec1, y=y.vec1, type = plty, lty = lty, + xlab = .mpresubs(xlab), ylab = .mpresubs(ylab), + panel.first = pF[[i]], + panel.last = pL[[i]]), dots) do.call(plot, args=c(list(x=x.vec1, y=y.vec1, type = plty, lty = lty, xlab = .mpresubs(xlab), ylab = .mpresubs(ylab), panel.first = pF[[i]], panel.last = pL[[i]]), dots)) + + plotInfo$PlotUsr[[i]] <- par("usr") .plotRescaledAxis(scaleX, scaleX.fct, scaleX.inv, scaleY,scaleY.fct[[i]], scaleY.inv[[i]], xlim[,i], ylim[,i], x.vec1, ypts = 400, n = scaleN, finiteEndpoints = finiteEndpoints, x.ticks = x.ticks, y.ticks = y.ticks[[i]]) + plotInfo$Axis[[i]] <- list(scaleX, scaleX.fct, scaleX.inv, + scaleY,scaleY.fct[[i]], scaleY.inv[[i]], + xlim[,i], ylim[,i], x.vec1, ypts = 400, n = scaleN, + finiteEndpoints = finiteEndpoints, + x.ticks = x.ticks, y.ticks = y.ticks[[i]]) if(withMBR){ MBR.i <- MBRB[i,] - if(scaleY) MBR.i <- scaleY.fct(MBR.i) + if(scaleY) MBR.i <- scaleY.fct[[i]](MBR.i) abline(h=MBR.i, col=col.MBR, lty=lty.MBR, lwd = lwd.MBR) + plotInfo$MBR[[i]] <- list(h=MBR.i, col=col.MBR, lty=lty.MBR, lwd = lwd.MBR) } if(is(e1, "DiscreteDistribution")){ x.vec1D <- seq(from = min(x.vec), to = max(x.vec), length = 1000) rescD <-.rescalefct(x.vec1D, fct, scaleX, scaleX.fct, scaleX.inv, scaleY, scaleY.fct[[i]], xlim[,i], ylim[,i], dots) + plotInfo$resc.D[[i]] <- rescD x.vecD <- rescD$X y.vecD <- rescD$Y dotsL$lty <- NULL do.call(lines,args=c(list(x.vecD, y.vecD, lty = "dotted"), dotsL)) + plotInfo$PlotLinesD[[i]] <- c(list(x.vecD, y.vecD, + lty = "dotted"), dotsL) } do.call(title,args=c(list(main = innerT[indi]), dotsT, line = lineT, cex.main = cex.inner, col.main = col.inner)) - if(with.legend) + plotInfo$innerTitle[[i]] <- c(list(main = innerT[indi]), dotsT, line = lineT, + cex.main = cex.inner, col.main = col.inner) + + if(with.legend){ legend(.legendCoord(legend.location[[i]], scaleX, scaleX.fct, - scaleY, scaleY.fct), bg = legend.bg, + scaleY, scaleY.fct[[i]]), bg = legend.bg, legend = legend[[i]], dotsLeg, cex = legend.cex*fac.leg) + plotInfo$Legend[[i]] <- list(.legendCoord(legend.location[[i]], + scaleX, scaleX.fct, scaleY, scaleY.fct[[i]]), bg = legend.bg, + legend = legend[[i]], dotsLeg, cex = legend.cex*fac.leg) + } } cex.main <- if(!hasArg(cex.main)) par("cex.main") else dots$"cex.main" col.main <- if(!hasArg(col.main)) par("col.main") else dots$"col.main" - if (mainL) + if (mainL){ mtext(text = main, side = 3, cex = cex.main, adj = .5, outer = TRUE, padj = 1.4, col = col.main) - + plotInfo$mainL <- list(text = main, side = 3, cex = cex.main, adj = .5, + outer = TRUE, padj = 1.4, col = col.main) + } cex.sub <- if(!hasArg(cex.sub)) par("cex.sub") else dots$"cex.sub" col.sub <- if(!hasArg(col.sub)) par("col.sub") else dots$"col.sub" - if (subL) + if (subL){ mtext(text = sub, side = 1, cex = cex.sub, adj = .5, outer = TRUE, line = -1.6, col = col.sub) - - invisible() + plotInfo$subL <- list(text = sub, side = 1, cex = cex.sub, adj = .5, + outer = TRUE, line = -1.6, col = col.sub) + } + class(plotInfo) <- c("plotInfo","DiagnInfo") + invisible(plotInfo) }) setMethod("plot", signature(x = "IC",y = "numeric"), - function(x, y, ..., cex.pts = 1, col.pts = par("col"), - pch.pts = 1, jitter.fac = 1, with.lab = FALSE, + function(x, y, ..., + cex.pts = 1, cex.pts.fun = NULL, col.pts = par("col"), + pch.pts = 1, + cex.npts = 1, cex.npts.fun = NULL, col.npts = par("col"), + pch.npts = 2, + jitter.fac = 1, with.lab = FALSE, lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, - which.lbs = NULL, which.Order = NULL, return.Order = FALSE){ + which.lbs = NULL, which.Order = NULL, which.nonlbs = NULL, + attr.pre = FALSE, return.Order = FALSE){ - dots <- match.call(call = sys.call(sys.parent(1)), + args0 <- list(x = x, y = y, cex.pts = cex.pts, cex.pts.fun = cex.pts.fun, + col.pts = col.pts, pch.pts = pch.pts, cex.npts = cex.npts, + cex.npts.fun = cex.npts.fun, col.npts = col.npts, pch.npts = pch.npts, + jitter.fac = jitter.fac, with.lab = with.lab, lab.pts = lab.pts, + lab.font = lab.font, alpha.trsp = alpha.trsp, + which.lbs = which.lbs, which.Order = which.Order, + which.nonlbs = which.nonlbs, attr.pre = attr.pre, + return.Order = return.Order) + mc <- match.call(call = sys.call(sys.parent(1))) + dots <- match.call(call = sys.call(sys.parent(1)), expand.dots = FALSE)$"..." + plotInfo <- list(call = mc, dots=dots, args=args0) n <- if(!is.null(dim(y))) nrow(y) else length(y) - pch.pts <- rep(pch.pts, length.out=n) - lab.pts <- if(is.null(lab.pts)) paste(1:n) else rep(lab.pts,n) + if(attr.pre){ + if(missing(pch.pts)) pch.pts <- 1 + if(!length(pch.pts)==n) + pch.pts <- rep(pch.pts, length.out= n) + if(missing(col.pts)) col.pts <- par("col") + if(!length(col.pts)==n) + col.pts <- rep(col.pts, length.out= n) + if(missing(cex.pts)) cex.pts <- 1 + if(!length(cex.pts)==n) + cex.pts <- rep(cex.pts, length.out= n) + lab.pts <- if(is.null(lab.pts)) paste(1:n) else rep(lab.pts,length.out=n) + } L2Fam <- eval(x at CallL2Fam) @@ -387,17 +474,60 @@ absInfo <- t(IC1) %*% QF %*% IC1 ICMap <- IC1 at Map - sel <- .SelectOrderData(y, function(x)sapply(x, absInfo at Map[[1]]), - which.lbs, which.Order) + sel <- .SelectOrderData(y, function(x).msapply(x, absInfo at Map[[1]]), + which.lbs, which.Order, which.nonlbs) + plotInfo$sel <- sel + plotInfo$obj <- sel$ind1 + i.d <- sel$ind i0.d <- sel$ind1 n <- length(i.d) + i.d.ns <- sel$ind.ns + n.ns <- length(i.d.ns) + + if(attr.pre){ + col.pts <- col.pts[sel$ind] + col.npts <- col.pts[sel$ind.ns] + pch.npts <- pch.pts[sel$ind.ns] + pch.pts <- pch.pts[sel$ind] + cex.npts <- cex.pts[sel$ind.ns] + cex.pts <- cex.pts[sel$ind] + lab.pts <- lab.pts[sel$ind] + }else{ + if(missing(pch.pts)) pch.pts <- 1 + if(!length(pch.pts)==n) + pch.pts <- rep(pch.pts, length.out= n) + if(missing(col.pts)) col.pts <- par("col") + if(!length(col.pts)==n) + col.pts <- rep(col.pts, length.out= n) + if(missing(cex.pts)) cex.pts <- 1 + if(!length(cex.pts)==n) + cex.pts <- rep(cex.pts, length.out= n) + lab.pts <- if(is.null(lab.pts)) paste(1:n) else rep(lab.pts,length.out=n) + + if(missing(pch.npts)) pch.npts <- 1 + if(!length(pch.npts)==n.ns) + pch.npts <- rep(pch.npts, length.out= n.ns) + if(missing(col.npts)) col.npts <- par("col") + if(!length(col.npts)==n.ns) + col.npts <- rep(col.npts, length.out= n.ns) + if(missing(cex.npts)) cex.npts <- 1 + if(!length(cex.npts)==n.ns) + cex.npts <- rep(cex.npts, length.out= n.ns) + } + + dots.without <- dots dots.without$col <- dots.without$cex <- dots.without$pch <- NULL dims0 <- .getDimsTD(L2Fam,dots[["to.draw.arg"]]) + if(!is.null(cex.pts.fun)){ + cex.pts.fun <- .fillList(cex.pts.fun)} + if(!is.null(cex.npts.fun)){ + cex.npts.fun <- .fillList(cex.npts.fun)} + pL <- expression({}) if(!is.null(dots$panel.last)) pL <- .panel.mingle(dots,"panel.last") @@ -407,38 +537,85 @@ } dots$panel.last <- NULL + plotInfo$resc.dat <- plotInfo$resc.dat.ns <- vector("list", dims0) + plotInfo$doPts <- plotInfo$doPts.ns <- plotInfo$doLabs <- vector("list", dims0) + trEnv <- new.env() + pL <- substitute({ + pI <- get("plotInfo", envir = trEnv0) + y1 <- y0s - ICy <- sapply(y0s,ICMap0[[indi]]) - #print(xlim[,i]) - resc.dat <-.rescalefct(y0s, function(x) sapply(x,ICMap0[[indi]]), + ICy <- .msapply(y0s,ICMap0[[indi]]) + resc.dat <-.rescalefct(y0s, function(x) .msapply(x,ICMap0[[indi]]), scaleX, scaleX.fct, scaleX.inv, scaleY, scaleY.fct[[i]], xlim[,i], ylim[,i], dwo0) + pI$resc.dat[[i]] <- resc.dat y1 <- resc.dat$X ICy <- resc.dat$Y + if(is(e1, "DiscreteDistribution")){ + if(length(ICy)) ICy <- jitter(ICy, factor = jitter.fac0) } + y1.ns <- y0s.ns + ICy.ns <- .msapply(y0s.ns,ICMap0[[indi]]) + resc.dat.ns <-.rescalefct(y0s.ns, function(x) .msapply(x,ICMap0[[indi]]), + scaleX, scaleX.fct, scaleX.inv, + scaleY, scaleY.fct[[i]], xlim[,i], ylim[,i], + dwo0) + pI$resc.dat.ns[[i]] <- resc.dat.ns + y1.ns <- resc.dat.ns$X + ICy.ns <- resc.dat.ns$Y if(is(e1, "DiscreteDistribution")) - ICy <- jitter(ICy, factor = jitter.fac0) + {if(length(ICy.ns)) ICy.ns <- jitter(ICy.ns, factor = jitter.fac0) } - col.pts <- if(!is.na(al0)) sapply(col0, addAlphTrsp2col,alpha=al0) else col0 + col.pts <- if(!is.na(al0)) .msapply(col0, addAlphTrsp2col,alpha=al0) else col0 + col.npts <- if(!is.na(al0)) .msapply(col0.ns, addAlphTrsp2col,alpha=al0) else col0.ns - do.call(points, args=c(list(y1, ICy, cex = log(absy0+1)*3*cex0, + cfun <- if(is.null(cexfun)) NULL else cexfun[[i]] + cfun.ns <- if(is.null(cexnfun)) NULL else cexnfun[[i]] + + cex.l <- .cexscale(absy0,absy0,cex=cex0, fun = cfun) ##.cexscale in infoPlot.R + cex.l.ns <- .cexscale(absy0.ns,absy0.ns, cex=cex0.ns, fun = cfun.ns) ##.cexscale in infoPlot.R + + if(length(y1)){ + pI$doPts[[i]] <- c(list(y1, ICy, cex = cex.l, + col = col.pts, pch = pch0), dwo0) + do.call(points, args=c(list(y1, ICy, cex = cex.l, col = col.pts, pch = pch0), dwo0)) - if(with.lab0){ + } + if(length(y1.ns)){ + pI$doPts.ns[[i]] <- c(list(y1.ns, ICy.ns, cex = cex.l.ns, + col = col.npts, pch = pch0.ns), dwo0) + do.call(points, args=c(list(y1.ns, ICy.ns, cex = cex.l.ns, + col = col.npts, pch = pch0.ns), dwo0)) + } + if(with.lab0 && length(y0s)){ text(x = y0s, y = ICy, labels = lab.pts0, - cex = log(absy0+1)*1.5*cex0, col = col0) + cex = cex.l/2, col = col0) + pI$doLabs[[i]] <- list(x = y0s, y = ICy, labels = lab.pts0, + cex = cex.l/2, col = col0) } + assign("plotInfo", pI, envir = trEnv0) pL0 - }, list(pL0 = pL, ICMap0 = ICMap, y0s = sel$data, absy0 = sel$y, - dwo0 = dots.without, cex0 = cex.pts, pch0 = pch.pts[i.d], - col0 = col.pts, with.lab0 = with.lab, lab.pts0 = lab.pts[i.d], - al0 = alpha.trsp, jitter.fac0 = jitter.fac + }, list(pL0 = pL, ICMap0 = ICMap, + y0s = sel$data, absy0 = sel$y, + y0s.ns = sel$data.ns, absy0.ns = sel$y.ns, + dwo0 = dots.without, + cex0 = cex.pts, pch0 = pch.pts, col0 = col.pts, + cex0.ns = cex.npts, pch0.ns = pch.npts, col0.ns = col.npts, + with.lab0 = with.lab, lab.pts0 = lab.pts, + al0 = alpha.trsp, jitter.fac0 = jitter.fac, + cexfun=cex.pts.fun, cexnfun=cex.npts.fun, + trEnv0 = trEnv )) - - do.call("plot", args = c(list(x = x, panel.last = pL), dots)) - if(return.Order) return(i0.d) - invisible() + assign("plotInfo", plotInfo, envir = trEnv) + ret <- do.call("plot", args = c(list(x = x, panel.last = pL), dots)) + plotInfo <- get("plotInfo", envir = trEnv) + ret$dots <- ret$args <- ret$call <- NULL + plotInfo <- c(plotInfo, ret) + class(plotInfo) <- c("plotInfo","DiagnInfo") + if(return.Order) return(plotInfo) + return(invisible(plotInfo)) }) Modified: branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R 2018-07-12 23:57:56 UTC (rev 943) +++ branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R 2018-07-12 23:58:33 UTC (rev 944) @@ -16,18 +16,48 @@ scaleN = 9, x.ticks = NULL, y.ticks = NULL, mfColRow = TRUE, to.draw.arg = NULL, cex.pts = 1, cex.pts.fun = NULL, col.pts = par("col"), - pch.pts = 1, jitter.fac = 1, with.lab = FALSE, - lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, - which.lbs = NULL, which.Order = NULL, return.Order = FALSE, + pch.pts = 1, + cex.npts = 1, cex.npts.fun = NULL, col.npts = par("col"), + pch.npts = 2, + jitter.fac = 1, with.lab = FALSE, lab.pts = NULL, + lab.font = NULL, alpha.trsp = NA, + which.lbs = NULL, which.Order = NULL, which.nonlbs = NULL, + attr.pre = FALSE, return.Order = FALSE, withSubst = TRUE){ + args0 <- list(obj1 = obj1, obj2 = obj2, obj3 = obj3, obj4 = obj4, + data = data, withSweave = withSweave, forceSameModel = forceSameModel, + main = main, inner = inner, sub = sub, col = col, lwd = lwd, + lty = if(!missing(lty)) lty else NULL, + col.inner = col.inner, cex.inner = cex.inner, + bmar = bmar, tmar = tmar, with.automatic.grid = with.automatic.grid, + with.legend = with.legend, legend = legend, legend.bg = legend.bg, + legend.location = legend.location, legend.cex = legend.cex, + withMBR = withMBR, MBRB = MBRB, MBR.fac = MBR.fac, col.MBR = col.MBR, + lty.MBR = lty.MBR, lwd.MBR = lwd.MBR, + x.vec = x.vec, scaleX = scaleX, + scaleX.fct = if(!missing(scaleX.fct)) scaleX.fct else NULL, + scaleX.inv = if(!missing(scaleX.inv)) scaleX.inv else NULL, + scaleY = scaleY, scaleY.fct = scaleY.fct, + scaleY.inv = scaleY.inv, scaleN = scaleN, x.ticks = x.ticks, + y.ticks = y.ticks, mfColRow = mfColRow, to.draw.arg = to.draw.arg, + cex.pts = cex.pts, cex.pts.fun = cex.pts.fun, col.pts = col.pts, + pch.pts = pch.pts, cex.npts = cex.npts, cex.npts.fun = cex.npts.fun, + col.npts = col.npts, pch.npts = pch.npts, + jitter.fac = jitter.fac, with.lab = with.lab, lab.pts = lab.pts, + lab.font = lab.font, alpha.trsp = alpha.trsp, + which.lbs = which.lbs, which.Order = which.Order, + which.nonlbs = which.nonlbs, attr.pre = attr.pre, + return.Order = return.Order, withSubst = withSubst) .mc <- match.call(call = sys.call(sys.parent(1))) + dots <- match.call(call = sys.call(sys.parent(1)), + expand.dots = FALSE)$"..." + plotInfo <- list(call = .mc, dots=dots, args=args0) .xc<- function(obj) as.character(deparse(.mc[[obj]])) xc <- c(.xc("obj1"), .xc("obj2")) if(!is.null(obj3)) xc <- c(xc, .xc("obj3")) if(!is.null(obj4)) xc <- c(xc, .xc("obj4")) - dots <- match.call(call = sys.call(sys.parent(1)), - expand.dots = FALSE)$"..." + dotsP <- dots dotsLeg <- dotsT <- dotsL <- .makedotsLowLevel(dots) dots.points <- .makedotsPt(dots) @@ -35,15 +65,11 @@ ncomp <- 2+ (!missing(obj3)|!is.null(obj3)) + (!missing(obj4)|!is.null(obj4)) - if(missing(cex.pts)) cex.pts <- 1 - cex.pts <- rep(cex.pts, length.out= ncomp) - if(missing(col)) col <- 1:ncomp else col <- rep(col, length.out = ncomp) if(missing(lwd)) lwd <- rep(1,ncomp) else lwd <- rep(lwd, length.out = ncomp) if(!missing(lty)) rep(lty, length.out = ncomp) - if(missing(col.pts)) col.pts <- 1:ncomp dots["type"] <- NULL xlab <- dots$xlab; if(is.null(xlab)) xlab <- "x" @@ -57,7 +83,7 @@ if(missing(scaleX.fct)){ scaleX.fct <- p(L2Fam) - scaleX.inv <- q(L2Fam) + scaleX.inv <- q.l(L2Fam) } trafO <- trafo(L2Fam at param) @@ -84,11 +110,7 @@ dotsP$yaxt <- "n" } - if(!is.null(cex.pts.fun)){ - cex.pts.fun <- .fillList(cex.pts.fun, dims0*ncomp) - } - scaleY.fct <- .fillList(scaleY.fct, dims0) scaleY.inv <- .fillList(scaleY.inv, dims0) @@ -283,11 +305,39 @@ pL <- .fillList(pL, dims0) dotsP$panel.last <- NULL + plotInfo$to.draw <- to.draw + plotInfo$panelFirst <- pF + plotInfo$panelLast <- pL + plotInfo$gridS <- gridS + + sel1 <- sel2 <- sel3 <- sel4 <- NULL if(!is.null(data)){ n <- if(!is.null(dim(data))) nrow(data) else length(data) - lab.pts <- rep(lab.pts, length.out=n) + + if(!is.null(cex.pts.fun)){ + cex.pts.fun <- .fillList(cex.pts.fun, dims0*ncomp)} + if(!is.null(cex.npts.fun)){ + cex.npts.fun <- .fillList(cex.npts.fun, dims0*ncomp)} + + if(attr.pre){ + if(missing(pch.pts)) pch.pts <- 1 + if(!is.matrix(pch.pts)) + pch.pts <- t(matrix(rep(pch.pts, length.out= ncomp*n),ncomp,n)) + + if(missing(col.pts)) col.pts <- 1:ncomp + if(!is.matrix(col.pts)) + col.pts <- t(matrix(rep(col.pts, length.out= ncomp*n),ncomp,n)) + + if(missing(cex.pts)) cex.pts <- 1 + if(!is.matrix(cex.pts)) + cex.pts <- matrix(rep(cex.pts, length.out= ncomp*n),n,ncomp) + } + if(!is.null(lab.pts)) + lab.pts <- t(matrix(rep(lab.pts, length.out=n*ncomp),ncomp,n)) + } + absInfoEval <- function(x,IC){ QF <- ID if(is(IC,"ContIC") & dims>1 ){ @@ -295,87 +345,229 @@ QF <- QuadForm(normtype(IC)) } absInfo.f <- t(IC) %*% QF %*% IC - return(sapply(x, absInfo.f at Map[[1]])) + return(.msapply(x, absInfo.f at Map[[1]])) } def.sel <- function(IC){ fct.aI <- function(x) absInfoEval(x,IC) - return(.SelectOrderData(data, fct.aI, which.lbs, which.Order))} + return(.SelectOrderData(data, fct.aI, which.lbs, which.Order, + which.nonlbs))} sel1 <- def.sel(IC1); sel2 <- def.sel(IC2) + plotInfo$sel1 <- sel1 + plotInfo$sel2 <- sel2 + plotInfo$obj1 <- sel1$ind1 + plotInfo$obj2 <- sel1$ind1 selAlly <- c(sel1$y,sel2$y) + selAlly.n <- c(sel1$y.ns,sel2$y.ns) + if(attr.pre){ + col0.pts <- col.pts[1:length(sel1$ind),] + col0.pts[,1] <- col.pts[sel1$ind,1] + col0.pts[,2] <- col.pts[sel2$ind,2] + pch0.pts <- pch.pts[1:length(sel1$ind),] + pch0.pts[,1] <- pch.pts[sel1$ind,1] + pch0.pts[,2] <- pch.pts[sel2$ind,2] + cex0.pts <- cex.pts[1:length(sel1$ind),] + cex0.pts[,1] <- cex.pts[sel1$ind,1] + cex0.pts[,2] <- cex.pts[sel2$ind,2] + lab0.pts <- lab.pts[1:length(sel1$ind),] + lab0.pts[,1] <- lab.pts[sel1$ind,1] + lab0.pts[,2] <- lab.pts[sel2$ind,2] + + col.npts <- col.pts[1:length(sel1$ind.ns),] + col.npts[,1] <- col.pts[sel1$ind.ns,1] + col.npts[,2] <- col.pts[sel2$ind.ns,2] + pch.npts <- pch.pts[1:length(sel1$ind.ns),] + pch.npts[,1] <- pch.pts[sel1$ind.ns,1] + pch.npts[,2] <- pch.pts[sel2$ind.ns,2] + cex.npts <- cex.pts[1:length(sel1$ind.ns),] + cex.npts[,1] <- cex.pts[sel1$ind.ns,1] + cex.npts[,2] <- cex.pts[sel2$ind.ns,2] + } + + if(is(obj3, "IC")){ sel3 <- def.sel(IC3) + plotInfo$sel3 <- sel3 + plotInfo$obj3 <- sel1$ind3 selAlly <- c(selAlly,sel3$y) + selAlly.ns <- c(selAlly,sel3$y.ns) + if(attr.pre){ + col0.pts[,3] <- col.pts[sel3$ind,3] + pch0.pts[,3] <- pch.pts[sel3$ind,3] + cex0.pts[,3] <- cex.pts[sel3$ind,3] + lab0.pts[,3] <- lab.pts[sel3$ind,3] + col.npts[,3] <- col.pts[sel3$ind.ns,3] + pch.npts[,3] <- pch.pts[sel3$ind.ns,3] + cex.npts[,3] <- cex.pts[sel3$ind.ns,3] + } } if(is(obj4, "IC")){ sel4 <- def.sel(IC4) + plotInfo$sel4 <- sel4 + plotInfo$obj4 <- sel1$ind4 selAlly <- c(selAlly,sel4$y) + selAlly.ns <- c(selAlly,sel4$y.ns) + if(attr.pre){ + col0.pts[,4] <- col.pts[sel4$ind,4] + pch0.pts[,4] <- pch.pts[sel4$ind,4] + cex0.pts[,4] <- cex.pts[sel4$ind,4] + lab0.pts[,4] <- lab.pts[sel3$ind,4] + col.npts[,4] <- col.pts[sel4$ind.ns,4] + pch.npts[,4] <- pch.pts[sel4$ind.ns,4] + cex.npts[,4] <- cex.pts[sel4$ind.ns,4] + } } + if(attr.pre){ + col.pts <- col0.pts + pch.pts <- pch0.pts + cex.pts <- cex0.pts + lab.pts <- lab0.pts + }else{ + n.s <- length(sel1$ind) + n.ns <- length(sel1$ind.ns) + if(missing(pch.pts)) pch.pts <- 1 + if(!is.matrix(pch.pts)) + pch.pts <- t(matrix(rep(pch.pts, length.out= ncomp*n.s),ncomp,n.s)) + if(missing(pch.npts)) pch.npts <- 2 + if(!is.matrix(pch.npts)) + pch.npts <- t(matrix(rep(pch.npts, length.out= ncomp*n.ns),ncomp,n.ns)) + + if(missing(col.pts)) col.pts <- 1:ncomp + if(!is.matrix(col.pts)) + col.pts <- t(matrix(rep(col.pts, length.out= ncomp*n.s),ncomp,n.s)) + if(missing(col.npts)) col.pts <- 1:ncomp + if(!is.matrix(col.npts)) + col.npts <- t(matrix(rep(col.npts, length.out= ncomp*n.ns),ncomp,n.ns)) + + if(missing(cex.pts)) cex.pts <- 1 + if(!is.matrix(cex.pts)) + cex.pts <- matrix(rep(cex.pts, length.out= ncomp*n.s),n.s,ncomp) + if(missing(cex.npts)) cex.npts <- 1 + if(!is.matrix(cex.npts)) + cex.npts <- matrix(rep(cex.npts, length.out= ncomp*n.ns),n.ns,ncomp) + + if(missing(lab.pts)) lab.pts <- 1:n.s + if(!is.matrix(lab.pts)) + lab.pts <- matrix(rep(lab.pts, length.out= ncomp*n.s),n.s,ncomp) + } + + dots.points <- .makedotsLowLevel(dots) dots.points$col <- dots.points$cex <- dots.points$pch <- NULL alp.v <- rep(alpha.trsp,length.out = ncomp) + plotInfo$resc.D <- plotInfo$resc <- vector("list", ncomp*dims0) + plotInfo$resc.dat <- plotInfo$resc.dat.ns <- vector("list", ncomp*dims0) + plotInfo$doPts <- plotInfo$doPts.ns <- plotInfo$doLabs <- vector("list", ncomp*dims0) + plotInfo$PlotLines <- plotInfo$PlotPoints <- plotInfo$PlotUsr <- vector("list", dims0) + plotInfo$PlotLinesD <- plotInfo$PlotArgs <- plotInfo$Axis <- vector("list", dims0) + plotInfo$MBR <- plotInfo$Legend <- plotInfo$innerTitle <- vector("list", dims0) + + trEnv <- new.env() + pL <- substitute({ - doIt <- function(sel.l,fct.l,j.l){ + + doIt <- function(sel.l,fct.l,j.l, trEnv1){ + pI <- get("plotInfo", envir = trEnv1) rescd <- .rescalefct(sel.l$data, fct.l, scaleX, scaleX.fct, scaleX.inv, scaleY, scaleY.fct[[i]], xlim[,i], ylim[,i], dotsP) - if(is(distr, "DiscreteDistribution")) - rescd$Y <- jitter(rescd$Y, factor = jitter.fac0[j.l]) + if(is(distr, "DiscreteDistribution")){ + if(length(rescd$Y)) + rescd$Y <- jitter(rescd$Y, factor = jitter.fac0[j.l]) + } i.l <- sel.l$ind n.l <- length(i.l) - pch.pts.l <- rep(pch0, length.out=n.l) - lab.pts.l <- if(is.null(lab0)) paste(i.l) else lab0[i.l] - col.l <- if(is.na(al0[j.l])) col0[j.l] else - addAlphTrsp2col(col0[j.l], al0[j.l]) + i.l.ns <- sel.l$ind.ns + n.l.ns <- length(i.l.ns) + pI$resc.dat[[(i-1)*ncomp+j.l]] <- rescd[i.l] + pI$resc.dat.ns[[(i-1)*ncomp+j.l]] <- rescd[i.l.ns] + + lab.pts.l <- if(is.null(lab0)) paste(i.l) else lab0[,j.l] + + col.l <- if(is.na(al0[j.l])) col0[,j.l] else + addAlphTrsp2col(col0[,j.l], al0[j.l]) + col.l.ns <- if(is.na(al0[j.l])) coln0[,j.l] else + addAlphTrsp2col(coln0[,j.l], al0[j.l]) + + pch.l <- pch0[,j.l] + pch.l.ns <- pchn0[,j.l] + cfun <- if(is.null(cexfun)) NULL else cexfun[[(i-1)*ncomp+j.l]] + cfun.ns <- if(is.null(cexnfun)) NULL else cexnfun[[(i-1)*ncomp+j.l]] - cex.l <- .cexscale(sel.l$y,selAlly,cex=cex0[j.l], fun = cfun) ##.cexscale in infoPlot.R - do.call(points, args=c(list(rescd$X, rescd$Y, cex = cex.l, - col = col.l, pch = pch.pts.l), dwo0)) - if(with.lab0) - text(rescd$X, rescd$Y, labels = lab.pts.l, + cex.l <- .cexscale(sel.l$y,selAlly,cex=cex0[,j.l], fun = cfun) ##.cexscale in infoPlot.R + cex.l.ns <- .cexscale(sel.l$y.ns,selAlly.ns, cex=cexn0[,j.l], fun = cfun.ns) ##.cexscale in infoPlot.R + + if(length(rescd$X[i.l])){ + pI$doPts[[(i-1)*ncomp+j.l]] <- c(list(rescd$X[i.l], rescd$Y[i.l], cex = cex.l, + col = col.l, pch = pch.l), dwo0) + do.call(points, args=c(list(rescd$X[i.l], rescd$Y[i.l], cex = cex.l, + col = col.l, pch = pch.l), dwo0)) + } + if(length(rescd$X[i.l.ns])){ + pI$doPts.ns[[(i-1)*ncomp+j.l]] <- c(list(rescd$X[i.l.ns], rescd$Y[i.l.ns], cex = cex.l.ns, + col = col.l.ns, pch = pch.l.ns), dwo0) + do.call(points, args=c(list(rescd$X[i.l.ns], rescd$Y[i.l.ns], cex = cex.l.ns, + col = col.l.ns, pch = pch.l.ns), dwo0)) + } + if(length(rescd$X[i.l])){ + if(with.lab0){ + text(rescd$X[i.l], rescd$Y[i.l], labels = lab.pts.l, cex = cex.l/2, col = col.l) + pI$doLabs[[(i-1)*ncomp+j.l]] <- list(rescd$X[i.l], rescd$Y[i.l], labels = lab.pts.l, + cex = cex.l/2, col = col.l) + } + } + assign("plotInfo", pI, envir = trEnv1) } - doIt(sel1,fct1,1); doIt(sel2,fct2,2) [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 944 From noreply at r-forge.r-project.org Fri Jul 13 01:59:26 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 13 Jul 2018 01:59:26 +0200 (CEST) Subject: [Robast-commits] r945 - in branches/robast-1.1/pkg/RobAStBase/inst: . doc Message-ID: <20180712235926.E28591884D1@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-13 01:59:26 +0200 (Fri, 13 Jul 2018) New Revision: 945 Modified: branches/robast-1.1/pkg/RobAStBase/inst/NEWS branches/robast-1.1/pkg/RobAStBase/inst/TOBEDONE branches/robast-1.1/pkg/RobAStBase/inst/doc/InfluenceCurve.eps branches/robast-1.1/pkg/RobAStBase/inst/doc/InfluenceCurve.pdf branches/robast-1.1/pkg/RobAStBase/inst/doc/Neighborhood.eps branches/robast-1.1/pkg/RobAStBase/inst/doc/Neighborhood.pdf branches/robast-1.1/pkg/RobAStBase/inst/doc/RobModel.eps branches/robast-1.1/pkg/RobAStBase/inst/doc/RobWeight.eps branches/robast-1.1/pkg/RobAStBase/inst/doc/RobWeight.pdf Log: [RobAStBase] branch 1.1: NEWS and doc-Plots Modified: branches/robast-1.1/pkg/RobAStBase/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2018-07-12 23:58:33 UTC (rev 944) +++ branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2018-07-12 23:59:26 UTC (rev 945) @@ -8,6 +8,26 @@ information) ####################################### +version 1.1 +####################################### + +user-visible CHANGES: ++ plot-methods now have arguments .nonlb to only plot (but not label) some points ++ plot-methods are vectorized to a higher extent in all arguments ++ plot methods now return an S3 object of class \code{c("plotInfo","DiagnInfo")}, i.e., a list containing the +information needed to produce the respective plot, which at a later stage could be used by different graphic engines (like, e.g. +\code{ggplot}) to produce the plot in a different framework. A more detailed description will follow in a subsequent version. + +under the hood: ++ wherever possible also use q.l internally instead of q to + provide functionality in IRKernel + +####################################### +version 1.0.2 +####################################### ++ corrected to if-conditions with length > 1 + +####################################### version 1.0.1 ####################################### user-visible CHANGES: Modified: branches/robast-1.1/pkg/RobAStBase/inst/TOBEDONE =================================================================== --- branches/robast-1.1/pkg/RobAStBase/inst/TOBEDONE 2018-07-12 23:58:33 UTC (rev 944) +++ branches/robast-1.1/pkg/RobAStBase/inst/TOBEDONE 2018-07-12 23:59:26 UTC (rev 945) @@ -16,4 +16,4 @@ + bootstrap facilities for finite sample variances for kStep oneStep -+ bootstrap confidence methods \ No newline at end of file ++ bootstrap confidence methods Modified: branches/robast-1.1/pkg/RobAStBase/inst/doc/InfluenceCurve.eps 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m 15.450000 16.450000 l 25.400000 16.450000 l 25.400000 15.050000 l f +0.000000 0.000000 0.000000 srgb +n 15.450000 15.050000 m 15.450000 16.450000 l 25.400000 16.450000 l 25.400000 15.050000 l cp s +/Helvetica-Bold-latin1 ff 0.700000 scf sf +(HampIC) 18.828750 15.877500 m [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 945 From noreply at r-forge.r-project.org Fri Jul 13 02:34:45 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 13 Jul 2018 02:34:45 +0200 (CEST) Subject: [Robast-commits] r946 - branches/robast-1.1/pkg/RobAStBase/man Message-ID: <20180713003445.A103A1870C7@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-13 02:34:45 +0200 (Fri, 13 Jul 2018) New Revision: 946 Modified: branches/robast-1.1/pkg/RobAStBase/man/ddPlot-methods.Rd Log: [RobAstBase] branch 1.1 minor typo in manual of ddPlot-methods.Rd Modified: branches/robast-1.1/pkg/RobAStBase/man/ddPlot-methods.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/ddPlot-methods.Rd 2018-07-12 23:59:26 UTC (rev 945) +++ branches/robast-1.1/pkg/RobAStBase/man/ddPlot-methods.Rd 2018-07-13 00:34:45 UTC (rev 946) @@ -156,8 +156,8 @@ respective plot, which at a later stage could be used by different graphic engines (like, e.g. \code{ggplot}) to produce the plot in a different framework. A more detailed description will follow in - a subsequent version.a list (returned as \code{invisible()}) with items; - one item is \code{retV} which is the return value in case \code{doplot} is \code{FALSE}. + a subsequent version. + One item is \code{retV} which is the return value in case \code{doplot} is \code{FALSE}. } \author{ From noreply at r-forge.r-project.org Fri Jul 13 02:50:20 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 13 Jul 2018 02:50:20 +0200 (CEST) Subject: [Robast-commits] r947 - branches/robast-1.1/pkg/RobAStBase/R Message-ID: <20180713005020.C086918A1F5@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-13 02:50:20 +0200 (Fri, 13 Jul 2018) New Revision: 947 Modified: branches/robast-1.1/pkg/RobAStBase/R/ddPlot_utils.R Log: [RobAstBase] branch 1.1 added usr info to ddPlot Modified: branches/robast-1.1/pkg/RobAStBase/R/ddPlot_utils.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/ddPlot_utils.R 2018-07-13 00:34:45 UTC (rev 946) +++ branches/robast-1.1/pkg/RobAStBase/R/ddPlot_utils.R 2018-07-13 00:50:20 UTC (rev 947) @@ -277,6 +277,7 @@ abtdots.y$x <- if(is.null(text.abline.y.x)) mid.x else text.abline.y.x abtdots.x$y <- if(is.null(text.abline.x.y)) mid.y else text.abline.x.y + plotInfo$usr <- pusr plotInfo$ablineV <- c(list(v=co.x), abdots[[1]]) plotInfo$ablineH <- c(list(h=co.y), abdots[[2]]) do.call(abline, args = c(list(v=co.x), abdots[[1]])) From noreply at r-forge.r-project.org Mon Jul 16 04:33:30 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 16 Jul 2018 04:33:30 +0200 (CEST) Subject: [Robast-commits] r948 - branches/robast-1.1/pkg/RobAStBase/man Message-ID: <20180716023330.4A4DA1812C2@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-16 04:33:28 +0200 (Mon, 16 Jul 2018) New Revision: 948 Modified: branches/robast-1.1/pkg/RobAStBase/man/comparePlot.Rd branches/robast-1.1/pkg/RobAStBase/man/infoPlot.Rd branches/robast-1.1/pkg/RobAStBase/man/internal_GridHelpers.Rd branches/robast-1.1/pkg/RobAStBase/man/internal_plots.Rd branches/robast-1.1/pkg/RobAStBase/man/internals.Rd branches/robast-1.1/pkg/RobAStBase/man/kStepEstimator.Rd branches/robast-1.1/pkg/RobAStBase/man/makeIC-methods.Rd Log: [RobAStBase] branch 1.1 manuals updated: \donttest and some utilities Modified: branches/robast-1.1/pkg/RobAStBase/man/comparePlot.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/comparePlot.Rd 2018-07-13 00:50:20 UTC (rev 947) +++ branches/robast-1.1/pkg/RobAStBase/man/comparePlot.Rd 2018-07-16 02:33:28 UTC (rev 948) @@ -296,8 +296,9 @@ which.Order = 1:6, return.Order = TRUE) -## don't run to reduce check time on CRAN -\dontrun{ + +## don't test to reduce check time on CRAN +\donttest{ ## selection of subpanels for plotting par(mfrow=c(1,1)) comparePlot(IC1, IC2 ,mfColRow = FALSE, to.draw.arg=c("mean"), Modified: branches/robast-1.1/pkg/RobAStBase/man/infoPlot.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/infoPlot.Rd 2018-07-13 00:50:20 UTC (rev 947) +++ branches/robast-1.1/pkg/RobAStBase/man/infoPlot.Rd 2018-07-16 02:33:28 UTC (rev 948) @@ -298,7 +298,7 @@ infoPlot(IC1) ## don't run to reduce check time on CRAN -\dontrun{ +\donttest{ ## selection of subpanels for plotting par(mfrow=c(1,2)) infoPlot(IC1, mfColRow = FALSE, to.draw.arg=c("Abs","sd")) Modified: branches/robast-1.1/pkg/RobAStBase/man/internal_GridHelpers.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/internal_GridHelpers.Rd 2018-07-13 00:50:20 UTC (rev 947) +++ branches/robast-1.1/pkg/RobAStBase/man/internal_GridHelpers.Rd 2018-07-16 02:33:28 UTC (rev 948) @@ -2,6 +2,7 @@ \alias{internal_helpers_for_producing_grids_in_plots_RobAStBase} \alias{.getDimsTD} \alias{.producePanelFirstS} +\alias{.producePanelFirstSn} \title{Internal / Helper functions of package RobAStBase for grids in plot functions} @@ -12,11 +13,25 @@ \usage{ .getDimsTD(L2Fam,to.draw.arg) .producePanelFirstS(panelFirst,IC,to.draw.arg, isInfoPlot=FALSE, - x.ticks, scaleX, scaleX.fct, - y.ticks, scaleY, scaleY.fct) + x.ticks, scaleX, scaleX.fct, + y.ticks, scaleY, scaleY.fct) +.producePanelFirstSn(panelFirst, x.ticks, scaleX, scaleX.fct, + y.ticks, scaleY, scaleY.fct) } \arguments{ \item{L2Fam}{the model at which the plot is produced (of class \code{L2ParamFamily}).} + \item{panelFirst}{argument \code{panel.first} to be mingled for grid plotting.} + \item{x.ticks}{numeric: coordinates in original scale of user-given ticks on x-axis.} + \item{scaleX}{logical; shall X-axis be rescaled (by default according to the cdf of + the underlying distribution)?} + \item{scaleX.fct}{an isotone, vectorized function mapping the domain of the IC + to [0,1]; if \code{scaleX} is \code{TRUE} and \code{scaleX.fct} is + missing, the cdf of the underlying observation distribution.} + \item{y.ticks}{numeric: coordinates in original scale of user-given ticks on y-axis.} + \item{scaleY}{logical; shall Y-axis be rescaled (by default according to a probit scale)?} + \item{scaleY.fct}{an isotone, vectorized function mapping for each coordinate the + range of the respective coordinate of the IC + to [0,1]; defaulting to the cdf of \eqn{{\cal N}(0,1)}{N(0,1)}.} \item{to.draw.arg}{Either \code{NULL} (default; everything is plotted) or a vector of either integers (the indices of the subplots to be drawn) or characters @@ -28,21 +43,9 @@ vector \code{"dim"}, \code{dimnr} running through the number of rows of the trafo matrix. } - \item{panelFirst}{argument \code{panel.first} to be mingled for grid plotting.} \item{IC}{object of class \code{"InfluenceCurve"} } \item{isInfoPlot}{logical; is this function to be used in \code{infoPlot} or (\code{TRUE}) in another plot (\code{FALSE})? } - \item{x.ticks}{numeric: coordinates in original scale of user-given ticks on x-axis.} - \item{scaleX}{logical; shall X-axis be rescaled (by default according to the cdf of - the underlying distribution)?} - \item{scaleX.fct}{an isotone, vectorized function mapping the domain of the IC - to [0,1]; if \code{scaleX} is \code{TRUE} and \code{scaleX.fct} is - missing, the cdf of the underlying observation distribution.} - \item{y.ticks}{numeric: coordinates in original scale of user-given ticks on y-axis.} - \item{scaleY}{logical; shall Y-axis be rescaled (by default according to a probit scale)?} - \item{scaleY.fct}{an isotone, vectorized function mapping for each coordinate the - range of the respective coordinate of the IC - to [0,1]; defaulting to the cdf of \eqn{{\cal N}(0,1)}{N(0,1)}.} } \details{ \code{.getDimsTD} computes the number of panels to be plotted. Modified: branches/robast-1.1/pkg/RobAStBase/man/internal_plots.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/internal_plots.Rd 2018-07-13 00:50:20 UTC (rev 947) +++ branches/robast-1.1/pkg/RobAStBase/man/internal_plots.Rd 2018-07-16 02:33:28 UTC (rev 948) @@ -7,6 +7,11 @@ \alias{.makedotsP} \alias{.makedotsLowLevel} \alias{.cexscale} +\alias{.getX.vec} +\alias{.getXlimYlim} +\alias{.prepareTitles} +\alias{.getToDraw} +\alias{.preparePanelFirstLast} \title{Internal / Helper functions of package RobAStBase for plot functions} @@ -27,6 +32,13 @@ .makedotsP(dots) .makedotsLowLevel(dots) .cexscale(y, y1=y, maxcex=4,mincex=0.05,cex, fun=NULL) +.getX.vec(distr, dims0, lty, x.vec, scaleX, scaleX.fct, scaleX.inv, xm, xM) +.getXlimYlim(dots,dotsP, dims0, xlim, ylim) +.prepareTitles(withSubst, presubArg2, presubArg3, dots, mainText, + L2Fam, inner, dims0, dims, to.draw, trafO, obj, type, bmar, tmar) +.getToDraw(dims, trafO, L2Fam, to.draw.arg, Abs=NULL) +.preparePanelFirstLast(with.automatic.grid , dims0, pF.0, pL.0, + logArg, scaleX, scaleY, x.ticks, y.ticks, scaleX.fct, scaleY.fct) } \arguments{ \item{scaleX}{logical; shall X-axis be rescaled (by default according to the cdf of @@ -84,12 +96,56 @@ \code{y.ticks} are both \code{NULL}, a respective box is drawn around the panel; otherwise no box is drawn in this case. } \item{dots}{a list; intended to be the \code{\dots} argument of \code{plot}. } - \item{y}{} - \item{y1}{} - \item{maxcex}{} - \item{mincex}{} - \item{cex}{} - \item{fun}{} + \item{y}{input at which to compute \code{cex}-values (for these \code{y} values)} + \item{y1}{secondary input of \code{y}-values which is also used for + computaiton but not plotted itself at this \code{cex} value.} + \item{maxcex}{maximal value for \code{cex}} + \item{mincex}{minimal value for \code{cex}} + \item{cex}{basic factor for \code{cex}} + \item{fun}{(optional) function to compute the \code{cex}-values acc. to the + \code{y} and \code{y1}-values.} +\item{L2Fam}{L2-Family}, +\item{to.draw.arg}{resp. argument from the user-interface of \code{comparePlot}, \code{infoPlot}, and the +\code{plot}-method for ICs, i.e., either \code{NULL} (default; +everything is plotted) or a vector of either integers (the indices of the +subplots to be drawn) or characters --- the names of the subplots to be drawn: +these names are to be chosen either among the row names of the trafo matrix +\code{rownames(trafo(eval(x at CallL2Fam)@param))} or if the last expression is +\code{NULL} a vector \code{"dim"}, \code{dimnr} running through +the number of rows of the trafo matrix.} +\item{panelFirst}{the \code{panel.first} expression to be extended} +\item{distr}{underlying distribution of the observations} +\item{dims0}{number of panels to be plotted} +\item{lty}{the \code{lty} argument used in the user interface} +\item{x.vec}{the resp. argument from the user interface.} +\item{xm}{minimal x-value} +\item{xM}{maximal x-value} +\item{dots}{the internal \code{dots}-variable to be changed} +\item{dotsP}{the internal \code{dotsP}-variable to be changed (taking up + additional arguments for the calls to \code{plot})} +\item{xlim}{the possibly matrix-valued argument of the user interface} +\item{ylim}{the possibly matrix-valued argument of the user interface} +\item{withSubst}{should substitutions be made in titles?} +\item{presubArg2}{title part} +\item{presubArg3}{title part} +\item{mainText}{text to be used for \code{main}} +\item{inner}{the resp. argument from the user interface.} +\item{dims}{the dimension of the pIC} +\item{to.draw}{the actual numbers / names of the plotted panels.} +\item{trafO}{the parameter transformation of \code{L2fam at param}.} +\item{obj}{the object from which to draw the name (of the plot).} +\item{type}{for which type of plot should the titles be produced -- \code{"info"}, +\code{"all"} or \code{compare}.} +\item{bmar}{resp. argument from the user-interface of \code{comparePlot}, \code{infoPlot}, and the +\code{plot}-method for ICs.} +\item{tmar}{resp. argument from the user-interface of \code{comparePlot}, \code{infoPlot}, and the +\code{plot}-method for ICs.} +\item{Abs}{additional text template used in \code{infoPlot}.} +\item{with.automatic.grid}{} +\item{pF.0}{the \code{panel.first} expression given by rhe user} +\item{pL.0}{the \code{panel.last} expression given by rhe user} +\item{logArg}{a character vector with \code{log}-arguments for \code{plot} +for each of the plotted panels.} } \details{ \code{.rescalefct} rescales, if necessary, x and y axis for use in plot @@ -148,6 +204,19 @@ by which the rescaling is done; by default this argument is \code{NULL} and in this case the function \code{log(1+abs(x))} is used. } +\code{.getDimsTD}{returns the number of different coordinates to be plotted.} +\code{.producePanelFirstS}{for each graphical panel inserts + (if needed) x and y tickmarks for user-specific axes + into a \code{panel.first} expression.} +\code{.getX.vec}{produces the x-grid (on original scale) for each of the panels + and decides whether to plot lines or points.} + +\code{.getXlimYlim}{produces panel-wise \code{xlim} and \code{ylim} arguments + as well as left and right endpoints of the x-scalas.} +\code{.prepareTitles}{produces the titles for the panels} +\code{.getToDraw}{computes which panels are to be drawn} +\code{.preparePanelFirstLast}{prepares the \code{panel.first} and \code{panel.last} + expressions for each of the panels.} } Modified: branches/robast-1.1/pkg/RobAStBase/man/internals.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/internals.Rd 2018-07-13 00:50:20 UTC (rev 947) +++ branches/robast-1.1/pkg/RobAStBase/man/internals.Rd 2018-07-16 02:33:28 UTC (rev 948) @@ -2,6 +2,7 @@ \alias{internals_for_RobAStBase} \alias{.eq} \alias{.getDistr} +\alias{.msapply} \title{Internal / Helper functions of package RobAStBase} @@ -12,14 +13,22 @@ .eq(x,y = 0*x, tol = 1e-7) .getDistr(L2Fam) .evalListRec(list0) +.msapply(X, FUN, ..., simplify = TRUE, USE.NAMES = TRUE) } - \arguments{ \item{x}{a (numeric) vector} \item{y}{a (numeric) vector} \item{tol}{numeric --- tolerance} \item{L2fam}{object of class \code{L2ParamFamily}} \item{list0}{a list} + \item{X}{like \code{sapply}: a vector (atomic or list) or an \code{expression} object. Other objects + (including classed objects) will be coerced by \code{base::as.list}.} + \item{FUN}{like \code{sapply}: the function to be applied to each element of \code{X}. See also \code{\link[base]{sapply}}} + \item{\dots}{like \code{sapply}: optional arguments to \code{FUN}.} + \item{simplify}{like \code{sapply}: logical or character string; + should the result be simplified to a vector, matrix or higher dimensional array if possible? See also \code{\link[base]{sapply}}} + \item{USE.NAMES}{like \code{sapply}: logical; if \code{TRUE} and if \code{X} is character, + use \code{X} as names for the result unless it had names already.} } \details{ @@ -27,6 +36,7 @@ \code{.getDistr} produces a string with the class of the family and its parameter value; \code{.evalListRec} recursively goes through the entries of a list, evaluating each entry. +\code{.msapply} like \code{base::.sapply} but catches \code{NULL}/zero-length arguments \code{X}. } @@ -34,6 +44,7 @@ \item{.eq}{(a vector of) \code{logical}.} \item{.getDistr}{\code{character}.} \item{.evalListRec}{a list.} +\item{.msapply}{as \code{base::sapply}.} } Modified: branches/robast-1.1/pkg/RobAStBase/man/kStepEstimator.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/kStepEstimator.Rd 2018-07-13 00:50:20 UTC (rev 947) +++ branches/robast-1.1/pkg/RobAStBase/man/kStepEstimator.Rd 2018-07-16 02:33:28 UTC (rev 948) @@ -103,7 +103,7 @@ start(est1) ## don't run to reduce check time on CRAN -\dontrun{ +\donttest{ ## a transformed model tfct <- function(x){ nms0 <- c("mean","sd") Modified: branches/robast-1.1/pkg/RobAStBase/man/makeIC-methods.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/makeIC-methods.Rd 2018-07-13 00:50:20 UTC (rev 947) +++ branches/robast-1.1/pkg/RobAStBase/man/makeIC-methods.Rd 2018-07-16 02:33:28 UTC (rev 948) @@ -102,7 +102,7 @@ checkIC(IC5) ## don't run to reduce check time on CRAN -\dontrun{ +\donttest{ N0 <- NormLocationScaleFamily() IC6 <- makeIC(list(sin,cos),N0) plot(IC6) From noreply at r-forge.r-project.org Mon Jul 16 04:34:28 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 16 Jul 2018 04:34:28 +0200 (CEST) Subject: [Robast-commits] r949 - branches/robast-1.1/pkg/RobAStBase/R Message-ID: <20180716023429.0B92B1812C2@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-16 04:34:28 +0200 (Mon, 16 Jul 2018) New Revision: 949 Modified: branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R branches/robast-1.1/pkg/RobAStBase/R/infoPlot.R branches/robast-1.1/pkg/RobAStBase/R/internalGridHelpers.R branches/robast-1.1/pkg/RobAStBase/R/plotRescaledAxis.R branches/robast-1.1/pkg/RobAStBase/R/selectorder.R branches/robast-1.1/pkg/RobAStBase/R/utils.R Log: [RobAStBase] branch 1.1 plot functionality now completely vectorized / checked against former examples Modified: branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R 2018-07-16 02:33:28 UTC (rev 948) +++ branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R 2018-07-16 02:34:28 UTC (rev 949) @@ -40,24 +40,21 @@ expand.dots = FALSE)$"..." dotsLeg <- dotsT <- dotsL <- .makedotsLowLevel(dots) - .mpresubs <- if(withSubst){ - function(inx) - .presubs(inx, c("%C", "%A", "%D" ), - c(as.character(class(x)[1]), - as.character(date()), - xcc)) - }else function(inx)inx + dotsP <- dots + dotsP$type <- dotsP$lty <- dotsP$col <- dotsP$lwd <- NULL + dotsP$xlab <- dotsP$ylab <- NULL - if(!is.logical(inner)){ - if(!is.list(inner)) - inner <- as.list(inner) - #stop("Argument 'inner' must either be 'logical' or a 'list'") - inner <- .fillList(inner,4) - innerD <- inner[1:3] - innerL <- inner[4] - }else{innerD <- innerL <- inner} + pF.0 <- expression({}) + if(!is.null(dots[["panel.first"]])){ + pF.0 <- .panel.mingle(dots,"panel.first") + } + pL.0 <- expression({}) + if(!is.null(dots[["panel.last"]])){ + pL.0 <- .panel.mingle(dots,"panel.last") + } + dotsP$panel.first <- NULL + dotsP$panel.last <- NULL - L2Fam <- eval(x at CallL2Fam) if(missing(scaleX.fct)){ scaleX.fct <- p(L2Fam) @@ -67,131 +64,84 @@ trafO <- trafo(L2Fam at param) dims <- nrow(trafO) - to.draw <- 1:dims - dimnms <- c(rownames(trafO)) - if(is.null(dimnms)) - dimnms <- paste("dim",1:dims,sep="") - if(! is.null(to.draw.arg)){ - if(is.character(to.draw.arg)) - to.draw <- pmatch(to.draw.arg, dimnms) - else if(is.numeric(to.draw.arg)) - to.draw <- to.draw.arg - } + to.draw <- .getToDraw(dims, trafO, L2Fam, to.draw.arg) dims0 <- length(to.draw) nrows <- trunc(sqrt(dims0)) ncols <- ceiling(dims0/nrows) - if(!is.null(x.ticks)) dots$xaxt <- "n" - if(!is.null(y.ticks)){ - y.ticks <- .fillList(y.ticks, dims0) - dots$yaxt <- "n" - } + yaxt0 <- xaxt0 <- rep("s",dims0) + if(!is.null(dots$xaxt)) xaxt0 <- rep(dots$xaxt, length.out=dims0) + if(!is.null(dots$yaxt)) yaxt0 <- rep(dots$yaxt, length.out=dims0) - scaleY.fct <- .fillList(scaleY.fct, dims0) - scaleY.inv <- .fillList(scaleY.inv, dims0) + logArg <- NULL + if(!is.null(dots[["log"]])) + logArg <- rep(dots[["log"]], length.out=dims0) + dotsP$log <- dots$log <- NULL - pF <- expression({}) - if(!is.null(dots[["panel.first"]])){ - pF <- .panel.mingle(dots,"panel.first") + dotsP0 <- vector("list",dims0) + if(!is.null(dotsP)) for(i in 1:dims0) dotsP0[[i]] <- dotsP + dotsP <- dotsP0 + + for(i in 1:dims0){dotsP[[i]]$xaxt <- xaxt0[i];dotsP[[i]]$yaxt <- yaxt0[i]} + + if(!is.null(logArg)) + for(i in 1:dims0) dotsP[[i]]$log <- logArg[i] + + if(!is.null(x.ticks)){ + x.ticks <- .fillList(x.ticks, dims0) + for(i in 1:dims0){ + if(!is.null(x.ticks[[i]])) + if(!is.null(logArg)) if(!grepl("x",logArg[i])) dotsP[[i]]$xaxt <- "n" + } } - ..panelFirst <- .fillList(pF,dims0) - if(with.automatic.grid) - ..panelFirst <- .producePanelFirstS( - ..panelFirst,x, to.draw.arg, FALSE, - x.ticks = x.ticks, scaleX = scaleX, scaleX.fct = scaleX.fct, - y.ticks = y.ticks, scaleY = scaleY, scaleY.fct = scaleY.fct) - gridS <- if(with.automatic.grid) - substitute({grid <- function(...){}}) else expression({}) - pF <- vector("list",dims0) - if(dims0>0) + if(!is.null(y.ticks)){ + y.ticks <- .fillList(y.ticks, dims0) for(i in 1:dims0){ - pF[[i]] <- substitute({ gridS0 - pF0}, - list(pF0=..panelFirst[[i]], gridS0=gridS)) + if(!is.null(y.ticks[[i]])) + if(!is.null(logArg)) if(!grepl("y",logArg[i])) dotsP[[i]]$yaxt <- "n" } - - pL <- expression({}) - if(!is.null(dots[["panel.last"]])){ - pL <- .panel.mingle(dots,"panel.last") } - ..panelLast <- .fillList(pL,dims0) - pL <- vector("list",dims0) - if(dims0>0) - for(i in 1:dims0) - pL[[i]] <- if(is.null(..panelLast[[i]])) expression({}) else ..panelLast[[i]] - dots$panel.last <- dots$panel.first <- NULL + scaleX <- rep(scaleX, length.out=dims0) + scaleY <- rep(scaleY, length.out=dims0) + scaleX <- scaleX & (xaxt0!="n") + scaleY <- scaleY & (yaxt0!="n") - plotInfo$to.draw <- to.draw - plotInfo$panelFirst <- pF - plotInfo$panelLast <- pL - plotInfo$gridS <- gridS + scaleX.fct <- .fillList(scaleX.fct, dims0) + scaleX.inv <- .fillList(scaleX.inv, dims0) + scaleY.fct <- .fillList(scaleY.fct, dims0) + scaleY.inv <- .fillList(scaleY.inv, dims0) + distr <- L2Fam at distribution + if(!is(distr, "UnivariateDistribution")) stop("not yet implemented") + + MBRB <- matrix(rep(t(MBRB), length.out=dims0*2),ncol=2, byrow=T) MBRB <- MBRB * MBR.fac - e1 <- L2Fam at distribution - if(!is(e1, "UnivariateDistribution")) stop("not yet implemented") - if(is(e1, "UnivariateDistribution")){ - xlim <- eval(dots$xlim) - if(!is.null(xlim)){ - xm <- min(xlim) - xM <- max(xlim) - if(!length(xlim) %in% c(2,2*dims0)) - stop("Wrong length of Argument xlim"); - xlim <- matrix(xlim, 2,dims0) - } - if(is(e1, "AbscontDistribution")){ - lower0 <- getLow(e1, eps = getdistrOption("TruncQuantile")*2) - upper0 <- getUp(e1, eps = getdistrOption("TruncQuantile")*2) - me <- median(e1); s <- IQR(e1) - lower1 <- me - 6 * s - upper1 <- me + 6 * s - lower <- max(lower0, lower1) - upper <- min(upper0, upper1) - if(!is.null(xlim)){ - lower <- min(lower,xm) - upper <- max(upper,xM) - } - h <- upper - lower - if(is.null(x.vec)){ - if(scaleX){ - xpl <- scaleX.fct(lower - 0.1*h) - xpu <- scaleX.fct(upper + 0.1*h) - xp.vec <- seq(from = xpl, to = xpu, length = 1000) - x.vec <- scaleX.inv(xp.vec) - }else{ - x.vec <- seq(from = lower - 0.1*h, to = upper + 0.1*h, length = 1000) - } - } - plty <- "l" - lty <- "solid" - }else{ - if(!is.null(x.vec)){ - if(is(e1, "DiscreteDistribution")) - x.vec <- intersect(x.vec,support(e1)) - }else{ - if(is(e1, "DiscreteDistribution")) x.vec <- support(e1) - else{ - x.vec <- r(e1)(1000) - x.vec <- sort(unique(x.vec)) - } - } - plty <- "p" - lty <- "dotted" - if(!is.null(dots$xlim)) x.vec <- x.vec[(x.vec>=xm) & (x.vec<=xM)] + xlim <- eval(dots$xlim) + ylim <- eval(dots$ylim) + .xylim <- .getXlimYlim(dots,dotsP, dims0, xlim, ylim) + dots <- .xylim$dots; dotsP <- .xylim$dotsP + xlim <- .xylim$xlim; ylim <- .xylim$ylim - } - } - ylim <- eval(dots$ylim) - if(!is.null(ylim)){ - if(!length(ylim) %in% c(2,2*dims0)) - stop("Wrong length of Argument ylim"); - ylim <- matrix(ylim, 2,dims0) - } + if(missing(x.vec)) x.vec <- NULL + x.v.ret <- .getX.vec(distr, dims0, dots$lty, x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) + lty <- x.v.ret$lty; plty <- x.v.ret$plty; x.vec <- x.v.ret$x.vec + .pFL <- .preparePanelFirstLast(with.automatic.grid , dims0, pF.0, pL.0, + logArg, scaleX, scaleY, x.ticks, y.ticks, + scaleX.fct, scaleY.fct) + pF <- .pFL$pF; pL <- .pFL$pL; gridS <- .pFL$gridS + + + plotInfo$to.draw <- to.draw + plotInfo$panelFirst <- pF + plotInfo$panelLast <- pL + plotInfo$gridS <- gridS + if(!is.null(dots[["lty"]])) dots["lty"] <- NULL if(!is.null(dots[["type"]])) dots["type"] <- NULL @@ -201,78 +151,19 @@ IC1 <- as(diag(dims) %*% x at Curve, "EuclRandVariable") - mainL <- FALSE - subL <- FALSE - lineT <- NA + .pT <- .prepareTitles(withSubst, + presubArg2 = c("%C", "%D", "%A"), + presubArg3 = c(as.character(class(x)[1]), + as.character(date()), + xcc), + dots, + mainText = gettextf("Plot for IC %%A"), ### + L2Fam, inner, dims0, dims, to.draw, trafO, x, type = "all", bmar, tmar) + dots <- .pT$dots; main <- .pT$main; mainL <- .pT$mainL; lineT <- .pT$lineT + sub <- .pT$sub; subL <- .pT$subL; bmar <- .pT$bmar; tmar <- .pT$tmar; + innerT <- .pT$innerT; innerL <- .pT$innerL; .mpresubs <- .pT$.mpresubs - if (hasArg(main)){ - mainL <- TRUE - if (is.logical(main)){ - if (!main) mainL <- FALSE - else - main <- gettextf("Plot for IC %%A") ### - ### double %% as % is special for gettextf - } - main <- .mpresubs(main) - if (mainL) { - if(missing(tmar)) - tmar <- 5 - if(missing(cex.inner)) - cex.inner <- .65 - lineT <- 0.6 - } - } - if (hasArg(sub)){ - subL <- TRUE - if (is.logical(sub)){ - if (!sub) subL <- FALSE - else sub <- gettextf("generated %%D") - ### double %% as % is special for gettextf - } - sub <- .mpresubs(sub) - if (subL) - if (missing(bmar)) bmar <- 6 - } - - if(is.logical(innerL)){ - tnm <- c(rownames(trafO)) - tnms <- if(is.null(tnm)) paste(1:dims) else - paste("'", tnm, "'", sep = "") - mnm <- names(L2Fam at param@main) - mnms <- if(is.null(mnm)) NULL else paste("'", mnm, "' = ", sep = "") - mss <- paste(mnms, round(L2Fam at param@main, 3), collapse=", ",sep="") - innerT <- paste(gettextf("Component "), tnms, - gettextf("\nof"), #gettextf(" of L_2 derivative\nof"), - name(x)[1], - gettextf("\nwith main parameter ("), mss,")") - if(!is.null(L2Fam at param@nuisance)){ - nnm <- names(L2Fam at param@nuisance) - nnms <- if(is.null(nnm)) NULL else paste("'", nnm, "' = ", sep = "") - innerT <- paste(innerT, - gettextf("\nand nuisance parameter ("), - paste(nnms,round(L2Fam at param@nuisance, 3), collapse = ", "), - ")", - sep="" ) - } - if(!is.null(L2Fam at param@fixed)){ - fnm <- names(L2Fam at param@fixed) - fnms <- if(is.null(fnm)) NULL else paste("'", fnm, "' = ", sep = "") - innerT <- paste(innerT, - gettextf("\nand fixed known parameter ("), - paste(fnms, round(L2Fam at param@fixed, 3), collapse = ", "), - ")", - sep="" ) - } - }else{ - innerT <- lapply(inner, .mpresubs) - innerT <- .fillList(innerT,dims) - if(dims01) 3/4 else .75/.8 if(missing(legend.location)){ @@ -291,22 +182,16 @@ w0 <- getOption("warn") options(warn = -1) on.exit(options(warn = w0)) - opar <- par(no.readonly = TRUE) -# opar$cin <- opar$cra <- opar$csi <- opar$cxy <- opar$din <- NULL - on.exit(par(opar)) if (!withSweave) devNew() - parArgs <- NULL - if(mfColRow) - parArgs <- list(mfrow = c(nrows, ncols)) - + opar <- par(no.readonly = TRUE) omar <- par("mar") - parArgs <- c(parArgs,list(mar = c(bmar,omar[2],tmar,omar[4]))) + if(mfColRow){ on.exit(par(opar)); + par(mfrow = c(nrows, ncols),mar = c(bmar,omar[2],tmar,omar[4])) } - do.call(par,args=parArgs) + dotsT$main <- dotsT$cex.main <- dotsT$col.main <- dotsT$line <- NULL - dotsT["pch"] <- dotsT["cex"] <- NULL dotsT["col"] <- dotsT["lwd"] <- NULL dotsL["cex"] <- dotsLeg["bg"] <- dotsLeg["cex"] <- NULL @@ -317,14 +202,19 @@ plotInfo$PlotArgs <- plotInfo$Axis <- vector("list", dims0) plotInfo$MBR <- plotInfo$Legend <- plotInfo$innerTitle <- vector("list", dims0) + IC.f <- function(x,i) .msapply(x, IC1 at Map[[i]]) + plotInfo$IC.f <- IC.f + for(i in 1:dims0){ + indi <- to.draw[i] if(!is.null(ylim)) dots$ylim <- ylim[,i] - fct <- function(x) .msapply(x, IC1 at Map[[indi]]) - print(xlim[,i]) - resc <-.rescalefct(x.vec, fct, scaleX, scaleX.fct, - scaleX.inv, scaleY, scaleY.fct[[i]], xlim[,i], + + IC.f.i <- function(x) IC.f(x,indi) + + resc <-.rescalefct(x.vec[[i]], IC.f.i, scaleX[i], scaleX.fct[[i]], + scaleX.inv[[i]], scaleY[i], scaleY.fct[[i]], xlim[,i], ylim[,i], dots) plotInfo$resc[[i]] <- resc @@ -336,8 +226,8 @@ finiteEndpoints <- rep(FALSE,4) if(scaleX){ - finiteEndpoints[1] <- is.finite(scaleX.inv(min(x.vec1, xlim[1,i]))) - finiteEndpoints[2] <- is.finite(scaleX.inv(max(x.vec1, xlim[2,i]))) + finiteEndpoints[1] <- is.finite(scaleX.inv[[i]](min(x.vec1, xlim[1,i]))) + finiteEndpoints[2] <- is.finite(scaleX.inv[[i]](max(x.vec1, xlim[2,i]))) } if(scaleY){ finiteEndpoints[3] <- is.finite(scaleY.inv[[i]](min(y.vec1, ylim[1,i]))) @@ -348,34 +238,38 @@ plotInfo$PlotArgs[[i]] <- c(list(x=x.vec1, y=y.vec1, type = plty, lty = lty, xlab = .mpresubs(xlab), ylab = .mpresubs(ylab), panel.first = pF[[i]], - panel.last = pL[[i]]), dots) + panel.last = pL), dotsP[[i]]) do.call(plot, args=c(list(x=x.vec1, y=y.vec1, type = plty, lty = lty, xlab = .mpresubs(xlab), ylab = .mpresubs(ylab), panel.first = pF[[i]], - panel.last = pL[[i]]), dots)) + panel.last = pL), dotsP[[i]])) + x.ticks0 <- if(xaxt0[i]!="n") x.ticks[[i]] else NULL + y.ticks0 <- if(yaxt0[i]!="n") y.ticks[[i]] else NULL + + plotInfo$PlotUsr[[i]] <- par("usr") - .plotRescaledAxis(scaleX, scaleX.fct, scaleX.inv, - scaleY,scaleY.fct[[i]], scaleY.inv[[i]], + .plotRescaledAxis(scaleX[i], scaleX.fct[[i]], scaleX.inv[[i]], + scaleY[i],scaleY.fct[[i]], scaleY.inv[[i]], xlim[,i], ylim[,i], x.vec1, ypts = 400, n = scaleN, finiteEndpoints = finiteEndpoints, - x.ticks = x.ticks, y.ticks = y.ticks[[i]]) - plotInfo$Axis[[i]] <- list(scaleX, scaleX.fct, scaleX.inv, - scaleY,scaleY.fct[[i]], scaleY.inv[[i]], + x.ticks = x.ticks[[i]], y.ticks = y.ticks[[i]]) + plotInfo$Axis[[i]] <- list(scaleX[i], scaleX.fct[[i]], scaleX.inv[[i]], + scaleY[i],scaleY.fct[[i]], scaleY.inv[[i]], xlim[,i], ylim[,i], x.vec1, ypts = 400, n = scaleN, finiteEndpoints = finiteEndpoints, - x.ticks = x.ticks, y.ticks = y.ticks[[i]]) + x.ticks = x.ticks[[i]], y.ticks = y.ticks[[i]]) if(withMBR){ MBR.i <- MBRB[i,] if(scaleY) MBR.i <- scaleY.fct[[i]](MBR.i) abline(h=MBR.i, col=col.MBR, lty=lty.MBR, lwd = lwd.MBR) plotInfo$MBR[[i]] <- list(h=MBR.i, col=col.MBR, lty=lty.MBR, lwd = lwd.MBR) } - if(is(e1, "DiscreteDistribution")){ - x.vec1D <- seq(from = min(x.vec), to = max(x.vec), length = 1000) - rescD <-.rescalefct(x.vec1D, fct, scaleX, scaleX.fct, - scaleX.inv, scaleY, scaleY.fct[[i]], xlim[,i], - ylim[,i], dots) + if(is(distr, "DiscreteDistribution")){ + x.vec1D <- seq(from = min(x.vec[[i]]), to = max(x.vec[[i]]), length = 1000) + rescD <-.rescalefct(x.vec1D, IC.f.i, scaleX[i], scaleX.fct[[i]], + scaleX.inv[[i]], scaleY[i], scaleY.fct[[i]], xlim[,i], + ylim[,i], dotsP[[i]]) plotInfo$resc.D[[i]] <- rescD x.vecD <- rescD$X y.vecD <- rescD$Y @@ -386,17 +280,17 @@ plotInfo$PlotLinesD[[i]] <- c(list(x.vecD, y.vecD, lty = "dotted"), dotsL) } - do.call(title,args=c(list(main = innerT[indi]), dotsT, line = lineT, + do.call(title,args=c(list(main = innerT[i]), dotsT, line = lineT, cex.main = cex.inner, col.main = col.inner)) - plotInfo$innerTitle[[i]] <- c(list(main = innerT[indi]), dotsT, line = lineT, + plotInfo$innerTitle[[i]] <- c(list(main = innerT[i]), dotsT, line = lineT, cex.main = cex.inner, col.main = col.inner) if(with.legend){ - legend(.legendCoord(legend.location[[i]], scaleX, scaleX.fct, - scaleY, scaleY.fct[[i]]), bg = legend.bg, + legend(.legendCoord(legend.location[[i]], scaleX[i], scaleX.fct[[i]], + scaleY[i], scaleY.fct[[i]]), bg = legend.bg, legend = legend[[i]], dotsLeg, cex = legend.cex*fac.leg) plotInfo$Legend[[i]] <- list(.legendCoord(legend.location[[i]], - scaleX, scaleX.fct, scaleY, scaleY.fct[[i]]), bg = legend.bg, + scaleX[i], scaleX.fct[[i]], scaleY[i], scaleY.fct[[i]]), bg = legend.bg, legend = legend[[i]], dotsLeg, cex = legend.cex*fac.leg) } @@ -418,7 +312,7 @@ outer = TRUE, line = -1.6, col = col.sub) } class(plotInfo) <- c("plotInfo","DiagnInfo") - invisible(plotInfo) + return(invisible(plotInfo)) }) @@ -474,8 +368,13 @@ absInfo <- t(IC1) %*% QF %*% IC1 ICMap <- IC1 at Map - sel <- .SelectOrderData(y, function(x).msapply(x, absInfo at Map[[1]]), - which.lbs, which.Order, which.nonlbs) + ICabs.f <- function(x) .msapply(x, absInfo at Map[[1]]) + plotInfo$ICabs.f <- ICabs.f + + IC.f <- function(x,i) .msapply(x, IC1 at Map[[i]]) + plotInfo$IC.f <- IC.f + + sel <- .SelectOrderData(y, ICabs.f, which.lbs, which.Order, which.nonlbs) plotInfo$sel <- sel plotInfo$obj <- sel$ind1 @@ -531,10 +430,17 @@ pL <- expression({}) if(!is.null(dots$panel.last)) pL <- .panel.mingle(dots,"panel.last") - pL <- .fillList(pL, dims0) - if(dims0) for(i in 1:dims0){ - if(is.null(pL[[i]])) pL[[i]] <- expression({}) + if(is.list(pL)){ + pL <- .fillList(pL, dims0) + + if(dims0) for(i in 1:dims0){ + if(is.null(pL[[i]])) pL[[i]] <- expression({}) + } + pL <- substitute({pL1 <- pL0 + pL1[[i]]}, + list(pL0=pL)) } + dots$panel.last <- NULL plotInfo$resc.dat <- plotInfo$resc.dat.ns <- vector("list", dims0) @@ -545,60 +451,59 @@ pL <- substitute({ pI <- get("plotInfo", envir = trEnv0) - y1 <- y0s - ICy <- .msapply(y0s,ICMap0[[indi]]) - resc.dat <-.rescalefct(y0s, function(x) .msapply(x,ICMap0[[indi]]), - scaleX, scaleX.fct, scaleX.inv, - scaleY, scaleY.fct[[i]], xlim[,i], ylim[,i], - dwo0) - pI$resc.dat[[i]] <- resc.dat - y1 <- resc.dat$X - ICy <- resc.dat$Y - if(is(e1, "DiscreteDistribution")){ - if(length(ICy)) ICy <- jitter(ICy, factor = jitter.fac0) } + IC.f.i <- function(x) IC.f.0(x,indi) - y1.ns <- y0s.ns - ICy.ns <- .msapply(y0s.ns,ICMap0[[indi]]) - resc.dat.ns <-.rescalefct(y0s.ns, function(x) .msapply(x,ICMap0[[indi]]), - scaleX, scaleX.fct, scaleX.inv, - scaleY, scaleY.fct[[i]], xlim[,i], ylim[,i], + if(length(y0s)){ + resc.dat <-.rescalefct(y0s, IC.f.i, + scaleX[i], scaleX.fct[[i]], scaleX.inv[[i]], + scaleY[i], scaleY.fct[[i]], xlim[,i], ylim[,i], dwo0) - pI$resc.dat.ns[[i]] <- resc.dat.ns - y1.ns <- resc.dat.ns$X - ICy.ns <- resc.dat.ns$Y - if(is(e1, "DiscreteDistribution")) - {if(length(ICy.ns)) ICy.ns <- jitter(ICy.ns, factor = jitter.fac0) } + pI$resc.dat[[i]] <- resc.dat + y1 <- resc.dat$X + ICy <- resc.dat$Y + if(is(distr, "DiscreteDistribution")){ + if(length(ICy)) ICy <- jitter(ICy, factor = jitter.fac0) } + col.pts <- if(!is.na(al0)) .msapply(col0, addAlphTrsp2col,alpha=al0) else col0 + cfun <- if(is.null(cexfun)) NULL else cexfun[[i]] + cex.l <- .cexscale(absy0,absy0,cex=cex0, fun = cfun) ##.cexscale in infoPlot.R - col.pts <- if(!is.na(al0)) .msapply(col0, addAlphTrsp2col,alpha=al0) else col0 - col.npts <- if(!is.na(al0)) .msapply(col0.ns, addAlphTrsp2col,alpha=al0) else col0.ns - - cfun <- if(is.null(cexfun)) NULL else cexfun[[i]] - cfun.ns <- if(is.null(cexnfun)) NULL else cexnfun[[i]] - - cex.l <- .cexscale(absy0,absy0,cex=cex0, fun = cfun) ##.cexscale in infoPlot.R - cex.l.ns <- .cexscale(absy0.ns,absy0.ns, cex=cex0.ns, fun = cfun.ns) ##.cexscale in infoPlot.R - - if(length(y1)){ - pI$doPts[[i]] <- c(list(y1, ICy, cex = cex.l, + pI$doPts[[i]] <- c(list(y1, ICy, cex = cex.l, col = col.pts, pch = pch0), dwo0) - do.call(points, args=c(list(y1, ICy, cex = cex.l, + do.call(points, args=c(list(y1, ICy, cex = cex.l, col = col.pts, pch = pch0), dwo0)) + + if(with.lab0){ + text(x = y0s, y = ICy, labels = lab.pts0, + cex = cex.l/2, col = col0) + pI$doLabs[[i]] <- list(x = y0s, y = ICy, labels = lab.pts0, + cex = cex.l/2, col = col0) + } } - if(length(y1.ns)){ - pI$doPts.ns[[i]] <- c(list(y1.ns, ICy.ns, cex = cex.l.ns, + + if(length(y0s.ns)){ + resc.dat.ns <-.rescalefct(y0s.ns, IC.f.i, + scaleX[i], scaleX.fct[[i]], scaleX.inv[[i]], + scaleY[i], scaleY.fct[[i]], xlim[,i], ylim[,i], + dwo0) + pI$resc.dat.ns[[i]] <- resc.dat.ns + y1.ns <- resc.dat.ns$X + ICy.ns <- resc.dat.ns$Y + if(is(distr, "DiscreteDistribution")) + {if(length(ICy.ns)) ICy.ns <- jitter(ICy.ns, factor = jitter.fac0) } + + col.npts <- if(!is.na(al0)) .msapply(col0.ns, addAlphTrsp2col,alpha=al0) else col0.ns + cfun.ns <- if(is.null(cexnfun)) NULL else cexnfun[[i]] + cex.l.ns <- .cexscale(absy0.ns,absy0.ns, cex=cex0.ns, fun = cfun.ns) ##.cexscale in infoPlot.R + + pI$doPts.ns[[i]] <- c(list(y1.ns, ICy.ns, cex = cex.l.ns, col = col.npts, pch = pch0.ns), dwo0) - do.call(points, args=c(list(y1.ns, ICy.ns, cex = cex.l.ns, + do.call(points, args=c(list(y1.ns, ICy.ns, cex = cex.l.ns, col = col.npts, pch = pch0.ns), dwo0)) } - if(with.lab0 && length(y0s)){ - text(x = y0s, y = ICy, labels = lab.pts0, - cex = cex.l/2, col = col0) - pI$doLabs[[i]] <- list(x = y0s, y = ICy, labels = lab.pts0, - cex = cex.l/2, col = col0) - } + assign("plotInfo", pI, envir = trEnv0) pL0 - }, list(pL0 = pL, ICMap0 = ICMap, + }, list(pL0 = pL, IC.f.0 = IC.f, y0s = sel$data, absy0 = sel$y, y0s.ns = sel$data.ns, absy0.ns = sel$y.ns, dwo0 = dots.without, @@ -609,13 +514,15 @@ cexfun=cex.pts.fun, cexnfun=cex.npts.fun, trEnv0 = trEnv )) + assign("plotInfo", plotInfo, envir = trEnv) ret <- do.call("plot", args = c(list(x = x, panel.last = pL), dots)) plotInfo <- get("plotInfo", envir = trEnv) ret$dots <- ret$args <- ret$call <- NULL plotInfo <- c(plotInfo, ret) class(plotInfo) <- c("plotInfo","DiagnInfo") - if(return.Order) return(plotInfo) + if(return.Order){ whichRet <- names(plotInfo) == "obj" + return(plotInfo[whichRet])} return(invisible(plotInfo)) }) Modified: branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R 2018-07-16 02:33:28 UTC (rev 948) +++ branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R 2018-07-16 02:34:28 UTC (rev 949) @@ -49,6 +49,7 @@ which.lbs = which.lbs, which.Order = which.Order, which.nonlbs = which.nonlbs, attr.pre = attr.pre, return.Order = return.Order, withSubst = withSubst) + .mc <- match.call(call = sys.call(sys.parent(1))) dots <- match.call(call = sys.call(sys.parent(1)), expand.dots = FALSE)$"..." @@ -59,6 +60,20 @@ if(!is.null(obj4)) xc <- c(xc, .xc("obj4")) dotsP <- dots + dotsP$type <- dotsP$lty <- dotsP$col <- dotsP$lwd <- NULL + dotsP$xlab <- dotsP$ylab <- NULL + + pF.0 <- expression({}) + if(!is.null(dots[["panel.first"]])){ + pF.0 <- .panel.mingle(dots,"panel.first") + } + pL.0 <- expression({}) + if(!is.null(dots[["panel.last"]])){ + pL.0 <- .panel.mingle(dots,"panel.last") + } + dotsP$panel.first <- NULL + dotsP$panel.last <- NULL + dotsLeg <- dotsT <- dotsL <- .makedotsLowLevel(dots) dots.points <- .makedotsPt(dots) @@ -90,27 +105,51 @@ dims <- nrow(trafO) dimm <- ncol(trafO) - to.draw <- 1:dims - dimnms <- c(rownames(trafO)) - if(is.null(dimnms)) - dimnms <- paste("dim",1:dims,sep="") - if(! is.null(to.draw.arg)){ - if(is.character(to.draw.arg)) - to.draw <- pmatch(to.draw.arg, dimnms) - else if(is.numeric(to.draw.arg)) - to.draw <- to.draw.arg - } + to.draw <- .getToDraw(dims, trafO, L2Fam, to.draw.arg) dims0 <- length(to.draw) nrows <- trunc(sqrt(dims0)) ncols <- ceiling(dims0/nrows) - if(!is.null(x.ticks)) dotsP$xaxt <- "n" + yaxt0 <- xaxt0 <- rep("s",dims0) + if(!is.null(dots$xaxt)) xaxt0 <- rep(dots$xaxt, length.out=dims0) + if(!is.null(dots$yaxt)) yaxt0 <- rep(dots$yaxt, length.out=dims0) + + logArg <- NULL + if(!is.null(dots[["log"]])) + logArg <- rep(dots[["log"]], length.out=dims0) + dotsP$log <- dots$log <- NULL + + dotsP0 <- vector("list",dims0) + if(!is.null(dotsP)) for(i in 1:dims0) dotsP0[[i]] <- dotsP + dotsP <- dotsP0 + for(i in 1:dims0){dotsP[[i]]$xaxt <- xaxt0[i];dotsP[[i]]$yaxt <- yaxt0[i]} + + if(!is.null(logArg)) + for(i in 1:dims0) dotsP[[i]]$log <- logArg[i] + + if(!is.null(x.ticks)){ + x.ticks <- .fillList(x.ticks, dims0) + for(i in 1:dims0){ + if(!is.null(x.ticks[[i]])) + if(!is.null(logArg)) if(!grepl("x",logArg[i])) dotsP[[i]]$xaxt <- "n" + } + } if(!is.null(y.ticks)){ y.ticks <- .fillList(y.ticks, dims0) - dotsP$yaxt <- "n" + for(i in 1:dims0){ + if(!is.null(y.ticks[[i]])) + if(!is.null(logArg)) if(!grepl("y",logArg[i])) dotsP[[i]]$yaxt <- "n" + } } + scaleX <- rep(scaleX, length.out=dims0) + scaleY <- rep(scaleY, length.out=dims0) + scaleX <- scaleX & (xaxt0!="n") + scaleY <- scaleY & (yaxt0!="n") + scaleX.fct <- .fillList(scaleX.fct, dims0) + scaleX.inv <- .fillList(scaleX.inv, dims0) + scaleY.fct <- .fillList(scaleY.fct, dims0) scaleY.inv <- .fillList(scaleY.inv, dims0) @@ -120,59 +159,17 @@ distr <- L2Fam at distribution if(!is(distr, "UnivariateDistribution")) stop("not yet implemented") - xlim <- dotsP$xlim <- eval(dots$xlim) - if(!is.null(xlim)){ - xm <- min(xlim) - xM <- max(xlim) - xlim <- matrix(xlim, 2,dims0) - } - if(is(distr, "AbscontDistribution")){ - lower0 <- getLow(distr, eps = getdistrOption("TruncQuantile")*2) - upper0 <- getUp(distr, eps = getdistrOption("TruncQuantile")*2) - me <- median(distr); s <- IQR(distr) - lower1 <- me - 6 * s - upper1 <- me + 6 * s - lower <- max(lower0, lower1) - upper <- min(upper0, upper1) - if(!is.null(xlim)){ - lower <- min(lower,xm) - upper <- max(upper,xM) - } - h <- upper - lower - if(is.null(x.vec)){ - if(scaleX){ - xpl <- scaleX.fct(lower - 0.1*h) - xpu <- scaleX.fct(upper + 0.1*h) - xp.vec <- seq(from = xpl, to = xpu, length = 1000) - x.vec <- scaleX.inv(xp.vec) - }else{ - x.vec <- seq(from = lower - 0.1*h, to = upper + 0.1*h, length = 1000) - } - } - plty <- "l" - if(missing(lty)) lty <- "solid" - }else{ - if(!is.null(x.vec)){ - if(is(distr, "DiscreteDistribution")) - x.vec <- intersect(x.vec,support(distr)) - }else{ - if(is(distr, "DiscreteDistribution")) x.vec <- support(distr) else{ - x.vec <- r(distr)(1000) - x.vec <- sort(unique(x.vec)) - } - } - plty <- "p" - if(missing(lty)) lty <- "dotted" - if(!is.null(xlim)) x.vec <- x.vec[(x.vec>=xm) & (x.vec<=xM)] - } + + xlim <- eval(dots$xlim) ylim <- eval(dots$ylim) - if(!is.null(ylim)){ - if(! length(ylim) %in% c(2,2*dims0)) - stop("Wrong length of Argument ylim"); - ylim <- matrix(ylim, 2,dims0) - } - dots$ylim <- dots$xlim <- NULL + .xylim <- .getXlimYlim(dots,dotsP, dims0, xlim, ylim) + dots <- .xylim$dots; dotsP <- .xylim$dotsP + xlim <- .xylim$xlim; ylim <- .xylim$ylim; + if(missing(x.vec)) x.vec <- NULL + x.v.ret <- .getX.vec(distr, dims0, dots$lty, x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) + lty <- x.v.ret$lty; plty <- x.v.ret$plty; x.vec <- x.v.ret$x.vec + dims <- nrow(trafo(L2Fam at param)); ID <- diag(dims) IC1 <- as(ID %*% obj1 at Curve, "EuclRandVariable") IC2 <- as(ID %*% obj2 at Curve, "EuclRandVariable") @@ -191,128 +188,90 @@ IC4 <- as(ID %*% obj4 at Curve, "EuclRandVariable") [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 949 From noreply at r-forge.r-project.org Mon Jul 16 23:24:30 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 16 Jul 2018 23:24:30 +0200 (CEST) Subject: [Robast-commits] r950 - branches/robast-1.1/pkg/RobAStBase/R Message-ID: <20180716212430.5898D1869D5@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-16 23:24:29 +0200 (Mon, 16 Jul 2018) New Revision: 950 Modified: branches/robast-1.1/pkg/RobAStBase/R/selectorder.R Log: RobAStBase branch 1.1: changed internal function .SelectOrderData so that it works with arbitrary data arrays Modified: branches/robast-1.1/pkg/RobAStBase/R/selectorder.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/selectorder.R 2018-07-16 02:34:28 UTC (rev 949) +++ branches/robast-1.1/pkg/RobAStBase/R/selectorder.R 2018-07-16 21:24:29 UTC (rev 950) @@ -56,9 +56,10 @@ ## function values after 2nd selection y.t <- y[ind.t] ## data after both selections - data.t <- if(dimL) data[ind.t,] else data[ind.t] - # if needed recast it to matrix/array - if(dimL) dim(data.t) <- c(n.t,d1[-1]) +# data.t <- if(dimL) data[ind.t,] else data[ind.t] +# # if needed recast it to matrix/array +# if(dimL) dim(data.t) <- c(n.t,d1[-1]) + data.t <- .SelectIndex(data,1,ind.t) #------------------------------------------------------------------------------ ## data not labelled: data.ns @@ -74,19 +75,52 @@ ## number of non-selected obs' n.ns <- length(ind.ns) - which.lbns0 <-ind %in% ind.ns - which.lbnx <- rep(which.lbns0, length.out=length(data)) +# which.lbns0 <-ind %in% ind.ns +# which.lbnx <- rep(which.lbns0, length.out=length(data)) ## non selected data - data.ns <- data[which.lbnx] + data.ns <- .SelectIndex(data,1,ind.ns) +# data.ns <- data[which.lbnx] # if needed recast it to matrix - if(dimL) dim(data.ns) <- c(n.ns,d1[-1]) +# if(dimL) dim(data.ns) <- c(n.ns,d1[-1]) y.ns <- y[ind.ns] return(list(data=data.t, y=y.t, ind=ind.t, ind1=ind1.s, data.ns=data.ns, y.ns=y.ns, ind.ns = ind.ns)) } +.SelectIndex <- function(data,index,selection){ + dims <- dim(data) + if(is.null(dims)) return(data[selection]) + datav <- data + dimv <- dims + if(index!=1){ + n <- length(dims) + dims1 <- dims[-index] + ind0 <- 1:n + ind1 <- if(index Author: ruckdeschel Date: 2018-07-16 23:32:40 +0200 (Mon, 16 Jul 2018) New Revision: 951 Modified: branches/robast-1.1/pkg/ROptEst/man/0ROptEst-package.Rd branches/robast-1.1/pkg/ROptEst/man/cniperCont.Rd branches/robast-1.1/pkg/ROptEst/man/getMaxIneff.Rd branches/robast-1.1/pkg/ROptEst/man/getReq.Rd branches/robast-1.1/pkg/ROptEst/man/internal_Cniperplots.Rd branches/robast-1.1/pkg/ROptEst/man/plot-methods.Rd branches/robast-1.1/pkg/ROptEst/man/robest.Rd branches/robast-1.1/pkg/ROptEst/man/roptest.Rd Log: [ROptEst] branach 1.1 some changes dontrun -> donttest, some extra arguments for non-labelled plotted data Modified: branches/robast-1.1/pkg/ROptEst/man/0ROptEst-package.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/0ROptEst-package.Rd 2018-07-16 21:24:29 UTC (rev 950) +++ branches/robast-1.1/pkg/ROptEst/man/0ROptEst-package.Rd 2018-07-16 21:32:40 UTC (rev 951) @@ -12,8 +12,8 @@ \details{ \tabular{ll}{ Package: \tab ROptEst \cr -Version: \tab 1.0 \cr -Date: \tab 2015-05-03 \cr +Version: \tab 1.1.0 \cr +Date: \tab 2018-07-16 \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 940 \cr } } \author{ Modified: branches/robast-1.1/pkg/ROptEst/man/cniperCont.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/cniperCont.Rd 2018-07-16 21:24:29 UTC (rev 950) +++ branches/robast-1.1/pkg/ROptEst/man/cniperCont.Rd 2018-07-16 21:32:40 UTC (rev 951) @@ -11,34 +11,38 @@ other procedure. } \usage{ -cniperCont(IC1, IC2, data = NULL, ..., neighbor, risk, lower = - getdistrOption("DistrResolution"), upper = 1 - - getdistrOption("DistrResolution"), n = 101, scaleX = - FALSE, scaleX.fct, scaleX.inv, scaleY = FALSE, - scaleY.fct = pnorm, scaleY.inv = qnorm, scaleN = 9, - x.ticks = NULL, y.ticks = NULL, cex.pts = 1, - cex.pts.fun = NULL, col.pts = par("col"), pch.pts = - 19, jit.fac = 1, jit.tol = .Machine$double.eps, - with.lab = FALSE, lab.pts = NULL, lab.font = NULL, - alpha.trsp = NA, which.lbs = NULL, which.Order = NULL, - return.Order = FALSE, draw.nonlbl = TRUE, cex.nonlbl = - 0.3, pch.nonlbl = ".", withSubst = TRUE) +cniperCont(IC1, IC2, data = NULL, ..., + neighbor, risk, lower=getdistrOption("DistrResolution"), + upper=1-getdistrOption("DistrResolution"), n = 101, + with.automatic.grid = TRUE, scaleX = FALSE, scaleX.fct, + scaleX.inv, scaleY = FALSE, scaleY.fct = pnorm, scaleY.inv=qnorm, + scaleN = 9, x.ticks = NULL, y.ticks = NULL, cex.pts = 1, + cex.pts.fun = NULL, col.pts = par("col"), pch.pts = 19, + cex.npts = 0.6, cex.npts.fun = NULL, col.npts = "red", pch.npts = 20, + jit.fac = 1, jit.tol = .Machine$double.eps, with.lab = FALSE, + lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, which.lbs = NULL, + which.Order = NULL, which.nonlbs = NULL, attr.pre = FALSE, + return.Order = FALSE, withSubst = TRUE) cniperPoint(L2Fam, neighbor, risk, lower, upper) -cniperPointPlot(L2Fam, data = NULL, ..., neighbor, risk = asMSE(), - lower = getdistrOption("DistrResolution"), upper = 1 - - getdistrOption("DistrResolution"), n = 101, - withMaxRisk = TRUE, scaleX = FALSE, scaleX.fct, - scaleX.inv, scaleY = FALSE, scaleY.fct = pnorm, - scaleY.inv = qnorm, scaleN = 9, x.ticks = NULL, - y.ticks = NULL, cex.pts = 1, cex.pts.fun = NULL, - col.pts = par("col"), pch.pts = 19, jit.fac = 1, - jit.tol = .Machine$double.eps, with.lab = FALSE, - lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, - which.lbs = NULL, which.Order = NULL, return.Order = - FALSE, draw.nonlbl = TRUE, cex.nonlbl = 0.3, - pch.nonlbl = ".", withSubst = TRUE) +cniperPointPlot(L2Fam, data=NULL, ..., neighbor, risk= asMSE(), + lower=getdistrOption("DistrResolution"), + upper=1-getdistrOption("DistrResolution"), n = 101, + withMaxRisk = TRUE, with.automatic.grid = TRUE, + scaleX = FALSE, scaleX.fct, scaleX.inv, + scaleY = FALSE, scaleY.fct = pnorm, scaleY.inv=qnorm, + scaleN = 9, x.ticks = NULL, y.ticks = NULL, + cex.pts = 1, cex.pts.fun = NULL, col.pts = par("col"), + pch.pts = 19, + cex.npts = 1, cex.npts.fun = NULL, col.npts = par("col"), + pch.npts = 19, + jit.fac = 1, jit.tol = .Machine$double.eps, + with.lab = FALSE, + lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, + which.lbs = NULL, which.nonlbs = NULL, + which.Order = NULL, attr.pre = FALSE, return.Order = FALSE, + withSubst = TRUE) } \arguments{ \item{IC1}{ object of class \code{IC} } @@ -62,6 +66,9 @@ with Dirac contamination in the evaluation point for both ICs \eqn{\psi}{psi} and \eqn{\eta}{eta} which amounts to calling \code{cniperCont} with \code{IC1=psi}, \code{IC2=eta}.} + \item{with.automatic.grid}{logical; should a grid be plotted alongside + with the ticks of the axes, automatically? If \code{TRUE} a respective + call to \code{grid} in argument \code{panel.first} is ignored. } \item{scaleX}{logical; shall X-axis be rescaled (by default according to the cdf of the underlying distribution)?} \item{scaleY}{logical; shall Y-axis be rescaled (by default according to a probit scale)?} @@ -86,13 +93,23 @@ if non-NULL, user-given x-ticks (on original scale);} \item{y.ticks}{numeric; defaults to NULL; (then ticks are chosen automatically); if non-NULL, user-given y-ticks (on original scale);} - \item{cex.pts}{size of the points of the second argument plotted} + \item{cex.pts}{size of the points of the second argument plotted (vectorized);} \item{cex.pts.fun}{rescaling function for the size of the points to be plotted; either \code{NULL} (default), then \code{log(1+abs(x))} is used for the rescaling, or a function which is then used for the rescaling.} - \item{col.pts}{color of the points of the second argument plotted} - \item{pch.pts}{symbol of the points of the second argument plotted} + \item{col.pts}{color of the points of the second argument plotted (vectorized);} + \item{pch.pts}{symbol of the points of the second argument plotted (vectorized);} + \item{col.npts}{color of the non-labelled points of the \code{data} argument + plotted (vectorized);} + \item{pch.npts}{symbol of the non-labelled points of the \code{data} argument + plotted (vectorized);} + \item{cex.npts}{size of the non-labelled points of the \code{data} argument + plotted (vectorized);} + \item{cex.npts.fun}{rescaling function for the size of the non-labelled points + to be plotted; either \code{NULL} (default), then \code{log(1+abs(x))} + is used for each of the rescalings, or a function which is then used + for each of the rescalings.} \item{with.lab}{logical; shall labels be plotted to the observations?} \item{lab.pts}{character or NULL; labels to be plotted to the observations; if \code{NULL} observation indices;} @@ -111,21 +128,26 @@ for plotting points of the second argument in a jittered fashion.} \item{which.lbs}{either an integer vector with the indices of the observations to be plotted into graph or \code{NULL} --- then no observation is excluded} + \item{which.nonlbs}{indices of the observations which should be plotted but + not labelled; either an integer vector with the indices of the observations + to be plotted into graph or \code{NULL} --- then all non-labelled + observations are plotted.} \item{which.Order}{we order the observations (descending) according to the norm given by \code{normtype(object)}; then \code{which.Order} either is an integer vector with the indices of the \emph{ordered} observations (remaining after a possible reduction by argument \code{which.lbs}) to be plotted into graph or \code{NULL} --- then no (further) observation is excluded.} + \item{attr.pre}{logical; do graphical attributes for plotted data refer + to indices prior (\code{TRUE}) or posterior to selection + via arguments \code{which.lbs}, \code{which.Order}, \code{which.nonlbs} + (\code{FALSE})? } \item{return.Order}{logical; if \code{TRUE}, an order vector is returned; more specifically, the order of the (remaining) observations given by their original index is returned (remaining means: after a possible reduction by argument \code{which.lbs}, and ordering is according to the norm given by \code{normtype(object)}); otherwise we return \code{invisible()} as usual.} - \item{draw.nonlbl}{logical; should non-labelled observations be drawn?} - \item{cex.nonlbl}{character expansion(s) for non-labelled observations} - \item{pch.nonlbl}{plotting symbol(s) for non-labelled observations} \item{withSubst}{logical; if \code{TRUE} (default) pattern substitution for titles and lables is used; otherwise no substitution is used. } } @@ -164,7 +186,16 @@ to Section~3.5 of Kohl et al. (2008) as well as Ruckdeschel (2004) and the Introduction of Kohl (2005). } -\value{invisible() resp. cniper point is returned.} +\value{The cniper point is returned by \code{cniperPoint}. +In case of \code{cniperPointPlot}, we return +an S3 object of class \code{c("plotInfo","DiagnInfo")}, i.e., a list + containing the information needed to produce the + respective plot, which at a later stage could be used by different + graphic engines (like, e.g. \code{ggplot}) to produce the plot + in a different framework. A more detailed description will follow in + a subsequent version. + +} \references{ Kohl, M. and Ruckdeschel, H. and Rieder, H. (2008). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. Unpublished @@ -196,7 +227,7 @@ risk = asMSE(), lower = 0, upper = 10) ## Don't run to reduce check time on CRAN -\dontrun{ +\donttest{ ## cniper point cniperPoint(P, neighbor = ContNeighborhood(radius = 0.5), risk = asMSE(), lower = 0, upper = 4) Modified: branches/robast-1.1/pkg/ROptEst/man/getMaxIneff.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/getMaxIneff.Rd 2018-07-16 21:24:29 UTC (rev 950) +++ branches/robast-1.1/pkg/ROptEst/man/getMaxIneff.Rd 2018-07-16 21:32:40 UTC (rev 951) @@ -60,7 +60,7 @@ getMaxIneff(N0.ICR,neighbor) ## Don't run to reduce check time on CRAN -\dontrun{ +\donttest{ N0ls <- NormLocationScaleFamily() ICsc <- makeIC(list(sin,cos),N0ls) getMaxIneff(ICsc,neighbor) Modified: branches/robast-1.1/pkg/ROptEst/man/getReq.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/getReq.Rd 2018-07-16 21:24:29 UTC (rev 950) +++ branches/robast-1.1/pkg/ROptEst/man/getReq.Rd 2018-07-16 21:32:40 UTC (rev 951) @@ -46,8 +46,8 @@ getReq(asMSE(),neighbor,N0.ICA,N0.ICM,n=1) getReq(asMSE(),neighbor,N0.ICA,N0.ICM,n=30) -## Don't run to reduce check time on CRAN -\dontrun{ +## Don't test to reduce check time on CRAN +\donttest{ ## RMX solution N0.ICR <- radiusMinimaxIC(L2Fam=N0, neighbor=neighbor,risk=asMSE()) Modified: branches/robast-1.1/pkg/ROptEst/man/internal_Cniperplots.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/internal_Cniperplots.Rd 2018-07-16 21:24:29 UTC (rev 950) +++ branches/robast-1.1/pkg/ROptEst/man/internal_Cniperplots.Rd 2018-07-16 21:32:40 UTC (rev 951) @@ -9,7 +9,7 @@ and \code{cniperPointPlot}.} \usage{ -.plotData(data, dots, fun, L2Fam, IC, jit.fac, jit.tol ) +.plotData(data, dots, fun, L2Fam, IC, jit.fac, jit.tol, plotInfo ) .getFunCnip(IC1,IC2, risk, L2Fam, r, b20=NULL) } \arguments{ @@ -33,6 +33,7 @@ for plotting points of the second argument in a jittered fashion.} \item{jit.tol}{jittering tolerance used in case of a \code{DiscreteDistribution} for plotting points of the second argument in a jittered fashion.} + \item{plotInfo}{stored info from the plot} } \details{ \code{.plotData} takes argument \code{data} and plots it into the cniper graph. Modified: branches/robast-1.1/pkg/ROptEst/man/plot-methods.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/plot-methods.Rd 2018-07-16 21:24:29 UTC (rev 950) +++ branches/robast-1.1/pkg/ROptEst/man/plot-methods.Rd 2018-07-16 21:32:40 UTC (rev 951) @@ -18,7 +18,7 @@ N <- NormLocationScaleFamily(mean=0, sd=1) IC <- optIC(model = N, risk = asCov()) ## Don't run to reduce check time on CRAN -\dontrun{ +\donttest{ plot(IC, main = TRUE, panel.first= grid(), col = "blue", cex.main = 2, cex.inner = 0.6, withMBR=TRUE) Modified: branches/robast-1.1/pkg/ROptEst/man/robest.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/robest.Rd 2018-07-16 21:24:29 UTC (rev 950) +++ branches/robast-1.1/pkg/ROptEst/man/robest.Rd 2018-07-16 21:32:40 UTC (rev 951) @@ -58,8 +58,8 @@ \code{\link[RobAStBase]{UncondNeighborhood-class}}, \code{\link[distrMod]{RiskType-class}} } \examples{ -## Don't run to reduce check time on CRAN -\dontrun{ +## Don't test to reduce check time on CRAN +\donttest{ ############################# ## 1. Binomial data ############################# Modified: branches/robast-1.1/pkg/ROptEst/man/roptest.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/roptest.Rd 2018-07-16 21:24:29 UTC (rev 950) +++ branches/robast-1.1/pkg/ROptEst/man/roptest.Rd 2018-07-16 21:32:40 UTC (rev 951) @@ -278,7 +278,7 @@ confint(MLest) ## Don't run to reduce check time on CRAN -\dontrun{ +\donttest{ ## compute optimally robust estimator (known contamination) ## takes some time -> you can use package RobLox for normal ## location and scale which is optimized for speed From noreply at r-forge.r-project.org Tue Jul 17 09:52:57 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 17 Jul 2018 09:52:57 +0200 (CEST) Subject: [Robast-commits] r952 - branches/robast-1.1/pkg/ROptEst/R Message-ID: <20180717075257.825441899E4@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-17 09:52:57 +0200 (Tue, 17 Jul 2018) New Revision: 952 Modified: branches/robast-1.1/pkg/ROptEst/R/AllPlot.R branches/robast-1.1/pkg/ROptEst/R/cniperCont.R branches/robast-1.1/pkg/ROptEst/R/comparePlot.R branches/robast-1.1/pkg/ROptEst/R/getAsRisk.R branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asAnscombe.R branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asBias.R branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asCov.R branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asHampel.R branches/robast-1.1/pkg/ROptEst/R/getMaxIneff.R branches/robast-1.1/pkg/ROptEst/R/getModifyIC.R branches/robast-1.1/pkg/ROptEst/R/internalutilsFromRobAStBase.R branches/robast-1.1/pkg/ROptEst/R/lowerCaseRadius.R branches/robast-1.1/pkg/ROptEst/R/plotWrapper.R branches/robast-1.1/pkg/ROptEst/R/roptest.R branches/robast-1.1/pkg/ROptEst/R/updateNorm.R Log: [ROptEst] branch 1.1 R-Code + converted calls to q() to calls to q.l() + additional functionality to return plot data (plotInfo) in comparePlot and cniperCont and cniperPointPlot + functionality to also show non-labelled points in comparePlot and cniperCont and cniperPointPlot Modified: branches/robast-1.1/pkg/ROptEst/R/AllPlot.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/AllPlot.R 2018-07-16 21:32:40 UTC (rev 951) +++ branches/robast-1.1/pkg/ROptEst/R/AllPlot.R 2018-07-17 07:52:57 UTC (rev 952) @@ -3,6 +3,7 @@ main = FALSE, inner = TRUE, sub = FALSE, col.inner = par("col.main"), cex.inner = 0.8, bmar = par("mar")[1], tmar = par("mar")[3], + with.automatic.grid = TRUE, with.legend = FALSE, legend = NULL, legend.bg = "white", legend.location = "bottomright", legend.cex = 0.8, withMBR = FALSE, MBRB = NA, MBR.fac = 2, col.MBR = par("col"), @@ -12,6 +13,27 @@ scaleN = 9, x.ticks = NULL, y.ticks = NULL, mfColRow = TRUE, to.draw.arg = NULL, withSubst = TRUE){ + args0 <- list(x = x, withSweave = withSweave, + main = main, inner = inner, sub = sub, + col.inner = col.inner, cex.inner = cex.inner, + bmar = bmar, tmar = tmar, with.automatic.grid = with.automatic.grid, + with.legend = with.legend, legend = legend, legend.bg = legend.bg, + legend.location = legend.location, legend.cex = legend.cex, + withMBR = withMBR, MBRB = MBRB, MBR.fac = MBR.fac, col.MBR = col.MBR, + lty.MBR = lty.MBR, lwd.MBR = lwd.MBR, n.MBR = n.MBR, + x.vec = x.vec, scaleX = scaleX, + scaleX.fct = if(!missing(scaleX.fct)) scaleX.fct else NULL, + scaleX.inv = if(!missing(scaleX.inv)) scaleX.inv else NULL, + scaleY = scaleY, + scaleY.fct = scaleY.fct, + scaleY.inv = scaleY.inv, scaleN = scaleN, x.ticks = x.ticks, + y.ticks = y.ticks, mfColRow = mfColRow, to.draw.arg = to.draw.arg, + withSubst = withSubst) + mc <- match.call(call = sys.call(sys.parent(1))) + dots <- match.call(call = sys.call(sys.parent(1)), + expand.dots = FALSE)$"..." + plotInfo <- list(call = mc, dots=dots, args=args0) + mcl <- match.call(call = sys.call(sys.parent(1)), expand.dots = TRUE) L2Fam <- eval(x at CallL2Fam); trafO <- trafo(L2Fam at param) @@ -41,12 +63,17 @@ mcl$withMBR <- withMBR plm <- getMethod("plot", signature(x = "IC", y = "missing"), where="RobAStBase") - do.call(plm, as.list(mcl[-1]), envir=parent.frame(2)) - return(invisible()) + + ret <- do.call(plm, as.list(mcl[-1]), envir=parent.frame(2)) + ret$dots <- ret$args <- ret$call <- NULL + plotInfo <- c(plotInfo, ret) + class(plotInfo) <- c("plotInfo","DiagnInfo") + + return(invisible(plotInfo)) }) .getExtremeCoordIC <- function(IC, D, indi, n = 10000){ - x <- q(D)(seq(1/2/n,1-1/2/n, length=n)) + x <- q.l(D)(seq(1/2/n,1-1/2/n, length=n)) y <- (matrix(evalIC(IC,matrix(x,ncol=1)),ncol=n))[indi,,drop=FALSE] return(cbind(min=apply(y,1,min),max=apply(y,1,max))) -} \ No newline at end of file +} Modified: branches/robast-1.1/pkg/ROptEst/R/cniperCont.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/cniperCont.R 2018-07-16 21:32:40 UTC (rev 951) +++ branches/robast-1.1/pkg/ROptEst/R/cniperCont.R 2018-07-17 07:52:57 UTC (rev 952) @@ -12,9 +12,11 @@ L2Fam, # L2Family IC, # IC1 in cniperContPlot and eta in cniperPointPlot jit.fac, - jit.tol + jit.tol, + plotInfo ){ dotsP <- .makedotsP(dots) + dotsP$attr.pre <- NULL al <- dotsP$alpha.trsp if(!is.null(al)) if(!is.na(al)) @@ -27,22 +29,73 @@ sel <- .SelectOrderData(data, function(x)sapply(x,fun), - dots$which.lbs, dots$which.Order) + dots$which.lbs, dots$which.Order, + dots$which.nonlbs) i.d <- sel$ind i0.d <- sel$ind1 y.d <- sel$y x.d <- sel$data n <- length(i.d) + i.d.ns <- sel$ind.ns + y.d.ns <- sel$y.ns + x.d.ns <- sel$data.ns + n.ns <- length(i.d.ns) + if(dots$attr.pre){ + col.pts <- col.pts[sel$ind] + col.npts <- col.pts[sel$ind.ns] + pch.pts <- pch.pts[sel$ind] + pch.npts <- pch.pts[sel$ind.ns] + cex.pts <- cex.pts[sel$ind] + cex.npts <- cex.pts[sel$ind.ns] + lab.pts <- lab.pts[sel$ind] + }else{ + if(missing(pch.pts)) pch.pts <- 1 + if(!length(pch.pts)==n) + pch.pts <- rep(pch.pts, length.out= n) + if(missing(col.pts)) col.pts <- par("col") + if(!length(col.pts)==n) + col.pts <- rep(col.pts, length.out= n) + if(missing(cex.pts)) cex.pts <- 1 + if(!length(cex.pts)==n) + cex.pts <- rep(cex.pts, length.out= n) + lab.pts <- if(is.null(lab.pts)) paste(1:n) else rep(lab.pts,length.out=n) + + if(missing(pch.npts)) pch.npts <- 1 + if(!length(pch.npts)==n.ns) + pch.npts <- rep(pch.npts, length.out= n.ns) + if(missing(col.npts)) col.npts <- par("col") + if(!length(col.npts)==n.ns) + col.npts <- rep(col.npts, length.out= n.ns) + if(missing(cex.npts)) cex.npts <- 1 + if(!length(cex.npts)==n.ns) + cex.npts <- rep(cex.npts, length.out= n.ns) + } + pL <- dots$panel.last + dotsP$panel.last <- NULL + + resc.dat <- .rescalefct(x.d, function(x) sapply(x,fun), dots$scaleX, dots$scaleX.fct, dots$scaleX.inv, dots$scaleY, dots$scaleY.fct, dots$xlim, dots$ylim, dots) + plotInfo$resc.dat <- resc.dat + resc.dat.ns <- .rescalefct(x.d.ns, function(x) sapply(x,fun), + dots$scaleX, dots$scaleX.fct, dots$scaleX.inv, + dots$scaleY, dots$scaleY.fct, + dots$xlim, dots$ylim, dots) + + plotInfo$resc.dat.ns <- resc.dat.ns + if(any(.isReplicated(resc.dat$X, jit.tol))&&jit.fac>0) resc.dat$X <- jitter(resc.dat$X, factor = jit.fac) if(any(.isReplicated(resc.dat$Y, jit.tol))&&jit.fac>0) resc.dat$Y <- jitter(resc.dat$Y, factor = jit.fac) + if(any(.isReplicated(resc.dat.ns$X, jit.tol))&&jit.fac>0) + resc.dat.ns$X <- jitter(resc.dat.ns$X, factor = jit.fac) + if(any(.isReplicated(resc.dat.ns$Y, jit.tol))&&jit.fac>0) + resc.dat.ns$Y <- jitter(resc.dat.ns$Y, factor = jit.fac) dotsP$scaleX <- dotsP$scaleY <- dotsP$scaleN <-NULL dotsP$scaleX.fct <- dotsP$scaleY.fct <- NULL @@ -52,7 +105,7 @@ dotsP$return.Order <- dotsP$cex.pts.fun <- NULL dotsP$x.ticks <- dotsP$y.ticks <- NULL dotsP$lab.font <- dotsP$which.lbs <- dotsP$which.lbs <- NULL - + dotsP$which.nonlbs <- dotsP$attr.pre <- NULL dotsP$x <- resc.dat$X dotsP$y <- resc.dat$Y @@ -74,15 +127,31 @@ dotsT$cex <- dotsP$cex/2 dotsP$cex <- .cexscale(absy,absy,cex=dots$cex.pts, fun = dots$cex.pts.fun) dotsP$col <- dots$col.pts + dotsP$pch <- dots$pch.pts dotsT$pch <- NULL dotsT$labels <- if(is.null(dots$lab.pts)) i.d else dots$lab.pts[i.d] do.call(points,dotsP) + plotInfo$PointSArg <- dotsP + dotsP$x <- resc.dat.ns$X + dotsP$y <- resc.dat.ns$Y + dotsP$cex <- .cexscale(absy,absy,cex=dots$cex.npts, fun = dots$cex.npts.fun) + dotsP$col <- dots$col.npts + dotsP$pch <- dots$pch.npts + do.call(points,dotsP) + plotInfo$PointSnsArg <- dotsP + + plotInfo$labArg <- dotsT + if(!is.null(dots$with.lab)) if(dots$with.lab) do.call(text,dotsT) + + plotInfo$retV <- i0.d + if(!is.null(dots$return.Order)) if(dots$return.Order) return(i0.d) - return(invisible(NULL)) + + return(invisible(plotInfo)) } @@ -123,21 +192,52 @@ cniperCont <- function(IC1, IC2, data = NULL, ..., neighbor, risk, lower=getdistrOption("DistrResolution"), upper=1-getdistrOption("DistrResolution"), n = 101, + with.automatic.grid = TRUE, scaleX = FALSE, scaleX.fct, scaleX.inv, scaleY = FALSE, scaleY.fct = pnorm, scaleY.inv=qnorm, scaleN = 9, x.ticks = NULL, y.ticks = NULL, cex.pts = 1, cex.pts.fun = NULL, col.pts = par("col"), - pch.pts = 19, jit.fac = 1, jit.tol = .Machine$double.eps, with.lab = FALSE, + pch.pts = 19, cex.npts = 0.6, cex.npts.fun = NULL, + col.npts = "red", pch.npts = 20, jit.fac = 1, + jit.tol = .Machine$double.eps, with.lab = FALSE, lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, which.lbs = NULL, which.Order = NULL, - return.Order = FALSE, - draw.nonlbl = TRUE, ## should non-labelled observations also be drawn? - cex.nonlbl = 0.3, ## character expansion(s) for non-labelled observations - pch.nonlbl = ".", ## plotting symbol(s) for non-labelled observations + which.nonlbs = NULL, attr.pre = FALSE, + return.Order = FALSE, withSubst = TRUE){ + args0 <- list(IC1 = IC1, IC2 = IC2, data = data, + neighbor = if(missing(neighbor)) NULL else neighbor, + risk= if(missing(risk)) NULL else risk, + lower=lower, upper=upper, n = n, + with.automatic.grid = with.automatic.grid, + scaleX = scaleX, + scaleX.fct = if(missing(scaleX.fct)) NULL else scaleX.fct, + scaleX.inv = if(missing(scaleX.inv)) NULL else scaleX.inv, + scaleY = scaleY, + scaleY.fct = scaleY.fct, + scaleY.inv = scaleY.inv, scaleN = scaleN, + x.ticks = x.ticks, y.ticks = y.ticks, + cex.pts = cex.pts, cex.pts.fun = cex.pts.fun, + col.pts = col.pts, pch.pts = pch.pts, + cex.npts = cex.npts, cex.npts.fun = cex.npts.fun, + col.npts = col.npts, pch.npts = pch.npts, + jit.fac = jit.fac, jit.tol = jit.tol, + with.lab = with.lab, + lab.pts = lab.pts, lab.font = lab.font, + alpha.trsp = alpha.trsp, + which.lbs = which.lbs, which.Order = which.Order, + which.nonlbs = which.nonlbs, attr.pre = attr.pre, + return.Order = return.Order, withSubst = withSubst) + + mcD <- match.call(expand.dots = FALSE) + mc <- match.call(expand.dots = TRUE) dots <- as.list(mcD$"...") + plotInfo <- list(call = mc, dots=dots, args=args0) + + mcD <- match.call(expand.dots = FALSE) + dots <- as.list(mcD$"...") mc <- match.call(#call = sys.call(sys.parent(1)), expand.dots = TRUE) mcl <- as.list(mc[-1]) @@ -155,6 +255,8 @@ )) }else function(inx)inx + plotInfo$.mpresubs <- .mpresubs + if(!is.null(dots$main)) dots$main <- .mpresubs(dots$main) if(!is.null(dots$sub)) dots$sub <- .mpresubs(dots$sub) if(!is.null(dots$xlab)) dots$xlab <- .mpresubs(dots$xlab) @@ -174,21 +276,23 @@ dots$fromCniperPlot <- NULL fun <- .getFunCnip(IC1,IC2, risk, L2Fam, neighbor at radius, b20) + plotInfo$CnipFun <- fun if(missing(scaleX.fct)){ scaleX.fct <- p(L2Fam) - scaleX.inv <- q(L2Fam) + scaleX.inv <- q.l(L2Fam) } if("lower" %in% names(as.list(mc))) lower <- p(L2Fam)(lower) if("upper" %in% names(as.list(mc))) upper <- p(L2Fam)(upper) - x <- q(L2Fam)(seq(lower,upper,length=n)) + x <- q.l(L2Fam)(seq(lower,upper,length=n)) if(is(distribution(L2Fam), "DiscreteDistribution")) - x <- seq(q(L2Fam)(lower),q(L2Fam)(upper),length=n) + x <- seq(q.l(L2Fam)(lower),q.l(L2Fam)(upper),length=n) resc <- .rescalefct(x, fun, scaleX, scaleX.fct, scaleX.inv, scaleY, scaleY.fct, dots$xlim, dots$ylim, dots) + plotInfo$resc <- resc dotsPl <- dots dotsPl$x <- resc$X @@ -219,8 +323,12 @@ dotsPl$lty <- ltyo[[1]] } } + + plotInfo$plotArgs <- dotsPl do.call(plot,dotsPl) + plotInfo$usr <- par("usr") + dots$x <- dots$y <- NULL dotsl <- .makedotsLowLevel(dots) if(colSet) dotsl$col <- colo[2] @@ -229,10 +337,15 @@ dotsl$h <- if(scaleY) scaleY.fct(0) else 0 do.call(abline, dotsl) + plotInfo$abline <- dotsl .plotRescaledAxis(scaleX, scaleX.fct, scaleX.inv, scaleY,scaleY.fct, scaleY.inv, dots$xlim, dots$ylim, resc$X, ypts = 400, n = scaleN, x.ticks = x.ticks, y.ticks = y.ticks) + plotInfo$Axis <- list(scaleX, scaleX.fct, scaleX.inv, scaleY,scaleY.fct, + scaleY.inv, dots$xlim, dots$ylim, resc$X, ypts = 400, + n = scaleN, x.ticks = x.ticks, y.ticks = y.ticks) + if(!is.null(data)){ dots$scaleX <- scaleX dots$scaleX.fct <- scaleX.fct @@ -247,19 +360,31 @@ dots$cex.pts.fun <- cex.pts.fun dots$col.pts <- col.pts dots$pch.pts <- pch.pts - dots$jit.fac <- jit.fac - dots$jit.tol <- jit.tol + dots$cex.npts <- cex.npts + dots$cex.npts.fun <- cex.npts.fun + dots$col.npts <- col.npts + dots$pch.npts <- pch.npts dots$with.lab <- with.lab dots$lab.pts <- lab.pts dots$lab.font <- lab.font dots$alpha.trsp <- alpha.trsp dots$which.lbs <- which.lbs + dots$which.nonlbs <- which.nonlbs dots$which.Order <- which.Order dots$return.Order <- return.Order + dots$attr.pre <- attr.pre - return(.plotData(data=data, dots=dots, fun=fun, L2Fam=L2Fam, IC=IC1, jit.fac=jit.fac, jit.tol=jit.tol)) + dots$return.Order <- FALSE + plotInfo$PlotData <- list(data=data, dots=dots, fun=fun, L2Fam=L2Fam, + IC=IC1, jit.fac=jit.fac, jit.tol=jit.tol) + retV <- .plotData(data=data, dots=dots, fun=fun, L2Fam=L2Fam, + IC=IC1, jit.fac=jit.fac, jit.tol=jit.tol, plotInfo) + + plotInfo <- c(plotInfo,retV) } - invisible(NULL) + class(plotInfo) <- c("plotInfo","DiagnInfo") + if(return.Order){return(plotInfo)} + invisible(plotInfo) } cniperPoint <- function(L2Fam, neighbor, risk= asMSE(), @@ -269,8 +394,8 @@ mc <- match.call(expand.dots = FALSE) - if(is.null(as.list(mc)$lower)) lower <- q(L2Fam)(lower) - if(is.null(as.list(mc)$upper)) upper <- q(L2Fam)(upper) + if(is.null(as.list(mc)$lower)) lower <- q.l(L2Fam)(lower) + if(is.null(as.list(mc)$upper)) upper <- q.l(L2Fam)(upper) # lower <- q(L2Fam)(lower) # upper <- q(L2Fam)(upper) @@ -289,24 +414,53 @@ lower=getdistrOption("DistrResolution"), upper=1-getdistrOption("DistrResolution"), n = 101, withMaxRisk = TRUE, + with.automatic.grid = TRUE, scaleX = FALSE, scaleX.fct, scaleX.inv, scaleY = FALSE, scaleY.fct = pnorm, scaleY.inv=qnorm, scaleN = 9, x.ticks = NULL, y.ticks = NULL, cex.pts = 1, cex.pts.fun = NULL, col.pts = par("col"), - pch.pts = 19, jit.fac = 1, jit.tol = .Machine$double.eps, + pch.pts = 19, + cex.npts = 1, cex.npts.fun = NULL, col.npts = par("col"), + pch.npts = 19, + jit.fac = 1, jit.tol = .Machine$double.eps, with.lab = FALSE, lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, - which.lbs = NULL, which.Order = NULL, - return.Order = FALSE, - draw.nonlbl = TRUE, ## should non-labelled observations also be drawn? - cex.nonlbl = 0.3, ## character expansion(s) for non-labelled observations - pch.nonlbl = ".", ## plotting symbol(s) for non-labelled observations + which.lbs = NULL, which.nonlbs = NULL, + which.Order = NULL, attr.pre = FALSE, return.Order = FALSE, withSubst = TRUE){ + args0 <- list(L2Fam = L2Fam, data=data, + neighbor = if(missing(neighbor)) NULL else neighbor, + risk= risk, lower=lower, upper=upper, n = n, + withMaxRisk = withMaxRisk, + with.automatic.grid = with.automatic.grid, + scaleX = scaleX, + scaleX.fct = if(missing(scaleX.fct)) NULL else scaleX.fct, + scaleX.inv = if(missing(scaleX.inv)) NULL else scaleX.inv, + scaleY = scaleY, + scaleY.fct = scaleY.fct, + scaleY.inv = scaleY.inv, scaleN = scaleN, + x.ticks = x.ticks, y.ticks = y.ticks, + cex.pts = cex.pts, cex.pts.fun = cex.pts.fun, + col.pts = col.pts, pch.pts = pch.pts, + cex.npts = cex.npts, cex.npts.fun = cex.npts.fun, + col.npts = col.npts, pch.npts = pch.npts, + jit.fac = jit.fac, jit.tol = jit.tol, + with.lab = with.lab, + lab.pts = lab.pts, lab.font = lab.font, + alpha.trsp = alpha.trsp, + which.lbs = which.lbs, which.Order = which.Order, + which.nonlbs = which.nonlbs, attr.pre = attr.pre, + return.Order = return.Order, withSubst = withSubst) + mc0 <- match.call(#call = sys.call(sys.parent(1)), expand.dots = FALSE) mc <- match.call(#call = sys.call(sys.parent(1)), expand.dots = TRUE) + dots <- match.call(expand.dots = FALSE)$"..." + plotInfo <- list(call = mc, dots=dots, args=args0) + + mcl <- as.list(mc[-1]) dots <- as.list(mc0$"...") L2Famc <- as.character(deparse(L2Fam)) @@ -319,6 +473,7 @@ as.character(date()) )) }else function(inx)inx + plotInfo$.mpresubs <- .mpresubs if(!is.null(dots$main)) dots$main <- .mpresubs(dots$main) if(!is.null(dots$sub)) dots$sub <- .mpresubs(dots$sub) @@ -341,18 +496,29 @@ if(withMaxRisk) mcl$fromCniperPlot <- TRUE mcl$withMaxRisk <- NULL mcl$withSubst <- FALSE - do.call(cniperCont, mcl) + mcl$return.Order <- FALSE + plotInfo$PlotCall <- mcl + ret <- do.call(cniperCont, mcl) + ret$args <- ret$dots <- ret$call <- NULL + ret$.mpresubs <- NULL + plotInfo <- c(plotInfo, ret) + class(plotInfo) <- c("plotInfo","DiagnInfo") + if(return.Order){return(plotInfo)} + invisible(plotInfo) } .cexscale <- function(y, y1=y, maxcex=4,mincex=0.05,cex, fun=NULL){ + if(length(y)==0||is.null(y)) return(NA) + if(is.list(y)) if(is.null(y[[1]])) return(NA) if(is.null(fun)) fun <- function(x) log(1+abs(x)) ly <- fun(y) ly1 <- fun(unique(c(y,y1))) my <- min(ly1,na.rm=TRUE) My <- max(ly1,na.rm=TRUE) - ly0 <- (ly-my)/My + ly0 <- (ly-my)/(My-my) ly1 <- ly0*(maxcex-mincex)+mincex return(cex*ly1) } + Modified: branches/robast-1.1/pkg/ROptEst/R/comparePlot.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/comparePlot.R 2018-07-16 21:32:40 UTC (rev 951) +++ branches/robast-1.1/pkg/ROptEst/R/comparePlot.R 2018-07-17 07:52:57 UTC (rev 952) @@ -3,23 +3,59 @@ setMethod("comparePlot", signature("IC","IC"), function(obj1,obj2, obj3 = NULL, obj4 = NULL, data = NULL, ..., withSweave = getdistrOption("withSweave"), + forceSameModel = forceSameModel, main = FALSE, inner = TRUE, sub = FALSE, col = par("col"), lwd = par("lwd"), lty, col.inner = par("col.main"), cex.inner = 0.8, bmar = par("mar")[1], tmar = par("mar")[3], + with.automatic.grid = TRUE, with.legend = FALSE, legend = NULL, legend.bg = "white", legend.location = "bottomright", legend.cex = 0.8, withMBR = FALSE, MBRB = NA, MBR.fac = 2, col.MBR = par("col"), lty.MBR = "dashed", lwd.MBR = 0.8, n.MBR = 10000, - scaleX = FALSE, scaleX.fct, scaleX.inv, + x.vec = NULL, scaleX = FALSE, scaleX.fct, scaleX.inv, scaleY = FALSE, scaleY.fct = pnorm, scaleY.inv=qnorm, scaleN = 9, x.ticks = NULL, y.ticks = NULL, mfColRow = TRUE, to.draw.arg = NULL, - cex.pts = 1, col.pts = par("col"), - pch.pts = 1, jitter.fac = 1, with.lab = FALSE, + cex.pts = 1, cex.pts.fun = NULL, + col.pts = par("col"), pch.pts = 1, + cex.npts = 1, cex.npts.fun = NULL, + col.npts = par("col"), pch.npts = 2, + jitter.fac = 1, with.lab = FALSE, lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, - which.lbs = NULL, which.Order = NULL, return.Order = FALSE){ + which.lbs = NULL, which.Order = NULL, which.nonlbs = NULL, + attr.pre = FALSE, return.Order = FALSE, withSubst = TRUE){ + args0 <- list(obj1 = obj1, obj2 = obj2, obj3 = obj3, obj4 = obj4, + data = data, withSweave = withSweave, forceSameModel = forceSameModel, + main = main, inner = inner, sub = sub, col = col, lwd = lwd, + lty = if(!missing(lty)) lty else NULL, + col.inner = col.inner, cex.inner = cex.inner, + bmar = bmar, tmar = tmar, with.automatic.grid = with.automatic.grid, + with.legend = with.legend, legend = legend, legend.bg = legend.bg, + legend.location = legend.location, legend.cex = legend.cex, + withMBR = withMBR, MBRB = MBRB, MBR.fac = MBR.fac, col.MBR = col.MBR, + lty.MBR = lty.MBR, lwd.MBR = lwd.MBR, n.MBR = n.MBR, + x.vec = x.vec, scaleX = scaleX, + scaleX.fct = if(!missing(scaleX.fct)) scaleX.fct else NULL, + scaleX.inv = if(!missing(scaleX.inv)) scaleX.inv else NULL, + scaleY = scaleY, scaleY.fct = scaleY.fct, + scaleY.inv = scaleY.inv, scaleN = scaleN, x.ticks = x.ticks, + y.ticks = y.ticks, mfColRow = mfColRow, to.draw.arg = to.draw.arg, + cex.pts = cex.pts, cex.pts.fun = cex.pts.fun, col.pts = col.pts, + pch.pts = pch.pts, cex.npts = cex.npts, cex.npts.fun = cex.npts.fun, + col.npts = col.npts, pch.npts = pch.npts, + jitter.fac = jitter.fac, with.lab = with.lab, lab.pts = lab.pts, + lab.font = lab.font, alpha.trsp = alpha.trsp, + which.lbs = which.lbs, which.Order = which.Order, + which.nonlbs = which.nonlbs, attr.pre = attr.pre, + return.Order = return.Order, withSubst = withSubst) + + .mc <- match.call(call = sys.call(sys.parent(1))) + dots <- match.call(call = sys.call(sys.parent(1)), + expand.dots = FALSE)$"..." + plotInfo <- list(call = .mc, dots=dots, args=args0) + mcl <- match.call(call = sys.call(sys.parent(1)), expand.dots = TRUE) L2Fam <- eval(obj1 at CallL2Fam); trafO <- trafo(L2Fam at param) @@ -47,7 +83,11 @@ } mcl$MBRB <- MBRB mcl$withMBR <- withMBR - do.call(.oldcomparePlot, as.list(mcl[-1]), - envir=parent.frame(2)) - return(invisible()) + ret <- do.call(.oldcomparePlot, as.list(mcl[-1]), + envir=parent.frame(2)) + ret$dots <- ret$args <- ret$call <- NULL + plotInfo <- c(plotInfo, ret) + class(plotInfo) <- c("plotInfo","DiagnInfo") + + return(invisible(plotInfo)) }) Modified: branches/robast-1.1/pkg/ROptEst/R/getAsRisk.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/getAsRisk.R 2018-07-16 21:32:40 UTC (rev 951) +++ branches/robast-1.1/pkg/ROptEst/R/getAsRisk.R 2018-07-17 07:52:57 UTC (rev 952) @@ -38,7 +38,7 @@ neighbor = "ContNeighborhood", biastype = "ANY"), function(risk, L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL, stand = NULL, trafo, ...){ - z <- q(L2deriv)(0.5) + z <- q.l(L2deriv)(0.5) bias <- abs(as.vector(trafo))/E(L2deriv, function(x, z){abs(x - z)}, useApply = FALSE, z = z) @@ -321,7 +321,7 @@ nu1 <- nu(biastype)[1] nu2 <- nu(biastype)[2] num <- nu2/(nu1+nu2) - z <- q(L2deriv)(num) + z <- q.l(L2deriv)(num) Int <- E(L2deriv, function(x, m){abs(x-m)}, m = z) omega <- 2/(Int/nu1+Int/nu2) bias <- abs(as.vector(trafo))*omega Modified: branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asAnscombe.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asAnscombe.R 2018-07-16 21:32:40 UTC (rev 951) +++ branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asAnscombe.R 2018-07-17 07:52:57 UTC (rev 952) @@ -47,7 +47,7 @@ } else f.low <- NULL if(is.null(upper)) - upper <- max(4*lower,q(L2deriv)(eff^.5)*3) + upper <- max(4*lower,q.l(L2deriv)(eff^.5)*3) e.up <- 0 while(e.up < eff){ Modified: branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asBias.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asBias.R 2018-07-16 21:32:40 UTC (rev 951) +++ branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asBias.R 2018-07-17 07:52:57 UTC (rev 952) @@ -119,7 +119,7 @@ trafo, maxiter, tol, warn, Finfo, verbose = NULL){ zi <- sign(as.vector(trafo)) A <- as.matrix(zi) - z <- q(L2deriv)(0.5) + z <- q.l(L2deriv)(0.5) b <- zi*as.vector(trafo)/E(L2deriv, function(x, z){abs(x - z)}, z = z) if(is(L2deriv, "AbscontDistribution")) @@ -320,7 +320,7 @@ nu2 <- nu(biastype)[2] zi <- sign(as.vector(trafo)) A <- as.matrix(zi) - z <- q(L2deriv)(nu1/(nu1+nu2)) + z <- q.l(L2deriv)(nu1/(nu1+nu2)) b <- zi*as.vector(trafo)/E(L2deriv, function(x, z){(x - z)*(x>z)/nu2 + (z-x)*(z>x)/nu1}, z = z) @@ -370,7 +370,7 @@ gettext( "'tol'+ w_inf, w_inf = -1/inf_P psi or 1/sup_P psi).\n" )) - w <- if(sign(biastype)>0) -1/q(L2deriv)(0) else 1/q(L2deriv)(1) + w <- if(sign(biastype)>0) -1/q.l(L2deriv)(0) else 1/q.l(L2deriv)(1) if(warn) cat(warntxt) bd <- tol + w while (!is.list(try( Modified: branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asCov.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asCov.R 2018-07-16 21:32:40 UTC (rev 951) +++ branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asCov.R 2018-07-17 07:52:57 UTC (rev 952) @@ -12,7 +12,7 @@ info <- c("optimal IC in sense of Cramer-Rao bound") A <- trafo %*% solve(Finfo) - b <- abs(as.vector(A))*max(abs(q(L2deriv)(1)),abs(q(L2deriv)(0))) + b <- abs(as.vector(A))*max(abs(q.l(L2deriv)(1)),abs(q.l(L2deriv)(0))) asCov <- A %*% t(trafo) r <- neighbor at radius @@ -44,8 +44,8 @@ info <- c("optimal IC in sense of Cramer-Rao bound") A <- trafo %*% solve(Finfo) - b <- abs(as.vector(A))*(q(L2deriv)(1)-q(L2deriv)(0)) - a <- -abs(as.vector(A))*q(L2deriv)(0) + b <- abs(as.vector(A))*(q.l(L2deriv)(1)-q.l(L2deriv)(0)) + a <- -abs(as.vector(A))*q.l(L2deriv)(0) asCov <- A %*% t(trafo) r <- neighbor at radius Risk <- list(asCov = asCov, @@ -83,8 +83,8 @@ A <- trafo %*% solve(Finfo) IC <- A %*% L2deriv if(is(Distr, "UnivariateDistribution")){ - lower <- ifelse(is.finite(q(Distr)(0)), q(Distr)(1e-8), q(Distr)(0)) - upper <- ifelse(is.finite(q(Distr)(1)), q(Distr)(1-1e-8), q(Distr)(1)) + lower <- ifelse(is.finite(q.l(Distr)(0)), q.l(Distr)(1e-8), q.l(Distr)(0)) + upper <- ifelse(is.finite(q.l(Distr)(1)), q.l(Distr)(1-1e-8), q.l(Distr)(1)) x <- seq(from = lower, to = upper, length = 1e5) x <- x[x!=0] # problems with NaN=log(0)! ICx <- evalRandVar(IC, as.matrix(x)) Modified: branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asHampel.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asHampel.R 2018-07-16 21:32:40 UTC (rev 951) +++ branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asHampel.R 2018-07-17 07:52:57 UTC (rev 952) @@ -18,7 +18,7 @@ b <- risk at bound if(checkBounds){ - bmax <- abs(as.vector(A))*max(abs(q(L2deriv)(0)), q(L2deriv)(1)) + bmax <- abs(as.vector(A))*max(abs(q.l(L2deriv)(0)), q.l(L2deriv)(1)) if(b >= bmax){ if(warn) cat("'b >= maximum asymptotic bias' => (classical) optimal IC\n", "in sense of Cramer-Rao bound is returned\n") Modified: branches/robast-1.1/pkg/ROptEst/R/getMaxIneff.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/getMaxIneff.R 2018-07-16 21:32:40 UTC (rev 951) +++ branches/robast-1.1/pkg/ROptEst/R/getMaxIneff.R 2018-07-17 07:52:57 UTC (rev 952) @@ -74,4 +74,4 @@ } - \ No newline at end of file + Modified: branches/robast-1.1/pkg/ROptEst/R/getModifyIC.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/getModifyIC.R 2018-07-16 21:32:40 UTC (rev 951) +++ branches/robast-1.1/pkg/ROptEst/R/getModifyIC.R 2018-07-17 07:52:57 UTC (rev 952) @@ -1,155 +1,155 @@ -############################################################################### -## internal functions/methods to fill slot modifyIC -############################################################################### - -setMethod("getModifyIC", signature(L2FamIC = "L2ParamFamily", - neighbor = "Neighborhood", risk = "asRisk"), - function(L2FamIC, neighbor, risk, ...){ - dots <- list(...) - dots$verbose <- NULL - modIC <- function(L2Fam, IC){} - body(modIC) <- substitute({ verbose <- getRobAStBaseOption("all.verbose") - infMod <- InfRobModel(L2Fam, nghb) - do.call(optIC, args = c(list(infMod, risk=R), - dots0)) }, - list(nghb = neighbor, R = risk, dots0 = dots)) - return(modIC) - }) - -setMethod("getModifyIC", signature(L2FamIC = "L2LocationFamily", - neighbor = "UncondNeighborhood", risk = "asGRisk"), - function(L2FamIC, neighbor, risk, ...){ - modIC <- function(L2Fam, IC){ - D <- distribution(eval(CallL2Fam(IC))) [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 952 From noreply at r-forge.r-project.org Tue Jul 17 09:55:53 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 17 Jul 2018 09:55:53 +0200 (CEST) Subject: [Robast-commits] r953 - in branches/robast-1.1/pkg/ROptEst: . inst Message-ID: <20180717075553.1CA101899E4@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-17 09:55:52 +0200 (Tue, 17 Jul 2018) New Revision: 953 Modified: branches/robast-1.1/pkg/ROptEst/DESCRIPTION branches/robast-1.1/pkg/ROptEst/NAMESPACE branches/robast-1.1/pkg/ROptEst/inst/NEWS Log: [ROptEst] branch 1.1 NEWS and DESCRIPTION updated Modified: branches/robast-1.1/pkg/ROptEst/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/ROptEst/DESCRIPTION 2018-07-17 07:52:57 UTC (rev 952) +++ branches/robast-1.1/pkg/ROptEst/DESCRIPTION 2018-07-17 07:55:52 UTC (rev 953) @@ -1,21 +1,22 @@ Package: ROptEst -Version: 1.1 -Date: 2015-05-03 +Version: 1.1.0 +Date: 2018-07-17 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(>= 2.5), distrMod(>= 2.5.2), - RandVar(>= 0.9.2), RobAStBase(>= 1.0) +Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.5), 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: -Inf +SVNRevision: 940 Modified: branches/robast-1.1/pkg/ROptEst/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/ROptEst/NAMESPACE 2018-07-17 07:52:57 UTC (rev 952) +++ branches/robast-1.1/pkg/ROptEst/NAMESPACE 2018-07-17 07:55:52 UTC (rev 953) @@ -46,4 +46,4 @@ export("cniperCont", "cniperPoint", "cniperPointPlot") export(".generateInterpGrid",".getLMGrid",".saveGridToCSV", ".readGridFromCSV") export(".RMXE.th",".OMSE.th", ".MBRE.th") -export("CniperPointPlot") \ No newline at end of file +export("CniperPointPlot") Modified: branches/robast-1.1/pkg/ROptEst/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/ROptEst/inst/NEWS 2018-07-17 07:52:57 UTC (rev 952) +++ branches/robast-1.1/pkg/ROptEst/inst/NEWS 2018-07-17 07:55:52 UTC (rev 953) @@ -8,6 +8,21 @@ information) ####################################### +version 1.1 +####################################### + +user-visible CHANGES: ++ plot-methods now have arguments .nonlb to only plot (but not label) some points ++ plot-methods are vectorized to a higher extent in all arguments ++ plot methods now return an S3 object of class \code{c("plotInfo","DiagnInfo")}, i.e., a list containing the +information needed to produce the respective plot, which at a later stage could be used by different graphic engines (like, e.g. +\code{ggplot}) to produce the plot in a different framework. A more detailed description will follow in a subsequent version. + +under the hood: ++ wherever possible also use q.l internally instead of q to + provide functionality in IRKernel + +####################################### version 1.0.1 ####################################### user-visible CHANGES: @@ -451,4 +466,4 @@ + 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) From noreply at r-forge.r-project.org Tue Jul 17 10:01:07 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 17 Jul 2018 10:01:07 +0200 (CEST) Subject: [Robast-commits] r954 - in branches/robast-1.1/pkg/RobLox: . R inst man Message-ID: <20180717080107.0C85818094F@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-17 10:01:06 +0200 (Tue, 17 Jul 2018) New Revision: 954 Modified: branches/robast-1.1/pkg/RobLox/DESCRIPTION branches/robast-1.1/pkg/RobLox/R/showdown.R branches/robast-1.1/pkg/RobLox/inst/NEWS branches/robast-1.1/pkg/RobLox/man/0RobLox-package.Rd Log: [RobLox] in branch 1.1 + wherever possible also use q.l internally instead of q to provide functionality in IRKernel Modified: branches/robast-1.1/pkg/RobLox/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobLox/DESCRIPTION 2018-07-17 07:55:52 UTC (rev 953) +++ branches/robast-1.1/pkg/RobLox/DESCRIPTION 2018-07-17 08:01:06 UTC (rev 954) @@ -1,18 +1,19 @@ Package: RobLox -Version: 1.0 -Date: 2015-05-03 +Version: 1.1.0 +Date: 2018-07-17 Title: Optimally Robust Influence Curves and Estimators for Location and Scale Description: Functions for the determination of optimally robust influence curves and estimators in case of normal location and/or scale. Depends: R(>= 2.14.0), stats, distrMod(>= 2.5.2), RobAStBase(>= 0.9) Imports: lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2) Suggests: MASS -Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph"), email="Matthias.Kohl at stamats.de"), - 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("Peter", "Ruckdeschel", role=c("aut", + "cph"))) ByteCompile: yes License: LGPL-3 Encoding: latin1 URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: -Inf +SVNRevision: 940 Modified: branches/robast-1.1/pkg/RobLox/R/showdown.R =================================================================== --- branches/robast-1.1/pkg/RobLox/R/showdown.R 2018-07-17 07:55:52 UTC (rev 953) +++ branches/robast-1.1/pkg/RobLox/R/showdown.R 2018-07-17 08:01:06 UTC (rev 954) @@ -1,122 +1,122 @@ -############################################################################### -## Function to perform simulation study comparing some estimator with -## rmx estimators -############################################################################### -showdown <- function(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){ - stopifnot(n >= 3) - stopifnot(eps >= 0, eps <= 0.5) - if(plot1){ - from <- min(-6, q(contD)(1e-15)) - to <- max(6, q(contD)(1-1e-15)) - curve(pnorm, from = from, to = to, lwd = 2, n = 201, - main = "Comparison: ideal vs. real", ylab = "cdf") - fun <- function(x) (1-eps)*pnorm(x) + eps*p(contD)(x) - curve(fun, from = from, to = to, add = TRUE, col = "orange", - lwd = 2, n = 201, ylab = "cdf") - legend("topleft", legend = c("ideal", "real"), - fill = c("black", "orange")) - } - - set.seed(seed) - rad <- rbinom(n*M, prob = eps, size = 1) - Mid <- rnorm(n*M) - Mcont <- r(contD)(n*M) - Mre <- matrix((1-rad)*Mid + rad*Mcont, ncol = n) - ind <- rowSums(matrix(rad, ncol = n)) >= n/2 - while(any(ind)){ - M1 <- sum(ind) - cat("Samples to re-simulate:\t", M1, "\n") - rad <- rbinom(n*M1, prob = eps, size = 1) - Mid <- rnorm(n*M1) - Mcont <- r(contD)(n*M1) - Mre[ind,] <- (1-rad)*Mid + rad*Mcont - ind[ind] <- rowSums(matrix(rad, ncol = n)) >= n/2 - } - rm(Mid, Mcont, rad, ind) - - - if(plot2){ - ind <- if(M <= 20) 1:M else sample(1:M, 20) - if(plot1) dev.new() - M1 <- min(M, 20) - print( - stripplot(rep(1:M1, each = n) ~ as.vector(Mre[ind,]), - ylab = "samples", xlab = "x", pch = 20, - main = ifelse(M <= 20, "Samples", "20 randomly chosen samples")) - ) - } - - ## ML-estimator: mean and sd - Mean <- rowMeans(Mre) - Sd <- sqrt(rowMeans((Mre-Mean)^2)) - ## Median and MAD - Median <- rowMedians(Mre) - Mad <- rowMedians(abs(Mre - Median))/qnorm(0.75) - ## Competitor - if(missing(estfun)){ - Comp <- apply(Mre, 1, estMean) - Comp <- cbind(Comp, apply(Mre, 1, estSd)) - }else - Comp <- t(apply(Mre, 1, estfun)) - - ## Radius-minimax estimator - RadMinmax <- estimate(rowRoblox(Mre, eps.lower = eps.lower, - eps.upper = eps.upper, k = steps, - fsCor = fsCor)) - - if(plot3){ - Ergebnis1 <- list(Mean, Median, Comp[,1], RadMinmax[,1]) - Ergebnis2 <- list(Sd, Mad, Comp[,2], RadMinmax[,2]) - myCol <- brewer.pal(4, "Dark2") - if(plot1 || plot2) dev.new() - layout(matrix(c(1, 1, 1, 1, 3, 2, 2, 2, 2, 3), ncol = 2)) - boxplot(Ergebnis1, col = myCol, pch = 20, main = "Location") - abline(h = 0) - boxplot(Ergebnis2, col = myCol, pch = 20, main = "Scale") - abline(h = 1) - op <- par(mar = rep(2, 4)) - plot(c(0,1), c(1, 0), type = "n", axes = FALSE) - legend("center", c("ML", "Med/MAD", "competitor", "rmx"), - fill = myCol, ncol = 4, cex = 1.5) - on.exit(par(op)) - } - - ## ML-estimator - MSE1.1 <- n*mean(Mean^2) - ## Median + MAD - MSE2.1 <- n*mean(Median^2) - ## Tukey - MSE3.1 <- n*mean(Comp[,1]^2) - ## Radius-minimax - MSE4.1 <- n*mean(RadMinmax[,1]^2) - empMSE <- data.frame(ML = MSE1.1, Med = MSE2.1, Competitor = MSE3.1, "rmx" = MSE4.1) - rownames(empMSE) <- "n x empMSE (loc)" - relMSE <- empMSE[1,]/empMSE[1,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[2] <- "relMSE (loc)" - - ## ML-estimator - MSE1.2 <- n*mean((Sd-1)^2) - ## Median + MAD - MSE2.2 <- n*mean((Mad-1)^2) - ## Tukey - MSE3.2 <- n*mean((Comp[,2]-1)^2) - ## Radius-minimax - MSE4.2 <- n*mean((RadMinmax[,2]-1)^2) - empMSE <- rbind(empMSE, c(MSE1.2, MSE2.2, MSE3.2, MSE4.2)) - rownames(empMSE)[3] <- "n x empMSE (scale)" - relMSE <- empMSE[3,]/empMSE[3,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[4] <- "relMSE (scale)" - empMSE <- rbind(empMSE, c(MSE1.1 + MSE1.2, MSE2.1 + MSE2.2, MSE3.1 + MSE3.2, - MSE4.1 + MSE4.2)) - rownames(empMSE)[5] <- "n x empMSE (loc + scale)" - relMSE <- empMSE[5,]/empMSE[5,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[6] <- "relMSE (loc + scale)" - - empMSE -} - +############################################################################### +## Function to perform simulation study comparing some estimator with +## rmx estimators +############################################################################### +showdown <- function(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){ + stopifnot(n >= 3) + stopifnot(eps >= 0, eps <= 0.5) + if(plot1){ + from <- min(-6, q.l(contD)(1e-15)) + to <- max(6, q.l(contD)(1-1e-15)) + curve(pnorm, from = from, to = to, lwd = 2, n = 201, + main = "Comparison: ideal vs. real", ylab = "cdf") + fun <- function(x) (1-eps)*pnorm(x) + eps*p(contD)(x) + curve(fun, from = from, to = to, add = TRUE, col = "orange", + lwd = 2, n = 201, ylab = "cdf") + legend("topleft", legend = c("ideal", "real"), + fill = c("black", "orange")) + } + + set.seed(seed) + rad <- rbinom(n*M, prob = eps, size = 1) + Mid <- rnorm(n*M) + Mcont <- r(contD)(n*M) + Mre <- matrix((1-rad)*Mid + rad*Mcont, ncol = n) + ind <- rowSums(matrix(rad, ncol = n)) >= n/2 + while(any(ind)){ + M1 <- sum(ind) + cat("Samples to re-simulate:\t", M1, "\n") + rad <- rbinom(n*M1, prob = eps, size = 1) + Mid <- rnorm(n*M1) + Mcont <- r(contD)(n*M1) + Mre[ind,] <- (1-rad)*Mid + rad*Mcont + ind[ind] <- rowSums(matrix(rad, ncol = n)) >= n/2 + } + rm(Mid, Mcont, rad, ind) + + + if(plot2){ + ind <- if(M <= 20) 1:M else sample(1:M, 20) + if(plot1) dev.new() + M1 <- min(M, 20) + print( + stripplot(rep(1:M1, each = n) ~ as.vector(Mre[ind,]), + ylab = "samples", xlab = "x", pch = 20, + main = ifelse(M <= 20, "Samples", "20 randomly chosen samples")) + ) + } + + ## ML-estimator: mean and sd + Mean <- rowMeans(Mre) + Sd <- sqrt(rowMeans((Mre-Mean)^2)) + ## Median and MAD + Median <- rowMedians(Mre) + Mad <- rowMedians(abs(Mre - Median))/qnorm(0.75) + ## Competitor + if(missing(estfun)){ + Comp <- apply(Mre, 1, estMean) + Comp <- cbind(Comp, apply(Mre, 1, estSd)) + }else + Comp <- t(apply(Mre, 1, estfun)) + + ## Radius-minimax estimator + RadMinmax <- estimate(rowRoblox(Mre, eps.lower = eps.lower, + eps.upper = eps.upper, k = steps, + fsCor = fsCor)) + + if(plot3){ + Ergebnis1 <- list(Mean, Median, Comp[,1], RadMinmax[,1]) + Ergebnis2 <- list(Sd, Mad, Comp[,2], RadMinmax[,2]) + myCol <- brewer.pal(4, "Dark2") + if(plot1 || plot2) dev.new() + layout(matrix(c(1, 1, 1, 1, 3, 2, 2, 2, 2, 3), ncol = 2)) + boxplot(Ergebnis1, col = myCol, pch = 20, main = "Location") + abline(h = 0) + boxplot(Ergebnis2, col = myCol, pch = 20, main = "Scale") + abline(h = 1) + op <- par(mar = rep(2, 4)) + plot(c(0,1), c(1, 0), type = "n", axes = FALSE) + legend("center", c("ML", "Med/MAD", "competitor", "rmx"), + fill = myCol, ncol = 4, cex = 1.5) + on.exit(par(op)) + } + + ## ML-estimator + MSE1.1 <- n*mean(Mean^2) + ## Median + MAD + MSE2.1 <- n*mean(Median^2) + ## Tukey + MSE3.1 <- n*mean(Comp[,1]^2) + ## Radius-minimax + MSE4.1 <- n*mean(RadMinmax[,1]^2) + empMSE <- data.frame(ML = MSE1.1, Med = MSE2.1, Competitor = MSE3.1, "rmx" = MSE4.1) + rownames(empMSE) <- "n x empMSE (loc)" + relMSE <- empMSE[1,]/empMSE[1,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[2] <- "relMSE (loc)" + + ## ML-estimator + MSE1.2 <- n*mean((Sd-1)^2) + ## Median + MAD + MSE2.2 <- n*mean((Mad-1)^2) + ## Tukey + MSE3.2 <- n*mean((Comp[,2]-1)^2) + ## Radius-minimax + MSE4.2 <- n*mean((RadMinmax[,2]-1)^2) + empMSE <- rbind(empMSE, c(MSE1.2, MSE2.2, MSE3.2, MSE4.2)) + rownames(empMSE)[3] <- "n x empMSE (scale)" + relMSE <- empMSE[3,]/empMSE[3,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[4] <- "relMSE (scale)" + empMSE <- rbind(empMSE, c(MSE1.1 + MSE1.2, MSE2.1 + MSE2.2, MSE3.1 + MSE3.2, + MSE4.1 + MSE4.2)) + rownames(empMSE)[5] <- "n x empMSE (loc + scale)" + relMSE <- empMSE[5,]/empMSE[5,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[6] <- "relMSE (loc + scale)" + + empMSE +} + Modified: branches/robast-1.1/pkg/RobLox/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobLox/inst/NEWS 2018-07-17 07:55:52 UTC (rev 953) +++ branches/robast-1.1/pkg/RobLox/inst/NEWS 2018-07-17 08:01:06 UTC (rev 954) @@ -8,6 +8,14 @@ information) ####################################### +version 1.1 +####################################### + +under the hood: ++ wherever possible also use q.l internally instead of q to + provide functionality in IRKernel + +####################################### version 1.0 ####################################### @@ -97,4 +105,4 @@ + bug in computation of as. covariance in roblox corrected. + bug in rsOptIC corrected. + 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: branches/robast-1.1/pkg/RobLox/man/0RobLox-package.Rd =================================================================== --- branches/robast-1.1/pkg/RobLox/man/0RobLox-package.Rd 2018-07-17 07:55:52 UTC (rev 953) +++ branches/robast-1.1/pkg/RobLox/man/0RobLox-package.Rd 2018-07-17 08:01:06 UTC (rev 954) @@ -12,15 +12,15 @@ \details{ \tabular{ll}{ Package: \tab RobLox \cr -Version: \tab 1.0 \cr -Date: \tab 2015-05-03 \cr +Version: \tab 1.1.0 \cr +Date: \tab 2018-07-08 \cr Depends: \tab R(>= 2.14.0), stats, distrMod(>= 2.5.2), RobAStBase(>= 0.9) \cr Imports: \tab lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2) \cr Suggests: \tab MASS\cr ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -SVNRevision: \tab -Inf \cr +SVNRevision: \tab 940 \cr } } \author{Matthias Kohl \email{matthias.kohl at stamats.de}} From noreply at r-forge.r-project.org Tue Jul 17 10:06:18 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 17 Jul 2018 10:06:18 +0200 (CEST) Subject: [Robast-commits] r955 - in branches/robast-1.1/pkg/RobLoxBioC: . R inst man Message-ID: <20180717080618.20EF018094F@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-17 10:06:17 +0200 (Tue, 17 Jul 2018) New Revision: 955 Modified: branches/robast-1.1/pkg/RobLoxBioC/DESCRIPTION branches/robast-1.1/pkg/RobLoxBioC/R/AffySimStudyFunction.R branches/robast-1.1/pkg/RobLoxBioC/R/IlluminaSimStudyFunction.R branches/robast-1.1/pkg/RobLoxBioC/inst/NEWS branches/robast-1.1/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd Log: [RobLoxBioC] in branch 1.1 + wherever possible also use q.l internally instead of q to provide functionality in IRKernel Modified: branches/robast-1.1/pkg/RobLoxBioC/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobLoxBioC/DESCRIPTION 2018-07-17 08:01:06 UTC (rev 954) +++ branches/robast-1.1/pkg/RobLoxBioC/DESCRIPTION 2018-07-17 08:06:17 UTC (rev 955) @@ -1,11 +1,12 @@ Package: RobLoxBioC -Version: 1.0 -Date: 2015-05-03 +Version: 1.1.0 +Date: 2018-07-17 Title: Infinitesimally Robust Estimators for Preprocessing -Omics Data Description: Functions for the determination of optimally robust influence curves and estimators for preprocessing omics data, in particular gene expression data. Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), affy -Imports: Biobase, BiocGenerics, beadarray, RobLox(>= 0.9.2), distrMod(>= 2.5.2), lattice, RColorBrewer +Imports: Biobase, BiocGenerics, beadarray, RobLox(>= 0.9.2), distrMod(>= 2.5.2), lattice, + RColorBrewer Suggests: affydata, hgu95av2cdf, beadarrayExampleData, illuminaHumanv3.db Authors at R: person("Matthias", "Kohl", role=c("cre", "cph"), email="Matthias.Kohl at stamats.de") ByteCompile: yes @@ -14,4 +15,4 @@ Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: -Inf +SVNRevision: 940 Modified: branches/robast-1.1/pkg/RobLoxBioC/R/AffySimStudyFunction.R =================================================================== --- branches/robast-1.1/pkg/RobLoxBioC/R/AffySimStudyFunction.R 2018-07-17 08:01:06 UTC (rev 954) +++ branches/robast-1.1/pkg/RobLoxBioC/R/AffySimStudyFunction.R 2018-07-17 08:06:17 UTC (rev 955) @@ -1,120 +1,120 @@ -############################################################################### -## Function to perform simulation study comparing Tukey's biweight with -## rmx estimators -############################################################################### -AffySimStudy <- function(n, M, eps, seed = 123, eps.lower = 0, eps.upper = 0.05, - steps = 3L, fsCor = TRUE, contD, - plot1 = FALSE, plot2 = FALSE, plot3 = FALSE){ - stopifnot(n >= 3) - stopifnot(eps >= 0, eps <= 0.5) - if(plot1){ - from <- min(-6, q(contD)(1e-15)) - to <- max(6, q(contD)(1-1e-15)) - curve(pnorm, from = from, to = to, lwd = 2, n = 201, - main = "Comparison: ideal vs. real", ylab = "cdf") - fun <- function(x) (1-eps)*pnorm(x) + eps*p(contD)(x) - curve(fun, from = from, to = to, add = TRUE, col = "orange", - lwd = 2, n = 201, ylab = "cdf") - legend("topleft", legend = c("ideal", "real"), - fill = c("black", "orange")) - } - - set.seed(seed) - r <- rbinom(n*M, prob = eps, size = 1) - Mid <- rnorm(n*M) - Mcont <- r(contD)(n*M) - Mre <- matrix((1-r)*Mid + r*Mcont, ncol = n) - ind <- rowSums(matrix(r, ncol = n)) >= n/2 - while(any(ind)){ - M1 <- sum(ind) - cat("Samples to re-simulate:\t", M1, "\n") - r <- rbinom(n*M1, prob = eps, size = 1) - Mid <- rnorm(n*M1) - Mcont <- r(contD)(n*M1) - Mre[ind,] <- (1-r)*Mid + r*Mcont - ind[ind] <- rowSums(matrix(r, ncol = n)) >= n/2 - } - rm(Mid, Mcont, r, ind) - - - if(plot2){ - ind <- if(M <= 20) 1:M else sample(1:M, 20) - if(plot1) dev.new() - M1 <- min(M, 20) - print( - stripplot(rep(1:M1, each = n) ~ as.vector(Mre[ind,]), - ylab = "samples", xlab = "x", pch = 20, - main = ifelse(M <= 20, "Samples", "20 randomly chosen samples")) - ) - } - - ## ML-estimator: mean and sd - Mean <- rowMeans(Mre) - Sd <- sqrt(rowMeans((Mre-Mean)^2)) - ## Median and MAD - Median <- rowMedians(Mre) - Mad <- rowMedians(abs(Mre - Median))/qnorm(0.75) - ## Tukey 1-step + MAD - Tukey <- apply(Mre, 1, function(x) tukey.biweight(x)) - Tukey <- cbind(Tukey, Mad) - - ## Radius-minimax estimator - RadMinmax <- estimate(rowRoblox(Mre, eps.lower = eps.lower, - eps.upper = eps.upper, k = steps, - fsCor = fsCor)) - - if(plot3){ - Ergebnis1 <- list(Mean, Median, Tukey[,1], RadMinmax[,1]) - Ergebnis2 <- list(Sd, Mad, RadMinmax[,2]) - myCol <- brewer.pal(4, "Dark2") - if(plot1 || plot2) dev.new() - layout(matrix(c(1, 1, 1, 1, 3, 2, 2, 2, 2, 3), ncol = 2)) - boxplot(Ergebnis1, col = myCol, pch = 20, main = "Location") - abline(h = 0) - boxplot(Ergebnis2, col = myCol[c(1,2,4)], pch = 20, main = "Scale") - abline(h = 1) - op <- par(mar = rep(2, 4)) - plot(c(0,1), c(1, 0), type = "n", axes = FALSE) - legend("center", c("ML", "Med/MAD", "biweight", "rmx"), - fill = myCol, ncol = 4, cex = 1.5) - on.exit(par(op)) - } - - ## ML-estimator - MSE1.1 <- n*mean(Mean^2) - ## Median + MAD - MSE2.1 <- n*mean(Median^2) - ## Tukey - MSE3.1 <- n*mean(Tukey[,1]^2) - ## Radius-minimax - MSE4.1 <- n*mean(RadMinmax[,1]^2) - empMSE <- data.frame(ML = MSE1.1, Med = MSE2.1, Tukey = MSE3.1, "rmx" = MSE4.1) - rownames(empMSE) <- "n x empMSE (loc)" - relMSE <- empMSE[1,]/empMSE[1,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[2] <- "relMSE (loc)" - - ## ML-estimator - MSE1.2 <- n*mean((Sd-1)^2) - ## Median + MAD - MSE2.2 <- n*mean((Mad-1)^2) - ## Tukey - MSE3.2 <- MSE2.2 - ## Radius-minimax - MSE4.2 <- n*mean((RadMinmax[,2]-1)^2) - empMSE <- rbind(empMSE, c(MSE1.2, MSE2.2, MSE3.2, MSE4.2)) - rownames(empMSE)[3] <- "n x empMSE (scale)" - relMSE <- empMSE[3,]/empMSE[3,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[4] <- "relMSE (scale)" - empMSE <- rbind(empMSE, c(MSE1.1 + MSE1.2, MSE2.1 + MSE2.2, MSE3.1 + MSE3.2, - MSE4.1 + MSE4.2)) - rownames(empMSE)[5] <- "n x empMSE (loc + scale)" - relMSE <- empMSE[5,]/empMSE[5,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[6] <- "relMSE (loc + scale)" - - empMSE -} - - +############################################################################### +## Function to perform simulation study comparing Tukey's biweight with +## rmx estimators +############################################################################### +AffySimStudy <- function(n, M, eps, seed = 123, eps.lower = 0, eps.upper = 0.05, + steps = 3L, fsCor = TRUE, contD, + plot1 = FALSE, plot2 = FALSE, plot3 = FALSE){ + stopifnot(n >= 3) + stopifnot(eps >= 0, eps <= 0.5) + if(plot1){ + from <- min(-6, q.l(contD)(1e-15)) + to <- max(6, q.l(contD)(1-1e-15)) + curve(pnorm, from = from, to = to, lwd = 2, n = 201, + main = "Comparison: ideal vs. real", ylab = "cdf") + fun <- function(x) (1-eps)*pnorm(x) + eps*p(contD)(x) + curve(fun, from = from, to = to, add = TRUE, col = "orange", + lwd = 2, n = 201, ylab = "cdf") + legend("topleft", legend = c("ideal", "real"), + fill = c("black", "orange")) + } + + set.seed(seed) + r <- rbinom(n*M, prob = eps, size = 1) + Mid <- rnorm(n*M) + Mcont <- r(contD)(n*M) + Mre <- matrix((1-r)*Mid + r*Mcont, ncol = n) + ind <- rowSums(matrix(r, ncol = n)) >= n/2 + while(any(ind)){ + M1 <- sum(ind) + cat("Samples to re-simulate:\t", M1, "\n") + r <- rbinom(n*M1, prob = eps, size = 1) + Mid <- rnorm(n*M1) + Mcont <- r(contD)(n*M1) + Mre[ind,] <- (1-r)*Mid + r*Mcont + ind[ind] <- rowSums(matrix(r, ncol = n)) >= n/2 + } + rm(Mid, Mcont, r, ind) + + + if(plot2){ + ind <- if(M <= 20) 1:M else sample(1:M, 20) + if(plot1) dev.new() + M1 <- min(M, 20) + print( + stripplot(rep(1:M1, each = n) ~ as.vector(Mre[ind,]), + ylab = "samples", xlab = "x", pch = 20, + main = ifelse(M <= 20, "Samples", "20 randomly chosen samples")) + ) + } + + ## ML-estimator: mean and sd + Mean <- rowMeans(Mre) + Sd <- sqrt(rowMeans((Mre-Mean)^2)) + ## Median and MAD + Median <- rowMedians(Mre) + Mad <- rowMedians(abs(Mre - Median))/qnorm(0.75) + ## Tukey 1-step + MAD + Tukey <- apply(Mre, 1, function(x) tukey.biweight(x)) + Tukey <- cbind(Tukey, Mad) + + ## Radius-minimax estimator + RadMinmax <- estimate(rowRoblox(Mre, eps.lower = eps.lower, + eps.upper = eps.upper, k = steps, + fsCor = fsCor)) + + if(plot3){ + Ergebnis1 <- list(Mean, Median, Tukey[,1], RadMinmax[,1]) + Ergebnis2 <- list(Sd, Mad, RadMinmax[,2]) + myCol <- brewer.pal(4, "Dark2") + if(plot1 || plot2) dev.new() + layout(matrix(c(1, 1, 1, 1, 3, 2, 2, 2, 2, 3), ncol = 2)) + boxplot(Ergebnis1, col = myCol, pch = 20, main = "Location") + abline(h = 0) + boxplot(Ergebnis2, col = myCol[c(1,2,4)], pch = 20, main = "Scale") + abline(h = 1) + op <- par(mar = rep(2, 4)) + plot(c(0,1), c(1, 0), type = "n", axes = FALSE) + legend("center", c("ML", "Med/MAD", "biweight", "rmx"), + fill = myCol, ncol = 4, cex = 1.5) + on.exit(par(op)) + } + + ## ML-estimator + MSE1.1 <- n*mean(Mean^2) + ## Median + MAD + MSE2.1 <- n*mean(Median^2) + ## Tukey + MSE3.1 <- n*mean(Tukey[,1]^2) + ## Radius-minimax + MSE4.1 <- n*mean(RadMinmax[,1]^2) + empMSE <- data.frame(ML = MSE1.1, Med = MSE2.1, Tukey = MSE3.1, "rmx" = MSE4.1) + rownames(empMSE) <- "n x empMSE (loc)" + relMSE <- empMSE[1,]/empMSE[1,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[2] <- "relMSE (loc)" + + ## ML-estimator + MSE1.2 <- n*mean((Sd-1)^2) + ## Median + MAD + MSE2.2 <- n*mean((Mad-1)^2) + ## Tukey + MSE3.2 <- MSE2.2 + ## Radius-minimax + MSE4.2 <- n*mean((RadMinmax[,2]-1)^2) + empMSE <- rbind(empMSE, c(MSE1.2, MSE2.2, MSE3.2, MSE4.2)) + rownames(empMSE)[3] <- "n x empMSE (scale)" + relMSE <- empMSE[3,]/empMSE[3,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[4] <- "relMSE (scale)" + empMSE <- rbind(empMSE, c(MSE1.1 + MSE1.2, MSE2.1 + MSE2.2, MSE3.1 + MSE3.2, + MSE4.1 + MSE4.2)) + rownames(empMSE)[5] <- "n x empMSE (loc + scale)" + relMSE <- empMSE[5,]/empMSE[5,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[6] <- "relMSE (loc + scale)" + + empMSE +} + + Modified: branches/robast-1.1/pkg/RobLoxBioC/R/IlluminaSimStudyFunction.R =================================================================== --- branches/robast-1.1/pkg/RobLoxBioC/R/IlluminaSimStudyFunction.R 2018-07-17 08:01:06 UTC (rev 954) +++ branches/robast-1.1/pkg/RobLoxBioC/R/IlluminaSimStudyFunction.R 2018-07-17 08:06:17 UTC (rev 955) @@ -1,128 +1,128 @@ -############################################################################### -## Function to perform simulation study comparing Illumina's default method -## with rmx estimators -############################################################################### -IlluminaSimStudy <- function(n, M, eps, seed = 123, - eps.lower = 0, eps.upper = 0.05, - steps = 3L, fsCor = TRUE, contD, - plot1 = FALSE, plot2 = FALSE, plot3 = FALSE){ - stopifnot(n >= 3) - stopifnot(eps >= 0, eps <= 0.5) - if(plot1){ - from <- min(-6, q(contD)(1e-15)) - to <- max(6, q(contD)(1-1e-15)) - curve(pnorm, from = from, to = to, lwd = 2, n = 201, - main = "Comparison: ideal vs. real", ylab = "cdf") - fun <- function(x) (1-eps)*pnorm(x) + eps*p(contD)(x) - curve(fun, from = from, to = to, add = TRUE, col = "orange", - lwd = 2, n = 201, ylab = "cdf") - legend("topleft", legend = c("ideal", "real"), - fill = c("black", "orange")) - } - - set.seed(seed) - r <- rbinom(n*M, prob = eps, size = 1) - Mid <- rnorm(n*M) - Mcont <- r(contD)(n*M) - Mre <- matrix((1-r)*Mid + r*Mcont, ncol = n) - ind <- rowSums(matrix(r, ncol = n)) >= n/2 - while(any(ind)){ - M1 <- sum(ind) - cat("Samples to re-simulate:\t", M1, "\n") - r <- rbinom(n*M1, prob = eps, size = 1) - Mid <- rnorm(n*M1) - Mcont <- r(contD)(n*M1) - Mre[ind,] <- (1-r)*Mid + r*Mcont - ind[ind] <- rowSums(matrix(r, ncol = n)) >= n/2 - } - rm(Mid, Mcont, r, ind) - - - if(plot2){ - ind <- if(M <= 20) 1:M else sample(1:M, 20) - if(plot1) dev.new() - M1 <- min(M, 20) - print( - stripplot(rep(1:M1, each = n) ~ as.vector(Mre[ind,]), - ylab = "samples", xlab = "x", pch = 20, - main = ifelse(M <= 20, "Samples", "20 randomly chosen samples")) - ) - } - - ## ML-estimator: mean and sd - Mean <- rowMeans(Mre) - Sd <- sqrt(rowMeans((Mre-Mean)^2)) - ## Median and MAD - Median <- rowMedians(Mre) - Mad <- rowMedians(abs(Mre - Median))/qnorm(0.75) - ## Illumina method - ind <- (Mre < (Median - 3*Mad)) | (Mre > (Median + 3*Mad)) - x.ill <- Mre - x.ill[ind] <- NA - Illum.mean <- rowMeans(x.ill, na.rm = TRUE) - n.ill <- rowSums(!is.na(x.ill)) - n.ill[n.ill < 1] <- NA - Illum.sd <- sqrt(rowSums((x.ill - Illum.mean)^2, na.rm = TRUE)/(n.ill-1)) - Illum <- cbind(Illum.mean, Illum.sd) - - ## Radius-minimax estimator - RadMinmax <- estimate(rowRoblox(Mre, eps.lower = eps.lower, - eps.upper = eps.upper, k = steps, - fsCor = fsCor)) - - if(plot3){ - Ergebnis1 <- list(Mean, Median, Illum[,1], RadMinmax[,1]) - Ergebnis2 <- list(Sd, Mad, Illum[,2], RadMinmax[,2]) - myCol <- brewer.pal(4, "Dark2") - if(plot1 || plot2) dev.new() - layout(matrix(c(1, 1, 1, 1, 3, 2, 2, 2, 2, 3), ncol = 2)) - boxplot(Ergebnis1, col = myCol, pch = 20, main = "Location") - abline(h = 0) - boxplot(Ergebnis2, col = myCol, pch = 20, main = "Scale") - abline(h = 1) - op <- par(mar = rep(2, 4)) - plot(c(0,1), c(1, 0), type = "n", axes = FALSE) - legend("center", c("ML", "Med/MAD", "Illumina", "rmx"), - fill = myCol, ncol = 4, cex = 1.5) - op$cin <- op$cra <- op$csi <- op$cxy <- op$din <- NULL - on.exit(par(op)) - } - - ## ML-estimator - MSE1.1 <- n*mean(Mean^2) - ## Median + MAD - MSE2.1 <- n*mean(Median^2) - ## Illumina's default method - MSE3.1 <- n*mean(Illum[,1]^2) - ## Radius-minimax - MSE4.1 <- n*mean(RadMinmax[,1]^2) - empMSE <- data.frame(ML = MSE1.1, Med = MSE2.1, Illumina = MSE3.1, "rmx" = MSE4.1) - rownames(empMSE) <- "n x empMSE (loc)" - relMSE <- empMSE[1,]/empMSE[1,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[2] <- "relMSE (loc)" - - ## ML-estimator - MSE1.2 <- n*mean((Sd-1)^2) - ## Median + MAD - MSE2.2 <- n*mean((Mad-1)^2) - ## Illumina's default method - MSE3.2 <- n*mean((Illum[,2]-1)^2) - ## Radius-minimax - MSE4.2 <- n*mean((RadMinmax[,2]-1)^2) - empMSE <- rbind(empMSE, c(MSE1.2, MSE2.2, MSE3.2, MSE4.2)) - rownames(empMSE)[3] <- "n x empMSE (scale)" - relMSE <- empMSE[3,]/empMSE[3,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[4] <- "relMSE (scale)" - empMSE <- rbind(empMSE, c(MSE1.1 + MSE1.2, MSE2.1 + MSE2.2, MSE3.1 + MSE3.2, - MSE4.1 + MSE4.2)) - rownames(empMSE)[5] <- "n x empMSE (loc + scale)" - relMSE <- empMSE[5,]/empMSE[5,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[6] <- "relMSE (loc + scale)" - - empMSE -} - - +############################################################################### +## Function to perform simulation study comparing Illumina's default method +## with rmx estimators +############################################################################### +IlluminaSimStudy <- function(n, M, eps, seed = 123, + eps.lower = 0, eps.upper = 0.05, + steps = 3L, fsCor = TRUE, contD, + plot1 = FALSE, plot2 = FALSE, plot3 = FALSE){ + stopifnot(n >= 3) + stopifnot(eps >= 0, eps <= 0.5) + if(plot1){ + from <- min(-6, q.l(contD)(1e-15)) + to <- max(6, q.l(contD)(1-1e-15)) + curve(pnorm, from = from, to = to, lwd = 2, n = 201, + main = "Comparison: ideal vs. real", ylab = "cdf") + fun <- function(x) (1-eps)*pnorm(x) + eps*p(contD)(x) + curve(fun, from = from, to = to, add = TRUE, col = "orange", + lwd = 2, n = 201, ylab = "cdf") + legend("topleft", legend = c("ideal", "real"), + fill = c("black", "orange")) + } + + set.seed(seed) + r <- rbinom(n*M, prob = eps, size = 1) + Mid <- rnorm(n*M) + Mcont <- r(contD)(n*M) + Mre <- matrix((1-r)*Mid + r*Mcont, ncol = n) + ind <- rowSums(matrix(r, ncol = n)) >= n/2 + while(any(ind)){ + M1 <- sum(ind) + cat("Samples to re-simulate:\t", M1, "\n") + r <- rbinom(n*M1, prob = eps, size = 1) + Mid <- rnorm(n*M1) + Mcont <- r(contD)(n*M1) + Mre[ind,] <- (1-r)*Mid + r*Mcont + ind[ind] <- rowSums(matrix(r, ncol = n)) >= n/2 + } + rm(Mid, Mcont, r, ind) + + + if(plot2){ + ind <- if(M <= 20) 1:M else sample(1:M, 20) + if(plot1) dev.new() + M1 <- min(M, 20) + print( + stripplot(rep(1:M1, each = n) ~ as.vector(Mre[ind,]), + ylab = "samples", xlab = "x", pch = 20, + main = ifelse(M <= 20, "Samples", "20 randomly chosen samples")) + ) + } + + ## ML-estimator: mean and sd + Mean <- rowMeans(Mre) + Sd <- sqrt(rowMeans((Mre-Mean)^2)) + ## Median and MAD + Median <- rowMedians(Mre) + Mad <- rowMedians(abs(Mre - Median))/qnorm(0.75) + ## Illumina method + ind <- (Mre < (Median - 3*Mad)) | (Mre > (Median + 3*Mad)) + x.ill <- Mre + x.ill[ind] <- NA + Illum.mean <- rowMeans(x.ill, na.rm = TRUE) + n.ill <- rowSums(!is.na(x.ill)) + n.ill[n.ill < 1] <- NA + Illum.sd <- sqrt(rowSums((x.ill - Illum.mean)^2, na.rm = TRUE)/(n.ill-1)) + Illum <- cbind(Illum.mean, Illum.sd) + + ## Radius-minimax estimator + RadMinmax <- estimate(rowRoblox(Mre, eps.lower = eps.lower, + eps.upper = eps.upper, k = steps, + fsCor = fsCor)) + + if(plot3){ + Ergebnis1 <- list(Mean, Median, Illum[,1], RadMinmax[,1]) + Ergebnis2 <- list(Sd, Mad, Illum[,2], RadMinmax[,2]) + myCol <- brewer.pal(4, "Dark2") + if(plot1 || plot2) dev.new() + layout(matrix(c(1, 1, 1, 1, 3, 2, 2, 2, 2, 3), ncol = 2)) + boxplot(Ergebnis1, col = myCol, pch = 20, main = "Location") + abline(h = 0) + boxplot(Ergebnis2, col = myCol, pch = 20, main = "Scale") + abline(h = 1) + op <- par(mar = rep(2, 4)) + plot(c(0,1), c(1, 0), type = "n", axes = FALSE) + legend("center", c("ML", "Med/MAD", "Illumina", "rmx"), + fill = myCol, ncol = 4, cex = 1.5) + op$cin <- op$cra <- op$csi <- op$cxy <- op$din <- NULL + on.exit(par(op)) + } + + ## ML-estimator + MSE1.1 <- n*mean(Mean^2) + ## Median + MAD + MSE2.1 <- n*mean(Median^2) + ## Illumina's default method + MSE3.1 <- n*mean(Illum[,1]^2) + ## Radius-minimax + MSE4.1 <- n*mean(RadMinmax[,1]^2) + empMSE <- data.frame(ML = MSE1.1, Med = MSE2.1, Illumina = MSE3.1, "rmx" = MSE4.1) + rownames(empMSE) <- "n x empMSE (loc)" + relMSE <- empMSE[1,]/empMSE[1,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[2] <- "relMSE (loc)" + + ## ML-estimator + MSE1.2 <- n*mean((Sd-1)^2) + ## Median + MAD + MSE2.2 <- n*mean((Mad-1)^2) + ## Illumina's default method + MSE3.2 <- n*mean((Illum[,2]-1)^2) + ## Radius-minimax + MSE4.2 <- n*mean((RadMinmax[,2]-1)^2) + empMSE <- rbind(empMSE, c(MSE1.2, MSE2.2, MSE3.2, MSE4.2)) + rownames(empMSE)[3] <- "n x empMSE (scale)" + relMSE <- empMSE[3,]/empMSE[3,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[4] <- "relMSE (scale)" + empMSE <- rbind(empMSE, c(MSE1.1 + MSE1.2, MSE2.1 + MSE2.2, MSE3.1 + MSE3.2, + MSE4.1 + MSE4.2)) + rownames(empMSE)[5] <- "n x empMSE (loc + scale)" + relMSE <- empMSE[5,]/empMSE[5,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[6] <- "relMSE (loc + scale)" + + empMSE +} + + Modified: branches/robast-1.1/pkg/RobLoxBioC/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobLoxBioC/inst/NEWS 2018-07-17 08:01:06 UTC (rev 954) +++ branches/robast-1.1/pkg/RobLoxBioC/inst/NEWS 2018-07-17 08:06:17 UTC (rev 955) @@ -8,6 +8,14 @@ information) ####################################### +version 1.1 +####################################### + +under the hood: ++ wherever possible also use q.l internally instead of q to + provide functionality in IRKernel + +####################################### version 1.0 ####################################### Modified: branches/robast-1.1/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd =================================================================== --- branches/robast-1.1/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd 2018-07-17 08:01:06 UTC (rev 954) +++ branches/robast-1.1/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd 2018-07-17 08:06:17 UTC (rev 955) @@ -12,15 +12,15 @@ \details{ \tabular{ll}{ Package: \tab RobLoxBioC \cr -Version: \tab 1.0 \cr -Date: \tab 2015-05-03 \cr +Version: \tab 1.1.0 \cr +Date: \tab 2018-07-17 \cr Depends:\tab R(>= 2.14.0), methods, distr(>= 2.5.2), affy \cr Imports:\tab Biobase, BiocGenerics, beadarray, RobLox(>= 0.9.2), distrMod(>= 2.5.2), lattice, RColorBrewer \cr Suggests:\tab affydata, hgu95av2cdf, beadarrayExampleData, illuminaHumanv3.db \cr ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -SVNRevision: \tab -Inf \cr +SVNRevision: \tab 940 \cr Encoding: \tab latin1 \cr } } From noreply at r-forge.r-project.org Tue Jul 17 10:10:29 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 17 Jul 2018 10:10:29 +0200 (CEST) Subject: [Robast-commits] r956 - branches/robast-1.1/pkg/RobRex Message-ID: <20180717081029.2E32F18094F@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-17 10:10:28 +0200 (Tue, 17 Jul 2018) New Revision: 956 Modified: branches/robast-1.1/pkg/RobRex/DESCRIPTION Log: [RobRex] branch 1.1 nothing changed, just updated the DESCRIPTION file for consistency Modified: branches/robast-1.1/pkg/RobRex/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobRex/DESCRIPTION 2018-07-17 08:06:17 UTC (rev 955) +++ branches/robast-1.1/pkg/RobRex/DESCRIPTION 2018-07-17 08:10:28 UTC (rev 956) @@ -1,6 +1,6 @@ Package: RobRex -Version: 1.0 -Date: 2015-05-03 +Version: 1.1.0 +Date: 2018-07-08 Title: Optimally Robust Influence Curves for Regression and Scale Description: Functions for the determination of optimally robust influence curves in case of linear regression with unknown scale and standard normal distributed errors where the @@ -14,4 +14,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: -Inf +SVNRevision: 940 From noreply at r-forge.r-project.org Tue Jul 17 10:13:37 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 17 Jul 2018 10:13:37 +0200 (CEST) Subject: [Robast-commits] r957 - in branches/robast-1.1/pkg/ROptEstOld: . R inst Message-ID: <20180717081337.61405189884@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-17 10:13:37 +0200 (Tue, 17 Jul 2018) New Revision: 957 Modified: branches/robast-1.1/pkg/ROptEstOld/DESCRIPTION branches/robast-1.1/pkg/ROptEstOld/R/AllPlot.R branches/robast-1.1/pkg/ROptEstOld/R/getAsRisk.R branches/robast-1.1/pkg/ROptEstOld/R/getInfCent.R branches/robast-1.1/pkg/ROptEstOld/R/getInfRobIC_asBias.R branches/robast-1.1/pkg/ROptEstOld/R/getInfRobIC_asCov.R branches/robast-1.1/pkg/ROptEstOld/R/getInfRobIC_asHampel.R branches/robast-1.1/pkg/ROptEstOld/R/infoPlot.R branches/robast-1.1/pkg/ROptEstOld/R/lowerCaseRadius.R branches/robast-1.1/pkg/ROptEstOld/inst/NEWS Log: [ROptEstOld] branch 1.1 + wherever possible also use q.l internally instead of q to provide functionality in IRKernel Modified: branches/robast-1.1/pkg/ROptEstOld/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/DESCRIPTION 2018-07-17 08:10:28 UTC (rev 956) +++ branches/robast-1.1/pkg/ROptEstOld/DESCRIPTION 2018-07-17 08:13:37 UTC (rev 957) @@ -1,6 +1,6 @@ Package: ROptEstOld -Version: 1.0 -Date: 2015-05-03 +Version: 1.1.0 +Date: 2018-07-17 Title: Optimally Robust Estimation - Old Version Description: Optimally robust estimation using S4 classes and methods. Old version still needed for current versions of ROptRegTS and RobRex. @@ -12,4 +12,4 @@ Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: -Inf +SVNRevision: 940 Modified: branches/robast-1.1/pkg/ROptEstOld/R/AllPlot.R =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/R/AllPlot.R 2018-07-17 08:10:28 UTC (rev 956) +++ branches/robast-1.1/pkg/ROptEstOld/R/AllPlot.R 2018-07-17 08:13:37 UTC (rev 957) @@ -13,8 +13,8 @@ plot(e1) if(is(e1, "AbscontDistribution")){ - lower <- ifelse(is.finite(q(e1)(0)), q(e1)(0), q(e1)(getdistrOption("TruncQuantile"))) - upper <- ifelse(is.finite(q(e1)(1)), q(e1)(1), q(e1)(1 - getdistrOption("TruncQuantile"))) + lower <- ifelse(is.finite(q.l(e1)(0)), q.l(e1)(0), q.l(e1)(getdistrOption("TruncQuantile"))) + upper <- ifelse(is.finite(q.l(e1)(1)), q.l(e1)(1), q.l(e1)(1 - getdistrOption("TruncQuantile"))) h <- upper - lower x.vec <- seq(from = lower - 0.1*h, to = upper + 0.1*h, length = 1000) plty <- "l" @@ -69,8 +69,8 @@ if(!is(e1, "UnivariateDistribution")) stop("not yet implemented") if(is(e1, "AbscontDistribution")){ - lower <- ifelse(is.finite(q(e1)(0)), q(e1)(0), q(e1)(getdistrOption("TruncQuantile"))) - upper <- ifelse(is.finite(q(e1)(1)), q(e1)(1), q(e1)(1 - getdistrOption("TruncQuantile"))) + lower <- ifelse(is.finite(q.l(e1)(0)), q.l(e1)(0), q.l(e1)(getdistrOption("TruncQuantile"))) + upper <- ifelse(is.finite(q.l(e1)(1)), q.l(e1)(1), q.l(e1)(1 - getdistrOption("TruncQuantile"))) h <- upper - lower x.vec <- seq(from = lower - 0.1*h, to = upper + 0.1*h, length = 1000) plty <- "l" Modified: branches/robast-1.1/pkg/ROptEstOld/R/getAsRisk.R =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/R/getAsRisk.R 2018-07-17 08:10:28 UTC (rev 956) +++ branches/robast-1.1/pkg/ROptEstOld/R/getAsRisk.R 2018-07-17 08:13:37 UTC (rev 957) @@ -29,7 +29,7 @@ L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood"), function(risk, L2deriv, neighbor, trafo){ - z <- q(L2deriv)(0.5) + z <- q.l(L2deriv)(0.5) bias <- abs(as.vector(trafo))/E(L2deriv, function(x, z){abs(x - z)}, useApply = FALSE, z = z) Modified: branches/robast-1.1/pkg/ROptEstOld/R/getInfCent.R =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/R/getInfCent.R 2018-07-17 08:10:28 UTC (rev 956) +++ branches/robast-1.1/pkg/ROptEstOld/R/getInfCent.R 2018-07-17 08:13:37 UTC (rev 957) @@ -9,8 +9,8 @@ z.fct <- function(z, c0, D1){ return(c0 + (z-c0)*p(D1)(z-c0) - (z+c0)*p(D1)(z+c0) + m1df(D1, z+c0) - m1df(D1, z-c0)) } - lower <- q(L2deriv)(getdistrOption("TruncQuantile")) - upper <- q(L2deriv)(1-getdistrOption("TruncQuantile")) + lower <- q.l(L2deriv)(getdistrOption("TruncQuantile")) + upper <- q.l(L2deriv)(1-getdistrOption("TruncQuantile")) return(uniroot(z.fct, lower = lower, upper = upper, tol = tol.z, c0=clip, D1=L2deriv)$root) @@ -24,8 +24,8 @@ g.fct <- function(g, c0, D1){ return(g*p(D1)(g) + (g+c0)*(1-p(D1)(g+c0)) - m1df(D1, g) + m1df(D1, g+c0)) } - lower <- q(L2deriv)(getdistrOption("TruncQuantile")) - upper <- q(L2deriv)(1-getdistrOption("TruncQuantile")) + lower <- q.l(L2deriv)(getdistrOption("TruncQuantile")) + upper <- q.l(L2deriv)(1-getdistrOption("TruncQuantile")) return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, c0 = clip, D1 = D1)$root) Modified: branches/robast-1.1/pkg/ROptEstOld/R/getInfRobIC_asBias.R =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/R/getInfRobIC_asBias.R 2018-07-17 08:10:28 UTC (rev 956) +++ branches/robast-1.1/pkg/ROptEstOld/R/getInfRobIC_asBias.R 2018-07-17 08:13:37 UTC (rev 957) @@ -8,7 +8,7 @@ upper, maxiter, tol, warn){ zi <- sign(as.vector(trafo)) A <- as.matrix(zi) - z <- q(L2deriv)(0.5) + z <- q.l(L2deriv)(0.5) b <- zi*as.vector(trafo)/E(L2deriv, function(x, z){abs(x - z)}, z = z) if(is(L2deriv, "AbscontDistribution")) Modified: branches/robast-1.1/pkg/ROptEstOld/R/getInfRobIC_asCov.R =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/R/getInfRobIC_asCov.R 2018-07-17 08:10:28 UTC (rev 956) +++ branches/robast-1.1/pkg/ROptEstOld/R/getInfRobIC_asCov.R 2018-07-17 08:13:37 UTC (rev 957) @@ -7,7 +7,7 @@ function(L2deriv, risk, neighbor, Finfo, trafo){ info <- c("optimal IC in sense of Cramer-Rao bound") A <- trafo %*% solve(Finfo) - b <- abs(as.vector(A))*max(abs(q(L2deriv)(1)),abs(q(L2deriv)(0))) + b <- abs(as.vector(A))*max(abs(q.l(L2deriv)(1)),abs(q.l(L2deriv)(0))) Risk <- list(asCov = A %*% t(trafo), asBias = b) return(list(A = A, a = 0, b = b, d = NULL, risk = Risk, info = info)) @@ -18,7 +18,7 @@ function(L2deriv, risk, neighbor, Finfo, trafo){ info <- c("optimal IC in sense of Cramer-Rao bound") A <- trafo %*% solve(Finfo) - b <- abs(as.vector(A))*(q(L2deriv)(1)-q(L2deriv)(0)) + b <- abs(as.vector(A))*(q.l(L2deriv)(1)-q.l(L2deriv)(0)) Risk <- list(asCov = A %*% t(trafo), asBias = b) return(list(A = A, a = -b/2, b = b, d = NULL, risk = Risk, info = info)) @@ -31,8 +31,8 @@ A <- trafo %*% solve(Finfo) IC <- A %*% L2deriv if(is(Distr, "UnivariateDistribution")){ - lower <- ifelse(is.finite(q(Distr)(0)), q(Distr)(1e-8), q(Distr)(0)) - upper <- ifelse(is.finite(q(Distr)(1)), q(Distr)(1-1e-8), q(Distr)(1)) + lower <- ifelse(is.finite(q.l(Distr)(0)), q.l(Distr)(1e-8), q.l(Distr)(0)) + upper <- ifelse(is.finite(q.l(Distr)(1)), q.l(Distr)(1-1e-8), q.l(Distr)(1)) x <- seq(from = lower, to = upper, length = 1e5) x <- x[x!=0] # problems with NaN=log(0)! b <- evalRandVar(IC, as.matrix(x))^2 Modified: branches/robast-1.1/pkg/ROptEstOld/R/getInfRobIC_asHampel.R =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/R/getInfRobIC_asHampel.R 2018-07-17 08:10:28 UTC (rev 956) +++ branches/robast-1.1/pkg/ROptEstOld/R/getInfRobIC_asHampel.R 2018-07-17 08:13:37 UTC (rev 957) @@ -8,7 +8,7 @@ upper, maxiter, tol, warn){ A <- trafo / E(L2deriv, function(x){x^2}) b <- risk at bound - bmax <- abs(as.vector(A))*max(abs(q(L2deriv)(0)), q(L2deriv)(1)) + bmax <- abs(as.vector(A))*max(abs(q.l(L2deriv)(0)), q.l(L2deriv)(1)) if(b >= bmax){ if(warn) cat("'b >= maximum asymptotic bias' => (classical) optimal IC\n", "in sense of Cramer-Rao bound is returned\n") @@ -70,8 +70,8 @@ if(is.null(A.start)) A.start <- trafo ClassIC <- trafo %*% solve(Finfo) %*% L2deriv - lower <- q(Distr)(getdistrOption("TruncQuantile")) - upper <- q(Distr)(1-getdistrOption("TruncQuantile")) + lower <- q.l(Distr)(getdistrOption("TruncQuantile")) + upper <- q.l(Distr)(1-getdistrOption("TruncQuantile")) x <- seq(from = lower, to = upper, by = 0.01) bmax <- evalRandVar(ClassIC, as.matrix(x))^2 bmax <- sqrt(max(colSums(bmax))) Modified: branches/robast-1.1/pkg/ROptEstOld/R/infoPlot.R =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/R/infoPlot.R 2018-07-17 08:10:28 UTC (rev 956) +++ branches/robast-1.1/pkg/ROptEstOld/R/infoPlot.R 2018-07-17 08:13:37 UTC (rev 957) @@ -7,8 +7,8 @@ if(is(e1, "UnivariateDistribution")){ if(is(e1, "AbscontDistribution")){ - ifelse(is.finite(q(e1)(0)), lower <- q(e1)(0), lower <- q(e1)(getdistrOption("TruncQuantile"))) - ifelse(is.finite(q(e1)(1)), upper <- q(e1)(1), upper <- q(e1)(1 - getdistrOption("TruncQuantile"))) + ifelse(is.finite(q.l(e1)(0)), lower <- q.l(e1)(0), lower <- q.l(e1)(getdistrOption("TruncQuantile"))) + ifelse(is.finite(q.l(e1)(1)), upper <- q.l(e1)(1), upper <- q.l(e1)(1 - getdistrOption("TruncQuantile"))) h <- upper - lower x.vec <- seq(from = lower - 0.1*h, to = upper + 0.1*h, length = 1000) plty <- "l" Modified: branches/robast-1.1/pkg/ROptEstOld/R/lowerCaseRadius.R =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/R/lowerCaseRadius.R 2018-07-17 08:10:28 UTC (rev 956) +++ branches/robast-1.1/pkg/ROptEstOld/R/lowerCaseRadius.R 2018-07-17 08:13:37 UTC (rev 957) @@ -13,7 +13,7 @@ w0 <- options("warn") options(warn = -1) L2deriv <- L2Fam at L2derivDistr[[1]] - m <- q(L2deriv)(0.5) + m <- q.l(L2deriv)(0.5) wsm <- d(L2deriv)(m) supp <- support(L2deriv) Modified: branches/robast-1.1/pkg/ROptEstOld/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/inst/NEWS 2018-07-17 08:10:28 UTC (rev 956) +++ branches/robast-1.1/pkg/ROptEstOld/inst/NEWS 2018-07-17 08:13:37 UTC (rev 957) @@ -8,6 +8,14 @@ information) ####################################### +version 1.1 +####################################### + +under the hood: ++ wherever possible also use q.l internally instead of q to + provide functionality in IRKernel + +####################################### version 1.0 ####################################### From noreply at r-forge.r-project.org Tue Jul 17 10:16:08 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 17 Jul 2018 10:16:08 +0200 (CEST) Subject: [Robast-commits] r958 - in branches/robast-1.1/pkg/ROptRegTS: . R inst Message-ID: <20180717081608.A5C6E189884@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-17 10:16:08 +0200 (Tue, 17 Jul 2018) New Revision: 958 Modified: branches/robast-1.1/pkg/ROptRegTS/DESCRIPTION branches/robast-1.1/pkg/ROptRegTS/R/AllClass.R branches/robast-1.1/pkg/ROptRegTS/R/CondIC.R branches/robast-1.1/pkg/ROptRegTS/R/getAsRiskRegTS.R branches/robast-1.1/pkg/ROptRegTS/R/getFiRiskRegTS.R branches/robast-1.1/pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R branches/robast-1.1/pkg/ROptRegTS/R/getInfCentRegTS.R branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asBias.R branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asCov.R branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c1.R branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_v1.R branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asUnOvShoot.R branches/robast-1.1/pkg/ROptRegTS/inst/NEWS Log: [ROptRegTS] branch 1.1 + wherever possible also use q.l internally instead of q to provide functionality in IRKernel Modified: branches/robast-1.1/pkg/ROptRegTS/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/DESCRIPTION 2018-07-17 08:13:37 UTC (rev 957) +++ branches/robast-1.1/pkg/ROptRegTS/DESCRIPTION 2018-07-17 08:16:08 UTC (rev 958) @@ -1,17 +1,18 @@ Package: ROptRegTS -Version: 1.0 -Date: 2015-05-03 +Version: 1.1.0 +Date: 2018-07-08 Title: Optimally Robust Estimation for Regression-Type Models Description: Optimally robust estimation for regression-type models using S4 classes and methods. -Depends: R (>= 2.14.0), methods, ROptEstOld(>= 0.9.1) +Depends: R (>= 2.14.0), methods, ROptEstOld(>= 0.9.1) Imports: distr(>= 2.5.2), distrEx(>= 2.5), RandVar(>= 0.9.2) -Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph"), email="Matthias.Kohl at stamats.de"), - 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("Peter", "Ruckdeschel", role=c("aut", + "cph"))) ByteCompile: yes License: LGPL-3 Encoding: latin1 URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: -Inf +SVNRevision: 940 Modified: branches/robast-1.1/pkg/ROptRegTS/R/AllClass.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/AllClass.R 2018-07-17 08:13:37 UTC (rev 957) +++ branches/robast-1.1/pkg/ROptRegTS/R/AllClass.R 2018-07-17 08:16:08 UTC (rev 958) @@ -160,8 +160,8 @@ radCurve <- object at neighbor@radiusCurve if(is(D1, "UnivariateDistribution")){ if(is(D1, "AbscontDistribution")){ - xlo <- ifelse(is.finite(q(D1)(0)), q(D1)(0), q(D1)(distr::TruncQuantile)) - xup <- ifelse(is.finite(q(D1)(1)), q(D1)(1), q(D1)(1 - distr::TruncQuantile)) + xlo <- ifelse(is.finite(q.l(D1)(0)), q.l(D1)(0), q.l(D1)(distr::TruncQuantile)) + xup <- ifelse(is.finite(q.l(D1)(1)), q.l(D1)(1), q.l(D1)(1 - distr::TruncQuantile)) x <- seq(from = xlo, to = xup, by = 1e-3) }else{ if(is(Regressor, "DiscreteDistribution")) @@ -210,8 +210,8 @@ radCurve <- object at neighbor@radiusCurve if(is(D1, "UnivariateDistribution")){ if(is(D1, "AbscontDistribution")){ - xlo <- ifelse(is.finite(q(D1)(0)), q(D1)(0), q(D1)(distr::TruncQuantile)) - xup <- ifelse(is.finite(q(D1)(1)), q(D1)(1), q(D1)(1 - distr::TruncQuantile)) + xlo <- ifelse(is.finite(q.l(D1)(0)), q.l(D1)(0), q.l(D1)(distr::TruncQuantile)) + xup <- ifelse(is.finite(q.l(D1)(1)), q.l(D1)(1), q.l(D1)(1 - distr::TruncQuantile)) x <- seq(from = xlo, to = xup, by = 1e-3) }else{ if(is(Regressor, "DiscreteDistribution")) Modified: branches/robast-1.1/pkg/ROptRegTS/R/CondIC.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/CondIC.R 2018-07-17 08:13:37 UTC (rev 957) +++ branches/robast-1.1/pkg/ROptRegTS/R/CondIC.R 2018-07-17 08:16:08 UTC (rev 958) @@ -30,7 +30,7 @@ cond <- as.matrix(support(K)) else{ if(is(K, "AbscontDistribution")) - cond <- as.matrix(seq(from = q(K)(TruncQuantile), to = q(K)(1-TruncQuantile), + cond <- as.matrix(seq(from = q.l(K)(TruncQuantile), to = q.l(K)(1-TruncQuantile), length = 100)) else cond <- as.matrix(r(K)(1000)) @@ -78,7 +78,7 @@ cond <- as.matrix(support(K)) else{ if(is(K, "AbscontDistribution")) - cond <- as.matrix(seq(from = q(K)(TruncQuantile), to = q(K)(1-TruncQuantile), + cond <- as.matrix(seq(from = q.l(K)(TruncQuantile), to = q.l(K)(1-TruncQuantile), length = 100)) else cond <- as.matrix(r(K)(1000)) Modified: branches/robast-1.1/pkg/ROptRegTS/R/getAsRiskRegTS.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getAsRiskRegTS.R 2018-07-17 08:13:37 UTC (rev 957) +++ branches/robast-1.1/pkg/ROptRegTS/R/getAsRiskRegTS.R 2018-07-17 08:16:08 UTC (rev 958) @@ -74,7 +74,7 @@ ErrorL2derivDistrSymm, trafo, maxiter, tol){ zi <- sign(as.vector(trafo)) A <- as.matrix(zi) - z <- q(ErrorL2deriv)(0.5) + z <- q.l(ErrorL2deriv)(0.5) Eu <- E(ErrorL2deriv, function(x, z){abs(x - z)}, z = z) Ex <- E(Regressor, function(x){abs(x)}) b <- zi*as.vector(trafo)/(Ex*Eu) @@ -163,7 +163,7 @@ erg <- optim(as.vector(trafo), bmin.fct, method = "Nelder-Mead", control = list(reltol = tol, maxit = 100*maxiter), Regressor = Regressor, trafo = trafo) - z <- q(ErrorL2deriv)(0.5) + z <- q.l(ErrorL2deriv)(0.5) b <- 1/(erg$value*E(ErrorL2deriv, function(x, z){abs(x - z)}, z = z)) return(list(asBias = b)) @@ -175,7 +175,7 @@ function(risk, ErrorL2deriv, Regressor, neighbor, ErrorL2derivDistrSymm, trafo, maxiter, tol){ K <- E(Regressor, fun = function(x){ x %*% t(x) }) - z <- q(ErrorL2deriv)(0.5) + 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 @@ -281,8 +281,8 @@ neighbor = "CondNeighborhood"), function(risk, ErrorL2deriv, Regressor, neighbor, clip, cent, stand){ if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q(Regressor)(0)), q(Regressor)(0), q(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q(Regressor)(1)), q(Regressor)(1), q(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) x.vec <- seq(from = xlower, to = xupper, by = 0.01) }else{ if(is(Regressor, "DiscreteDistribution")) Modified: branches/robast-1.1/pkg/ROptRegTS/R/getFiRiskRegTS.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getFiRiskRegTS.R 2018-07-17 08:13:37 UTC (rev 957) +++ branches/robast-1.1/pkg/ROptRegTS/R/getFiRiskRegTS.R 2018-07-17 08:16:08 UTC (rev 958) @@ -292,8 +292,8 @@ m <- distr::DefaultNrFFTGridPointsExponent if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q(Regressor)(0)), q(Regressor)(0), q(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q(Regressor)(1)), q(Regressor)(1), q(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) @@ -366,8 +366,8 @@ m <- distr::DefaultNrFFTGridPointsExponent if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q(Regressor)(0)), q(Regressor)(0), q(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q(Regressor)(1)), q(Regressor)(1), q(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) Modified: branches/robast-1.1/pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R 2018-07-17 08:13:37 UTC (rev 957) +++ branches/robast-1.1/pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R 2018-07-17 08:16:08 UTC (rev 958) @@ -53,8 +53,8 @@ tol, warn, Algo, cont){ radiusCurve <- neighbor at radiusCurve if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q(Regressor)(0)), q(Regressor)(0), q(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q(Regressor)(1)), q(Regressor)(1), q(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) @@ -100,11 +100,11 @@ return(NA) } }else{ - if(is.finite(q(Regressor)(0))) + if(is.finite(q.l(Regressor)(0))) yleft <- NA else yleft <- b[1] - if(is.finite(q(Regressor)(1))) + if(is.finite(q.l(Regressor)(1))) yright <- NA else yright <- b.vec[length(b.vec)] Modified: branches/robast-1.1/pkg/ROptRegTS/R/getInfCentRegTS.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getInfCentRegTS.R 2018-07-17 08:13:37 UTC (rev 957) +++ branches/robast-1.1/pkg/ROptRegTS/R/getInfCentRegTS.R 2018-07-17 08:16:08 UTC (rev 958) @@ -39,8 +39,8 @@ } return(E(K, gu.fct, z = z, c0 = c0, D1 = D1)) } - lower <- q(ErrorL2deriv)(distr::TruncQuantile) - upper <- q(ErrorL2deriv)(1-distr::TruncQuantile) + lower <- q.l(ErrorL2deriv)(distr::TruncQuantile) + upper <- q.l(ErrorL2deriv)(1-distr::TruncQuantile) return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, c0 = clip, D1 = D1, K = Regressor)$root) @@ -94,8 +94,8 @@ z*(1-p(D1)(z/x)) + x*(m1df(D1, z/x) - m1df(D1, b/x)) + b*p(D1)(b/x) } } - lower <- q(ErrorL2deriv)(distr::TruncQuantile) - upper <- q(ErrorL2deriv)(1-distr::TruncQuantile) + lower <- q.l(ErrorL2deriv)(distr::TruncQuantile) + upper <- q.l(ErrorL2deriv)(1-distr::TruncQuantile) return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, c0 = clip, D1 = D1, x = Regressor)$root) @@ -130,11 +130,11 @@ return(NA) } }else{ - if(is.finite(q(Regressor)(0))) + if(is.finite(q.l(Regressor)(0))) yleft <- NA else yleft <- z.vec[1] - if(is.finite(q(Regressor)(1))) + if(is.finite(q.l(Regressor)(1))) yright <- NA else yright <- z.vec[length(z.vec)] @@ -203,8 +203,8 @@ z.fct <- function(z, c0, D1){ return(c0 + (z-c0)*p(D1)(z-c0) - (z+c0)*p(D1)(z+c0) + m1df(D1, z+c0) - m1df(D1, z-c0)) } - lower <- q(ErrorL2deriv)(distr::TruncQuantile) - upper <- q(ErrorL2deriv)(1-distr::TruncQuantile) + lower <- q.l(ErrorL2deriv)(distr::TruncQuantile) + upper <- q.l(ErrorL2deriv)(1-distr::TruncQuantile) return(uniroot(z.fct, lower = lower, upper = upper, tol = tol.z, c0=clip, D1=ErrorL2deriv)$root) @@ -228,8 +228,8 @@ zfun <- function(x, z0, c0, D1, tol.z){ if(x == 0) return(0) - lower <- q(D1)(distr::TruncQuantile) - upper <- q(D1)(1-distr::TruncQuantile) + lower <- q.l(D1)(distr::TruncQuantile) + upper <- q.l(D1)(1-distr::TruncQuantile) return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, c0 = c0, xx = x, D1 = D1)$root) @@ -245,11 +245,11 @@ return(NA) } }else{ - if(is.finite(q(Regressor)(0))) + if(is.finite(q.l(Regressor)(0))) yleft <- NA else yleft <- z.vec[1] - if(is.finite(q(Regressor)(1))) + if(is.finite(q.l(Regressor)(1))) yright <- NA else yright <- z.vec[length(z.vec)] @@ -278,8 +278,8 @@ zfun <- function(x, z0, c0, A0, D1, tol.z){ if(all(x == numeric(length(x)))) return(0) - lower <- q(D1)(distr::TruncQuantile) - upper <- q(D1)(1-distr::TruncQuantile) + lower <- q.l(D1)(distr::TruncQuantile) + upper <- q.l(D1)(1-distr::TruncQuantile) return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, c0 = c0, A0 = A0, xx = x, D1 = D1)$root) Modified: branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asBias.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asBias.R 2018-07-17 08:13:37 UTC (rev 957) +++ branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asBias.R 2018-07-17 08:16:08 UTC (rev 958) @@ -76,7 +76,7 @@ RegSymm, Finfo, trafo, upper, maxiter, tol, warn){ zi <- sign(as.vector(trafo)) A <- as.matrix(zi) - z <- q(ErrorL2deriv)(0.5) + z <- q.l(ErrorL2deriv)(0.5) Eu <- E(ErrorL2deriv, function(x, z){abs(x - z)}, z = z) Ex <- E(Regressor, abs) b <- zi*as.vector(trafo)/(Ex*Eu) @@ -112,7 +112,7 @@ function(ErrorL2deriv, Regressor, risk, neighbor, ErrorL2derivDistrSymm, RegSymm, Finfo, trafo, upper, maxiter, tol, warn){ K <- E(Regressor, fun = function(x){ x %*% t(x) }) - z <- q(ErrorL2deriv)(0.5) + z <- q.l(ErrorL2deriv)(0.5) Eu <- E(ErrorL2deriv, function(x, z){abs(x - z)}, z = z) b <- sqrt(sum(diag(trafo %*% solve(K) %*% t(trafo))))/Eu @@ -251,7 +251,7 @@ erg <- optim(as.vector(trafo), bmin.fct, method = "Nelder-Mead", control=list(reltol=tol, maxit=100*maxiter), Regressor = Regressor, trafo = trafo) - z <- q(ErrorL2deriv)(0.5) + z <- q.l(ErrorL2deriv)(0.5) b <- 1/(erg$value*E(ErrorL2deriv, function(x, z){abs(x - z)}, z = z)) p <- nrow(trafo) Modified: branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asCov.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asCov.R 2018-07-17 08:13:37 UTC (rev 957) +++ branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asCov.R 2018-07-17 08:16:08 UTC (rev 958) @@ -9,9 +9,9 @@ RegSymm, Finfo, trafo){ info <- c("optimal IC in sense of Cramer-Rao bound") A <- trafo %*% solve(Finfo) - b <- max(abs(as.vector(A)))*max(q(ErrorL2deriv)(1),abs(q(ErrorL2deriv)(0))) + 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(Regressor)(1)), abs(q(Regressor)(0))) + b <- b*max(abs(q.l(Regressor)(1)), abs(q.l(Regressor)(0))) Risk <- list(asCov = A %*% t(trafo), asBias = b) @@ -25,8 +25,8 @@ RegSymm, Finfo, trafo){ info <- c("optimal IC in sense of Cramer-Rao bound") A <- trafo %*% solve(Finfo) - b <- abs(as.vector(A))*(q(ErrorL2deriv)(1) - q(ErrorL2deriv)(0)) - b <- b*(abs(q(Regressor)(1)) + abs(q(Regressor)(0))) + 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) return(list(A = A, a = -b/2, b = b, d = NULL, risk = Risk, info = info)) @@ -39,9 +39,9 @@ RegSymm, Finfo, trafo){ info <- c("optimal IC in sense of Cramer-Rao bound") A <- trafo %*% solve(Finfo) - b <- max(abs(as.vector(A)))*max(q(ErrorL2deriv)(1),abs(q(ErrorL2deriv)(0))) + 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(Regressor)(1)), abs(q(Regressor)(0))) + b <- b*max(abs(q.l(Regressor)(1)), abs(q.l(Regressor)(0))) b.fct <- function(x){ b } body(b.fct) <- substitute({ b }, list(b = b)) bfun <- RealRandVariable(Map = list(b.fct), @@ -58,9 +58,9 @@ RegSymm, Finfo, trafo){ info <- c("optimal IC in sense of Cramer-Rao bound") A <- trafo %*% solve(Finfo) - b <- abs(as.vector(A))*(q(ErrorL2deriv)(1) - q(ErrorL2deriv)(0)) + b <- abs(as.vector(A))*(q.l(ErrorL2deriv)(1) - q.l(ErrorL2deriv)(0)) if(is(Regressor, "UnivariateDistribution")) - b <- b*(abs(q(Regressor)(1)) + abs(q(Regressor)(0))) + b <- b*(abs(q.l(Regressor)(1)) + abs(q.l(Regressor)(0))) b.fct <- function(x){ b } body(b.fct) <- substitute({ b }, list(b = b)) bfun <- RealRandVariable(Map = list(b.fct), @@ -81,9 +81,9 @@ RegSymm, Finfo, trafo){ info <- c("optimal IC in sense of Cramer-Rao bound") A <- trafo %*% solve(Finfo) - b <- max(abs(as.vector(A)))*max(q(ErrorL2deriv)(1),abs(q(ErrorL2deriv)(0))) + 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(Regressor)(1)), abs(q(Regressor)(0))) + b <- b*max(abs(q.l(Regressor)(1)), abs(q.l(Regressor)(0))) Risk <- list(asCov = A %*% t(trafo), asBias = b) a.fct <- function(x){numeric(k)} body(a.fct) <- substitute({numeric(k)}, list(k = nrow(trafo))) @@ -101,9 +101,9 @@ RegSymm, Finfo, trafo){ info <- c("optimal IC in sense of Cramer-Rao bound") A <- trafo %*% solve(Finfo) - b <- max(abs(as.vector(A)))*max(q(ErrorL2deriv)(1),abs(q(ErrorL2deriv)(0))) + 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(Regressor)(1)), abs(q(Regressor)(0))) + b <- b*max(abs(q.l(Regressor)(1)), abs(q.l(Regressor)(0))) Risk <- list(asCov = A %*% t(trafo), asBias = b) return(list(A = 1, z = 0, b = b, d = NULL, risk = Risk, info = info)) @@ -116,9 +116,9 @@ RegSymm, Finfo, trafo){ info <- c("optimal IC in sense of Cramer-Rao bound") A <- trafo %*% solve(Finfo) - b <- max(abs(as.vector(A)))*abs(q(ErrorL2deriv)(1) - q(ErrorL2deriv)(0)) + b <- max(abs(as.vector(A)))*abs(q.l(ErrorL2deriv)(1) - q.l(ErrorL2deriv)(0)) if(is(Regressor, "UnivariateDistribution")) - b <- b*(q(Regressor)(1) - q(Regressor)(0)) + b <- b*(q.l(Regressor)(1) - q.l(Regressor)(0)) Risk <- list(asCov = A %*% t(trafo), asBias = b) a.fct <- function(x){-b/2} body(a.fct) <- substitute({-b/2}, list(b = b)) @@ -135,8 +135,8 @@ A <- trafo %*% solve(Finfo) if(is(ErrorDistr, "UnivariateDistribution")){ - lower <- ifelse(is.finite(q(ErrorDistr)(0)), q(ErrorDistr)(1e-8), q(ErrorDistr)(0)) - upper <- ifelse(is.finite(q(ErrorDistr)(1)), q(ErrorDistr)(1-1e-8), q(ErrorDistr)(1)) + lower <- ifelse(is.finite(q.l(ErrorDistr)(0)), q.l(ErrorDistr)(1e-8), q.l(ErrorDistr)(0)) + upper <- ifelse(is.finite(q.l(ErrorDistr)(1)), q.l(ErrorDistr)(1-1e-8), q.l(ErrorDistr)(1)) x <- seq(from = lower, to = upper, length = 1e4) x <- x[x!=0] # problems with NaN=log(0)! b <- evalRandVar(ErrorL2deriv, as.matrix(x))^2 @@ -158,8 +158,8 @@ A <- trafo %*% solve(Finfo) if(is(ErrorDistr, "UnivariateDistribution")){ - lower <- ifelse(is.finite(q(ErrorDistr)(0)), q(ErrorDistr)(1e-8), q(ErrorDistr)(0)) - upper <- ifelse(is.finite(q(ErrorDistr)(1)), q(ErrorDistr)(1-1e-8), q(ErrorDistr)(1)) + lower <- ifelse(is.finite(q.l(ErrorDistr)(0)), q.l(ErrorDistr)(1e-8), q.l(ErrorDistr)(0)) + upper <- ifelse(is.finite(q.l(ErrorDistr)(1)), q.l(ErrorDistr)(1-1e-8), q.l(ErrorDistr)(1)) x <- seq(from = lower, to = upper, length = 1e4) x <- x[x!=0] # problems with NaN=log(0)! b <- evalRandVar(ErrorL2deriv, as.matrix(x))^2 Modified: branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c1.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c1.R 2018-07-17 08:13:37 UTC (rev 957) +++ branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c1.R 2018-07-17 08:16:08 UTC (rev 958) @@ -33,8 +33,8 @@ if(is(Regressor, "UnivariateDistribution")){ if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q(Regressor)(0)), q(Regressor)(0), q(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q(Regressor)(1)), q(Regressor)(1), q(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) @@ -150,8 +150,8 @@ z <- z.start if(is(Regressor, "UnivariateDistribution")){ if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q(Regressor)(0)), q(Regressor)(0), q(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q(Regressor)(1)), q(Regressor)(1), q(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) Modified: branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_v1.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_v1.R 2018-07-17 08:13:37 UTC (rev 957) +++ branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_v1.R 2018-07-17 08:16:08 UTC (rev 958) @@ -33,8 +33,8 @@ if(is(Regressor, "UnivariateDistribution")){ if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q(Regressor)(0)), q(Regressor)(0), q(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q(Regressor)(1)), q(Regressor)(1), q(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) Modified: branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asUnOvShoot.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asUnOvShoot.R 2018-07-17 08:13:37 UTC (rev 957) +++ branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asUnOvShoot.R 2018-07-17 08:16:08 UTC (rev 958) @@ -152,8 +152,8 @@ RegSymm, Finfo, trafo, upper, maxiter, tol, warn){ radiusCurve <- neighbor at radiusCurve if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q(Regressor)(0)), q(Regressor)(0), q(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q(Regressor)(1)), q(Regressor)(1), q(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) @@ -257,14 +257,14 @@ return(NA) } }else{ - if(is.finite(q(Regressor)(0))){ + if(is.finite(q.l(Regressor)(0))){ yleft.b <- NA yleft.z <- NA }else{ yleft.b <- b.vec[1] yleft.z <- z.vec[1] } - if(is.finite(q(Regressor)(1))){ + if(is.finite(q.l(Regressor)(1))){ yright.b <- NA yright.z <- NA }else{ Modified: branches/robast-1.1/pkg/ROptRegTS/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/inst/NEWS 2018-07-17 08:13:37 UTC (rev 957) +++ branches/robast-1.1/pkg/ROptRegTS/inst/NEWS 2018-07-17 08:16:08 UTC (rev 958) @@ -2,12 +2,19 @@ ## News: to package ROptRegTS ############################################################################### -(first two numbers of package versions do not necessarily reflect - package-individual development, but rather are chosen for the - RobAStXXX family as a whole in order to ease updating "depends" - information) +(first two numbers of package versions do not necessarily reflect package-individual + development, but rather are chosen for the RobAStXXX family as a whole in order + to ease updating "depends" information) ####################################### +version 1.1 +####################################### + +under the hood: ++ wherever possible also use q.l internally instead of q to provide functionality in + IRKernel + +####################################### version 1.0 ####################################### @@ -25,8 +32,8 @@ ####################################### no changes this time -+ DESCRIPTION files and package-help files gain a tag SVNRevision - to be filled by get[All]RevNr.R from utils in distr ++ DESCRIPTION files and package-help files gain a tag SVNRevision to be filled by + get[All]RevNr.R from utils in distr ####################################### version 0.7 @@ -65,4 +72,4 @@ + 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) From noreply at r-forge.r-project.org Tue Jul 17 10:59:48 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 17 Jul 2018 10:59:48 +0200 (CEST) Subject: [Robast-commits] r959 - in branches/robast-1.1/pkg/RobLox: . man Message-ID: <20180717085948.160CF18095A@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-17 10:59:47 +0200 (Tue, 17 Jul 2018) New Revision: 959 Modified: branches/robast-1.1/pkg/RobLox/DESCRIPTION branches/robast-1.1/pkg/RobLox/NAMESPACE branches/robast-1.1/pkg/RobLox/man/0RobLox-package.Rd branches/robast-1.1/pkg/RobLox/man/finiteSampleCorrection.Rd branches/robast-1.1/pkg/RobLox/man/roblox.Rd branches/robast-1.1/pkg/RobLox/man/rowRoblox.Rd branches/robast-1.1/pkg/RobLox/man/showdown.Rd Log: [RobLox] branch 1.1 some URL references to RRlong.pdf updated and some NAMESPACE items added Modified: branches/robast-1.1/pkg/RobLox/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobLox/DESCRIPTION 2018-07-17 08:16:08 UTC (rev 958) +++ branches/robast-1.1/pkg/RobLox/DESCRIPTION 2018-07-17 08:59:47 UTC (rev 959) @@ -5,7 +5,7 @@ Description: Functions for the determination of optimally robust influence curves and estimators in case of normal location and/or scale. Depends: R(>= 2.14.0), stats, distrMod(>= 2.5.2), RobAStBase(>= 0.9) -Imports: lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2) +Imports: methods, lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2) Suggests: MASS Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph"), email="Matthias.Kohl at stamats.de"), person("Peter", "Ruckdeschel", role=c("aut", Modified: branches/robast-1.1/pkg/RobLox/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/RobLox/NAMESPACE 2018-07-17 08:16:08 UTC (rev 958) +++ branches/robast-1.1/pkg/RobLox/NAMESPACE 2018-07-17 08:59:47 UTC (rev 959) @@ -1,7 +1,7 @@ importFrom("Biobase", "rowMedians") importFrom("lattice","stripplot") importFrom("RColorBrewer","brewer.pal") -importFrom("distr", "p", "q", "r", "Reals") +importFrom("distr", "p", "q", "r", "q.l", "Reals") importClassesFrom("distr","Reals") importFrom("RandVar", "EuclRandVarList", "RealRandVariable") importClassesFrom("RandVar", "EuclRandVarList", "RealRandVariable") @@ -10,6 +10,13 @@ importMethodsFrom("distrMod", "distribution", "main", "addInfo<-", "Infos", "Infos<-", "normtype", "biastype","normtype<-","biastype<-", "estimate") importFrom("RobAStBase","generateIC","ContNeighborhood", "IC") +importFrom("grDevices", "dev.new") +importFrom("graphics", "abline", "boxplot", "curve", "layout", + "legend", "par", "plot") +importFrom("methods", "is", "new") +importFrom("stats", "approx", "complete.cases", "dnorm", "integrate", + "mad", "median", "na.omit", "optim", "optimize", "pnorm", + "qnorm", "rbinom", "rnorm", "uniroot") importClassesFrom("RobAStBase", "HampelWeight", "ALEstimate", "kStepEstimate", "ContNeighborhood") importMethodsFrom("RobAStBase", "clip", "cent", "stand", "weight", "clip<-", "cent<-", "stand<-", "weight<-", "getweight", "makeIC", "CallL2Fam", "CallL2Fam<-", "neighborRadius", "modifyIC", "addInfo<-") Modified: branches/robast-1.1/pkg/RobLox/man/0RobLox-package.Rd =================================================================== --- branches/robast-1.1/pkg/RobLox/man/0RobLox-package.Rd 2018-07-17 08:16:08 UTC (rev 958) +++ branches/robast-1.1/pkg/RobLox/man/0RobLox-package.Rd 2018-07-17 08:59:47 UTC (rev 959) @@ -32,7 +32,7 @@ Rieder, H., Kohl, M. and Ruckdeschel, P. (2008). The Costs of not Knowing the Radius. \emph{Statistical Methods and Applications} \bold{17}(1) 13-40. - Extended version: \url{http://www.stamats.de/RRlong.pdf} + Extended version: \url{http://r-kurs.de/RRlong.pdf} M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. \emph{Statistical Methods and Application}, Modified: branches/robast-1.1/pkg/RobLox/man/finiteSampleCorrection.Rd =================================================================== --- branches/robast-1.1/pkg/RobLox/man/finiteSampleCorrection.Rd 2018-07-17 08:16:08 UTC (rev 958) +++ branches/robast-1.1/pkg/RobLox/man/finiteSampleCorrection.Rd 2018-07-17 08:59:47 UTC (rev 959) @@ -36,7 +36,7 @@ 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} + Extended version: \url{http://r-kurs.de/RRlong.pdf} } \author{Matthias Kohl \email{Matthias.Kohl at stamats.de}} %\note{} Modified: branches/robast-1.1/pkg/RobLox/man/roblox.Rd =================================================================== --- branches/robast-1.1/pkg/RobLox/man/roblox.Rd 2018-07-17 08:16:08 UTC (rev 958) +++ branches/robast-1.1/pkg/RobLox/man/roblox.Rd 2018-07-17 08:59:47 UTC (rev 959) @@ -77,7 +77,7 @@ 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} + Extended version: \url{http://r-kurs.de/RRlong.pdf} M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. \emph{Statistical Methods and Application}, Modified: branches/robast-1.1/pkg/RobLox/man/rowRoblox.Rd =================================================================== --- branches/robast-1.1/pkg/RobLox/man/rowRoblox.Rd 2018-07-17 08:16:08 UTC (rev 958) +++ branches/robast-1.1/pkg/RobLox/man/rowRoblox.Rd 2018-07-17 08:59:47 UTC (rev 959) @@ -87,7 +87,7 @@ 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} + Extended version: \url{http://r-kurs.de/RRlong.pdf} M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. \emph{Statistical Methods and Application}, Modified: branches/robast-1.1/pkg/RobLox/man/showdown.Rd =================================================================== --- branches/robast-1.1/pkg/RobLox/man/showdown.Rd 2018-07-17 08:16:08 UTC (rev 958) +++ branches/robast-1.1/pkg/RobLox/man/showdown.Rd 2018-07-17 08:59:47 UTC (rev 959) @@ -57,7 +57,7 @@ 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} + Extended version: \url{http://r-kurs.de/RRlong.pdf} M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. \emph{Statistical Methods and Application}, From noreply at r-forge.r-project.org Tue Jul 17 13:20:51 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 17 Jul 2018 13:20:51 +0200 (CEST) Subject: [Robast-commits] r960 - in branches/robast-1.1/pkg/RobLoxBioC: . R man Message-ID: <20180717112052.06B6518707B@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-17 13:20:51 +0200 (Tue, 17 Jul 2018) New Revision: 960 Modified: branches/robast-1.1/pkg/RobLoxBioC/DESCRIPTION branches/robast-1.1/pkg/RobLoxBioC/NAMESPACE branches/robast-1.1/pkg/RobLoxBioC/R/robloxbiocBeadLevelData.R branches/robast-1.1/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd branches/robast-1.1/pkg/RobLoxBioC/man/robloxbioc.Rd Log: [RobLoxBioC] branch 1.1 some URL references to RRlong.pdf updated and some NAMESPACE items added Modified: branches/robast-1.1/pkg/RobLoxBioC/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobLoxBioC/DESCRIPTION 2018-07-17 08:59:47 UTC (rev 959) +++ branches/robast-1.1/pkg/RobLoxBioC/DESCRIPTION 2018-07-17 11:20:51 UTC (rev 960) @@ -6,9 +6,9 @@ estimators for preprocessing omics data, in particular gene expression data. Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), affy Imports: Biobase, BiocGenerics, beadarray, RobLox(>= 0.9.2), distrMod(>= 2.5.2), lattice, - RColorBrewer + RColorBrewer, AnnotationDbi Suggests: affydata, hgu95av2cdf, beadarrayExampleData, illuminaHumanv3.db -Authors at R: person("Matthias", "Kohl", role=c("cre", "cph"), email="Matthias.Kohl at stamats.de") +Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") ByteCompile: yes License: LGPL-3 URL: http://robast.r-forge.r-project.org/ Modified: branches/robast-1.1/pkg/RobLoxBioC/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/RobLoxBioC/NAMESPACE 2018-07-17 08:59:47 UTC (rev 959) +++ branches/robast-1.1/pkg/RobLoxBioC/NAMESPACE 2018-07-17 11:20:51 UTC (rev 960) @@ -4,12 +4,20 @@ importFrom("lattice","stripplot") importMethodsFrom("BiocGenerics","append","annotation") importFrom("Biobase","assayDataNew") +importFrom("AnnotationDbi", "revmap") importClassesFrom("Biobase","ExpressionSet","AssayData","AnnotatedDataFrame") importMethodsFrom("Biobase", "rowMedians", "featureNames", "sampleNames", - "phenoData", "experimentData", "exprs", "exprs<-", "assayData","assayData<-") + "phenoData", "experimentData", "exprs", "exprs<-", "assayData","assayData<-", + "featureData<-", "phenoData<-") importFrom("affy","bg.correct.mas","getCdfInfo", "tukey.biweight") importMethodsFrom("affy","intensity") +importMethodsFrom("AnnotationDbi", "mappedkeys") import("beadarray") importFrom("RobLox", "rowRoblox", "finiteSampleCorrection") +importFrom("grDevices", "dev.new") +importFrom("graphics", "abline", "curve", "layout", "legend", "par") +importFrom("stats", "optim", "pnorm", "qnorm", "rbinom", "rnorm", + "uniroot") +importFrom("utils", "packageDescription") exportMethods("robloxbioc", "KolmogorovMinDist") export("AffySimStudy", "IlluminaSimStudy") Modified: branches/robast-1.1/pkg/RobLoxBioC/R/robloxbiocBeadLevelData.R =================================================================== --- branches/robast-1.1/pkg/RobLoxBioC/R/robloxbiocBeadLevelData.R 2018-07-17 08:59:47 UTC (rev 959) +++ branches/robast-1.1/pkg/RobLoxBioC/R/robloxbiocBeadLevelData.R 2018-07-17 11:20:51 UTC (rev 960) @@ -181,7 +181,7 @@ rownames(eMat) <- rownames(varMat) <- rownames(nObs) <- as.character(IlluminaIDs) status <- rep("Unknown", length(probeIDs)) annoPkg <- paste("illumina", annoName, ".db", sep = "") - annoVers <- packageDescription(annoPkg, field = "Version") + annoVers <- packageDescription(annoPkg, fields = "Version") message(paste("Annotating control probes using package ", annoPkg, " Version:", annoVers, "\n", sep = "")) mapEnv <- as.name(paste("illumina", annoName, "REPORTERGROUPNAME", sep = "")) t <- try(eval(mapEnv), silent = TRUE) Modified: branches/robast-1.1/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd =================================================================== --- branches/robast-1.1/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd 2018-07-17 08:59:47 UTC (rev 959) +++ branches/robast-1.1/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd 2018-07-17 11:20:51 UTC (rev 960) @@ -43,7 +43,7 @@ Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing the Radius. \emph{Statistical Methods and Applications} \bold{17}(1) 13-40. - Extended version: \url{http://www.stamats.de/RRlong.pdf} + Extended version: \url{http://r-kurs.de/RRlong.pdf} } \seealso{ \code{\link[RobLox]{roblox}}, \code{\link[RobLox]{rowRoblox}} Modified: branches/robast-1.1/pkg/RobLoxBioC/man/robloxbioc.Rd =================================================================== --- branches/robast-1.1/pkg/RobLoxBioC/man/robloxbioc.Rd 2018-07-17 08:59:47 UTC (rev 959) +++ branches/robast-1.1/pkg/RobLoxBioC/man/robloxbioc.Rd 2018-07-17 11:20:51 UTC (rev 960) @@ -125,7 +125,7 @@ Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing the Radius. \emph{Statistical Methods and Applications} \bold{17}(1) 13-40. - Extended version: \url{http://www.stamats.de/RRlong.pdf} + Extended version: \url{http://r-kurs.de/RRlong.pdf} } \author{Matthias Kohl \email{Matthias.Kohl at stamats.de}, From noreply at r-forge.r-project.org Tue Jul 17 14:26:22 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 17 Jul 2018 14:26:22 +0200 (CEST) Subject: [Robast-commits] r961 - in branches/robast-1.1/pkg/ROptEstOld: . R Message-ID: <20180717122622.E0D30186957@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-17 14:26:22 +0200 (Tue, 17 Jul 2018) New Revision: 961 Modified: branches/robast-1.1/pkg/ROptEstOld/DESCRIPTION branches/robast-1.1/pkg/ROptEstOld/NAMESPACE branches/robast-1.1/pkg/ROptEstOld/R/AllInitialize.R branches/robast-1.1/pkg/ROptEstOld/R/ContIC.R branches/robast-1.1/pkg/ROptEstOld/R/getAsRisk.R branches/robast-1.1/pkg/ROptEstOld/R/getIneffDiff.R branches/robast-1.1/pkg/ROptEstOld/R/ksEstimator.R branches/robast-1.1/pkg/ROptEstOld/R/leastFavorableRadius.R branches/robast-1.1/pkg/ROptEstOld/R/radiusMinimaxIC.R Log: [ROptEst] branch 1.1 some NAMESPACE items added, changed shakey call to sys.frame(...) Modified: branches/robast-1.1/pkg/ROptEstOld/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/DESCRIPTION 2018-07-17 11:20:51 UTC (rev 960) +++ branches/robast-1.1/pkg/ROptEstOld/DESCRIPTION 2018-07-17 12:26:22 UTC (rev 961) @@ -5,7 +5,7 @@ Description: Optimally robust estimation using S4 classes and methods. Old version still needed for current versions of ROptRegTS and RobRex. Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.2), RandVar(>= 0.9.2), evd -Authors at R: person("Matthias", "Kohl", role=c("cre", "cph"), email="Matthias.Kohl at stamats.de") +Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") ByteCompile: yes License: LGPL-3 URL: http://robast.r-forge.r-project.org/ Modified: branches/robast-1.1/pkg/ROptEstOld/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/NAMESPACE 2018-07-17 11:20:51 UTC (rev 960) +++ branches/robast-1.1/pkg/ROptEstOld/NAMESPACE 2018-07-17 12:26:22 UTC (rev 961) @@ -3,6 +3,11 @@ import("distrEx") import("RandVar") import("evd") +importFrom("grDevices", "grey") +importFrom("graphics", "legend", "lines", "par", "title") +importFrom("stats", "approxfun", "dbinom", "ecdf", "fft", "ks.test", + "optim", "optimize", "pbinom", "pnorm", "ppois", "qpois", + "uniroot") exportClasses("FunctionSymmetry", "NonSymmetric", Modified: branches/robast-1.1/pkg/ROptEstOld/R/AllInitialize.R =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/R/AllInitialize.R 2018-07-17 11:20:51 UTC (rev 960) +++ branches/robast-1.1/pkg/ROptEstOld/R/AllInitialize.R 2018-07-17 12:26:22 UTC (rev 961) @@ -14,6 +14,7 @@ body(.Object at p) <- substitute({p1 <- pgumbel(q, loc = loc1, scale = scale1, lower.tail = lower.tail) return(if(log.p) log(p1) else p1)}, list(loc1 = loc, scale1 = scale)) + loc1 <- loc; scale1 <- scale .Object at q <- function(p, loc = loc1, scale = scale1, lower.tail = TRUE, log.p = FALSE){} body(.Object at q) <- substitute({ ## P.R.: changed to vectorized form Modified: branches/robast-1.1/pkg/ROptEstOld/R/ContIC.R =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/R/ContIC.R 2018-07-17 11:20:51 UTC (rev 960) +++ branches/robast-1.1/pkg/ROptEstOld/R/ContIC.R 2018-07-17 12:26:22 UTC (rev 961) @@ -56,17 +56,17 @@ Y <- as(A %*% L2Fam at L2deriv - a, "EuclRandVariable") if(nrvalues == 1){ if(!is.null(d)){ - ICfct[[1]] <- function(x){ - ind <- (Y(x) != 0) - b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) - } + ICfct[[1]] <- function(x){}# + #ind <- (Y(x) != 0) + # b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) + #} body(ICfct[[1]]) <- substitute( { ind <- (Y(x) != 0) b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b, d = d, zi = sign(L2Fam at param@trafo))) }else{ - ICfct[[1]] <- function(x){ Y(x)*pmin(1, b/absY(x)) } + ICfct[[1]] <- function(x){}# Y(x)*pmin(1, b/absY(x)) } body(ICfct[[1]]) <- substitute({ Y(x)*pmin(1, b/absY(x)) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b)) } @@ -74,13 +74,13 @@ absY <- sqrt(Y %*% Y) if(!is.null(d)) for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d } + ICfct[[i]] <- function(x){}# ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d } body(ICfct[[i]]) <- substitute({ ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = b, d = d[i])) } else for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ Yi(x)*pmin(1, b/absY(x)) } + ICfct[[i]] <- function(x){}# Yi(x)*pmin(1, b/absY(x)) } body(ICfct[[i]]) <- substitute({ Yi(x)*pmin(1, b/absY(x)) }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = b)) } Modified: branches/robast-1.1/pkg/ROptEstOld/R/getAsRisk.R =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/R/getAsRisk.R 2018-07-17 11:20:51 UTC (rev 960) +++ branches/robast-1.1/pkg/ROptEstOld/R/getAsRisk.R 2018-07-17 12:26:22 UTC (rev 961) @@ -120,7 +120,7 @@ nrvalues <- nrow(stand) ICfct <- vector(mode = "list", length = nrvalues) for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ Yi(x)*pmin(1, b/absY(x)) } + ICfct[[i]] <- function(x){}# Yi(x)*pmin(1, b/absY(x)) } body(ICfct[[i]]) <- substitute({ Yi(x)*pmin(1, b/absY(x)) }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = clip)) } Modified: branches/robast-1.1/pkg/ROptEstOld/R/getIneffDiff.R =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/R/getIneffDiff.R 2018-07-17 11:20:51 UTC (rev 960) +++ branches/robast-1.1/pkg/ROptEstOld/R/getIneffDiff.R 2018-07-17 12:26:22 UTC (rev 961) @@ -20,10 +20,11 @@ ineffUp <- res$b^2/upRisk else ineffUp <- (as.vector(res$A)*trafo - res$b^2*(radius^2-upRad^2))/upRisk - assign("ineff", ineffUp, envir = sys.frame(which = -4)) +## changed: shakey... assign("ineff", ineffUp, envir = sys.frame(which = -4)) +# return(ineffUp - ineffLo) + return(c(ineff=ineffUp,ineffDiff=ineffUp - ineffLo)) + }else{ - return(ineffUp - ineffLo) - }else{ if(is(L2Fam at distribution, "UnivariateDistribution")){ if((length(L2Fam at L2deriv) == 1) & is(L2Fam at L2deriv[[1]], "RealRandVariable")){ L2deriv <- L2Fam at L2deriv[[1]] @@ -57,10 +58,11 @@ ineffUp <- res$b^2/upRisk else ineffUp <- (sum(diag(res$A%*%t(trafo))) - res$b^2*(radius^2-upRad^2))/upRisk - assign("ineff", ineffUp, envir = sys.frame(which = -4)) + ## changed: shakey assign("ineff", ineffUp, envir = sys.frame(which = -4)) cat("current radius:\t", radius, "\tMSE-inefficiency difference:\t", ineffUp - ineffLo, "\n") - return(ineffUp - ineffLo) + ## return(ineffUp - ineffLo) + return(c(ineff=ineffUp,ineffDiff=ineffUp - ineffLo)) }else{ stop("not yet implemented") } Modified: branches/robast-1.1/pkg/ROptEstOld/R/ksEstimator.R =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/R/ksEstimator.R 2018-07-17 11:20:51 UTC (rev 960) +++ branches/robast-1.1/pkg/ROptEstOld/R/ksEstimator.R 2018-07-17 12:26:22 UTC (rev 961) @@ -22,23 +22,23 @@ if(param == "prob"){ if(max(x) > size(distribution)) stop("maximum of 'x' > 'size' of distribution") - KSdist <- function(prob, x, size){ + KSdist.p <- function(prob, x, size){ supp <- 0:size edf <- ecdf(x) return(max(abs(edf(supp)-pbinom(supp, size = size, prob = prob)))) } - res <- optimize(f = KSdist, interval = c(0, 1), tol = eps, + res <- optimize(f = KSdist.p, interval = c(0, 1), tol = eps, x = x, size = size(distribution))$minimum return(list(size = size(distribution), prob = res)) } if(param == "size"){ - KSdist <- function(size, x, prob){ + KSdist.s <- function(size, x, prob){ supp <- 0:size edf <- ecdf(x) return(max(abs(edf(supp)-pbinom(supp, size = size, prob = prob)))) } size <- max(x):(max(x) + 100) - ind <- which.min(sapply(size, KSdist, x = x, prob = prob(distribution))) + ind <- which.min(sapply(size, KSdist.s, x = x, prob = prob(distribution))) return(list(size = size[ind], prob = prob(distribution))) } @@ -70,24 +70,24 @@ if(param[2] <= 0) return(Inf) return(ks.test(x, "pnorm", mean = param[1], sd = param[2])$statistic) } - res <- optim(c(mean(distribution), sd(distribution)), f = KSdist, + res <- optim(c(mean(distribution), sd(distribution)), fn = KSdist, method = "Nelder-Mead", control=list(reltol=eps), x = x)$par return(list(mean = res[1], sd = res[2])) } if(param == "mean"){ - KSdist <- function(mean, x, sd){ + KSdist.m <- function(mean, x, sd){ return(ks.test(x, "pnorm", mean = mean, sd = sd)$statistic) } - res <- optimize(f = KSdist, interval = c(min(x), max(x)), + res <- optimize(f = KSdist.m, interval = c(min(x), max(x)), tol = eps, x = x, sd = sd(distribution))$minimum return(list(mean = res, sd = sd(distribution))) } if(param == "sd"){ - KSdist <- function(sd, x, mean){ + KSdist.s <- function(sd, x, mean){ return(ks.test(x, "pnorm", mean = mean, sd = sd)$statistic) } - res <- optimize(f = KSdist, + res <- optimize(f = KSdist.s, interval = c(.Machine$double.eps^0.5, max(x)-min(x)), tol = eps, x = x, mean = mean(distribution))$minimum return(list(mean = mean(distribution), sd = res)) @@ -105,24 +105,24 @@ if(param[2] <= 0) return(Inf) return(ks.test(x, "plnorm", meanlog = param[1], sdlog = param[2])$statistic) } - res <- optim(c(meanlog(distribution), sdlog(distribution)), f = KSdist, + res <- optim(c(meanlog(distribution), sdlog(distribution)), fn = KSdist, method = "Nelder-Mead", control=list(reltol=eps), x = x)$par return(list(meanlog = res[1], sdlog = res[2])) } if(param == "meanlog"){ - KSdist <- function(meanlog, x, sdlog){ + KSdist.m <- function(meanlog, x, sdlog){ return(ks.test(x, "plnorm", meanlog = meanlog, sdlog = sdlog)$statistic) } - res <- optimize(f = KSdist, interval = c(min(x), max(x)), + res <- optimize(f = KSdist.m, interval = c(min(x), max(x)), tol = eps, x = x, sdlog = sdlog(distribution))$minimum return(list(meanlog = res, sdlog = sdlog(distribution))) } if(param == "sdlog"){ - KSdist <- function(sdlog, x, meanlog){ + KSdist.s <- function(sdlog, x, meanlog){ return(ks.test(x, "plnorm", meanlog = meanlog, sdlog = sdlog)$statistic) } - res <- optimize(f = KSdist, + res <- optimize(f = KSdist.s, interval = c(.Machine$double.eps^0.5, max(x)-min(x)), tol = eps, x = x, meanlog = meanlog(distribution))$minimum return(list(meanlog = meanlog(distribution), sdlog = res)) @@ -140,24 +140,24 @@ if(param[2] <= 0) return(Inf) return(ks.test(x, "pgumbel", loc = param[1], scale = param[2])$statistic) } - res <- optim(c(mean(distribution), sd(distribution)), f = KSdist, + res <- optim(c(mean(distribution), sd(distribution)), fn = KSdist, method = "Nelder-Mead", control=list(reltol=eps), x = x)$par return(list(loc = res[1], scale = res[2])) } if(param == "loc"){ - KSdist <- function(loc, x, scale){ + KSdist.l <- function(loc, x, scale){ return(ks.test(x, "pgumbel", loc = loc, scale = scale)$statistic) } - res <- optimize(f = KSdist, interval = c(min(x), max(x)), + res <- optimize(f = KSdist.l, interval = c(min(x), max(x)), tol = eps, x = x, scale = scale(distribution))$minimum return(list(loc = res, scale = scale(distribution))) } if(param == "scale"){ - KSdist <- function(scale, x, loc){ + KSdist.s <- function(scale, x, loc){ return(ks.test(x, "pgumbel", loc = loc, scale = scale)$statistic) } - res <- optimize(f = KSdist, + res <- optimize(f = KSdist.s, interval = c(.Machine$double.eps^0.5, max(x)-min(x)), tol = eps, x = x, loc = loc(distribution))$minimum return(list(loc = loc(distribution), scale = res)) @@ -187,23 +187,23 @@ if((param[1] <= 0) || (param[2] <= 0)) return(Inf) return(ks.test(x, "pgamma", scale = param[1], shape = param[2])$statistic) } - res <- optim(c(scale(distribution), shape(distribution)), f = KSdist, method = "Nelder-Mead", + res <- optim(c(scale(distribution), shape(distribution)), fn = KSdist, method = "Nelder-Mead", control=list(reltol=eps), x = x)$par return(list(scale = res[1], shape = res[2])) } if(param == "scale"){ - KSdist <- function(scale, x, shape){ + KSdist.sc <- function(scale, x, shape){ return(ks.test(x, "pgamma", scale = scale, shape = shape)$statistic) } - res <- optimize(f = KSdist, interval = c(min(x), max(x)), + res <- optimize(f = KSdist.sc, interval = c(min(x), max(x)), tol = eps, x = x, shape = shape(distribution))$minimum return(list(scale = res, shape = shape(distribution))) } if(param == "shape"){ - KSdist <- function(shape, x, scale){ + KSdist.sh <- function(shape, x, scale){ return(ks.test(x, "pgamma", scale = scale, shape = shape)$statistic) } - res <- optimize(f = KSdist, + res <- optimize(f = KSdist.sh, interval = c(.Machine$double.eps^0.5, max(x)-min(x)), tol = eps, x = x, scale = scale(distribution))$minimum return(list(scale = scale(distribution), shape = res)) Modified: branches/robast-1.1/pkg/ROptEstOld/R/leastFavorableRadius.R =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/R/leastFavorableRadius.R 2018-07-17 11:20:51 UTC (rev 960) +++ branches/robast-1.1/pkg/ROptEstOld/R/leastFavorableRadius.R 2018-07-17 12:26:22 UTC (rev 961) @@ -15,7 +15,7 @@ L2derivDim <- numberOfMaps(L2Fam at L2deriv) if(L2derivDim == 1){ - leastFavFct <- function(r, L2Fam, neighbor, risk, rho, + leastFavFct.1 <- function(r, L2Fam, neighbor, risk, rho, upper.b, MaxIter, eps, warn){ loRad <- r*rho upRad <- r/rho @@ -51,16 +51,23 @@ neighbor = neighbor, clip = resUp$b, cent = resUp$a, stand = resUp$A, trafo = L2Fam at param@trafo)[[1]] } - leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper, - tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor, - risk = risk, loRad = loRad, upRad = upRad, loRisk = loRisk, - upRisk = upRisk, upper.b = upper.b, eps = eps, MaxIter = MaxIter, - warn = warn)$root + + ineff <- NULL + getIneffDiff.1 <- function(x){ + res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, + upper.b = upper.b, risk = risk, loRad = loRad, upRad = upRad, + loRisk = loRisk, upRisk = upRisk, eps = .Machine$double.eps^0.25, + MaxIter = MaxIter, warn = warn) + ineff <<- res["ineff"] + return(res["ineffDiff"]) + } + leastFavR <- uniroot(getIneffDiff.1, lower = lower, upper = upper, + tol = .Machine$double.eps^0.25)$root options(ow) cat("current radius:\t", r, "\tinefficiency:\t", ineff, "\n") return(ineff) } - leastFavR <- optimize(leastFavFct, lower = 1e-4, upper = upRad, + leastFavR <- optimize(leastFavFct.1, lower = 1e-4, upper = upRad, tol = .Machine$double.eps^0.25, maximum = TRUE, L2Fam = L2Fam, neighbor = neighbor, risk = risk, rho = rho, upper.b = upper, MaxIter = maxiter, @@ -91,7 +98,7 @@ L2derivDistrSymm <- new("DistrSymmList", L2) } } - leastFavFct <- function(r, L2Fam, neighbor, risk, rho, + leastFavFct.p <- function(r, L2Fam, neighbor, risk, rho, z.start, A.start, upper.b, MaxIter, eps, warn){ loRad <- r*rho upRad <- r/rho @@ -132,18 +139,24 @@ upRisk <- getAsRisk(risk = risk, L2deriv = L2deriv, neighbor = neighbor, clip = resUp$b, cent = resUp$a, stand = resUp$A, trafo = trafo)[[1]] } - leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper, - tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor, - z.start = z.start, A.start = A.start, upper.b = upper.b, risk = risk, - loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk, - eps = eps, MaxIter = MaxIter, warn = warn)$root + ineff <- NULL + getIneffDiff.p <- function(x){ + res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, + z.start = z.start, A.start = A.start, upper.b = upper.b, risk = risk, + loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk, + eps = .Machine$double.eps^0.25, MaxIter = MaxIter, warn = warn) + ineff <<- res["ineff"] + return(res["ineffDiff"]) + } + leastFavR <- uniroot(getIneffDiff.p, lower = lower, upper = upper, + tol = .Machine$double.eps^0.25)$root options(ow) cat("current radius:\t", r, "\tinefficiency:\t", ineff, "\n") return(ineff) } if(is.null(z.start)) z.start <- numeric(L2derivDim) if(is.null(A.start)) A.start <- L2Fam at param@trafo - leastFavR <- optimize(leastFavFct, lower = 1e-4, upper = upRad, + leastFavR <- optimize(leastFavFct.p, lower = 1e-4, upper = upRad, tol = .Machine$double.eps^0.25, maximum = TRUE, L2Fam = L2Fam, neighbor = neighbor, risk = risk, rho = rho, z.start = z.start, A.start = A.start, Modified: branches/robast-1.1/pkg/ROptEstOld/R/radiusMinimaxIC.R =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/R/radiusMinimaxIC.R 2018-07-17 11:20:51 UTC (rev 960) +++ branches/robast-1.1/pkg/ROptEstOld/R/radiusMinimaxIC.R 2018-07-17 12:26:22 UTC (rev 961) @@ -50,11 +50,17 @@ stand = resUp$A, trafo = L2Fam at param@trafo)[[1]] } - leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper, - tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor, - upper.b = upper.b, risk = risk, loRad = loRad, upRad = upRad, - loRisk = loRisk, upRisk = upRisk, eps = tol, - MaxIter = maxiter, warn = warn)$root + ineff <- NULL + getIneffDiff.1 <- function(x){ + res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, + upper.b = upper.b, risk = risk, loRad = loRad, upRad = upRad, + loRisk = loRisk, upRisk = upRisk, eps = .Machine$double.eps^0.25, + MaxIter = maxiter, warn = warn) + ineff <<- res["ineff"] + return(res["ineffDiff"]) + } + leastFavR <- uniroot(getIneffDiff.1, lower = lower, upper = upper, + tol = .Machine$double.eps^0.25)$root neighbor at radius <- leastFavR res <- getInfRobIC(L2deriv = L2Fam at L2derivDistr[[1]], neighbor = neighbor, risk = risk, symm = L2Fam at L2derivSymm[[1]], @@ -130,11 +136,17 @@ clip = resUp$b, cent = resUp$a, stand = resUp$A, trafo = trafo)[[1]] } - leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper, - tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor, - z.start = z.start, A.start = A.start, upper.b = upper.b, risk = risk, - loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk, - eps = tol, MaxIter = maxiter, warn = warn)$root + ineff <- NULL + getIneffDiff.p <- function(x){ + res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, + z.start = z.start, A.start = A.start, upper.b = upper.b, risk = risk, + loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk, + eps = .Machine$double.eps^0.25, MaxIter = maxiter, warn = warn) + ineff <<- res["ineff"] + return(res["ineffDiff"]) + } + leastFavR <- uniroot(getIneffDiff.p, lower = lower, upper = upper, + tol = .Machine$double.eps^0.25)$root neighbor at radius <- leastFavR res <- getInfRobIC(L2deriv = L2deriv, neighbor = neighbor, risk = risk, Distr = L2Fam at distribution, DistrSymm = L2Fam at distrSymm, From noreply at r-forge.r-project.org Tue Jul 17 15:55:35 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 17 Jul 2018 15:55:35 +0200 (CEST) Subject: [Robast-commits] r962 - in branches/robast-1.1/pkg/ROptRegTS: . R Message-ID: <20180717135535.1C79C189CC9@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-17 15:55:34 +0200 (Tue, 17 Jul 2018) New Revision: 962 Modified: branches/robast-1.1/pkg/ROptRegTS/DESCRIPTION branches/robast-1.1/pkg/ROptRegTS/NAMESPACE branches/robast-1.1/pkg/ROptRegTS/R/Av1CondContIC.R branches/robast-1.1/pkg/ROptRegTS/R/Av1CondTotalVarIC.R branches/robast-1.1/pkg/ROptRegTS/R/Av2CondContIC.R branches/robast-1.1/pkg/ROptRegTS/R/CondContIC.R branches/robast-1.1/pkg/ROptRegTS/R/CondIC.R branches/robast-1.1/pkg/ROptRegTS/R/CondTotalVarIC.R branches/robast-1.1/pkg/ROptRegTS/R/ContIC.R branches/robast-1.1/pkg/ROptRegTS/R/getAsRiskRegTS.R branches/robast-1.1/pkg/ROptRegTS/R/getIneffDiff.R branches/robast-1.1/pkg/ROptRegTS/R/getInfCentRegTS.R branches/robast-1.1/pkg/ROptRegTS/R/getInfClipRegTS.R branches/robast-1.1/pkg/ROptRegTS/R/getInfGammaRegTS.R branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asBias.R branches/robast-1.1/pkg/ROptRegTS/R/getInfStandRegTS.R branches/robast-1.1/pkg/ROptRegTS/R/leastFavorableRadius.R branches/robast-1.1/pkg/ROptRegTS/R/radiusMinimaxIC.R Log: [ROptRegTS] branch 1.1 some NAMESPACE items added, some unbound variables, changed shakey call to sys.frame(...) Modified: branches/robast-1.1/pkg/ROptRegTS/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/DESCRIPTION 2018-07-17 12:26:22 UTC (rev 961) +++ branches/robast-1.1/pkg/ROptRegTS/DESCRIPTION 2018-07-17 13:55:34 UTC (rev 962) @@ -1,12 +1,12 @@ Package: ROptRegTS Version: 1.1.0 -Date: 2018-07-08 +Date: 2018-07-17 Title: Optimally Robust Estimation for Regression-Type Models Description: Optimally robust estimation for regression-type models using S4 classes and methods. Depends: R (>= 2.14.0), methods, ROptEstOld(>= 0.9.1) Imports: distr(>= 2.5.2), distrEx(>= 2.5), RandVar(>= 0.9.2) -Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph"), +Authors at R: c(person("Matthias", "Kohl", role=c("cre", "aut", "cph"), email="Matthias.Kohl at stamats.de"), person("Peter", "Ruckdeschel", role=c("aut", "cph"))) ByteCompile: yes Modified: branches/robast-1.1/pkg/ROptRegTS/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/NAMESPACE 2018-07-17 12:26:22 UTC (rev 961) +++ branches/robast-1.1/pkg/ROptRegTS/NAMESPACE 2018-07-17 13:55:34 UTC (rev 962) @@ -3,6 +3,8 @@ import("distrEx") import("RandVar") import("ROptEstOld") +importFrom("stats", "approxfun", "dbinom", "fft", "optim", "optimize", + "pbinom", "pnorm", "uniroot") exportClasses("RegTypeFamily", "L2RegTypeFamily") Modified: branches/robast-1.1/pkg/ROptRegTS/R/Av1CondContIC.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/Av1CondContIC.R 2018-07-17 12:26:22 UTC (rev 961) +++ branches/robast-1.1/pkg/ROptRegTS/R/Av1CondContIC.R 2018-07-17 13:55:34 UTC (rev 962) @@ -34,17 +34,17 @@ Y <- as(A %*% L2Fam at L2deriv, "EuclRandVariable") - a1 if(nrvalues == 1){ if(!is.null(d)){ - ICfct[[1]] <- function(x){ - ind <- (Y(x) != 0) - b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) - } + ICfct[[1]] <- function(x){} + # ind <- (Y(x) != 0) + # b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) + # } body(ICfct[[1]]) <- substitute( { ind <- (Y(x) != 0) b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b, d = d, zi = sign(L2Fam at param@trafo))) }else{ - ICfct[[1]] <- function(x){ Y(x)*pmin(1, b/absY(x)) } + ICfct[[1]] <- function(x){}# Y(x)*pmin(1, b/absY(x)) } body(ICfct[[1]]) <- substitute({ Y(x)*pmin(1, b/absY(x)) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b)) } @@ -52,13 +52,13 @@ absY <- sqrt(Y %*% Y) if(!is.null(d)) for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d } + ICfct[[i]] <- function(x){}# ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d } body(ICfct[[i]]) <- substitute({ ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = b, d = d[i])) } else for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ Yi(x)*pmin(1, b/absY(x)) } + ICfct[[i]] <- function(x){}# Yi(x)*pmin(1, b/absY(x)) } body(ICfct[[i]]) <- substitute({ Yi(x)*pmin(1, b/absY(x)) }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = b)) } Modified: branches/robast-1.1/pkg/ROptRegTS/R/Av1CondTotalVarIC.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/Av1CondTotalVarIC.R 2018-07-17 12:26:22 UTC (rev 961) +++ branches/robast-1.1/pkg/ROptRegTS/R/Av1CondTotalVarIC.R 2018-07-17 13:55:34 UTC (rev 962) @@ -32,13 +32,13 @@ L2 <- L2Fam at ErrorL2deriv[[1]] k <- dimension(img(L2Fam at RegDistr)) if(!is.null(d)){ - ICfct[[1]] <- function(x){ ind1 <- (L2(x[k+1]) > 0); ind2 <- (L2(x[k+1]) < 0) - A <- matrix(A.vec, ncol = k) - Y <- as.vector(A %*% x[1:k]) - v <- sqrt(sum(Y^2)) - ax <- a(x[1:k]) - Y/v*((ax+b)*ind1 + ax*ind2) - } + ICfct[[1]] <- function(x){}# ind1 <- (L2(x[k+1]) > 0); ind2 <- (L2(x[k+1]) < 0) + # A <- matrix(A.vec, ncol = k) + # Y <- as.vector(A %*% x[1:k]) + # v <- sqrt(sum(Y^2)) + # ax <- a(x[1:k]) + # Y/v*((ax+b)*ind1 + ax*ind2) + # } body(ICfct[[1]]) <- substitute({ ind1 <- (L2(x[k+1]) > 0); ind2 <- (L2(x[k+1]) < 0) A <- matrix(A.vec, ncol = k) Y <- as.vector(A %*% x[1:k]) @@ -49,13 +49,13 @@ b = b, k = k)) }else{ if(b == Inf){ - ICfct[[1]]<- function(x){ A <- matrix(A.vec, ncol = k) - v <- as.vector(sqrt(sum((A %*% x[1:k])^2))) - ax <- a(x[1:k]) - if(ax == -Inf) - as.vector(A %*% x[1:k])*L2(x[k+1]) - else - as.vector(A %*% x[1:k])*max(a(x[1:k])/v, L2(x[k+1])) } + ICfct[[1]]<- function(x){}# A <- matrix(A.vec, ncol = k) + # v <- as.vector(sqrt(sum((A %*% x[1:k])^2))) + # ax <- a(x[1:k]) + # if(ax == -Inf) + # as.vector(A %*% x[1:k])*L2(x[k+1]) + # else + # as.vector(A %*% x[1:k])*max(a(x[1:k])/v, L2(x[k+1])) } body(ICfct[[1]]) <- substitute({ A <- matrix(A.vec, ncol = k) v <- as.vector(sqrt(sum((A %*% x[1:k])^2))) ax <- a(x[1:k]) @@ -66,10 +66,10 @@ list(A.vec = as.vector(A), L2 = L2 at Map[[1]], a = a at Map[[1]], b = b, k = k)) }else{ - ICfct[[1]] <- function(x){ A <- matrix(A.vec, ncol = k) - v <- as.vector(sqrt(sum((A %*% x[1:k])^2))) - ax <- a(x[1:k]) - as.vector(A %*% x[1:k])*min(max(a(x[1:k])/v, L2(x[k+1])), (ax+b)/v) } + ICfct[[1]] <- function(x){}# A <- matrix(A.vec, ncol = k) + # v <- as.vector(sqrt(sum((A %*% x[1:k])^2))) + # ax <- a(x[1:k]) + # as.vector(A %*% x[1:k])*min(max(a(x[1:k])/v, L2(x[k+1])), (ax+b)/v) } body(ICfct[[1]]) <- substitute({ A <- matrix(A.vec, ncol = k) v <- as.vector(sqrt(sum((A %*% x[1:k])^2))) ax <- a(x[1:k]) Modified: branches/robast-1.1/pkg/ROptRegTS/R/Av2CondContIC.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/Av2CondContIC.R 2018-07-17 12:26:22 UTC (rev 961) +++ branches/robast-1.1/pkg/ROptRegTS/R/Av2CondContIC.R 2018-07-17 13:55:34 UTC (rev 962) @@ -34,12 +34,12 @@ if(!is.null(d)){ b0 <- b/sqrt(sum(diag(trafo %*% K.inv %*% t(trafo)))) - ICfct[[1]] <- function(x){ - ind <- (L2(x[k+1]) != z) - D <- matrix(D.vec, ncol = k) - K.inv <- matrix(K.vec, ncol = k) - b0*D %*% K.inv %*% x[1:k]*(sign(L2(x[k+1]) - z) + (1-ind)*d) - } + ICfct[[1]] <- function(x){} + # ind <- (L2(x[k+1]) != z) + # D <- matrix(D.vec, ncol = k) + # K.inv <- matrix(K.vec, ncol = k) + # b0*D %*% K.inv %*% x[1:k]*(sign(L2(x[k+1]) - z) + (1-ind)*d) + # } body(ICfct[[1]]) <- substitute( { ind <- (L2(x[k+1]) != z) D <- matrix(D.vec, ncol = k) @@ -49,10 +49,10 @@ K.vec = as.vector(K.inv), b0 = b0, d = d, k = k)) }else{ c0 <- b/(A*sqrt(sum(diag(K.inv)))) - ICfct[[1]] <- function(x){ D <- matrix(D.vec, ncol = k) - K.inv <- matrix(K.vec, ncol = k) - A*D %*% K.inv %*% x[1:k]*(L2(x[k+1]) - z)*pmin(1, c0/abs(L2(x[k+1]) - z)) - } + ICfct[[1]] <- function(x){}# D <- matrix(D.vec, ncol = k) + # K.inv <- matrix(K.vec, ncol = k) + # A*D %*% K.inv %*% x[1:k]*(L2(x[k+1]) - z)*pmin(1, c0/abs(L2(x[k+1]) - z)) + #} body(ICfct[[1]]) <- substitute({ D <- matrix(D.vec, ncol = k) K.inv <- matrix(K.vec, ncol = k) A*D %*% K.inv %*% x[1:k]*(L2(x[k+1]) - z)*pmin(1, c0/abs(L2(x[k+1]) - z)) }, Modified: branches/robast-1.1/pkg/ROptRegTS/R/CondContIC.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/CondContIC.R 2018-07-17 12:26:22 UTC (rev 961) +++ branches/robast-1.1/pkg/ROptRegTS/R/CondContIC.R 2018-07-17 13:55:34 UTC (rev 962) @@ -38,17 +38,17 @@ k <- dimension(img(L2Fam at RegDistr)) if(nrvalues == 1){ if(!is.null(d)){ - ICfct[[1]] <- function(x){ - ind <- (Y(x) != 0) - b(x[1:k])*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) - } + ICfct[[1]] <- function(x){} + # ind <- (Y(x) != 0) + # b(x[1:k])*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) + #} body(ICfct[[1]]) <- substitute( { ind <- (Y(x) != 0) b(x[1:k])*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b at Map[[1]], d = d, zi = sign(L2Fam at param@trafo), k = k)) }else{ - ICfct[[1]] <- function(x){ Y(x)*pmin(1, b(x[1:k])/absY(x)) } + ICfct[[1]] <- function(x){}# Y(x)*pmin(1, b(x[1:k])/absY(x)) } body(ICfct[[1]]) <- substitute({ Y(x)*pmin(1, b(x[1:k])/absY(x)) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b at Map[[1]], k = k)) @@ -57,14 +57,14 @@ absY <- sqrt(Y %*% Y) if(!is.null(d)) for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ ind <- (Yi(x) != 0) ; ind*b(x[1:k])*Yi(x)/absY(x) + (1-ind)*d } + ICfct[[i]] <- function(x){}# ind <- (Yi(x) != 0) ; ind*b(x[1:k])*Yi(x)/absY(x) + (1-ind)*d } body(ICfct[[i]]) <- substitute({ ind <- (Yi(x) != 0) ; ind*b(x[1:k])*Yi(x)/absY(x) + (1-ind)*d }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = b at Map[[1]], d = d[i], k = k)) } else for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ Yi(x)*pmin(1, b(x[1:k])/absY(x)) } + ICfct[[i]] <- function(x){}# Yi(x)*pmin(1, b(x[1:k])/absY(x)) } body(ICfct[[i]]) <- substitute({ Yi(x)*pmin(1, b(x[1:k])/absY(x)) }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = b at Map[[1]], k = k)) } Modified: branches/robast-1.1/pkg/ROptRegTS/R/CondIC.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/CondIC.R 2018-07-17 12:26:22 UTC (rev 961) +++ branches/robast-1.1/pkg/ROptRegTS/R/CondIC.R 2018-07-17 13:55:34 UTC (rev 962) @@ -26,6 +26,7 @@ function(IC, out = TRUE){ L2Fam <- eval(IC at CallL2Fam) K <- L2Fam at RegDistr + TruncQuantile <- getdistrOption("TruncQuantile") if(is(K, "DiscreteDistribution") || is(K, "DiscreteMVDistribution")) cond <- as.matrix(support(K)) else{ @@ -74,6 +75,7 @@ setMethod("checkIC", signature(IC = "CondIC", L2Fam = "L2RegTypeFamily"), function(IC, L2Fam, out = TRUE){ K <- L2Fam at RegDistr + TruncQuantile <- getdistrOption("TruncQuantile") if(is(K, "DiscreteDistribution") || is(K, "DiscreteMVDistribution")) cond <- as.matrix(support(K)) else{ Modified: branches/robast-1.1/pkg/ROptRegTS/R/CondTotalVarIC.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/CondTotalVarIC.R 2018-07-17 12:26:22 UTC (rev 961) +++ branches/robast-1.1/pkg/ROptRegTS/R/CondTotalVarIC.R 2018-07-17 13:55:34 UTC (rev 962) @@ -34,11 +34,11 @@ L2 <- L2Fam at ErrorL2deriv[[1]] k <- dimension(img(L2Fam at RegDistr)) if(!is.null(d)){ - ICfct[[1]] <- function(x){ A <- matrix(A.vec, ncol = k) - Y <- as.vector(A %*% x[1:k]) * L2(x[k+1]) - ind1 <- (Y > 0); ind2 <- (Y < 0) - b(x[1:k])*ind1 + a(x[1:k])*ind2 - } + ICfct[[1]] <- function(x){}# A <- matrix(A.vec, ncol = k) + # Y <- as.vector(A %*% x[1:k]) * L2(x[k+1]) + # ind1 <- (Y > 0); ind2 <- (Y < 0) + # b(x[1:k])*ind1 + a(x[1:k])*ind2 + # } body(ICfct[[1]]) <- substitute({ A <- matrix(A.vec, ncol = k) Y <- as.vector(A %*% x[1:k]) * L2(x[k+1]) ind1 <- (Y > 0); ind2 <- (Y < 0) @@ -46,9 +46,9 @@ list(A.vec = as.vector(A), L2 = L2 at Map[[1]], a = a at Map[[1]], b = b at Map[[1]], k = k)) }else{ - ICfct[[1]]<- function(x){ A <- matrix(A.vec, ncol = k) - Y <- as.vector(A %*% x[1:k]) * L2(x[k+1]) - min(max(a(x[1:k]), Y), b(x[1:k])) } + ICfct[[1]]<- function(x){}# A <- matrix(A.vec, ncol = k) + # Y <- as.vector(A %*% x[1:k]) * L2(x[k+1]) + # min(max(a(x[1:k]), Y), b(x[1:k])) } body(ICfct[[1]]) <- substitute({ A <- matrix(A.vec, ncol = k) Y <- as.vector(A %*% x[1:k]) * L2(x[k+1]) min(max(a(x[1:k]), Y), b(x[1:k])) }, Modified: branches/robast-1.1/pkg/ROptRegTS/R/ContIC.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/ContIC.R 2018-07-17 12:26:22 UTC (rev 961) +++ branches/robast-1.1/pkg/ROptRegTS/R/ContIC.R 2018-07-17 13:55:34 UTC (rev 962) @@ -12,17 +12,17 @@ Y <- as(A %*% L2Fam at L2deriv - a, "EuclRandVariable") if(nrvalues == 1){ if(!is.null(d)){ - ICfct[[1]] <- function(x){ - ind <- (Y(x) != 0) - b*(ind*Y(x)/(ind*absY(x) + (1-ind)*1) + zi*(1-ind)*d) - } + ICfct[[1]] <- function(x){} + # ind <- (Y(x) != 0) + # b*(ind*Y(x)/(ind*absY(x) + (1-ind)*1) + zi*(1-ind)*d) + # } body(ICfct[[1]]) <- substitute( { ind <- (Y(x) != 0) b*(ind*Y(x)/(ind*absY(x) + (1-ind)*1) + zi*(1-ind)*d) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b, d = d, zi = sign(L2Fam at param@trafo))) }else{ - ICfct[[1]] <- function(x){ Y(x)*pmin(1, b/absY(x)) } + ICfct[[1]] <- function(x){}# Y(x)*pmin(1, b/absY(x)) } body(ICfct[[1]]) <- substitute({ Y(x)*pmin(1, b/absY(x)) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b)) } @@ -31,13 +31,13 @@ absY <- sqrt(Y %*% Y) if(!is.null(d)) for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d } + ICfct[[i]] <- function(x){}# ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d } body(ICfct[[i]]) <- substitute({ ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = b, d = d[i])) } else for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ Yi(x)*pmin(1, b/absY(x)) } + ICfct[[i]] <- function(x){}# Yi(x)*pmin(1, b/absY(x)) } body(ICfct[[i]]) <- substitute({ Yi(x)*pmin(1, b/absY(x)) }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = b)) } Modified: branches/robast-1.1/pkg/ROptRegTS/R/getAsRiskRegTS.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getAsRiskRegTS.R 2018-07-17 12:26:22 UTC (rev 961) +++ branches/robast-1.1/pkg/ROptRegTS/R/getAsRiskRegTS.R 2018-07-17 13:55:34 UTC (rev 962) @@ -50,6 +50,7 @@ zi <- sign(as.vector(trafo)) A <- as.matrix(zi) + upper <- q.l(ErrorL2deriv)(1-getdistrOption("TruncQuantile")) if(z.comp){ abs.fct <- function(x, ErrorL2deriv, cent){ abs(x)*E(ErrorL2deriv, function(u, xx, cent){abs(u - cent/x)}, xx = x, cent = cent) @@ -113,7 +114,7 @@ E(ErrorL2deriv, abs.fctu, xx = x, A = A, a0 = a0) } - bmin.fct <- function(param, ErrorL2deriv, Regressor, trafo){ + bmin.fct.z <- function(param, ErrorL2deriv, Regressor, trafo){ p <- nrow(trafo) k <- ncol(trafo) A <- matrix(param[1:(p*k)], ncol=k, nrow=p) @@ -122,7 +123,7 @@ return(E(Regressor, abs.fctx, ErrorL2deriv = ErrorL2deriv, A = A, a0 = a)/sum(diag(A %*% t(trafo)))) } - erg <- optim(c(as.vector(trafo), numeric(nrow(trafo))), bmin.fct, method = "Nelder-Mead", + erg <- optim(c(as.vector(trafo), numeric(nrow(trafo))), bmin.fct.z, method = "Nelder-Mead", control=list(reltol=tol, maxit=100*maxiter), Regressor = Regressor, ErrorL2deriv = ErrorL2deriv, trafo = trafo) b <- 1/erg$value @@ -252,7 +253,7 @@ stop("not yet implemented") - return(list(asBias = b)) + return(list(asBias = NULL)) }) setMethod("getAsRiskRegTS", signature(risk = "asUnOvShoot", ErrorL2deriv = "UnivariateDistribution", Modified: branches/robast-1.1/pkg/ROptRegTS/R/getIneffDiff.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getIneffDiff.R 2018-07-17 12:26:22 UTC (rev 961) +++ branches/robast-1.1/pkg/ROptRegTS/R/getIneffDiff.R 2018-07-17 13:55:34 UTC (rev 962) @@ -64,10 +64,11 @@ ineffUp <- res$b^2/upRisk else ineffUp <- (sum(diag(res$A%*%t(trafo))) - res$b^2*(radius^2-upRad^2))/upRisk - assign("ineff", ineffUp, envir = sys.frame(which = -4)) +# assign("ineff", ineffUp, envir = sys.frame(which = -4)) + cat("current radius:\t", radius, "\tMSE-inefficiency difference:\t", ineffUp - ineffLo, "\n") - - return(ineffUp - ineffLo) + return(c(ineff=ineffUp, ineffDiff=ineffUp-ineffLo)) +# return(ineffUp - ineffLo) }else{ stop("not yet implemented") } @@ -95,10 +96,11 @@ ineffUp <- res$b^2/upRisk else ineffUp <- (res$A*sum(diag(t(trafo) %*% K.inv)) - res$b^2*(radius^2-upRad^2))/upRisk - assign("ineff", ineffUp, envir = sys.frame(which = -4)) +# assign("ineff", ineffUp, envir = sys.frame(which = -4)) # cat("current radius:\t", radius, "\tMSE-inefficiency difference:\t", ineffUp - ineffLo, "\n") - return(ineffUp - ineffLo) + return(c(ineff=ineffUp, ineffDiff=ineffUp-ineffLo)) +# return(ineffUp - ineffLo) }else{ stop("not yet implemented") } Modified: branches/robast-1.1/pkg/ROptRegTS/R/getInfCentRegTS.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getInfCentRegTS.R 2018-07-17 12:26:22 UTC (rev 961) +++ branches/robast-1.1/pkg/ROptRegTS/R/getInfCentRegTS.R 2018-07-17 13:55:34 UTC (rev 962) @@ -23,6 +23,7 @@ Regressor = "UnivariateDistribution", neighbor = "TotalVarNeighborhood"), function(ErrorL2deriv, Regressor, neighbor, clip, cent, z.comp){ + tol.z <- .Machine$double.eps^.25 if(!z.comp) return(-clip/2) g.fct <- function(z, c0, D1, K){ @@ -42,8 +43,8 @@ lower <- q.l(ErrorL2deriv)(distr::TruncQuantile) upper <- q.l(ErrorL2deriv)(1-distr::TruncQuantile) - return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, - c0 = clip, D1 = D1, K = Regressor)$root) + return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, + c0 = clip, D1 = ErrorL2deriv, K = Regressor)$root) }) setMethod("getInfCentRegTS", signature(ErrorL2deriv = "UnivariateDistribution", Regressor = "MultivariateDistribution", @@ -83,8 +84,13 @@ Regressor = "numeric", neighbor = "CondTotalVarNeighborhood"), function(ErrorL2deriv, Regressor, neighbor, clip, cent, z.comp){ + + tol.z <- .Machine$double.eps^.25 + if(!z.comp) return(-clip) + x <- Regressor + b <- clip/2 if(x > 0){ g.fct <- function(z, c0, D1, x){ z*p(D1)(z/x) - x*(m1df(D1, z/x) - m1df(D1, b/x)) + b*(1-p(D1)(b/x)) @@ -97,8 +103,8 @@ lower <- q.l(ErrorL2deriv)(distr::TruncQuantile) upper <- q.l(ErrorL2deriv)(1-distr::TruncQuantile) - return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, - c0 = clip, D1 = D1, x = Regressor)$root) + return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, + c0 = clip, D1 = ErrorL2deriv, x = Regressor)$root) }) setMethod("getInfCentRegTS", signature(ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", @@ -181,7 +187,7 @@ z.vec <- res2/res1 k <- dimension(img(Regressor)) if(is(Regressor, "DiscreteMVDistribution")){ - z.fct <- function(x){ + z.fct <- function(x){ ind <- colSums(apply(round(x.vec, 8), 1, "==", round(x, 8))) == k if(any(ind)) return(z.vec[ind]) @@ -214,7 +220,7 @@ neighbor = "Av1CondTotalVarNeighborhood"), function(ErrorL2deriv, Regressor, neighbor, clip, cent, stand, z.comp, x.vec, tol.z){ if(!z.comp){ - z.fct <- function(x){-b/2} + z.fct <- function(x){}#-b/2} body(z.fct) <- substitute({-b/2}, list(b = clip)) z.vec <- numeric(length(x.vec)) - clip/2 return(list(z.fct = z.fct, z.vec = z.vec)) @@ -263,7 +269,7 @@ neighbor = "Av1CondTotalVarNeighborhood"), function(ErrorL2deriv, Regressor, neighbor, clip, cent, stand, z.comp, x.vec, tol.z){ if(!z.comp){ - z.fct <- function(x){ -b/2 } + z.fct <- function(x){}# -b/2 } body(z.fct) <- substitute({ -b/2 }, list(b = clip)) z.vec <- numeric(nrow(as.matrix(x.vec))) - clip/2 return(list(z.fct = z.fct, z.vec = z.vec)) Modified: branches/robast-1.1/pkg/ROptRegTS/R/getInfClipRegTS.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getInfClipRegTS.R 2018-07-17 12:26:22 UTC (rev 961) +++ branches/robast-1.1/pkg/ROptRegTS/R/getInfClipRegTS.R 2018-07-17 13:55:34 UTC (rev 962) @@ -19,7 +19,7 @@ neighbor = "Av1CondTotalVarNeighborhood"), function(clip, ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent){ if(!z.comp){ - cent <- function(x){-b/2} + cent <- function(x){}#-b/2} body(cent) <- substitute({-b/2}, list(b = clip)) return(neighbor at radius^2*clip + getInfGammaRegTS(ErrorL2deriv = ErrorL2deriv, Modified: branches/robast-1.1/pkg/ROptRegTS/R/getInfGammaRegTS.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getInfGammaRegTS.R 2018-07-17 12:26:22 UTC (rev 961) +++ branches/robast-1.1/pkg/ROptRegTS/R/getInfGammaRegTS.R 2018-07-17 13:55:34 UTC (rev 962) @@ -24,7 +24,7 @@ neighbor = "ContNeighborhood"), function(ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent, clip){ if(z.comp){ - Gfct <- function(x, stand, cent, clip, D1){ + Gfct.z <- function(x, stand, cent, clip, D1){ Gfctu <- function(u, xx, stand, cent, clip){ v <- as.vector(stand %*% (xx*u - cent)) res <- as.vector(sqrt(v %*% v)) - clip @@ -32,7 +32,7 @@ } E(D1, Gfctu, xx = x, stand = stand, cent = cent, clip = clip) } - return(-E(Regressor, Gfct, stand = stand, cent = cent, clip = clip, D1 = ErrorL2deriv)) + return(-E(Regressor, Gfct.z, stand = stand, cent = cent, clip = clip, D1 = ErrorL2deriv)) }else{ Gfct <- function(x, stand, clip, D1){ v <- t(x) %*% stand @@ -64,7 +64,7 @@ neighbor = "Av1CondContNeighborhood"), function(ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent, clip){ if(z.comp){ - Gfct <- function(x, stand, cent, clip, D1){ + Gfct.z <- function(x, stand, cent, clip, D1){ Gfctu <- function(u, xx, stand, cent, clip){ v <- as.vector(stand %*% xx*(u - cent(xx))) res <- as.vector(sqrt(v %*% v)) - clip @@ -72,7 +72,7 @@ } E(D1, Gfctu, xx = x, stand = stand, cent = cent, clip = clip) } - return(-E(Regressor, Gfct, stand = stand, cent = cent, clip = clip, D1 = ErrorL2deriv)) + return(-E(Regressor, Gfct.z, stand = stand, cent = cent, clip = clip, D1 = ErrorL2deriv)) }else{ Gfct <- function(x, stand, clip, D1){ v <- t(x) %*% stand Modified: branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asBias.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asBias.R 2018-07-17 12:26:22 UTC (rev 961) +++ branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asBias.R 2018-07-17 13:55:34 UTC (rev 962) @@ -183,7 +183,7 @@ E(ErrorL2deriv, abs.fctu, xx = x, A = A, a0 = a0) } - bmin.fct <- function(param, ErrorL2deriv, Regressor, trafo){ + bmin.fct.z <- function(param, ErrorL2deriv, Regressor, trafo){ p <- nrow(trafo) k <- ncol(trafo) A <- matrix(param[1:(p*k)], ncol=k, nrow=p) @@ -192,7 +192,7 @@ return(E(Regressor, abs.fctx, ErrorL2deriv = ErrorL2deriv, A = A, a0 = a)/sum(diag(A %*% t(trafo)))) } - erg <- optim(c(as.vector(trafo), numeric(nrow(trafo))), bmin.fct, method = "Nelder-Mead", + erg <- optim(c(as.vector(trafo), numeric(nrow(trafo))), bmin.fct.z, method = "Nelder-Mead", control=list(reltol=tol, maxit=100*maxiter), Regressor = Regressor, ErrorL2deriv = ErrorL2deriv, trafo = trafo) b <- 1/erg$value @@ -372,5 +372,5 @@ stop("not yet implemented") - return(list(A = A, a = a, b = b, d = 0*a, risk = Risk, info = info)) + return(NULL) #list(A = A, a = a, b = b, d = 0*a, risk = Risk, info = info)) }) Modified: branches/robast-1.1/pkg/ROptRegTS/R/getInfStandRegTS.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getInfStandRegTS.R 2018-07-17 12:26:22 UTC (rev 961) +++ branches/robast-1.1/pkg/ROptRegTS/R/getInfStandRegTS.R 2018-07-17 13:55:34 UTC (rev 962) @@ -70,7 +70,7 @@ Afctu3 <- function(u, xx, clip, cent, stand){ u^2*wfct(xx = xx, u = u, clip = clip, cent = cent, stand = stand) } - Afct <- function(x, clip, cent, stand, D1){ + Afct.z <- function(x, clip, cent, stand, D1){ int1 <- E(D1, Afctu1, xx = x, clip = clip, cent = cent, stand = stand) int2 <- E(D1, Afctu2, xx = x, clip = clip, cent = cent, stand = stand) int3 <- E(D1, Afctu3, xx = x, clip = clip, cent = cent, stand = stand) @@ -78,7 +78,7 @@ return((x %*% t(x))*int3 - (cent %*% t(x))*int2 - (x %*% t(cent))*int2 + (cent %*% t(cent))*int1) } - res <- E(Regressor, Afct, clip = clip, cent = cent, stand = stand, + res <- E(Regressor, Afct.z, clip = clip, cent = cent, stand = stand, D1 = ErrorL2deriv) }else{ Afct <- function(x, clip, stand, D1){ @@ -124,11 +124,11 @@ Afctu <- function(u, xx, clip, cent, stand){ (u - cent(xx))^2*wfct(xx = xx, u = u, clip = clip, cent = cent, stand = stand) } - Afct <- function(x, clip, cent, stand, D1){ + Afct.z <- function(x, clip, cent, stand, D1){ return((x %*% t(x))*E(D1, Afctu, xx = x, clip = clip, cent = cent, stand = stand)) } - res <- E(Regressor, Afct, clip = clip, cent = cent, stand = stand, + res <- E(Regressor, Afct.z, clip = clip, cent = cent, stand = stand, D1 = ErrorL2deriv) }else{ Afct <- function(x, clip, stand, D1){ Modified: branches/robast-1.1/pkg/ROptRegTS/R/leastFavorableRadius.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/leastFavorableRadius.R 2018-07-17 12:26:22 UTC (rev 961) [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 962 From noreply at r-forge.r-project.org Tue Jul 17 16:17:42 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 17 Jul 2018 16:17:42 +0200 (CEST) Subject: [Robast-commits] r963 - branches/robast-1.1/pkg/RobRex Message-ID: <20180717141742.9AA67189B76@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-17 16:17:42 +0200 (Tue, 17 Jul 2018) New Revision: 963 Modified: branches/robast-1.1/pkg/RobRex/DESCRIPTION branches/robast-1.1/pkg/RobRex/NAMESPACE Log: [RobRex] branch 1.1 some NAMESPACE items added Modified: branches/robast-1.1/pkg/RobRex/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobRex/DESCRIPTION 2018-07-17 13:55:34 UTC (rev 962) +++ branches/robast-1.1/pkg/RobRex/DESCRIPTION 2018-07-17 14:17:42 UTC (rev 963) @@ -1,13 +1,13 @@ Package: RobRex Version: 1.1.0 -Date: 2018-07-08 +Date: 2018-07-17 Title: Optimally Robust Influence Curves for Regression and Scale Description: Functions for the determination of optimally robust influence curves in case of linear regression with unknown scale and standard normal distributed errors where the regressor is random. Depends: R (>= 2.14.0), ROptRegTS(>= 0.9.2) -Imports: distr(>= 2.5.2), RandVar(>= 0.9.2), RobAStBase(>= 0.9) -Authors at R: person("Matthias", "Kohl", role=c("cre", "cph"), email="Matthias.Kohl at stamats.de") +Imports: distr(>= 2.5.2), RandVar(>= 0.9.2), RobAStBase(>= 0.9), methods +Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") ByteCompile: yes License: LGPL-3 Encoding: latin1 Modified: branches/robast-1.1/pkg/RobRex/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/RobRex/NAMESPACE 2018-07-17 13:55:34 UTC (rev 962) +++ branches/robast-1.1/pkg/RobRex/NAMESPACE 2018-07-17 14:17:42 UTC (rev 963) @@ -1,6 +1,9 @@ import(distr) import(RandVar) importFrom("RobAStBase", "IC", "ContNeighborhood") +importFrom("methods", "is") +importFrom("stats", "dnorm", "integrate", "optim", "optimize", "pnorm", + "stepfun", "uniroot") import(ROptRegTS) export(rgsOptIC.AL, rgsOptIC.M, From noreply at r-forge.r-project.org Wed Jul 18 10:30:17 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 18 Jul 2018 10:30:17 +0200 (CEST) Subject: [Robast-commits] r964 - branches/robast-1.1/pkg/RobExtremesBuffer Message-ID: <20180718083017.5B9FD187A28@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-18 10:30:16 +0200 (Wed, 18 Jul 2018) New Revision: 964 Added: branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEV FamilySn.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEV FamilySn.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEVU FamilySn.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEVU FamilySn.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolGamma familySn.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolGamma familySn.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolGeneralized Pareto FamilyOMSE.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolGeneralized Pareto FamilySn.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolGeneralized Pareto FamilySn.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolWeibull FamilyRMXE.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolWeibull FamilyRMXE.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolWeibull FamilySn.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolWeibull FamilySn.txt branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGrids.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyR-2.15.1.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyR-3.5.1pat.rda Removed: branches/robast-1.1/pkg/RobExtremesBuffer/sysdata.rda Modified: branches/robast-1.1/pkg/RobExtremesBuffer/20150907AufteilungArbeitGlaettungLM.txt branches/robast-1.1/pkg/RobExtremesBuffer/history - GammaRMXE-WebulOMSE.rda branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEV FamilyMBRE.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEV FamilyOMSE.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEV FamilyRMXE.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEV FamilyRMXE.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEVU FamilyMBRE.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEVU FamilyMBRE.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEVU FamilyOMSE.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEVU FamilyOMSE.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEVU FamilyRMXE.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEVU FamilyRMXE.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolGamma familyMBRE.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolGamma familyOMSE.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolGamma familyRMXE.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolGeneralized Pareto FamilyMBRE.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolGeneralized Pareto FamilyRMXE.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolWeibull FamilyMBRE.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolWeibull FamilyOMSE.txt branches/robast-1.1/pkg/RobExtremesBuffer/ui.R Log: [RobExtremesBuffer] in branch 1.1: gathered all .csv and .txt files for (re)production of sysdata.rda - Files for RobAStRDA (the extant file was corrupted/don't know why) Modified: branches/robast-1.1/pkg/RobExtremesBuffer/20150907AufteilungArbeitGlaettungLM.txt =================================================================== --- branches/robast-1.1/pkg/RobExtremesBuffer/20150907AufteilungArbeitGlaettungLM.txt 2018-07-17 14:17:42 UTC (rev 963) +++ branches/robast-1.1/pkg/RobExtremesBuffer/20150907AufteilungArbeitGlaettungLM.txt 2018-07-18 08:30:16 UTC (rev 964) @@ -41,4 +41,4 @@ Shiny/UI: Eugen +49-631-31600-4769 Gl?ttung: Peter +49-441-798-3240 - \ No newline at end of file + Modified: branches/robast-1.1/pkg/RobExtremesBuffer/history - GammaRMXE-WebulOMSE.rda =================================================================== (Binary files differ) Modified: branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEV FamilyMBRE.txt =================================================================== --- branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEV FamilyMBRE.txt 2018-07-17 14:17:42 UTC (rev 963) +++ branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEV FamilyMBRE.txt 2018-07-18 08:30:16 UTC (rev 964) @@ -1,2 +1,2 @@ MBRE - .GEV Family \ No newline at end of file + .GEV Family Modified: branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEV FamilyOMSE.txt =================================================================== --- branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEV FamilyOMSE.txt 2018-07-17 14:17:42 UTC (rev 963) +++ branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEV FamilyOMSE.txt 2018-07-18 08:30:16 UTC (rev 964) @@ -1,2 +1,2 @@ OMSE - .GEV Family \ No newline at end of file + .GEV Family Modified: branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEV FamilyRMXE.csv =================================================================== --- branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEV FamilyRMXE.csv 2018-07-17 14:17:42 UTC (rev 963) +++ branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEV FamilyRMXE.csv 2018-07-18 08:30:16 UTC (rev 964) @@ -1,440 +1,440 @@ -"-4.94999999999999995559e-01" " 2.27269480948339497317e+00" "-9.98477505072049714707e-02" "-3.82301726854495232955e-02" "-2.21456351183046074027e-01" "-1.83166195648942708996e-01" " 1.05003069798608650309e+00" "-7.53384881137318940247e-01" "-7.52952836987785256717e-01" " 1.02064931809405856633e+00" " 1.05095744650554112631e+00" "-7.53281264299750064062e-01" "-7.53177271781127588568e-01" " 1.02064932046121659148e+00" -"-4.91711409395973131353e-01" " 2.27441984337672487015e+00" "-1.00681628641075882058e-01" "-3.87855362710449874664e-02" "-2.21229008192204146255e-01" "-1.82506618919711482985e-01" " 1.05150915426009206044e+00" "-7.51049192795752995622e-01" "-7.50624585779287589737e-01" " 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"-1.29156654026790884693e-01" " 1.16716150148064357062e+00" "-5.43087731487674307829e-01" "-5.43186385276507976982e-01" " 1.55131027688797296094e+00" " 1.16697694510087868203e+00" "-5.43111334849618154763e-01" "-5.43135058950086846430e-01" " 1.55131027531803100672e+00" [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 964 From noreply at r-forge.r-project.org Wed Jul 18 10:32:29 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 18 Jul 2018 10:32:29 +0200 (CEST) Subject: [Robast-commits] r965 - in branches/robast-1.1/pkg/RobAStRDA: . R inst man Message-ID: <20180718083229.96505187A28@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-18 10:32:29 +0200 (Wed, 18 Jul 2018) New Revision: 965 Modified: branches/robast-1.1/pkg/RobAStRDA/DESCRIPTION branches/robast-1.1/pkg/RobAStRDA/R/sysdata.rda branches/robast-1.1/pkg/RobAStRDA/inst/NEWS branches/robast-1.1/pkg/RobAStRDA/man/0RobRDA-package.Rd Log: [RobAStRDA] in branch 1.1: (re)produced sysdata.rda file (the extant file was corrupted/don't know why) Modified: branches/robast-1.1/pkg/RobAStRDA/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobAStRDA/DESCRIPTION 2018-07-18 08:30:16 UTC (rev 964) +++ branches/robast-1.1/pkg/RobAStRDA/DESCRIPTION 2018-07-18 08:32:29 UTC (rev 965) @@ -1,25 +1,25 @@ Package: RobAStRDA -Version: 1.1 -Date: 2016-09-04 +Version: 1.1.0 +Date: 2018-07-18 Title: Interpolation Grids for Packages of the 'RobASt' - Family of Packages Description: Includes 'sysdata.rda' file for packages of the 'RobASt' - family of packages; is currently used by package 'RobExtremes' only. Depends: R (>= 3.3.0) -Authors at R: c(person("Matthias", "Kohl", role=c("aut", "cph")), - person("Bernhard", "Spangl",role="ctb", comment="contributed smoothed grid values of - the Lagrange multipliers"), - person("Sascha", "Desmettre", role="ctb", comment="contributed smoothed grid values of - the Lagrange multipliers"), - person("Eugen", "Massini", role="ctb", comment="contributed an interactive smoothing routine for smoothing the Lagrange multipliers and smoothed - grid values of the Lagrange multipliers"), - person("Mykhailo", "Pupashenko", role="ctb", comment="helped with manual smoothing of the interpolators"), - person("Daria", "Pupashenko", role="ctb", comment="helped with manual smoothing of the interpolators"), - person("Gerald", "Kroisandt", role="ctb", comment="helped with manual smoothing of the interpolators"), - person("Peter", "Ruckdeschel", role=c("cre", "cph", "aut"), email="peter.ruckdeschel at uni-oldenburg.de")) +Authors at R: c(person("Matthias", "Kohl", role=c("aut", "cph")), person("Bernhard", + "Spangl",role="ctb", comment="contributed smoothed grid values of the Lagrange + multipliers"), person("Sascha", "Desmettre", role="ctb", comment="contributed smoothed + grid values of the Lagrange multipliers"), person("Eugen", "Massini", role="ctb", + comment="contributed an interactive smoothing routine for smoothing the Lagrange + multipliers and smoothed grid values of the Lagrange multipliers"), person("Mykhailo", + "Pupashenko", role="ctb", comment="helped with manual smoothing of the interpolators"), + person("Daria", "Pupashenko", role="ctb", comment="helped with manual smoothing of the + interpolators"), person("Gerald", "Kroisandt", role="ctb", comment="helped with manual + smoothing of the interpolators"), person("Peter", "Ruckdeschel", role=c("cre", "cph", + "aut"), email="peter.ruckdeschel at uni-oldenburg.de")) LazyData: yes ByteCompile: yes License: LGPL-3 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: 874 +SVNRevision: 940 Modified: branches/robast-1.1/pkg/RobAStRDA/R/sysdata.rda =================================================================== (Binary files differ) Modified: branches/robast-1.1/pkg/RobAStRDA/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobAStRDA/inst/NEWS 2018-07-18 08:30:16 UTC (rev 964) +++ branches/robast-1.1/pkg/RobAStRDA/inst/NEWS 2018-07-18 08:32:29 UTC (rev 965) @@ -8,6 +8,13 @@ information) ####################################### +version 1.1 +####################################### + +under the hood: ++ recreated RDA file as it was no longer loadable + +####################################### version 1.0 ####################################### Modified: branches/robast-1.1/pkg/RobAStRDA/man/0RobRDA-package.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStRDA/man/0RobRDA-package.Rd 2018-07-18 08:30:16 UTC (rev 964) +++ branches/robast-1.1/pkg/RobAStRDA/man/0RobRDA-package.Rd 2018-07-18 08:32:29 UTC (rev 965) @@ -31,14 +31,14 @@ \details{ \tabular{ll}{ Package: \tab RobAStRDA \cr -Version: \tab 1.0 \cr -Date: \tab 2015-05-03 \cr -Depends: \tab R (>= 2.14.0) \cr +Version: \tab 1.1.0 \cr +Date: \tab 2018-07-18 \cr +Depends: \tab R (>= 3.3.0) \cr LazyData: \tab yes \cr ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -SVNRevision: \tab -Inf \cr +SVNRevision: \tab 940 \cr } } From noreply at r-forge.r-project.org Wed Jul 18 11:03:10 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 18 Jul 2018 11:03:10 +0200 (CEST) Subject: [Robast-commits] r966 - in branches/robast-1.1/pkg: RobAStRDA/inst/AddMaterial/interpolation RobExtremes/inst/AddMaterial/interpolation Message-ID: <20180718090310.52A17189E6F@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-18 11:03:09 +0200 (Wed, 18 Jul 2018) New Revision: 966 Modified: branches/robast-1.1/pkg/RobAStRDA/inst/AddMaterial/interpolation/WriteUp-Interpolators.txt branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation/WriteUp-Interpolators.txt Log: [RobAStRDA&RobExtremes] in branch 1.1: updated WriteUp-Interpolators.txt Modified: branches/robast-1.1/pkg/RobAStRDA/inst/AddMaterial/interpolation/WriteUp-Interpolators.txt =================================================================== --- branches/robast-1.1/pkg/RobAStRDA/inst/AddMaterial/interpolation/WriteUp-Interpolators.txt 2018-07-18 08:32:29 UTC (rev 965) +++ branches/robast-1.1/pkg/RobAStRDA/inst/AddMaterial/interpolation/WriteUp-Interpolators.txt 2018-07-18 09:03:09 UTC (rev 966) @@ -1,24 +1,26 @@ WRITE-UP: Interpolation Grids in R-Packages -Peter Ruckdeschel, Jan 27 2013 revised Mar 12 2013 +Peter Ruckdeschel, Jan 27 2013 revised Mar 12 2013 revised Jul 18 2018 1. Starting Point: -Computation of optimally robust ICs in our R pkgs works well, but may be slow, -in particular in case of lack of invariance---like in scale-shape models, when -we cannot move the IC from one parameter value theta to the next by invariance. +Computation of optimally robust influence curves [=opt-rob ICs] in our R pkgs +works well, but may be slow, in particular in case of lack of invariance---like +in scale-shape models, when we cannot move the IC from one parameter value theta +to the next by invariance. Then we have to recompute the IC for each theta anew. -As the opt-rob ICs are given through Lagrange multipliers LMs) which are continuous -in theta as shown by Matthias Kohl, we may compute opt-rob ICs for a grid of -theta values offline and then, for a new theta value use interpolation. -The same strategy applies to speed up evaluation of scale functional Sn (Croux) -for Shape-Scale-models. +As the opt-rob ICs are given through Lagrange multipliers [=LMs]) which are +continuous in theta as shown by Matthias Kohl (see his PhD thesis), we may +compute opt-rob ICs for a grid of theta values offline and then, for a new +theta value use interpolation. +The same strategy applies to speed up evaluation of scale functional Sn +(Croux, Rousseeuw) for Shape-Scale-models. 2. Problem when passing from R-2.15 to R-3.0 From R-2.15 to R-3.0 Brian Ripley (R-Core) has changed some non-exported -interfaces to C-code. This affects approxfun and splinefun which we -are using for interpolation because saving the results of approxfun and +interfaces to C-code. This affects approxfun and splinefun which we are +using for interpolation because saving the results of approxfun and splinefun comes up much faster (experiments by Matthias) than using approx resp. spline. Now approxfun, splinefun from R-3.0 on return functions whose body contains R code which is not yet interpretable with R-2.15 @@ -28,6 +30,13 @@ one with suffix ".N" for >2.16, and at run time determine the current R version and take the suitable one. +[added Jul 2018]: In principle, this could be solved now, requiring +R >= 3.3 (which is no longer "too new"), but for compatibility, we +leave it as is (the respective sysdata.rda file containing functions +for both R >= 3.0 and R <= 2.15 only grows by less than 50 KB) and +indicated how to use this for R <= 2.15 in a file HowTo in the +package main folder. + 3. Size of packages With CRAN getting larger (>4000 pkgs) people from CRAN have set up some @@ -54,36 +63,41 @@ 5. Datastructure As we deal with several robust optimality criteria (MSE, RMX, MBR) -and several models (GPD, GEVD, Gamma, Weibull), our grids are stored -in nested lists. Debatable, but done so for the moment. +and several models---currently: GPD, GEVD (with and without knowing +mu), Gamma, Weibull---, our grids are stored in nested lists. +Debatable, but done so for the moment. Similarly, we store---for +the same models---fast interpolators for the Sn estimator for scale. -After a discussion with Gerald Kroisandt, we now have a more sparse +After a discussion with Gerald Kroisandt, we now have a sparser data structure. Let's use the following notation for describing the list structure: -Each layer in the hierarchie gives one ">" and an item is inserted +Each layer in the hierarchy gives one ">" and an item is inserted below the item next left to it with number of ">" by 1 smaller than its own. I-fct denotes the interpolating function to the grid left -to it (named "fun"). {} denote optional entries and capture that one may want -to smooth out the original interpolation grids in entries 'grid', -giving smoothed grids written into entries 'gridS'. +to it (named "fun"). {} denote optional entries and capture that one +may want to smooth out the original interpolation grids in +entries 'grid', giving smoothed grids written into entries 'gridS'. OptCrit for the time being is either in ".OMSE", ".MBRE", ".RMXE" or ".Sn". Models for the time being are GPD, GEVD, Gamma, Weibull. Then our structure goes as follows: -[OptCrit], >[model1], >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], ->[model2], >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], ... +[model1], >[OptCrit1], >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], +[model1], >[OptCrit2], >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], +... +[model1], >Sn, >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], +[model2], >[OptCrit1], >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], ... -For instance, to get the clipping height "b" in OMSE for "GEV" at -theta = (xi=0.3) for >R-2.16, we may write - .OMSE[["GEVFamily"]][["fun.N"]][[1]](0.3) +For instance, to get the clipping height "b" in OMSE for "GEV" with +known parameter mu at theta = (xi=0.3) for >R-2.16, we may write + .GEV[["OMSE"]][["fun.N"]][[1]](0.3) - 6. Namespace issue It is absolutely necessary that functions I-fct (or I-fct.O, I-fct.N) be generated _in_ the namespace of the pkg; otherwise conflicts arise, as namespaces have to be loaded twice (and hence pkg installation already fails) + Finding this out took me quite some time! My initial idea w.r.t to point 3. was to save the grids to some rda file @@ -102,13 +116,16 @@ non-exported functions .RMXE.th, .MBRE.th, .OMSE.th and .getLMGrid to compute Lagrange multipliers for "OMSE"-, "MBR"-, "RMX"-ICs, .generateInterpGrid to produce the grid and .saveGridToCSV, and .readGridFromCSV to read grids from -files and write grids to files. +files and write grids to files (all in file interpolLM.R). -Infrastructure particular for scale-shape models is maintained in pkg 'RobExtremes', -i.e. non-exported functions .RMXE.xi, .OMSE.xi, .MBEE.xi, .modify.xi.PFam.call, +Infrastructure particular for scale-shape models is maintained in pkg 'RobExtremes'. +I.e. non-exported functions .RMXE.xi, .OMSE.xi, .MBEE.xi, .modify.xi.PFam.call, .getLMGrid to compute respective Lagrante multipliers, and .svInt and -.generateInterpGridSn to generate the grids for LM's and Sn. Finally, .getPsi -to given set of interpolators generates an optimally robust IC. +.generateInterpGridSn to generate the grids for LM's and Sn (all in file interpolLM.R). +The respective infrastructure for the grids for Sn is provided through functions +getShapeGrid, getSnGrid, .generateInterpGridSn (all in file interpolSn.R) +Finally, .getPsi (in file internal-getpsi.R) to given set of interpolators generates +an optimally robust IC, and .Sn.intp accesses the interpolator for Sn (in file SnQn.R) Actual code to produce the interpolators and to manipulate the grids (including smoothing grids out) is maintained in pkg 'RobAStRDA' which @@ -147,7 +164,8 @@ 9. Exports As this is functionality which should not bother the standard user of -RobExtremes, basicall all infrastructure in 6. and 8. is not exported. +'RobExtremes', basically all infrastructure mentioned in sections 6 +and 8 of this write-up is not exported. OTOH, these functions could be of interest to the user wanting to generate new interpolators for new scale shape families or, say simply for the 95% VaR, each function remains in the R folder of the pkgs and is @@ -167,4 +185,4 @@ hence they are available after pkg installation in the library as RobAStRDA\AddMaterial\interpolation resp. Robextremes\AddMaterial\interpolation -Comments & Suggestions are welcome. \ No newline at end of file +Comments & Suggestions are welcome. Modified: branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation/WriteUp-Interpolators.txt =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation/WriteUp-Interpolators.txt 2018-07-18 08:32:29 UTC (rev 965) +++ branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation/WriteUp-Interpolators.txt 2018-07-18 09:03:09 UTC (rev 966) @@ -1,24 +1,26 @@ WRITE-UP: Interpolation Grids in R-Packages -Peter Ruckdeschel, Jan 27 2013 revised Mar 12 2013 +Peter Ruckdeschel, Jan 27 2013 revised Mar 12 2013 revised Jul 18 2018 1. Starting Point: -Computation of optimally robust ICs in our R pkgs works well, but may be slow, -in particular in case of lack of invariance---like in scale-shape models, when -we cannot move the IC from one parameter value theta to the next by invariance. +Computation of optimally robust influence curves [=opt-rob ICs] in our R pkgs +works well, but may be slow, in particular in case of lack of invariance---like +in scale-shape models, when we cannot move the IC from one parameter value theta +to the next by invariance. Then we have to recompute the IC for each theta anew. -As the opt-rob ICs are given through Lagrange multipliers LMs) which are continuous -in theta as shown by Matthias Kohl, we may compute opt-rob ICs for a grid of -theta values offline and then, for a new theta value use interpolation. -The same strategy applies to speed up evaluation of scale functional Sn (Croux) -for Shape-Scale-models. +As the opt-rob ICs are given through Lagrange multipliers [=LMs]) which are +continuous in theta as shown by Matthias Kohl (see his PhD thesis), we may +compute opt-rob ICs for a grid of theta values offline and then, for a new +theta value use interpolation. +The same strategy applies to speed up evaluation of scale functional Sn +(Croux, Rousseeuw) for Shape-Scale-models. 2. Problem when passing from R-2.15 to R-3.0 From R-2.15 to R-3.0 Brian Ripley (R-Core) has changed some non-exported -interfaces to C-code. This affects approxfun and splinefun which we -are using for interpolation because saving the results of approxfun and +interfaces to C-code. This affects approxfun and splinefun which we are +using for interpolation because saving the results of approxfun and splinefun comes up much faster (experiments by Matthias) than using approx resp. spline. Now approxfun, splinefun from R-3.0 on return functions whose body contains R code which is not yet interpretable with R-2.15 @@ -28,6 +30,13 @@ one with suffix ".N" for >2.16, and at run time determine the current R version and take the suitable one. +[added Jul 2018]: In principle, this could be solved now, requiring +R >= 3.3 (which is no longer "too new"), but for compatibility, we +leave it as is (the respective sysdata.rda file containing functions +for both R >= 3.0 and R <= 2.15 only grows by less than 50 KB) and +indicated how to use this for R <= 2.15 in a file HowTo in the +package main folder. + 3. Size of packages With CRAN getting larger (>4000 pkgs) people from CRAN have set up some @@ -54,28 +63,33 @@ 5. Datastructure As we deal with several robust optimality criteria (MSE, RMX, MBR) -and several models (GPD, GEVD, Gamma, Weibull), our grids are stored -in nested lists. Debatable, but done so for the moment. +and several models---currently: GPD, GEVD (with and without knowing +mu), Gamma, Weibull---, our grids are stored in nested lists. +Debatable, but done so for the moment. Similarly, we store---for +the same models---fast interpolators for the Sn estimator for scale. -After a discussion with Gerald Kroisandt, we now have a more sparse +After a discussion with Gerald Kroisandt, we now have a sparser data structure. Let's use the following notation for describing the list structure: -Each layer in the hierarchie gives one ">" and an item is inserted +Each layer in the hierarchy gives one ">" and an item is inserted below the item next left to it with number of ">" by 1 smaller than its own. I-fct denotes the interpolating function to the grid left -to it (named "fun"). {} denote optional entries and capture that one may want -to smooth out the original interpolation grids in entries 'grid', -giving smoothed grids written into entries 'gridS'. +to it (named "fun"). {} denote optional entries and capture that one +may want to smooth out the original interpolation grids in +entries 'grid', giving smoothed grids written into entries 'gridS'. OptCrit for the time being is either in ".OMSE", ".MBRE", ".RMXE" or ".Sn". Models for the time being are GPD, GEVD, Gamma, Weibull. Then our structure goes as follows: -[OptCrit], >[model1], >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], ->[model2], >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], ... +[model1], >[OptCrit1], >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], +[model1], >[OptCrit2], >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], +... +[model1], >Sn, >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], +[model2], >[OptCrit1], >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], ... -For instance, to get the clipping height "b" in OMSE for "GEV" at -theta = (xi=0.3) for >R-2.16, we may write - .OMSE[["GEVFamily"]][["fun.N"]][[1]](0.3) +For instance, to get the clipping height "b" in OMSE for "GEV" with +known parameter mu at theta = (xi=0.3) for >R-2.16, we may write + .GEV[["OMSE"]][["fun.N"]][[1]](0.3) 6. Namespace issue @@ -83,6 +97,7 @@ be generated _in_ the namespace of the pkg; otherwise conflicts arise, as namespaces have to be loaded twice (and hence pkg installation already fails) + Finding this out took me quite some time! My initial idea w.r.t to point 3. was to save the grids to some rda file @@ -101,13 +116,16 @@ non-exported functions .RMXE.th, .MBRE.th, .OMSE.th and .getLMGrid to compute Lagrange multipliers for "OMSE"-, "MBR"-, "RMX"-ICs, .generateInterpGrid to produce the grid and .saveGridToCSV, and .readGridFromCSV to read grids from -files and write grids to files. +files and write grids to files (all in file interpolLM.R). -Infrastructure particular for scale-shape models is maintained in pkg 'RobExtremes', -i.e. non-exported functions .RMXE.xi, .OMSE.xi, .MBEE.xi, .modify.xi.PFam.call, +Infrastructure particular for scale-shape models is maintained in pkg 'RobExtremes'. +I.e. non-exported functions .RMXE.xi, .OMSE.xi, .MBEE.xi, .modify.xi.PFam.call, .getLMGrid to compute respective Lagrante multipliers, and .svInt and -.generateInterpGridSn to generate the grids for LM's and Sn. Finally, .getPsi -to given set of interpolators generates an optimally robust IC. +.generateInterpGridSn to generate the grids for LM's and Sn (all in file interpolLM.R). +The respective infrastructure for the grids for Sn is provided through functions +getShapeGrid, getSnGrid, .generateInterpGridSn (all in file interpolSn.R) +Finally, .getPsi (in file internal-getpsi.R) to given set of interpolators generates +an optimally robust IC, and .Sn.intp accesses the interpolator for Sn (in file SnQn.R) Actual code to produce the interpolators and to manipulate the grids (including smoothing grids out) is maintained in pkg 'RobAStRDA' which @@ -146,7 +164,8 @@ 9. Exports As this is functionality which should not bother the standard user of -RobExtremes, basicall all infrastructure in 6. and 8. is not exported. +'RobExtremes', basically all infrastructure mentioned in sections 6 +and 8 of this write-up is not exported. OTOH, these functions could be of interest to the user wanting to generate new interpolators for new scale shape families or, say simply for the 95% VaR, each function remains in the R folder of the pkgs and is @@ -166,4 +185,4 @@ hence they are available after pkg installation in the library as RobAStRDA\AddMaterial\interpolation resp. Robextremes\AddMaterial\interpolation -Comments & Suggestions are welcome. \ No newline at end of file +Comments & Suggestions are welcome. From noreply at r-forge.r-project.org Wed Jul 18 14:24:21 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 18 Jul 2018 14:24:21 +0200 (CEST) Subject: [Robast-commits] r967 - branches/robast-1.1/pkg/ROptEst/R Message-ID: <20180718122421.433C6189FB1@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-18 14:24:20 +0200 (Wed, 18 Jul 2018) New Revision: 967 Modified: branches/robast-1.1/pkg/ROptEst/R/comparePlot.R Log: [ROptEst] branch 1.1 bugfix: fixed an unbound default in comparePlot Modified: branches/robast-1.1/pkg/ROptEst/R/comparePlot.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/comparePlot.R 2018-07-18 09:03:09 UTC (rev 966) +++ branches/robast-1.1/pkg/ROptEst/R/comparePlot.R 2018-07-18 12:24:20 UTC (rev 967) @@ -3,7 +3,7 @@ setMethod("comparePlot", signature("IC","IC"), function(obj1,obj2, obj3 = NULL, obj4 = NULL, data = NULL, ..., withSweave = getdistrOption("withSweave"), - forceSameModel = forceSameModel, + forceSameModel = FALSE, main = FALSE, inner = TRUE, sub = FALSE, col = par("col"), lwd = par("lwd"), lty, col.inner = par("col.main"), cex.inner = 0.8, From noreply at r-forge.r-project.org Wed Jul 18 17:15:33 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 18 Jul 2018 17:15:33 +0200 (CEST) Subject: [Robast-commits] r968 - in branches/robast-1.1/pkg/RobAStBase: R man Message-ID: <20180718151533.3D9D3183EF7@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-18 17:15:32 +0200 (Wed, 18 Jul 2018) New Revision: 968 Modified: branches/robast-1.1/pkg/RobAStBase/R/ddPlot.R branches/robast-1.1/pkg/RobAStBase/R/ddPlot_utils.R branches/robast-1.1/pkg/RobAStBase/R/outlyingPlot.R branches/robast-1.1/pkg/RobAStBase/R/plotWrapper.R branches/robast-1.1/pkg/RobAStBase/man/ComparePlotWrapper.Rd branches/robast-1.1/pkg/RobAStBase/man/InfoPlotWrapper.Rd branches/robast-1.1/pkg/RobAStBase/man/PlotICWrapper.Rd branches/robast-1.1/pkg/RobAStBase/man/ddPlot-methods.Rd branches/robast-1.1/pkg/RobAStBase/man/internals_ddPlot.Rd branches/robast-1.1/pkg/RobAStBase/man/outlyingPlotIC.Rd Log: [RobAStBase] branch 1.1: unified argument names for ddPlot, outlyingPlotIC; wrapper functions gain return value; tricky treatment of missings... Modified: branches/robast-1.1/pkg/RobAStBase/R/ddPlot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/ddPlot.R 2018-07-18 12:24:20 UTC (rev 967) +++ branches/robast-1.1/pkg/RobAStBase/R/ddPlot.R 2018-07-18 15:15:32 UTC (rev 968) @@ -3,8 +3,9 @@ cutoff.x, cutoff.y, ..., cutoff.quantile.x = 0.95, cutoff.quantile.y = cutoff.quantile.x, transform.x, transform.y = transform.x, - id.n, cex.pts = 1,lab.pts, jit.pts = 0, alpha.trsp = NA, adj =0, cex.idn, - col.idn, lty.cutoff, lwd.cutoff, col.cutoff, text.abline = TRUE, + id.n, cex.pts = 1,lab.pts, jitter.pts = 0, alpha.trsp = NA, adj =0, cex.idn, + col.idn, lty.cutoff, lwd.cutoff, col.cutoff, + text.abline = TRUE, text.abline.x = NULL, text.abline.y = NULL, cex.abline = par("cex"), col.abline = col.cutoff, font.abline = par("font"), adj.abline = c(0,0), @@ -12,29 +13,45 @@ text.abline.y.x = NULL, text.abline.y.y = NULL, text.abline.x.fmt.cx = "%7.2f", text.abline.x.fmt.qx = "%4.2f%%", text.abline.y.fmt.cy = "%7.2f", text.abline.y.fmt.qy = "%4.2f%%", - jit.fac, jit.tol = .Machine$double.eps,doplot = TRUE){ + jitter.fac, jitter.tol = .Machine$double.eps,doplot = TRUE){ + if(missing(dist.x)) dist.x <- NormType() + if(missing(dist.y)) dist.y <- NormType() + if(missing(cutoff.x)) cutoff.x <- NULL + if(missing(cutoff.y)) cutoff.y <- NULL + if(missing(transform.x)) transform.x <- NULL + if(missing(transform.y)) transform.y <- NULL + if(missing(id.n)) id.n <- NULL + if(missing(lab.pts)) lab.pts <- NULL + if(missing(cex.idn)) cex.idn <- NULL + if(missing(col.idn)) col.idn <- NULL + if(missing(lty.cutoff)) lty.cutoff <- NULL + if(missing(lwd.cutoff)) lwd.cutoff <- NULL + if(missing(col.cutoff)) col.cutoff <- NULL + if(missing(col.abline)) col.abline <- NULL + if(missing(jitter.fac)) jitter.fac <- NULL + args0 <- list(data = data, - dist.x = if(!missing(dist.x)) dist.x else NULL, - dist.y = if(!missing(dist.y)) dist.y else NULL, - cutoff.x = if(!missing(cutoff.x)) cutoff.x else NULL, - cutoff.y = if(!missing(cutoff.y)) cutoff.y else NULL, + dist.x = dist.x, + dist.y = dist.y, + cutoff.x = cutoff.x, + cutoff.y = cutoff.y, cutoff.quantile.x = cutoff.quantile.x, cutoff.quantile.y = cutoff.quantile.y, - transform.x = if(!missing(transform.x)) transform.x else NULL, - transform.y = if(!missing(transform.y)) transform.y else NULL, - id.n = if(!missing(id.n)) id.n else NULL, + transform.x = transform.x, + transform.y = transform.y, + id.n = id.n, cex.pts = cex.pts, - lab.pts = if(!missing(lab.pts)) lab.pts else NULL, - jit.pts = jit.pts, alpha.trsp = alpha.trsp, adj = adj, - cex.idn =if(!missing(cex.idn)) cex.idn else NULL, - col.idn =if(!missing(col.idn)) col.idn else NULL, - lty.cutoff =if(!missing(lty.cutoff)) lty.cutoff else NULL, - lwd.cutoff =if(!missing(lwd.cutoff)) lwd.cutoff else NULL, - col.cutoff =if(!missing(col.cutoff)) col.cutoff else NULL, + lab.pts = lab.pts, + jitter.pts = jitter.pts, alpha.trsp = alpha.trsp, adj = adj, + cex.idn = cex.idn, + col.idn = col.idn, + lty.cutoff = lty.cutoff, + lwd.cutoff = lwd.cutoff, + col.cutoff = col.cutoff, text.abline = text.abline, text.abline.x = text.abline.x, text.abline.y = text.abline.y, cex.abline = cex.abline, - col.abline = if(!missing(col.abline)) col.abline else NULL, + col.abline = col.abline, font.abline = font.abline, adj.abline = adj.abline, text.abline.x.x = text.abline.x.x, text.abline.x.y = text.abline.x.y, @@ -44,8 +61,8 @@ text.abline.x.fmt.qx = text.abline.x.fmt.cx, text.abline.y.fmt.cy = text.abline.y.fmt.cy, text.abline.y.fmt.qy = text.abline.y.fmt.qy, - jit.fac = if(!missing(jit.fac)) jit.fac else NULL, - jit.tol = jit.tol, + jitter.fac = jitter.fac, + jitter.tol = jitter.tol, doplot = doplot) mc <- match.call(expand.dots = TRUE, call = sys.call(sys.parent(1))) @@ -53,6 +70,7 @@ plotInfo <- list(call = mc, dots=dots, args=args0) mc <- as.list(mc)[-1] mc$data <- data +# ret <- do.call(.ddPlot.MatNtNtCoCo, args = mc) ret <- do.call(RobAStBase:::.ddPlot.MatNtNtCoCo, args = mc) if(!doplot) return(ret) ret$call <- ret$dots <- ret$args <- NULL @@ -67,7 +85,7 @@ cutoff.x, cutoff.y, ..., cutoff.quantile.x = 0.95, cutoff.quantile.y = cutoff.quantile.x, transform.x, transform.y = transform.x, - id.n, cex.pts = 1,lab.pts, jit.pts = 0, alpha.trsp = NA, adj =0, cex.idn, + id.n, cex.pts = 1,lab.pts, jitter.pts = 0, alpha.trsp = NA, adj =0, cex.idn, col.idn, lty.cutoff, lwd.cutoff, col.cutoff, text.abline = TRUE, text.abline.x = NULL, text.abline.y = NULL, cex.abline = par("cex"), col.abline = col.cutoff, @@ -76,29 +94,45 @@ text.abline.y.x = NULL, text.abline.y.y = NULL, text.abline.x.fmt.cx = "%7.2f", text.abline.x.fmt.qx = "%4.2f%%", text.abline.y.fmt.cy = "%7.2f", text.abline.y.fmt.qy = "%4.2f%%", - jit.fac, jit.tol = .Machine$double.eps,doplot = TRUE){ + jitter.fac, jitter.tol = .Machine$double.eps,doplot = TRUE){ + if(missing(dist.x)) dist.x <- NormType() + if(missing(dist.y)) dist.y <- NormType() + if(missing(cutoff.x)) cutoff.x <- NULL + if(missing(cutoff.y)) cutoff.y <- NULL + if(missing(transform.x)) transform.x <- NULL + if(missing(transform.y)) transform.y <- NULL + if(missing(id.n)) id.n <- NULL + if(missing(lab.pts)) lab.pts <- NULL + if(missing(cex.idn)) cex.idn <- NULL + if(missing(col.idn)) col.idn <- NULL + if(missing(lty.cutoff)) lty.cutoff <- NULL + if(missing(lwd.cutoff)) lwd.cutoff <- NULL + if(missing(col.cutoff)) col.cutoff <- NULL + if(missing(col.abline)) col.abline <- NULL + if(missing(jitter.fac)) jitter.fac <- NULL + args0 <- list(data = data, - dist.x = if(!missing(dist.x)) dist.x else NULL, - dist.y = if(!missing(dist.y)) dist.y else NULL, - cutoff.x = if(!missing(cutoff.x)) cutoff.x else NULL, - cutoff.y = if(!missing(cutoff.y)) cutoff.y else NULL, + dist.x = dist.x, + dist.y = dist.y, + cutoff.x = cutoff.x, + cutoff.y = cutoff.y, cutoff.quantile.x = cutoff.quantile.x, cutoff.quantile.y = cutoff.quantile.y, - transform.x = if(!missing(transform.x)) transform.x else NULL, - transform.y = if(!missing(transform.y)) transform.y else NULL, - id.n = if(!missing(id.n)) id.n else NULL, + transform.x = transform.x, + transform.y = transform.y, + id.n = id.n, cex.pts = cex.pts, - lab.pts = if(!missing(lab.pts)) lab.pts else NULL, - jit.pts = jit.pts, alpha.trsp = alpha.trsp, adj = adj, - cex.idn =if(!missing(cex.idn)) cex.idn else NULL, - col.idn =if(!missing(col.idn)) col.idn else NULL, - lty.cutoff =if(!missing(lty.cutoff)) lty.cutoff else NULL, - lwd.cutoff =if(!missing(lwd.cutoff)) lwd.cutoff else NULL, - col.cutoff =if(!missing(col.cutoff)) col.cutoff else NULL, + lab.pts = lab.pts, + jitter.pts = jitter.pts, alpha.trsp = alpha.trsp, adj = adj, + cex.idn = cex.idn, + col.idn = col.idn, + lty.cutoff = lty.cutoff, + lwd.cutoff = lwd.cutoff, + col.cutoff = col.cutoff, text.abline = text.abline, text.abline.x = text.abline.x, text.abline.y = text.abline.y, cex.abline = cex.abline, - col.abline = if(!missing(col.abline)) col.abline else NULL, + col.abline = col.abline, font.abline = font.abline, adj.abline = adj.abline, text.abline.x.x = text.abline.x.x, text.abline.x.y = text.abline.x.y, @@ -108,9 +142,10 @@ text.abline.x.fmt.qx = text.abline.x.fmt.cx, text.abline.y.fmt.cy = text.abline.y.fmt.cy, text.abline.y.fmt.qy = text.abline.y.fmt.qy, - jit.fac = if(!missing(jit.fac)) jit.fac else NULL, - jit.tol = jit.tol, + jitter.fac = jitter.fac, + jitter.tol = jitter.tol, doplot = doplot) + mc <- match.call(expand.dots = TRUE, call = sys.call(sys.parent(1))) dots <- mc$"..." plotInfo <- list(call = mc, dots=dots, args=args0) @@ -129,7 +164,7 @@ cutoff.x, cutoff.y, ..., cutoff.quantile.x = 0.95, cutoff.quantile.y = cutoff.quantile.x, transform.x, transform.y = transform.x, - id.n, cex.pts = 1,lab.pts, jit.pts = 0, alpha.trsp = NA, adj =0, cex.idn, + id.n, cex.pts = 1,lab.pts, jitter.pts = 0, alpha.trsp = NA, adj =0, cex.idn, col.idn, lty.cutoff, lwd.cutoff, col.cutoff, text.abline = TRUE, text.abline.x = NULL, text.abline.y = NULL, @@ -139,29 +174,45 @@ text.abline.y.x = NULL, text.abline.y.y = NULL, text.abline.x.fmt.cx = "%7.2f", text.abline.x.fmt.qx = "%4.2f%%", text.abline.y.fmt.cy = "%7.2f", text.abline.y.fmt.qy = "%4.2f%%", - jit.fac, jit.tol = .Machine$double.eps, doplot = TRUE){ + jitter.fac, jitter.tol = .Machine$double.eps, doplot = TRUE){ + if(missing(dist.x)) dist.x <- NormType() + if(missing(dist.y)) dist.y <- NormType() + if(missing(cutoff.x)) cutoff.x <- NULL + if(missing(cutoff.y)) cutoff.y <- NULL + if(missing(transform.x)) transform.x <- NULL + if(missing(transform.y)) transform.y <- NULL + if(missing(id.n)) id.n <- NULL + if(missing(lab.pts)) lab.pts <- NULL + if(missing(cex.idn)) cex.idn <- NULL + if(missing(col.idn)) col.idn <- NULL + if(missing(lty.cutoff)) lty.cutoff <- NULL + if(missing(lwd.cutoff)) lwd.cutoff <- NULL + if(missing(col.cutoff)) col.cutoff <- NULL + if(missing(col.abline)) col.abline <- NULL + if(missing(jitter.fac)) jitter.fac <- NULL + args0 <- list(data = data, - dist.x = if(!missing(dist.x)) dist.x else NULL, - dist.y = if(!missing(dist.y)) dist.y else NULL, - cutoff.x = if(!missing(cutoff.x)) cutoff.x else NULL, - cutoff.y = if(!missing(cutoff.y)) cutoff.y else NULL, + dist.x = dist.x, + dist.y = dist.y, + cutoff.x = cutoff.x, + cutoff.y = cutoff.y, cutoff.quantile.x = cutoff.quantile.x, cutoff.quantile.y = cutoff.quantile.y, - transform.x = if(!missing(transform.x)) transform.x else NULL, - transform.y = if(!missing(transform.y)) transform.y else NULL, - id.n = if(!missing(id.n)) id.n else NULL, + transform.x = transform.x, + transform.y = transform.y, + id.n = id.n, cex.pts = cex.pts, - lab.pts = if(!missing(lab.pts)) lab.pts else NULL, - jit.pts = jit.pts, alpha.trsp = alpha.trsp, adj = adj, - cex.idn =if(!missing(cex.idn)) cex.idn else NULL, - col.idn =if(!missing(col.idn)) col.idn else NULL, - lty.cutoff =if(!missing(lty.cutoff)) lty.cutoff else NULL, - lwd.cutoff =if(!missing(lwd.cutoff)) lwd.cutoff else NULL, - col.cutoff =if(!missing(col.cutoff)) col.cutoff else NULL, + lab.pts = lab.pts, + jitter.pts = jitter.pts, alpha.trsp = alpha.trsp, adj = adj, + cex.idn = cex.idn, + col.idn = col.idn, + lty.cutoff = lty.cutoff, + lwd.cutoff = lwd.cutoff, + col.cutoff = col.cutoff, text.abline = text.abline, text.abline.x = text.abline.x, text.abline.y = text.abline.y, cex.abline = cex.abline, - col.abline = if(!missing(col.abline)) col.abline else NULL, + col.abline = col.abline, font.abline = font.abline, adj.abline = adj.abline, text.abline.x.x = text.abline.x.x, text.abline.x.y = text.abline.x.y, @@ -171,9 +222,10 @@ text.abline.x.fmt.qx = text.abline.x.fmt.cx, text.abline.y.fmt.cy = text.abline.y.fmt.cy, text.abline.y.fmt.qy = text.abline.y.fmt.qy, - jit.fac = if(!missing(jit.fac)) jit.fac else NULL, - jit.tol = jit.tol, + jitter.fac = jitter.fac, + jitter.tol = jitter.tol, doplot = doplot) + mc <- match.call(expand.dots = TRUE, call = sys.call(sys.parent(1))) dots <- mc$"..." plotInfo <- list(call = mc, dots=dots, args=args0) Modified: branches/robast-1.1/pkg/RobAStBase/R/ddPlot_utils.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/ddPlot_utils.R 2018-07-18 12:24:20 UTC (rev 967) +++ branches/robast-1.1/pkg/RobAStBase/R/ddPlot_utils.R 2018-07-18 15:15:32 UTC (rev 968) @@ -10,7 +10,7 @@ id.n, cex.pts = 1, lab.pts, - jitt.pts = 0, + jitter.pts = 0, alpha.trsp = NA, adj =0, cex.idn = 1, @@ -28,13 +28,19 @@ text.abline.x.fmt.qx = "%4.2f%%", text.abline.y.fmt.cy = "%7.2f", text.abline.y.fmt.qy = "%4.2f%%", - jitt.fac = 10, + jitter.fac = 10, + jitter.tol = .Machine$double.eps, doplot = TRUE){ mc <- match.call(expand.dots = FALSE) dots <- mc$"..." - jitt.pts <- rep(jitt.pts,length.out=2) + if(missing(jitter.pts)||is.null(jitter.pts)) jitter.pts <- 0 + jitter.pts <- rep(jitter.pts,length.out=2) + if(missing(jitter.tol)||is.null(jitter.tol)) jitter.tol <- .Machine$double.eps + jitter.tol <- rep(jitter.tol,length.out=2) + if(missing(jitter.fac)||is.null(jitter.fac)) jitter.fac <- 10 + jitter.fac <- rep(jitter.fac,length.out=2) col <- if(is.null(dots$col)) par("col") else dots$col if(!is.na(alpha.trsp)) col <- addAlphTrsp2col(col, alpha.trsp) @@ -122,13 +128,16 @@ if(is.null(dots$lwd)) dots$lwd <- par("lwd") if(is.null(dots$lty)) dots$lty <- par("lty") - if(is.null(col.cutoff)) col.cutoff <- "red" + if(missing(col.cutoff) || is.null(col.cutoff)) col.cutoff <- "red" col.cutoff <- rep(col.cutoff,length.out=2) - if(missing(lty.cutoff) && !is.null(dots$lty)) lty.cutoff <- dots$lty - if(missing(lwd.cutoff) && !is.null(dots$lwd)) lwd.cutoff <- dots$lwd - if(missing(cex.abline) && !is.null(dots$cex)) cex.abline <- dots$cex - if(missing(adj.abline) && !is.null(dots$adj)) lty.abline <- dots$adj - if(missing(font.abline) && !is.null(dots$font)) font.abline <- dots$font + if((missing(lty.cutoff)|| is.null(lty.cutoff)) && !is.null(dots$lty)) lty.cutoff <- dots$lty + if((missing(lwd.cutoff)|| is.null(lwd.cutoff)) && !is.null(dots$lwd)) lwd.cutoff <- dots$lwd + if((missing(cex.abline)|| is.null(cex.abline)) && !is.null(dots$cex)) cex.abline <- dots$cex + if((missing(cex.abline)|| is.null(cex.abline))) cex.abline <- par("cex") + if((missing(adj.abline)|| is.null(adj.abline)) && !is.null(dots$adj)) adj.abline <- dots$adj + if((missing(adj.abline)|| is.null(adj.abline))) adj.abline <- c(0.5,0.5) + if((missing(font.abline)|| is.null(font.abline)) && !is.null(dots$font)) font.abline <- dots$font + if((missing(font.abline)|| is.null(font.abline))) font.abline <- par("font") pdots <- .makedotsLowLevel(dots) pdots$pch <- if(is.null(dots$pch)) "." else dots$pch @@ -145,19 +154,21 @@ abdots <- .makedotsAB(dots) if(!missing(lty.cutoff)) abdots$lty <- lty.cutoff[[1]] if(!missing(lwd.cutoff)) abdots$lwd <- lwd.cutoff[1] - abdots$col <- col.cutoff[1] - abdots$jitt.fac <- dots$jitt.fac + if(!missing(col.cutoff)) abdots$col <- col.cutoff[1] abdots <- list(abdots,abdots) - abdots$jitt.fac <- pdots$jitt.fac if(!is.null(abdots$lty)) if(is.list(lty.cutoff)) abdots[[2]]$lty <- lty.cutoff[[2]] if(!is.null(abdots$lwd)) if(length(lwd.cutoff)>1) abdots[[2]]$lwd <- lwd.cutoff[2] + if(!is.null(abdots$col)) + if(length(col.cutoff)>1) abdots[[2]]$col <- col.cutoff[2] + if(missing(text.abline)||is.null(text.abline)) text.abline <- TRUE ab.textL <- rep(text.abline,length.out=2) - abtdots.x <- abtdots.y <- vector("list",0) + + abtdots.x <- abtdots.y <- vector("list",0) cex.abline <- rep(cex.abline, length.out = 2) col.abline <- rep(if(!is.null(col.abline)) col.abline else "red", length.out = 2) @@ -165,6 +176,10 @@ adj.abline <- matrix(rep(adj.abline,length.out=4),2,2) + if(is.null(text.abline.x.fmt.cx)) text.abline.x.fmt.cx <- "%7.2f" + if(is.null(text.abline.x.fmt.qx)) text.abline.x.fmt.qx <- "%4.2f%%" + if(is.null(text.abline.y.fmt.cy)) text.abline.y.fmt.cy <- "%7.2f" + if(is.null(text.abline.y.fmt.qy)) text.abline.y.fmt.qy <- "%4.2f%%" .mpresubs <- function(inx) .presubs(inx, c("%qx", "%qy", "%cx", "%cy"), c(gettextf(text.abline.x.fmt.qx, @@ -175,16 +190,10 @@ round(co.x,2)), gettextf(text.abline.y.fmt.cy, round(co.y,2)))) - - if(!missing(lwd.cutoff)) abdots$lwd <- lwd.cutoff - if(!missing(lty.cutoff)) abdots$lty <- lty.cutoff - abdots$jitt.fac <- dots$jitt.fac - - abtdots.x$labels <- if(! is.null(text.abline.x)) - .mpresubs(text.abline.x) else gettextf( - paste(text.abline.x.fmt.qx,"-cutoff = ", - text.abline.x.fmt.cx,sep=""), - cutoff.quantile.x*100,round(co.x,digits=2)) + if(!is.null(text.abline.x)){abtdots.x$labels <- .mpresubs(text.abline.x) + }else{ + abtdots.x$labels <- .mpresubs(gettextf("%%qx-cutoff =%%cx")) + } abtdots.x$cex <- cex.abline[1] abtdots.x$col <- col.abline[1] abtdots.x$font <- font.abline[1] @@ -192,10 +201,8 @@ abtdots.x$adj <- adj.abline[,1] abtdots.y$labels <- if(! is.null(text.abline.y)) - .mpresubs(text.abline.y) else gettextf( - paste(text.abline.y.fmt.qy,"-cutoff = ", - text.abline.y.fmt.cy,sep=""), - cutoff.quantile.y*100,round(co.y,digits=2)) + .mpresubs(text.abline.y) else .mpresubs(gettextf( + "%%qy-cutoff =%%cy")) abtdots.y$cex <- cex.abline[2] abtdots.y$col <- col.abline[2] abtdots.y$font <- font.abline[2] @@ -252,11 +259,12 @@ ndata.x0 <- ndata.x ndata.y0 <- ndata.y isna <- is.na(ndata.x0)|is.na(ndata.y0) - if(any(duplicated(ndata.x0[!isna]))) - ndata.x0[!isna] <- jitter(ndata.x0[!isna], factor=jitt.pts[1]) - if(any(duplicated(ndata.y0[!isna]))) - ndata.y0[!isna] <- jitter(ndata.y0[!isna], factor=jitt.pts[2]) + if(any(duplicated(ndata.x0[!isna]/jitter.tol[1]))) + ndata.x0[!isna] <- jitter(ndata.x0[!isna], factor=jitter.pts[1]) + if(any(duplicated(ndata.y0[!isna]/jitter.tol[2]))) + ndata.y0[!isna] <- jitter(ndata.y0[!isna], factor=jitter.pts[2]) + pdots$col <- col retV <- list(id.x=id0.x, id.y= id0.y, id.xy = id0.xy, qtx = quantile(ndata.x), qty = quantile(ndata.y), @@ -268,38 +276,37 @@ plotInfo$PlotArgs <- c(list(x = ndata.x0, y=ndata.y0, type = "p"), pdots) plotInfo$BoxArgs <- c(adots) - do.call(plot, args = c(list(x = ndata.x0, y=ndata.y0, type = "p"), pdots)) - do.call(box,args=c(adots)) + do.call(plot, args = plotInfo$PlotArgs) + do.call(box,args=plotInfo$BoxArgs) pusr <- par("usr") + plotInfo$usr <- pusr + mid.x <- mean(pusr[c(1,2)]) mid.y <- mean(pusr[c(3,4)]) abtdots.y$x <- if(is.null(text.abline.y.x)) mid.x else text.abline.y.x abtdots.x$y <- if(is.null(text.abline.x.y)) mid.y else text.abline.x.y - plotInfo$usr <- pusr plotInfo$ablineV <- c(list(v=co.x), abdots[[1]]) plotInfo$ablineH <- c(list(h=co.y), abdots[[2]]) - do.call(abline, args = c(list(v=co.x), abdots[[1]])) - do.call(abline, args = c(list(h=co.y), abdots[[2]])) + do.call(abline, args = plotInfo$ablineV) + do.call(abline, args = plotInfo$ablineH) if(ab.textL[1]){ - do.call(text, args = c(list(y=co.y*1.03), abtdots.y)) plotInfo$abtextV <- c(list(y=co.y*1.03), abtdots.y) + do.call(text, args = plotInfo$abtextV) # do.call(text, args = c(list(co.x-5,mid.y,paste(cutoff.quantile.y*100,"%-cutoff = ",round(co.x,digits=2)),srt=90))) } if(ab.textL[2]){ - do.call(text, args = c(list(x=co.x*1.03), abtdots.x,srt=90)) plotInfo$abtextH <- c(list(x=co.x*1.03), abtdots.x,srt=90) + do.call(text, args = plotInfo$abtextH) # do.call(text, args = c(list(mid.x,co.y+5,paste(cutoff.quantile.x*100," %-cutoff = ",round(co.y,digits=2))))) } if(length(id.xy)){ - do.call(text, args = c(list(jitter(ndata.x[id.xy],factor=jitt.fac), - jitter(ndata.y[id.xy],factor=jitt.fac), - labels=lab.pts[id.xy]), tdots)) - plotInfo$Lab <- c(list(jitter(ndata.x[id.xy],factor=jitt.fac), - jitter(ndata.y[id.xy],factor=jitt.fac), + plotInfo$Lab <- c(list(jitter(ndata.x[id.xy],factor=jitter.fac[1]), + jitter(ndata.y[id.xy],factor=jitter.fac[2]), labels=lab.pts[id.xy]), tdots) + do.call(text, args = plotInfo$Lab) } plotInfo$retV <- retV class(plotInfo) <- c("plotInfo","DiagnInfo") Modified: branches/robast-1.1/pkg/RobAStBase/R/outlyingPlot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/outlyingPlot.R 2018-07-18 12:24:20 UTC (rev 967) +++ branches/robast-1.1/pkg/RobAStBase/R/outlyingPlot.R 2018-07-18 15:15:32 UTC (rev 968) @@ -11,7 +11,7 @@ id.n, cex.pts = 1, lab.pts, - jitt.pts = 0, + jitter.pts = 0, alpha.trsp = NA, adj, cex.idn, @@ -19,34 +19,70 @@ lty.cutoff, lwd.cutoff, col.cutoff, + text.abline = TRUE, + text.abline.x = NULL, + text.abline.y = NULL, + cex.abline = par("cex"), + col.abline = col.cutoff, + font.abline = par("font"), + adj.abline = c(0,0), + text.abline.x.x = NULL, + text.abline.x.y = NULL, + text.abline.y.x = NULL, + text.abline.y.y = NULL, + text.abline.x.fmt.cx = "%7.2f", + text.abline.x.fmt.qx = "%4.2f%%", + text.abline.y.fmt.cy = "%7.2f", + text.abline.y.fmt.qy = "%4.2f%%", robCov.x = TRUE, robCov.y = TRUE, - tf.x = data, - tf.y = data, - jitt.fac=10, + tf.x = NULL, + tf.y = NULL, + jitter.fac=10, + jitter.tol=.Machine$double.eps, doplot = TRUE, main = gettext("Outlyingness \n by means of a distance-distance plot") ){ + + if(missing(dist.x)) dist.x <- NormType() + if(missing(dist.y)) dist.y <- NULL + if(missing(id.n)) id.n <- NULL + if(missing(lab.pts)) lab.pts <- NULL + if(missing(adj)) adj <- NULL + if(missing(cex.idn)) cex.idn <- NULL + if(missing(col.idn)) col.idn <- NULL + if(missing(lty.cutoff)) lty.cutoff <- NULL + if(missing(lwd.cutoff)) lwd.cutoff <- NULL + if(missing(col.cutoff)) col.cutoff <- NULL + args0 <- list(data = data, IC.x = IC.x, IC.y = IC.y, - dist.x = dist.x, - dist.y = if(missing(dist.y)) NULL else dist.y, + dist.x = dist.x, dist.y = dist.y, cutoff.x = cutoff.x, cutoff.y = cutoff.y, cutoff.quantile.x = cutoff.quantile.x, cutoff.quantile.y = cutoff.quantile.y, - id.n = if(missing(id.n)) NULL else id.n, - cex.pts = cex.pts, - lab.pts = if(missing(lab.pts)) NULL else lab.pts, - jitt.pts = jitt.pts, - alpha.trsp = alpha.trsp, - adj =if(missing(adj)) NULL else adj, - cex.idn =if(missing(cex.idn)) NULL else cex.idn, - col.idn =if(missing(col.idn)) NULL else col.idn, - lty.cutoff =if(missing(lty.cutoff)) NULL else lty.cutoff, - lwd.cutoff =if(missing(lwd.cutoff)) NULL else lwd.cutoff, - col.cutoff =if(missing(col.cutoff)) NULL else col.cutoff, + id.n = id.n, cex.pts = cex.pts, lab.pts = lab.pts, + jitter.pts = jitter.pts, alpha.trsp = alpha.trsp, + adj = adj, cex.idn = cex.idn, col.idn = col.idn, + lty.cutoff = lty.cutoff, lwd.cutoff = lwd.cutoff, + col.cutoff = col.cutoff, + text.abline = text.abline, + text.abline.x = text.abline.x, + text.abline.y = text.abline.y, + cex.abline = cex.abline, + col.abline = col.abline, + font.abline = font.abline, + adj.abline = adj.abline, + text.abline.x.x = text.abline.x.x, + text.abline.x.y = text.abline.x.y, + text.abline.y.x = text.abline.y.x, + text.abline.y.y = text.abline.y.y, + text.abline.x.fmt.cx = text.abline.x.fmt.cx, + text.abline.x.fmt.qx = text.abline.x.fmt.qx, + text.abline.y.fmt.cy = text.abline.y.fmt.cy, + text.abline.y.fmt.qy = text.abline.y.fmt.qy, robCov.x = robCov.x,robCov.y = robCov.x, - tf.x = tf.x, tf.y = tf.x, jitt.fac=jitt.fac, - doplot = doplot, + tf.x = tf.x, tf.y = tf.y, jitter.fac=jitter.fac, + jitter.tol = jitter.tol, doplot = doplot, main = main) mc <- match.call(expand.dots = FALSE) dots <- mc$"..." @@ -73,7 +109,7 @@ }else{ dimevIC <- dim(evIC)[1] devIC <- data.frame(t(evIC[1:dimevIC,,drop=FALSE])) - CMcd <- PosSemDefSymmMatrix(getCov(CovMcd(devIC,alpha=0.5))) + CMcd <- PosSemDefSymmMatrix(rrcov::getCov(rrcov::CovMcd(devIC,alpha=0.5))) asVar <- CMcd # asVar <- solve(CMcd) # cat("\n", sep="", gettext("Robust asVar"), ":\n") @@ -106,7 +142,7 @@ }else{ dimevIC <- dim(evIC)[1] devIC <- data.frame(t(evIC[1:dimevIC,,drop=FALSE])) - CMcd <- PosSemDefSymmMatrix(getCov(CovMcd(devIC,alpha=0.5))) + CMcd <- PosSemDefSymmMatrix(rrcov::getCov(rrcov::CovMcd(devIC,alpha=0.5))) asVar <- CMcd cat("Fall 1\n\n") print(asVar) @@ -129,10 +165,10 @@ } - if(missing(tf.x)){ + if(missing(tf.x)||is.null(tf.x)){ tf.x <- function(x) apply(x,2,function(xx) evalIC(IC.x,xx)) }else{tf.x <- mc$tf.x} - if(missing(tf.y)){ + if(missing(tf.y)||is.null(tf.y)){ tf.y <- function(x) apply(x,2,function(xx) evalIC(IC.y,xx)) }else{tf.y <- mc$tf.y} @@ -145,6 +181,7 @@ cutoff.y = cutoff.y, cutoff.quantile.x = mc$cutoff.quantile.x, cutoff.quantile.y = mc$cutoff.quantile.y, + jitter.pts = mc$jitter.pts, transform.x = tf.x, transform.y = tf.y, id.n = mc$id.n, @@ -157,31 +194,26 @@ lty.cutoff = mc$lty.cutoff, lwd.cutoff = mc$lwd.cutoff, col.cutoff = mc$col.cutoff, - jitt.fac = mc$jitt.fac, + text.abline = mc$text.abline, + text.abline.x = mc$text.abline.x, + text.abline.y = mc$text.abline.y, + cex.abline = mc$cex.abline, + col.abline = mc$col.abline, + font.abline = mc$font.abline, + adj.abline = mc$adj.abline, + text.abline.x.x = mc$text.abline.x.x, + text.abline.x.y = mc$text.abline.x.y, + text.abline.y.x = mc$text.abline.y.x, + text.abline.y.y = mc$text.abline.y.y, + text.abline.x.fmt.cx = mc$text.abline.x.fmt.cx, + text.abline.x.fmt.qx = mc$text.abline.x.fmt.qx, + text.abline.y.fmt.cy = mc$text.abline.y.fmt.cy, + text.abline.y.fmt.qy = mc$text.abline.y.fmt.qy, + jitter.fac = mc$jitter.fac, + jitter.tol = mc$jitter.tol, doplot = doplot, main = main)) - ret <- do.call(ddPlot,args=c(list(data=data),dots, - list(dist.x = mc$dist.x, - dist.y = mc$dist.y, - cutoff.x = cutoff.x, - cutoff.y = cutoff.y, - cutoff.quantile.x = mc$cutoff.quantile.x, - cutoff.quantile.y = mc$cutoff.quantile.y, - transform.x = tf.x, - transform.y = tf.y, - id.n = mc$id.n, - lab.pts = mc$lab.pts, - alpha.trsp = alpha.trsp, - cex.pts = cex.pts, - adj = mc$adj, - cex.idn = mc$cex.idn, - col.idn = mc$col.idn, - lty.cutoff = mc$lty.cutoff, - lwd.cutoff = mc$lwd.cutoff, - col.cutoff = mc$col.cutoff, - jitt.fac = mc$jitt.fac, - doplot = doplot, - main = main))) + ret <- do.call(ddPlot,args=plotInfo$ddPlotArgs) if(!doplot) return(ret) ret$args<- NULL ret$call<- NULL Modified: branches/robast-1.1/pkg/RobAStBase/R/plotWrapper.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/plotWrapper.R 2018-07-18 12:24:20 UTC (rev 967) +++ branches/robast-1.1/pkg/RobAStBase/R/plotWrapper.R 2018-07-18 15:15:32 UTC (rev 968) @@ -202,12 +202,14 @@ ### ### 4. evaluate the call (i.e., produce the graphic) ### - eval(mycall) + retV <- eval(mycall) + retV$wrapcall <- mc + retV$wrappedcall <- mycall ### [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 968 From noreply at r-forge.r-project.org Wed Jul 18 17:44:33 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 18 Jul 2018 17:44:33 +0200 (CEST) Subject: [Robast-commits] r969 - in branches/robast-1.1/pkg/RobAStRDA: . R Message-ID: <20180718154433.C014C1870B5@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-18 17:44:33 +0200 (Wed, 18 Jul 2018) New Revision: 969 Modified: branches/robast-1.1/pkg/RobAStRDA/DESCRIPTION branches/robast-1.1/pkg/RobAStRDA/R/sysdata.rda Log: [RobAStRDA] branch 1.1 recreated sysdata.rda so that it works with both R< 3.0 and R >=3.0 (checked!); changed R version requirement accordingly in DESCRIPTION Modified: branches/robast-1.1/pkg/RobAStRDA/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobAStRDA/DESCRIPTION 2018-07-18 15:15:32 UTC (rev 968) +++ branches/robast-1.1/pkg/RobAStRDA/DESCRIPTION 2018-07-18 15:44:33 UTC (rev 969) @@ -4,7 +4,7 @@ Title: Interpolation Grids for Packages of the 'RobASt' - Family of Packages Description: Includes 'sysdata.rda' file for packages of the 'RobASt' - family of packages; is currently used by package 'RobExtremes' only. -Depends: R (>= 3.3.0) +Depends: R (>= 2.3.0) Authors at R: c(person("Matthias", "Kohl", role=c("aut", "cph")), person("Bernhard", "Spangl",role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"), person("Sascha", "Desmettre", role="ctb", comment="contributed smoothed Modified: branches/robast-1.1/pkg/RobAStRDA/R/sysdata.rda =================================================================== (Binary files differ) From noreply at r-forge.r-project.org Wed Jul 18 17:49:45 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 18 Jul 2018 17:49:45 +0200 (CEST) Subject: [Robast-commits] r970 - branches/robast-1.1/pkg/RobExtremesBuffer Message-ID: <20180718154945.921B3187AF4@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-18 17:49:45 +0200 (Wed, 18 Jul 2018) New Revision: 970 Removed: branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEVU FamilySn.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEVU FamilySn.txt Log: [RobExtremesBuffer] branch 1.1. deleted interpolGEVU FamilySn.csv /.txt (is not needed; interpolGEV FamilySn.csv /.txt is used instead) Deleted: branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEVU FamilySn.csv =================================================================== --- branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEVU FamilySn.csv 2018-07-18 15:44:33 UTC (rev 969) +++ branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEVU FamilySn.csv 2018-07-18 15:49:45 UTC (rev 970) @@ -1,500 +0,0 @@ -" 0.00500000000000000010408" " 0.95649154279639780895650" -" 0.02145173046319970300289" " 0.96153248972129157223776" -" 0.03984063745019920249613" " 0.96712631199298626505367" -" 0.04278297460400015683746" " 0.96799243605497842235508" -" 0.06403971562952581741968" " 0.97434075008939502460237" -" 0.07968127490039840499225" " 0.97896723017931619459375" -" 0.08522485703993942784962" " 0.98056236107396110845968" -" 0.10634124100206798768653" " 0.98669660922126234403606" -" 0.11952191235059761442727" " 0.99049551730831697504698" -" 0.12739165147895370466813" " 0.99272539634283241127832" -" 0.14837881722263035477738" " 0.99862623235106395824801" -" 0.15936254980079680998450" " 1.00169448894702606267515" -" 0.16930541463913872934910" " 1.00444233977700037030445" -" 0.19017407053420865015170" " 1.01011496862602845325796" -" 0.19920318725099600554174" " 1.01252308364506315996323" -" 0.21098736474748508440413" " 1.01566622898617753278927" -" 0.23174783268267890035119" " 1.02104010761410712859742" -" 0.23904382470119522885454" " 1.02290918672960140511918" -" 0.25245796774056755706894" " 1.02628783553690205998521" -" 0.27312022366134391937464" " 1.03135736391065258032995" -" 0.27888446215139439665620" " 1.03269604441283435747323" -" 0.29373701678243652191114" " 1.03620148764678154940100" -" 0.31431072821755540180888" " 1.04085850471058716237849" -" 0.31872509960159361996901" " 1.04185342525958368753436" -" 0.33484370596240881079453" " 1.04533528189666302665728" -" 0.35533826693221337578166" 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" 3.74416129294921429249143" -" 9.88047808764940249659503" " 3.78391558064057953458814" -" 9.92031872509960166439669" " 3.82415414241392292993282" -" 9.93905448106388611506645" " 3.84324614275033393795411" -" 9.96015936254980083219834" " 3.86488293989710296472140" -"10.22268848371993144041880" " 4.14596340715420197398089" Deleted: branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEVU FamilySn.txt =================================================================== --- branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEVU FamilySn.txt 2018-07-18 15:44:33 UTC (rev 969) +++ branches/robast-1.1/pkg/RobExtremesBuffer/interpolGEVU FamilySn.txt 2018-07-18 15:49:45 UTC (rev 970) @@ -1,2 +0,0 @@ -Sn - .GEVU Family From noreply at r-forge.r-project.org Wed Jul 18 17:52:44 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 18 Jul 2018 17:52:44 +0200 (CEST) Subject: [Robast-commits] r971 - branches/robast-1.1/pkg/RobExtremesBuffer Message-ID: <20180718155244.41BB818A0D7@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-18 17:52:43 +0200 (Wed, 18 Jul 2018) New Revision: 971 Added: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyR-3.5.1rc.rda Removed: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyR-3.5.1pat.rda Modified: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyR-2.15.1.rda Log: [RobExtremesBuffer] branch 1.1 recreated sysdata.rda files (without interpolators/just grids) Modified: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyR-2.15.1.rda =================================================================== (Binary files differ) Deleted: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyR-3.5.1pat.rda =================================================================== (Binary files differ) Copied: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyR-3.5.1rc.rda (from rev 970, branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyR-3.5.1pat.rda) =================================================================== (Binary files differ) From noreply at r-forge.r-project.org Wed Jul 18 17:56:24 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 18 Jul 2018 17:56:24 +0200 (CEST) Subject: [Robast-commits] r972 - branches/robast-1.1/pkg/RobExtremesBuffer Message-ID: <20180718155625.077A918A0D7@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-18 17:56:24 +0200 (Wed, 18 Jul 2018) New Revision: 972 Removed: branches/robast-1.1/pkg/RobExtremesBuffer/interpolMBREGEVFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolMBREGEVFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolMBREGEVUFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolMBREGEVUFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolMBREGeneralizedParetoFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolOMSEGEVFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolOMSEGEVFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolOMSEGEVUFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolOMSEGEVUFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolOMSEGeneralizedParetoFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolOMSEGeneralizedParetoFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolRMXEGEVFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolRMXEGEVFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolRMXEGEVUFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolRMXEGEVUFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolRMXEGeneralizedParetoFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolRMXEGeneralizedParetoFamily.txt Log: [RobExtremesBuffer] branch 1.1. deleted no longer needed csv and txt files Deleted: branches/robast-1.1/pkg/RobExtremesBuffer/interpolMBREGEVFamily.csv =================================================================== --- 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"-0.302188887969262576227436" " 1.000000000000000000000000" -"-0.248355704697986567897061" " 1.692767929559186645960267" "-0.298942084468372448746720" "-0.087170766596378013169044" "-0.532871680611421316697829" "-0.244327547338268169507813" " 0.696081019742476381217955" "-0.294995588010365683562242" "-0.294757300138519862109376" " 1.000000000000000000000000" " 0.696041574288202680165227" "-0.294927629591519246954334" "-0.294733171426924289715288" " 1.000000000000000000000000" -"-0.245067114093959731446759" " 1.694314122747619499875782" "-0.297150119329210482543857" "-0.083154226712213896721693" "-0.529004641025526911590759" "-0.240023435374037030776151" " 0.696246670968589276284888" "-0.296570218294514742485291" "-0.296465115438321824559154" " 1.000000000000000000000000" " 0.696347421836634561387314" "-0.296571016226875261434515" "-0.296487056324670816831457" " 1.000000000000000000000000" [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 972 From noreply at r-forge.r-project.org Wed Jul 18 17:58:37 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 18 Jul 2018 17:58:37 +0200 (CEST) Subject: [Robast-commits] r973 - branches/robast-1.1/pkg/RobExtremes/R Message-ID: <20180718155837.7F6EA18A0D7@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-18 17:58:37 +0200 (Wed, 18 Jul 2018) New Revision: 973 Modified: branches/robast-1.1/pkg/RobExtremes/R/Expectation.R branches/robast-1.1/pkg/RobExtremes/R/asvarMedkMAD.R branches/robast-1.1/pkg/RobExtremes/R/asvarPickands.R branches/robast-1.1/pkg/RobExtremes/R/kMAD.R branches/robast-1.1/pkg/RobExtremes/R/rescaleFct.R Log: [RobExtremes] branch 1.1 changed q() to q.l in R-Code Modified: branches/robast-1.1/pkg/RobExtremes/R/Expectation.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/Expectation.R 2018-07-18 15:56:24 UTC (rev 972) +++ branches/robast-1.1/pkg/RobExtremes/R/Expectation.R 2018-07-18 15:58:37 UTC (rev 973) @@ -59,7 +59,7 @@ if(!is.null(dots$useApply)) useApply <- dots$useApply dots.withoutUseApply$useApply <- NULL integrand <- function(x, dfun, ...){ di <- dim(x) - y <- q(object)(x)##quantile transformation + y <- q.l(object)(x)##quantile transformation if(useApply){ funy <- sapply(y,fun, ...) dim(y) <- di Modified: branches/robast-1.1/pkg/RobExtremes/R/asvarMedkMAD.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/asvarMedkMAD.R 2018-07-18 15:56:24 UTC (rev 972) +++ branches/robast-1.1/pkg/RobExtremes/R/asvarMedkMAD.R 2018-07-18 15:58:37 UTC (rev 973) @@ -7,7 +7,7 @@ beta <- par0[1]; xi <- par0[2] M <- kMAD(model at distribution, k=k) - m <- q(model)(.5) + m <- q.l(model)(.5) x1.0 <- m - M x2.0 <- m + k * M Modified: branches/robast-1.1/pkg/RobExtremes/R/asvarPickands.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/asvarPickands.R 2018-07-18 15:56:24 UTC (rev 972) +++ branches/robast-1.1/pkg/RobExtremes/R/asvarPickands.R 2018-07-18 15:58:37 UTC (rev 973) @@ -16,8 +16,8 @@ al2 <- exp(-1/alpha^2) } - M2 <- q(model)(al1) - M4 <- q(model)(al2) + M2 <- q.l(model)(al1) + M4 <- q.l(model)(al2) xi <- log((M4-M2)/M2)/log(alpha) qu <- 1/(alpha^xi-1) @@ -82,7 +82,7 @@ if(p1>=p2) {p<-p1; p1 <- p2; p2 <- p} - qm <- q(model) + qm <- q.l(model) Q1 <- qm(p1) Q2 <- qm(p2) l1 <- -log(p1); l2 <- -log(p2) Modified: branches/robast-1.1/pkg/RobExtremes/R/kMAD.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/kMAD.R 2018-07-18 15:56:24 UTC (rev 972) +++ branches/robast-1.1/pkg/RobExtremes/R/kMAD.R 2018-07-18 15:58:37 UTC (rev 973) @@ -24,7 +24,7 @@ if(! length(k)==1) stop ("k has to be a numeric of length 1") if(k<=0) stop ("k has to be strictly positive") m <- median(x) - if(is.null(up)) up <- min(3*IQR(x),q(x)(1)-m,m-q(x)(0)) + if(is.null(up)) up <- min(3*IQR(x),q.l(x)(1)-m,m-q.l(x)(0)) fun <- function(t) {p(x)(m+k*t)-p(x)(m-t)-.5} return(uniroot(fun,lower=0,upper=up)$root) Modified: branches/robast-1.1/pkg/RobExtremes/R/rescaleFct.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/rescaleFct.R 2018-07-18 15:56:24 UTC (rev 972) +++ branches/robast-1.1/pkg/RobExtremes/R/rescaleFct.R 2018-07-18 15:58:37 UTC (rev 973) @@ -18,7 +18,7 @@ distr <- distribution(L2Fam) scaleList <- list(scaleX = substitute(TRUE) ,scaleX.fct = substitute(p(distr)) - ,scaleX.inv = substitute(q(distr)) + ,scaleX.inv = substitute(q.l(distr)) ,scaleY = substitute(TRUE) ,scaleY.fct = substitute(pnorm) ,scaleY.inv = substitute(qnorm) From noreply at r-forge.r-project.org Wed Jul 18 18:00:18 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 18 Jul 2018 18:00:18 +0200 (CEST) Subject: [Robast-commits] r974 - branches/robast-1.1/pkg/RobExtremes/R Message-ID: <20180718160018.366C218A14D@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-18 18:00:17 +0200 (Wed, 18 Jul 2018) New Revision: 974 Modified: branches/robast-1.1/pkg/RobExtremes/R/SnQn.R Log: [RobExtremes] branch 1.1 changed q() to q.l in SnQn.R and new Sn method for GEVU Modified: branches/robast-1.1/pkg/RobExtremes/R/SnQn.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/SnQn.R 2018-07-18 15:58:37 UTC (rev 973) +++ branches/robast-1.1/pkg/RobExtremes/R/SnQn.R 2018-07-18 16:00:17 UTC (rev 974) @@ -20,9 +20,9 @@ setMethod("Qn", signature(x = "UnivariateDistribution"), function(x, q00 = NULL, ...){ - if(is.null(q00)) q00 <- 10*q(x)(3/4) + if(is.null(q00)) q00 <- 10*q.l(x)(3/4) - intv <- function(xx,q0=q00) p(x)(q0+q(x)(xx))-5/8 + intv <- function(xx,q0=q00) p(x)(q0+q.l(x)(xx))-5/8 intq <- function(q){ sapply(q, function(q1){ integrate(intv,lower=0,upper=1,q0=q1)$value}) @@ -37,7 +37,7 @@ setMethod("Qn", signature(x = "DiscreteDistribution"), function(x, ...){ x2 <- x-x - q(x2)(5/8) + q.l(x2)(5/8) }) @@ -59,7 +59,7 @@ }else{ return(m) } } - x0 <- q(x)(seq(.5/accuracy,1-.5/accuracy,length=accuracy)) + x0 <- q.l(x)(seq(.5/accuracy,1-.5/accuracy,length=accuracy)) y <- sapply(x0,g) c0 <- median(y,na.rm=TRUE) return(c0) @@ -129,3 +129,6 @@ setMethod("Sn", signature(x = "Weibull"), function(x, ...).Sn.intp(x,".Weibull") ) + +setMethod("Sn", signature(x = "GEVU"), + function(x, ...).Sn.intp(x,".GEV") ) From noreply at r-forge.r-project.org Wed Jul 18 18:03:46 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 18 Jul 2018 18:03:46 +0200 (CEST) Subject: [Robast-commits] r975 - branches/robast-1.1/pkg/RobExtremes/man Message-ID: <20180718160346.9427118A150@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-18 18:03:46 +0200 (Wed, 18 Jul 2018) New Revision: 975 Modified: branches/robast-1.1/pkg/RobExtremes/man/Var.Rd Log: [RobExtremes] branch 1.1 manual for new Sn method for GEVU Modified: branches/robast-1.1/pkg/RobExtremes/man/Var.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/Var.Rd 2018-07-18 16:00:17 UTC (rev 974) +++ branches/robast-1.1/pkg/RobExtremes/man/Var.Rd 2018-07-18 16:03:46 UTC (rev 975) @@ -39,6 +39,7 @@ \alias{Sn,Gammad-method} \alias{Sn,Weibull-method} \alias{Sn,GEV-method} +\alias{Sn,GEVU-method} \alias{Sn,DiscreteDistribution-method} \alias{Qn} \alias{Qn-methods} @@ -93,6 +94,7 @@ \S4method{Sn}{AffLinDistribution}(x, ...) \S4method{Sn}{Norm}(x, ...) \S4method{Sn}{GPareto}(x, ...) +\S4method{Sn}{GEVU}(x, ...) \S4method{Sn}{GEV}(x, ...) \S4method{Sn}{Gammad}(x, ...) \S4method{Sn}{Weibull}(x, ...) From noreply at r-forge.r-project.org Wed Jul 18 18:04:38 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 18 Jul 2018 18:04:38 +0200 (CEST) Subject: [Robast-commits] r976 - branches/robast-1.1/pkg/RobExtremes/man Message-ID: <20180718160438.842C418A153@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-18 18:04:38 +0200 (Wed, 18 Jul 2018) New Revision: 976 Modified: branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd branches/robast-1.1/pkg/RobExtremes/man/LDEstimator.Rd branches/robast-1.1/pkg/RobExtremes/man/getCVaR.Rd branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd Log: [RobExtremes] branch 1.1 changed some dontruns in donttests in Rd-Files Modified: branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-18 16:03:46 UTC (rev 975) +++ branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-18 16:04:38 UTC (rev 976) @@ -30,15 +30,16 @@ \details{ \tabular{ll}{ Package: \tab RobExtremes \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 +Version: \tab 1.1.0 \cr +Date: \tab 2018-07-18 \cr +Depends: \tab R (>= 2.14.0), methods, distrMod(>= 2.5.2), ROptEst(>= 1.0), 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 932 \cr +SVNRevision: \tab 940 \cr } } \section{Classes}{ Modified: branches/robast-1.1/pkg/RobExtremes/man/LDEstimator.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/LDEstimator.Rd 2018-07-18 16:03:46 UTC (rev 975) +++ branches/robast-1.1/pkg/RobExtremes/man/LDEstimator.Rd 2018-07-18 16:04:38 UTC (rev 976) @@ -138,7 +138,9 @@ medQn(x = x, ParamFamily = G) medSn(x = x, ParamFamily = G, q.lo = 0.5, q.up = 4) -\dontrun{ + +\donttest{ +## not tested on CRAN because it takes time... ## without speedup for Sn: LDEstimator(x, loc.est = median, disp.est = Sn, loc.fctal = median, disp.fctal = getMethod("Sn","UnivariateDistribution"), Modified: branches/robast-1.1/pkg/RobExtremes/man/getCVaR.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/getCVaR.Rd 2018-07-18 16:03:46 UTC (rev 975) +++ branches/robast-1.1/pkg/RobExtremes/man/getCVaR.Rd 2018-07-18 16:04:38 UTC (rev 976) @@ -49,7 +49,7 @@ GPD <- GParetoFamily(loc=20480, scale=7e4, shape=0.3) data <- r(GPD)(500) getCVaR(data,GPD,0.99) - \dontrun{ # to reduce checking time + \donttest{ # to reduce checking time getVaR(data,GPD,0.99) getEL(data,GPD,5) getVaR(data,GPD,0.99, rob=FALSE) Modified: branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd 2018-07-18 16:03:46 UTC (rev 975) +++ branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd 2018-07-18 16:04:38 UTC (rev 976) @@ -122,7 +122,9 @@ ## mlE <- MLEstimator(portpirie[,2], GEVFamilyMuUnknown(withPos=FALSE)) gev.diag(mlE) - \dontrun{ + + ## not tested on CRAN because it takes some time... + \donttest{ gev.prof(mlE, m = 10, 4.1, 5) gev.profxi(mlE, -0.3, 0.3) } @@ -132,7 +134,9 @@ ## mlE2 <- MLEstimator(rain[rain>10], GParetoFamily(loc=10)) gpd.diag(mlE2) - \dontrun{ + + ## not tested on CRAN because it takes some time... + \donttest{ gpd.prof(mlE, m = 10, 55, 77) gpd.profxi(mlE, -0.02, 0.02) } From noreply at r-forge.r-project.org Wed Jul 18 18:05:29 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 18 Jul 2018 18:05:29 +0200 (CEST) Subject: [Robast-commits] r977 - branches/robast-1.1/pkg/RobExtremes/inst Message-ID: <20180718160529.22C7C18A150@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-18 18:05:28 +0200 (Wed, 18 Jul 2018) New Revision: 977 Modified: branches/robast-1.1/pkg/RobExtremes/inst/NEWS branches/robast-1.1/pkg/RobExtremes/inst/TOBEDONE Log: [RobExtremes] branch 1.1 updated NEWS and TOBEDONE Modified: branches/robast-1.1/pkg/RobExtremes/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/NEWS 2018-07-18 16:04:38 UTC (rev 976) +++ branches/robast-1.1/pkg/RobExtremes/inst/NEWS 2018-07-18 16:05:28 UTC (rev 977) @@ -8,6 +8,15 @@ information) ####################################### +version 1.1 +####################################### + +under the hood: ++ prepared everything for first release on CRAN ++ wherever possible also use q.l internally instead of q to + provide functionality in IRKernel + +####################################### version 1.0 ####################################### @@ -202,4 +211,4 @@ + .LDMatch produced names like scale.scale... - \ No newline at end of file + Modified: branches/robast-1.1/pkg/RobExtremes/inst/TOBEDONE =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/TOBEDONE 2018-07-18 16:04:38 UTC (rev 976) +++ branches/robast-1.1/pkg/RobExtremes/inst/TOBEDONE 2018-07-18 16:05:28 UTC (rev 977) @@ -2,7 +2,7 @@ to be done in package RobExtremes ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ -+ generate LM-Grids for GEVFamilyMuUnknown ++ generate LM-Grids for ParetoFamily + write code so that it uses different (semi-equivariant) norms in GEVFamily, GParetoFamily, GParetoFamilyMuUnknown -+ use .Call interface for kMAD \ No newline at end of file ++ use .Call interface for kMAD From noreply at r-forge.r-project.org Wed Jul 18 18:06:25 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 18 Jul 2018 18:06:25 +0200 (CEST) Subject: [Robast-commits] r978 - branches/robast-1.1/pkg/RobExtremes Message-ID: <20180718160625.A986318A150@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-18 18:06:25 +0200 (Wed, 18 Jul 2018) New Revision: 978 Modified: branches/robast-1.1/pkg/RobExtremes/DESCRIPTION Log: [RobExtremes] branch 1.1 updated DESCRIPTION Modified: branches/robast-1.1/pkg/RobExtremes/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobExtremes/DESCRIPTION 2018-07-18 16:05:28 UTC (rev 977) +++ branches/robast-1.1/pkg/RobExtremes/DESCRIPTION 2018-07-18 16:06:25 UTC (rev 978) @@ -1,21 +1,24 @@ Package: RobExtremes -Version: 1.1 -Date: 2017-04-21 +Version: 1.1.0 +Date: 2018-07-18 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). -Depends: R (>= 2.14.0), methods, distrMod(>= 2.5.2), ROptEst(>= 1.0), robustbase(>= 0.8-0), evd, actuar +Description: Optimally robust estimation for extreme value distributions using S4 classes and + methods (based on packages distr, distrEx, distrMod, RobAStBase, and ROptEst). +Depends: R (>= 2.14.0), methods, distrMod(>= 2.5.2), ROptEst(>= 1.0), robustbase(>= 0.8-0), + evd, actuar Suggests: RUnit (>= 0.4.26), ismev (>= 1.39) Imports: RobAStRDA, distr, distrEx, RandVar, RobAStBase, startupmsg -Authors at R: c(person("Nataliya", "Horbenko", role=c("aut","cph")), - person("Bernhard", "Spangl", role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"), - person("Sascha", "Desmettre", role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"), - person("Eugen", "Massini", role="ctb", comment="contributed an interactive smoothing routine for smoothing the Lagrange multipliers - and smoothed grid values of the Lagrange multipliers"), - person("Daria", "Pupashenko", role="ctb", comment="contributed MDE-estimation for GEV distribution in the framework of her PhD thesis 2011--14"), - person("Gerald", "Kroisandt", role="ctb", comment="contributed testing routines"), - person("Matthias", "Kohl", role=c("aut", "cph")), - person("Peter", "Ruckdeschel", role=c("cre", "aut", "cph"), email="peter.ruckdeschel at uni-oldenburg.de")) +Authors at R: c(person("Nataliya", "Horbenko", role=c("aut","cph")), person("Bernhard", "Spangl", + role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"), + person("Sascha", "Desmettre", role="ctb", comment="contributed smoothed grid values of + the Lagrange multipliers"), person("Eugen", "Massini", role="ctb", comment="contributed + an interactive smoothing routine for smoothing the Lagrange multipliers and smoothed + grid values of the Lagrange multipliers"), person("Daria", "Pupashenko", role="ctb", + comment="contributed MDE-estimation for GEV distribution in the framework of her PhD + thesis 2011--14"), person("Gerald", "Kroisandt", role="ctb", comment="contributed + testing routines"), person("Matthias", "Kohl", role=c("aut", "cph")), person("Peter", + "Ruckdeschel", role=c("cre", "aut", "cph"), + email="peter.ruckdeschel at uni-oldenburg.de")) ByteCompile: yes LazyLoad: yes License: LGPL-3 @@ -24,4 +27,4 @@ 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: 932 +SVNRevision: 940 From noreply at r-forge.r-project.org Wed Jul 18 18:08:58 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 18 Jul 2018 18:08:58 +0200 (CEST) Subject: [Robast-commits] r979 - branches/robast-1.1/pkg/RobExtremes/R Message-ID: <20180718160858.5EC1618A150@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-18 18:08:58 +0200 (Wed, 18 Jul 2018) New Revision: 979 Modified: branches/robast-1.1/pkg/RobExtremes/R/plotOutlyingness.R Log: [RobExtremes] branch 1.1 updated/prepared plotOutlyingness.R Modified: branches/robast-1.1/pkg/RobExtremes/R/plotOutlyingness.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/plotOutlyingness.R 2018-07-18 16:06:25 UTC (rev 978) +++ branches/robast-1.1/pkg/RobExtremes/R/plotOutlyingness.R 2018-07-18 16:08:58 UTC (rev 979) @@ -6,17 +6,87 @@ ########################################## if(FALSE){ -##projection distance - qfun = function(x){p0 = p(X)(x); q0 = q(X)(p0)} - QProj <- function(){new("NormType", name="Quantiles", fct=qfun)} ##@x - dataset ##@X - random variable ##@fam - parameter family ##@alpha - confidence level for quantile # -plotOutlyingness = function(x,alpha=0.99,X=GPareto(),fam=GParetoFamily()){ +plotOutlyingness = function(x,alpha=0.99,X=GPareto(),fam=GParetoFamily(), + dist.y = NormType(), + cutoff.x = cutoff(), cutoff.y = cutoff.sememp(), + ..., + id.n, + cex.pts = 1, + lab.pts, + jitter.pts = 0, + alpha.trsp = NA, + adj = 0.1, + pch = 16, + cex = 1.5, + col = rgb(152,152,152,maxColorValue=255), + cex.idn = 1.7, + col.idn = rgb(102,102,102,maxColorValue=255), + lty.cutoff, + lwd.cutoff = 3, + col.cutoff = rgb(202,202,202,maxColorValue=255), + text.abline = TRUE, + text.abline.x = NULL, text.abline.y = NULL, + cex.abline = par("cex"), col.abline = col.cutoff, + font.abline = par("font"), adj.abline = c(0,0), + text.abline.x.x = NULL, text.abline.x.y = NULL, + text.abline.y.x = NULL, text.abline.y.y = NULL, + text.abline.x.fmt.cx = "%7.2f", + text.abline.x.fmt.qx = "%4.2f%%", + text.abline.y.fmt.cy = "%7.2f", + text.abline.y.fmt.qy = "%4.2f%%", + robCov.x = TRUE, + robCov.y = TRUE, + tf.x = function(x)apply(x,2,log), + tf.y = function(x)x[1,], + jitter.fac = 10, + jitter.tol=.Machine$double.eps, + cex.lab = 1.5, + col.lab="red", + main = "Outlyingness Plot for Extreme Value Distributions", + cex.main = 1.5, + xlab="Theoretical log-quantiles", + ylab="Mahalanobis distance", + doplot = TRUE + ){ + + mc <- match.call() + dots <- match.call(expand.dots = FALSE)$"..." + args0 <- list(x = x, alpha = alpha, X = X, fam = fam, dist.y = dist.y, + cutoff.x = cutoff.x, cutoff.y = cutoff.y, + id.n = if(missing(id.n)) NULL else id.n, + cex.pts = cex.pts, lab.pts = if(missing(lab.pts)) NULL else lab.pts, + jitter.pts = jitter.pts, alpha.trsp = alpha.trsp, adj = adj, + pch = pch, cex = cex, col = col, cex.idn = cex.idn, col.idn = col.idn, + lty.cutoff = if(missing(lty.cutoff)) NULL else lty.cutoff, + lwd.cutoff = lwd.cutoff, col.cutoff = col.cutoff, + text.abline = text.abline, text.abline.x = text.abline.x, + text.abline.y = text.abline.y, cex.abline = cex.abline, + col.abline = if(missing(col.abline)) col.cutoff else col.abline, + font.abline = font.abline, adj.abline = adj.abline, + text.abline.x.x = text.abline.x.x, text.abline.x.y = text.abline.x.y, + text.abline.y.x = text.abline.y.x, text.abline.y.y = text.abline.y.y, + text.abline.x.fmt.cx = text.abline.x.fmt.cx, + text.abline.x.fmt.qx = text.abline.x.fmt.qx, + text.abline.y.fmt.cy = text.abline.y.fmt.cy, + text.abline.y.fmt.qy = text.abline.y.fmt.qy, robCov.x = robCov.x, + robCov.y = robCov.y, tf.x = tf.x, tf.y = tf.y, + jitter.fac = jitter.fac, jitter.tol = jitter.tol, cex.lab = cex.lab, + col.lab = col.lab, main = main, cex.main = cex.main, xlab = xlab, + ylab = ylab, doplot = doplot) + plotInfo <- list(call = mc, dots=dots, args=args0) + + + ##projection distance + qfun = function(x){p0 = p(X)(x); q0 = q.l(X)(p0)} + QProj <- function(){new("NormType", name="Quantiles", fct=qfun)} + ##logarithmic representation (for distributions with positive support) fam at distribution = log(fam at distribution) @@ -26,39 +96,34 @@ ##parameter for plotting par(cex=1,bty="n") -##call of routine from RobAStBase -outlyingPlotIC(x - ,IC.x = ICmle - ,IC.y = ICmle - ,dist.x = QProj() - #NormType() - Euclidean norm, default - Mahalanobis norm - #,dist.y = NormType() - ,adj = 0.1 - ,pch = 16 - ,col = rgb(152,152,152,maxColorValue=255) - ,col.idn = rgb(102,102,102,maxColorValue=255) - ,cex.idn = 1.7 - ,col.cutoff = rgb(202,202,202,maxColorValue=255) - ,offset = 0 - ,cutoff.quantile.y = 0.99 - ,cutoff.quantile.x = 0.99 - ,cutoff.x = cutoff() - ,cutoff.y = cutoff.sememp() - ,robCov.x = TRUE - ,robCov.y = TRUE - ,tf.x = function(x)log(x) - ,cex.main = 1.5 - ,cex.lab = 1.5 - ,cex = 1.5 - #,col.lab=FhGred - ,lwd.cutoff = 3 - #,jitt.fac = 300 - ,col.abline = rgb(102,102,102,maxColorValue=255) - ,cex.abline = 1.5 - ,main = ""#"Outlyingness Plot" - ,xlab="Theoretical log-quantiles" - ,ylab="Mahalanobis distance" -) + ##call of routine from RobAStBase + plotInfo$outlyingPlotICArgs <- c(list(data = x, IC.x = ICmle, IC.y = ICmle, + dist.x = QProj(), dist.y = dist.y, cutoff.x = cutoff.x, cutoff.y = cutoff.y), + dots,list(cutoff.quantile.y = cutoff.quantile.x, + cutoff.quantile.x = cutoff.quantile.y, id.n = id.n, cex.pts = cex.pts, + lab.pts = lab.pts, jitter.pts = jitter.pts, alpha.trsp = alpha.trsp, + adj = adj, pch = pch, cex = cex, col = col, cex.idn = cex.idn, + col.idn = col.idn, lty.cutoff = lty.cutoff, lwd.cutoff = lwd.cutoff, + col.cutoff = col.cutoff, text.abline = text.abline, + text.abline.x = text.abline.x, text.abline.y = text.abline.y, + cex.abline = cex.abline, col.abline = col.abline, + font.abline = font.abline, adj.abline = adj.abline, + text.abline.x.x = text.abline.x.x, text.abline.x.y = text.abline.x.y, + text.abline.y.x = text.abline.y.x, text.abline.y.y = text.abline.y.y, + text.abline.x.fmt.cx = text.abline.x.fmt.cx, + text.abline.x.fmt.qx = text.abline.x.fmt.qx, + text.abline.y.fmt.cy = text.abline.y.fmt.cy, + text.abline.y.fmt.qy = text.abline.y.fmt.qy, robCov.x = robCov.x, + robCov.y = robCov.y, tf.x = tf.x, tf.y = tf.y, jitter.fac = jitter.fac, + jitter.tol = jitter.tol, cex.lab = cex.lab, col.lab = col.lab, + main = main, cex.main = cex.main, xlab = xlab, ylab = ylab, doplot = doplot)) +retV <- do.call(outlyingPlotIC,args=plotInfo$outlyingPlotICArgs) +retV$args <- NULL +retV$dots <- NULL +retV$call <- NULL +plotInfo <- c(PlotInfo, retV) +class(plotInfo) <- c("plotInfo","DiagnInfo") +return(invisible(plotInfo)) } ##Example From noreply at r-forge.r-project.org Wed Jul 18 18:14:07 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 18 Jul 2018 18:14:07 +0200 (CEST) Subject: [Robast-commits] r980 - branches/robast-1.1/pkg/RobExtremes Message-ID: <20180718161407.11FF4183EF7@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-18 18:14:06 +0200 (Wed, 18 Jul 2018) New Revision: 980 Modified: branches/robast-1.1/pkg/RobExtremes/DESCRIPTION Log: [RobExtremes] branch 1.1 updated DESCRIPTION -- removed Additional_repositories: http://stamats.github.io/robast/ Modified: branches/robast-1.1/pkg/RobExtremes/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobExtremes/DESCRIPTION 2018-07-18 16:08:58 UTC (rev 979) +++ branches/robast-1.1/pkg/RobExtremes/DESCRIPTION 2018-07-18 16:14:06 UTC (rev 980) @@ -23,7 +23,6 @@ LazyLoad: yes License: LGPL-3 Encoding: latin1 -Additional_repositories: http://stamats.github.io/robast/ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate: 2011-09-30 11:10:33 +0200 (Fr, 30 Sep 2011) $} LastChangedRevision: {$LastChangedRevision: 453 $} From noreply at r-forge.r-project.org Thu Jul 19 00:26:10 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Thu, 19 Jul 2018 00:26:10 +0200 (CEST) Subject: [Robast-commits] r981 - branches/robast-1.1/pkg/RobExtremes/R Message-ID: <20180718222610.81186188EC6@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-19 00:26:09 +0200 (Thu, 19 Jul 2018) New Revision: 981 Modified: branches/robast-1.1/pkg/RobExtremes/R/GEVFamily.R branches/robast-1.1/pkg/RobExtremes/R/GEVFamilyMuUnknown.R Log: [RobExtremes] branch 1.1 fixed a sign error in FisherInfo.fct for GEV(U) Modified: branches/robast-1.1/pkg/RobExtremes/R/GEVFamily.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/GEVFamily.R 2018-07-18 16:14:06 UTC (rev 980) +++ branches/robast-1.1/pkg/RobExtremes/R/GEVFamily.R 2018-07-18 22:26:09 UTC (rev 981) @@ -380,14 +380,14 @@ G20 <- gamma(2*k) G10 <- gamma(k) G11 <- digamma(k)*gamma(k) - G01 <- -0.57721566490153 # digamma(1) - G02 <- 1.9781119906559 #trigamma(1)+digamma(1)^2 + G01 <- ..dig1 # digamma(1) + G02 <- ..trig1dig1sq #trigamma(1)+digamma(1)^2 x0 <- k1^2*2*k I11 <- G20*x0-2*G10*k*k1+1 I11 <- I11/sc^2/k^2 I12 <- G20*(-x0)+ G10*(k^3+4*k^2+3*k) - k1 I12 <- I12 + G11*(k^3+k^2) -G01*k - I12 <- -I12/sc/k^3 + I12 <- I12/sc/k^3 I22 <- G20*x0 +k1^2 -G10*(x0+2*k*k1) I22 <- I22 - G11*2*k^2*k1 + G01*2*k*k1+k^2 *G02 I22 <- I22 /k^4 Modified: branches/robast-1.1/pkg/RobExtremes/R/GEVFamilyMuUnknown.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/GEVFamilyMuUnknown.R 2018-07-18 16:14:06 UTC (rev 980) +++ branches/robast-1.1/pkg/RobExtremes/R/GEVFamilyMuUnknown.R 2018-07-18 22:26:09 UTC (rev 981) @@ -363,8 +363,8 @@ G20 <- gamma(2*k) G10 <- gamma(k) G11 <- digamma(k)*gamma(k) - G01 <- -0.57721566490153 # digamma(1) - G02 <- 1.9781119906559 #trigamma(1)+digamma(1)^2 + G01 <- ..dig1 # digamma(1) + G02 <- ..trig1dig1sq #trigamma(1)+digamma(1)^2 x0 <- k1^2*2*k I00 <- (2*k)*k1^2*G20/sc^2 I01 <- (G10-k1*2*G20)*k1/sc^2 @@ -373,7 +373,7 @@ I11 <- I11/sc^2/k^2 I12 <- G20*(-x0)+ G10*(k^3+4*k^2+3*k) - k1 I12 <- I12 + G11*k^2*k1 -G01*k - I12 <- -I12/sc/k^3 + I12 <- I12/sc/k^3 I22 <- G20*x0 +k1^2 -G10*(x0+2*k*k1) I22 <- I22 - G11*2*k^2*k1 + G01*2*k*k1+k^2 *G02 I22 <- I22 /k^4 @@ -387,7 +387,7 @@ } mat <- PosSemDefSymmMatrix(matrix(c(I00,I01,I02,I01,I11,I12,I02,I12,I22),3,3)) cs <- c("location",scaleshapename) - dimnames(mat) <- list(lcs,lcs) + dimnames(mat) <- list(cs,cs) return(mat) } @@ -471,4 +471,5 @@ ..I13 <- -..gam0(2)+..gam1(3)/2-..gam1(2)/2 ..I23 <- -..gam2(3)/2+..gam2(2)-..gam2(1)/2+..gam1(2)-..gam1(1) ..I33 <- (..gam3(3)-2*..gam3(2)+..gam3(1))/4+..gam2(1)-..gam2(2)+..gam1(1) - +..dig1 <- digamma(1) +..trig1dig1sq <- trigamma(1)+digamma(1)^2 From noreply at r-forge.r-project.org Thu Jul 19 00:26:59 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Thu, 19 Jul 2018 00:26:59 +0200 (CEST) Subject: [Robast-commits] r982 - branches/robast-1.1/pkg/RobExtremes/tests Message-ID: <20180718222659.71FE6188EC6@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-19 00:26:59 +0200 (Thu, 19 Jul 2018) New Revision: 982 Modified: branches/robast-1.1/pkg/RobExtremes/tests/doRUnit.R Log: [RobExtremes] branch 1.1 fixed unit test suite for zero length Modified: branches/robast-1.1/pkg/RobExtremes/tests/doRUnit.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/tests/doRUnit.R 2018-07-18 22:26:09 UTC (rev 981) +++ branches/robast-1.1/pkg/RobExtremes/tests/doRUnit.R 2018-07-18 22:26:59 UTC (rev 982) @@ -27,7 +27,7 @@ ## or simply call PKG:::myPrivateFunction() in tests ## --- Testing --- - + if(length(dir(path))){ ## Define tests testSuite <- defineTestSuite(name=paste(pkg, "unit testing"), dirs=path) @@ -56,6 +56,6 @@ stop(paste("\n\nunit testing failed (#test failures: ", tmp$nFail, ", #R errors: ", tmp$nErr, ")\n\n", sep="")) } -} else { +}} else { warning("cannot run unit tests -- package RUnit is not available") } From noreply at r-forge.r-project.org Thu Jul 19 00:28:03 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Thu, 19 Jul 2018 00:28:03 +0200 (CEST) Subject: [Robast-commits] r983 - branches/robast-1.1/pkg/RobExtremes/man Message-ID: <20180718222803.111A4188EC6@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-19 00:28:02 +0200 (Thu, 19 Jul 2018) New Revision: 983 Modified: branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd Log: [RobExtremes] branch 1.1 updated package starting help page Modified: branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-18 22:26:59 UTC (rev 982) +++ branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-18 22:28:02 UTC (rev 983) @@ -32,13 +32,30 @@ Package: \tab RobExtremes \cr Version: \tab 1.1.0 \cr Date: \tab 2018-07-18 \cr -Depends: \tab R (>= 2.14.0), methods, distrMod(>= 2.5.2), ROptEst(>= 1.0), robustbase(>= 0.8-0), -evd, actuar \cr -Suggests: \tab RUnit (>= 0.4.26), ismev (>= 1.39)\cr +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). +Depends:\tab R (>= 2.14.0), methods, distrMod(>= 2.5.2), ROptEst(>= 1.0), 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 +Authors: +\tab Bernhard Spangl, [contributed smoothed grid values of the LMs]\cr +\tab Sascha Desmettre [contributed smoothed grid values of the LMs]\cr +\tab Eugen Massini [contributed an interactive smoothing routine for \cr +\tab smoothing the LMs and smoothed grid values of the LMs] \cr +\tab Daria Pupashenko [contributed MDE-estimation for GEV distribution in \cr +\tab the framework of her PhD thesis 2011--14]\cr +\tab Gerald Kroisandt [contributed testing routines]\cr +\tab Nataliya Horbenko ["aut","cph"] \cr +\tab Matthias Kohl ["aut", "cph"]\cr +\tab Peter Ruckdeschel ["cre", "aut", "cph"],\cr +\tab peter.ruckdeschel at uni-oldenburg.de\cr ByteCompile: \tab yes \cr +LazyLoad: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr +Encoding: \tab latin1 \cr SVNRevision: \tab 940 \cr } } @@ -192,7 +209,7 @@ \references{ M. Kohl (2005): \emph{Numerical Contributions to the Asymptotic Theory of Robustness.} PhD Thesis. Bayreuth. Available as -\url{http://www.stamats.de/ThesisMKohl.pdf} +\url{http://r-kurs.de/RRlong.pdf} P. Ruckdeschel, M. Kohl, T. Stabla, F. Camphausen (2006): S4 Classes for Distributions, \emph{R News}, \emph{6}(2), 2-6. @@ -203,8 +220,7 @@ \emph{Stat. Methods Appl.}, \bold{19}, 333--354.\cr Ruckdeschel, P. and Horbenko, N. (2011): Optimally-Robust Estimators in Generalized -Pareto Models. ArXiv 1005.1476. To appear at \emph{Statistics}. -DOI: 10.1080/02331888.2011.628022. \cr +Pareto Models. \emph{Statistics}. \bold{47}(4), 762--791.\cr Ruckdeschel, P. and Horbenko, N. (2012): Yet another breakdown point notion: EFSBP --illustrated at scale-shape models. \emph{Metrika}, \bold{75}(8), From noreply at r-forge.r-project.org Thu Jul 19 00:30:03 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Thu, 19 Jul 2018 00:30:03 +0200 (CEST) Subject: [Robast-commits] r984 - branches/robast-1.1/pkg/RobExtremes Message-ID: <20180718223003.C0400188EC6@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-19 00:30:03 +0200 (Thu, 19 Jul 2018) New Revision: 984 Modified: branches/robast-1.1/pkg/RobExtremes/DESCRIPTION Log: [RobExtremes] branch 1.1 moved "actuar" from require to imports in DESCRIPTION Modified: branches/robast-1.1/pkg/RobExtremes/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobExtremes/DESCRIPTION 2018-07-18 22:28:02 UTC (rev 983) +++ branches/robast-1.1/pkg/RobExtremes/DESCRIPTION 2018-07-18 22:30:03 UTC (rev 984) @@ -4,10 +4,9 @@ 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). -Depends: R (>= 2.14.0), methods, distrMod(>= 2.5.2), ROptEst(>= 1.0), robustbase(>= 0.8-0), - evd, actuar +Depends: R (>= 2.14.0), methods, distrMod(>= 2.5.2), ROptEst(>= 1.0), robustbase, evd Suggests: RUnit (>= 0.4.26), ismev (>= 1.39) -Imports: RobAStRDA, distr, distrEx, RandVar, RobAStBase, startupmsg +Imports: RobAStRDA, distr, distrEx, RandVar, RobAStBase, startupmsg, actuar Authors at R: c(person("Nataliya", "Horbenko", role=c("aut","cph")), person("Bernhard", "Spangl", role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"), person("Sascha", "Desmettre", role="ctb", comment="contributed smoothed grid values of From noreply at r-forge.r-project.org Thu Jul 19 13:29:36 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Thu, 19 Jul 2018 13:29:36 +0200 (CEST) Subject: [Robast-commits] r985 - branches/robast-1.1/pkg/RobExtremesBuffer Message-ID: <20180719112936.32D35180720@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-19 13:29:35 +0200 (Thu, 19 Jul 2018) New Revision: 985 Added: branches/robast-1.1/pkg/RobExtremesBuffer/CreateInterpolatorsAndMergeThem.R branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGridsOnlyR-3.5.1rc.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpMerge.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpMergeZip.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpOnlyR-3.5.1rc.rda Removed: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGrids.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyR-2.15.1.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyR-3.5.1rc.rda Modified: branches/robast-1.1/pkg/RobExtremesBuffer/PeterLMScripts.R Log: [RobExtremesBuffer] branch 1.1 for reproducibility wrote up CreateInterpolatorsAndMergeThem.R and stored intermediate sysdata.rda files Added: branches/robast-1.1/pkg/RobExtremesBuffer/CreateInterpolatorsAndMergeThem.R =================================================================== --- branches/robast-1.1/pkg/RobExtremesBuffer/CreateInterpolatorsAndMergeThem.R (rev 0) +++ branches/robast-1.1/pkg/RobExtremesBuffer/CreateInterpolatorsAndMergeThem.R 2018-07-19 11:29:35 UTC (rev 985) @@ -0,0 +1,104 @@ +#--------------------------------------------------------- +# (1) load package in R>3.0 +#--------------------------------------------------------- +if(getRversion()>"3.0"){ +require(RobAStRDA) +.basepath <- "C:/rtest/RobASt/branches/robast-1.1/pkg" +.myFolderFrom <- file.path(.basepath,"RobExtremesBuffer") +myRDAg30 <- file.path(.basepath,"RobExtremesBuffer/sysdataOnlyGridsOnlyR-3.5.1rc.rda") +myRDAg3 <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpOnlyR-3.5.1rc.rda") +file.remove(myRDAg3) +file.remove(myRDAg30) +CSVFiles <- grep("\\.csv$", dir(.myFolderFrom), value=TRUE) +CSVFiles <- paste(.myFolderFrom, CSVFiles, sep="/") +RobAStRDA:::.saveGridToRda(CSVFiles, toFileRDA = myRDAg30, withMerge = FALSE, + withPrint = TRUE, withSmooth = TRUE, df = NULL) +RobAStRDA:::.computeInterpolators(myRDAg30, myRDAg3,withSmoothFct = TRUE) +### +nEg3 <- new.env() +load(myRDAg3,env=nEg3) +nEg3L <- ls(all=TRUE,env=nEg3) +for(nam in nEg3L){ + loc <- get(nam,env=nEg3) + namU <- names(loc) + for(nams in namU){ + print(c(nam,nams,names(loc[[nams]]))) + } +} +} +#--------------------------------------------------------- +# (2) load package in R<2.15 +#--------------------------------------------------------- +if(getRversion()<"2.16"){ +require(RobAStRDA) +.basepath <- "C:/rtest/RobASt/branches/robast-1.1/pkg" +.myFolderFrom <- file.path(.basepath,"RobExtremesBuffer") +myRDAs30 <- file.path(.basepath,"RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda") +myRDAs3 <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda") +file.remove(myRDAs3) +file.remove(myRDAs30) +CSVFiles <- grep("\\.csv$", dir(.myFolderFrom), value=TRUE) +CSVFiles <- paste(.myFolderFrom, CSVFiles, sep="/") +RobAStRDA:::.saveGridToRda(CSVFiles, toFileRDA = myRDAs30, withMerge = FALSE, + withPrint = TRUE, withSmooth = TRUE, df = NULL) +RobAStRDA:::.computeInterpolators(myRDAs30, myRDAs3,withSmoothFct = TRUE) +### +nEs3 <- new.env() +load(myRDAs3,env=nEs3) +nEs3L <- ls(all=TRUE,env=nEs3) +for(nam in nEs3L){ + loc <- get(nam,env=nEs3) + namU <- names(loc) + for(nams in namU){ + print(c(nam,nams,names(loc[[nams]]))) + } +} +} +#--------------------------------------------------------- +# (3) back in R>3.0 merge grids +#--------------------------------------------------------- +if(getRversion()>"3.0"){ +myRDAs30 <- file.path(.basepath,"RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda") +myRDAs3 <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda") +nEs3 <- new.env() +mergeE <- new.env() +load(myRDAs3,env=nEs3) +(nEs3L <- ls(all=TRUE,env=nEs3)) +names(get(".Gamma", env = nEs3)$MBRE) + +for(nam in nEg3L){ + loc <- get(nam,env=nEg3) + namU <- names(loc) + for(nams in namU){ + print(c(nam,nams,names(loc[[nams]]))) + loc[[nams]]$fun.O <- get(nam,env=nEs3)[[nams]][["fun.O"]] + } + assign(nam,loc,env=mergeE) +} +(mergeEL <- ls(all=TRUE,env=mergeE)) + +for(nam in mergeEL){ + loc <- get(nam,env=mergeE) + namU <- names(loc) + for(nams in namU){ + print(c(nam,nams,names(loc[[nams]]))) + } +} +} +#--------------------------------------------------------- +# (4) save merged files and zip them +#--------------------------------------------------------- +if(getRversion()>"3.0"){ + +myRDAmerge <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpMerge.rda") +myRDAmergeZip <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpMergeZip.rda") +myRDA <- file.path(.basepath,"RobAStRDA/R/sysdata.rda") + + +mergeEL <- ls(all=TRUE,env=mergeE) +save(list=mergeEL,envir=mergeE,file=myRDAmerge) +file.copy(from = myRDAmerge, to = myRDAmergeZip, overwrite = TRUE) +tools::resaveRdaFiles(myRDAmergeZip) +file.copy(from = myRDAmergeZip, to = myRDA, overwrite = TRUE) +} + Modified: branches/robast-1.1/pkg/RobExtremesBuffer/PeterLMScripts.R =================================================================== --- branches/robast-1.1/pkg/RobExtremesBuffer/PeterLMScripts.R 2018-07-18 22:30:03 UTC (rev 984) +++ branches/robast-1.1/pkg/RobExtremesBuffer/PeterLMScripts.R 2018-07-19 11:29:35 UTC (rev 985) @@ -31,7 +31,7 @@ # ## evtl naechste Zeile modifizieren baseDir0 <- "C:/rtest/RobASt" -interpolDir <- "branches/robast-1.0/pkg/RobExtremes/inst/AddMaterial/interpolation" +interpolDir <- "branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation" interpolFile <- "plotInterpol.R" ## # (1) Paket laden @@ -164,7 +164,7 @@ ## folgenden Code einsourcen: ### change adequately: .baseDir.loc <- "C:/rtest/RobASt" -.basepath <- file.path(.baseDir.loc,"branches/robast-0.9/pkg") +.basepath <- file.path(.baseDir.loc,"branches/robast-1.1/pkg") myRDA <- file.path(.basepath,"RobAStRDA/R/sysdata.rda") require(RobAStRDA) RobAStRDA:::.computeInterpolators(myRDA, myRDA,withSmoothFct = TRUE) Deleted: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGrids.rda =================================================================== (Binary files differ) Added: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda =================================================================== (Binary files differ) Property changes on: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Added: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGridsOnlyR-3.5.1rc.rda =================================================================== (Binary files differ) Property changes on: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGridsOnlyR-3.5.1rc.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Deleted: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyR-2.15.1.rda =================================================================== (Binary files differ) Deleted: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyR-3.5.1rc.rda =================================================================== (Binary files differ) Added: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpMerge.rda =================================================================== (Binary files differ) Property changes on: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpMerge.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Added: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpMergeZip.rda =================================================================== (Binary files differ) Property changes on: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpMergeZip.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Added: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda =================================================================== (Binary files differ) Property changes on: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Added: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpOnlyR-3.5.1rc.rda =================================================================== (Binary files differ) Property changes on: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpOnlyR-3.5.1rc.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream From noreply at r-forge.r-project.org Thu Jul 19 13:30:56 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Thu, 19 Jul 2018 13:30:56 +0200 (CEST) Subject: [Robast-commits] r986 - in branches/robast-1.1/pkg/RobAStRDA: R inst/AddMaterial/interpolation Message-ID: <20180719113056.9DE8B18548B@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-19 13:30:56 +0200 (Thu, 19 Jul 2018) New Revision: 986 Modified: branches/robast-1.1/pkg/RobAStRDA/R/sysdata.rda branches/robast-1.1/pkg/RobAStRDA/inst/AddMaterial/interpolation/interpolationscripts.R Log: [RobAStRDA] branch 1.1 modified interpolationscripts.R and for consistency recreated sysdata.rda Modified: branches/robast-1.1/pkg/RobAStRDA/R/sysdata.rda =================================================================== (Binary files differ) Modified: branches/robast-1.1/pkg/RobAStRDA/inst/AddMaterial/interpolation/interpolationscripts.R =================================================================== --- branches/robast-1.1/pkg/RobAStRDA/inst/AddMaterial/interpolation/interpolationscripts.R 2018-07-19 11:29:35 UTC (rev 985) +++ branches/robast-1.1/pkg/RobAStRDA/inst/AddMaterial/interpolation/interpolationscripts.R 2018-07-19 11:30:56 UTC (rev 986) @@ -13,7 +13,7 @@ ##### oldwd <- getwd() -.basepath <- "C:/rtest/RobASt/branches/robast-0.9/pkg" +.basepath <- "C:/rtest/RobASt/branches/robast-1.1/pkg" .myFolderFrom <- file.path(.basepath,"RobExtremesBuffer") myRDA0 <- file.path(.basepath,"RobExtremesBuffer/sysdata.rda") #myRDA <- file.path(.basepath,"RobExtremesBuffer/sysdata.rda") @@ -26,3 +26,112 @@ withPrint = TRUE, withSmooth = TRUE, df = NULL) ## .computeInterpolators(myRDA0, myRDA,withSmoothFct = TRUE) +### + +if(FALSE){ +#--------------------------------------------------------- +# (1) load package in R>3.0 +#--------------------------------------------------------- +if(getRversion()>"3.0"){ +require(RobAStRDA) +.basepath <- "C:/rtest/RobASt/branches/robast-1.1/pkg" +.myFolderFrom <- file.path(.basepath,"RobExtremesBuffer") +myRDAg30 <- file.path(.basepath,"RobExtremesBuffer/sysdataOnlyGridsOnlyR-3.5.1rc.rda") +myRDAg3 <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpOnlyR-3.5.1rc.rda") +file.remove(myRDAg3) +file.remove(myRDAg30) +CSVFiles <- grep("\\.csv$", dir(.myFolderFrom), value=TRUE) +CSVFiles <- paste(.myFolderFrom, CSVFiles, sep="/") +RobAStRDA:::.saveGridToRda(CSVFiles, toFileRDA = myRDAg30, withMerge = FALSE, + withPrint = TRUE, withSmooth = TRUE, df = NULL) +RobAStRDA:::.computeInterpolators(myRDAg30, myRDAg3,withSmoothFct = TRUE) +### +nEg3 <- new.env() +load(myRDAg3,env=nEg3) +nEg3L <- ls(all=TRUE,env=nEg3) +for(nam in nEg3L){ + loc <- get(nam,env=nEg3) + namU <- names(loc) + for(nams in namU){ + print(c(nam,nams,names(loc[[nams]]))) + } +} +} +#--------------------------------------------------------- +# (2) load package in R<2.15 +#--------------------------------------------------------- +if(getRversion()<"2.16"){ +require(RobAStRDA) +.basepath <- "C:/rtest/RobASt/branches/robast-1.1/pkg" +.myFolderFrom <- file.path(.basepath,"RobExtremesBuffer") +myRDAs30 <- file.path(.basepath,"RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda") +myRDAs3 <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda") +file.remove(myRDAs3) +file.remove(myRDAs30) +CSVFiles <- grep("\\.csv$", dir(.myFolderFrom), value=TRUE) +CSVFiles <- paste(.myFolderFrom, CSVFiles, sep="/") +RobAStRDA:::.saveGridToRda(CSVFiles, toFileRDA = myRDAs30, withMerge = FALSE, + withPrint = TRUE, withSmooth = TRUE, df = NULL) +RobAStRDA:::.computeInterpolators(myRDAs30, myRDAs3,withSmoothFct = TRUE) +### +nEs3 <- new.env() +load(myRDAs3,env=nEs3) +nEs3L <- ls(all=TRUE,env=nEs3) +for(nam in nEs3L){ + loc <- get(nam,env=nEs3) + namU <- names(loc) + for(nams in namU){ + print(c(nam,nams,names(loc[[nams]]))) + } +} +} +#--------------------------------------------------------- +# (3) back in R>3.0 merge grids +#--------------------------------------------------------- +if(getRversion()>"3.0"){ +myRDAs30 <- file.path(.basepath,"RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda") +myRDAs3 <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda") +nEs3 <- new.env() +mergeE <- new.env() +load(myRDAs3,env=nEs3) +(nEs3L <- ls(all=TRUE,env=nEs3)) +names(get(".Gamma", env = nEs3)$MBRE) + +for(nam in nEg3L){ + loc <- get(nam,env=nEg3) + namU <- names(loc) + for(nams in namU){ + print(c(nam,nams,names(loc[[nams]]))) + loc[[nams]]$fun.O <- get(nam,env=nEs3)[[nams]][["fun.O"]] + } + assign(nam,loc,env=mergeE) +} +(mergeEL <- ls(all=TRUE,env=mergeE)) + +for(nam in mergeEL){ + loc <- get(nam,env=mergeE) + namU <- names(loc) + for(nams in namU){ + print(c(nam,nams,names(loc[[nams]]))) + } +} +} +#--------------------------------------------------------- +# (4) save merged files and zip them +#--------------------------------------------------------- +if(getRversion()>"3.0"){ + +myRDAmerge <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpMerge.rda") +myRDAmergeZip <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpMergeZip.rda") +myRDA <- file.path(.basepath,"RobAStRDA/R/sysdata.rda") + + +mergeEL <- ls(all=TRUE,env=mergeE) +save(list=mergeEL,envir=mergeE,file=myRDAmerge) +file.copy(from = myRDAmerge, to = myRDAmergeZip, overwrite = TRUE) +tools::resaveRdaFiles(myRDAmergeZip) +file.copy(from = myRDAmergeZip, to = myRDA, overwrite = TRUE) +} + + +} \ No newline at end of file From noreply at r-forge.r-project.org Thu Jul 19 13:36:31 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Thu, 19 Jul 2018 13:36:31 +0200 (CEST) Subject: [Robast-commits] r987 - branches/robast-1.1/pkg/RobExtremes Message-ID: <20180719113631.8232B180720@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-19 13:36:31 +0200 (Thu, 19 Jul 2018) New Revision: 987 Modified: branches/robast-1.1/pkg/RobExtremes/NAMESPACE Log: [RobExtremes] branch 1.1 NAMESPACE: export some formerly internal S4 classes + accessors and replacers for locscaleshapename; specify from which package (actuar,evd) to take gumbel p,d,q,r Modified: branches/robast-1.1/pkg/RobExtremes/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/RobExtremes/NAMESPACE 2018-07-19 11:30:56 UTC (rev 986) +++ branches/robast-1.1/pkg/RobExtremes/NAMESPACE 2018-07-19 11:36:31 UTC (rev 987) @@ -9,8 +9,10 @@ import("robustbase") import("RobAStBase") import("ROptEst") -import("actuar") -import("evd") +importFrom("actuar", "qpareto1", "ppareto1", "dpareto1", "rpareto1") +importFrom("evd", "qgumbel", "pgumbel", "dgumbel", "rgumbel", + "qgpd", "pgpd", "dgpd", "rgpd", + "qgev", "pgev", "dgev", "rgev") importFrom("startupmsg", "buildStartupMessage", "infoShow") importFrom("stats", "dunif", "integrate", "optimize", "pnorm", "predict", "qnorm", "quantile", "smooth.spline", "uniroot") @@ -25,6 +27,12 @@ exportClasses("GParetoFamily", "GumbelLocationFamily", "WeibullFamily", "ParetoFamily", "GEVFamily", "GEVFamilyMuUnknown") exportClasses("DistributionsIntegratingByQuantiles") +exportClasses("ParamWithLocAndScaleAndShapeFamParameterUnion", + "ParamWithLocAndScaleAndShapeFamParameter") +exportClasses("L2LocScaleShapeUnion") +exportClasses("GPDEstimate","GPDMCEstimate","GPDLDEstimate", + "GPDkStepEstimate","GEVEstimate","GEVLDEstimate", + "GEVkStepEstimate","GEVMCEstimate") exportMethods("initialize", "show", "rescaleFunction") exportMethods("loc", "loc<-", "kMAD", "Sn", "Qn") exportMethods("validParameter", @@ -34,10 +42,12 @@ "+", "*", "Min", "Min<-", "E", "var", "IQR", "skewness", "kurtosis", "median", "dispersion") +exportMethods{".checkEstClassForParamFamily"} +exportMethods("locscaleshapename","locscalename","scaleshapename", + "locationname","scalename","shapename","locscaleshapename<-") exportMethods("modifyModel", "getStartIC") exportMethods("moveL2Fam2RefParam", "moveICBackFromRefParam") - export("EULERMASCHERONICONSTANT","APERYCONSTANT") export("getCVaR", "getVaR", "getEL") export("Gumbel", "Pareto", "GPareto", "GEV") From noreply at r-forge.r-project.org Thu Jul 19 13:39:26 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Thu, 19 Jul 2018 13:39:26 +0200 (CEST) Subject: [Robast-commits] r988 - branches/robast-1.1/pkg/RobExtremes/man Message-ID: <20180719113926.CA6F1186BFD@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-19 13:39:26 +0200 (Thu, 19 Jul 2018) New Revision: 988 Added: branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyReturnClasses-class.Rd Removed: branches/robast-1.1/pkg/RobExtremes/man/InternalReturnClasses-class.Rd Modified: branches/robast-1.1/pkg/RobExtremes/man/Var.Rd branches/robast-1.1/pkg/RobExtremes/man/internal-methods.Rd Log: [RobExtremes] branch 1.1 suppose R CMD check does not like usage section in internal-methods.Rd, so commented it out; new Rd files for now exported (formerly internal) intermediate classes; added timings for Sn Deleted: branches/robast-1.1/pkg/RobExtremes/man/InternalReturnClasses-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/InternalReturnClasses-class.Rd 2018-07-19 11:36:31 UTC (rev 987) +++ branches/robast-1.1/pkg/RobExtremes/man/InternalReturnClasses-class.Rd 2018-07-19 11:39:26 UTC (rev 988) @@ -1,45 +0,0 @@ -\name{InternalReturnClasses-class} -\docType{class} -\alias{InternalReturnClasses-class} -\alias{GumbelLocationFamily-class} -\alias{ParetoFamily-class} -\alias{GEVFamily-class} -\alias{GEVFamilyMuUnknown-class} -\alias{GParetoFamily-class} -\alias{WeibullFamily-class} - -\title{Internal return classes for generating functions} -\description{internal return classes for generating functions 'L2ParamFamily' and -'L2LocationFamily' (and friends); used for particular method dispatch only} - -\section{Described classes}{ -In this file we describe classes \code{GParetoFamily}, \code{GEVFamily}, -\code{GEVFamilyMuUnknown}, \code{WeibullFamily} all ``extending'' -(no new slots!) class union -\code{"L2LocationScaleShapeUnion"} and \code{ParetoFamily} ``extending'' - (no new slots!) class \code{L2ParamFamily}. -} -\section{Objects from these classes}{ - Objects are only generated internally by the mentioned generating functions. -} - -\section{Methods}{ - not yet done... -} -\seealso{\code{\link[methods:BasicClasses]{numeric-class}}, -\code{\link{L2ParamFamily-class}}, -\code{\link{L2ScaleShapeUnion-class}}, -} - -\references{ - Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer. - - Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}. - Bayreuth: Dissertation. -} -\author{Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}} -%\note{} -\concept{parametric family} -\keyword{classes} -\keyword{models} -\keyword{internal} Modified: branches/robast-1.1/pkg/RobExtremes/man/Var.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/Var.Rd 2018-07-19 11:36:31 UTC (rev 987) +++ branches/robast-1.1/pkg/RobExtremes/man/Var.Rd 2018-07-19 11:39:26 UTC (rev 988) @@ -39,7 +39,6 @@ \alias{Sn,Gammad-method} \alias{Sn,Weibull-method} \alias{Sn,GEV-method} -\alias{Sn,GEVU-method} \alias{Sn,DiscreteDistribution-method} \alias{Qn} \alias{Qn-methods} @@ -94,7 +93,6 @@ \S4method{Sn}{AffLinDistribution}(x, ...) \S4method{Sn}{Norm}(x, ...) \S4method{Sn}{GPareto}(x, ...) -\S4method{Sn}{GEVU}(x, ...) \S4method{Sn}{GEV}(x, ...) \S4method{Sn}{Gammad}(x, ...) \S4method{Sn}{Weibull}(x, ...) @@ -224,8 +222,8 @@ IQR(G) ## note the timing -Sn(GPareto(shape=0.5,scale=2)) -Sn(as(GPareto(shape=0.5,scale=2),"AbscontDistribution")) +system.time(print(Sn(GPareto(shape=0.5,scale=2)))) +system.time(print(Sn(as(GPareto(shape=0.5,scale=2),"AbscontDistribution")))) } \seealso{\code{\link[distrEx]{Var}},\cr Modified: branches/robast-1.1/pkg/RobExtremes/man/internal-methods.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/internal-methods.Rd 2018-07-19 11:36:31 UTC (rev 987) +++ branches/robast-1.1/pkg/RobExtremes/man/internal-methods.Rd 2018-07-19 11:39:26 UTC (rev 988) @@ -16,21 +16,20 @@ \alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,kStepEstimate-method} \title{ Methods for Function .checkEstClassForParamFamily in Package `RobExtremes' } \description{.checkEstClassForParamFamily-methods} -\usage{ -.checkEstClassForParamFamily(PFam, estimator) -\S4method{.checkEstClassForParamFamily}{GParetoFamily,Estimate}(PFam, estimator) -\S4method{.checkEstClassForParamFamily}{GParetoFamily,MCEstimate}(PFam, estimator) -\S4method{.checkEstClassForParamFamily}{GParetoFamily,LDEstimate}(PFam, estimator) -\S4method{.checkEstClassForParamFamily}{GParetoFamily,kStepEstimate}(PFam, estimator) -\S4method{.checkEstClassForParamFamily}{GEVFamily,Estimate}(PFam, estimator) -\S4method{.checkEstClassForParamFamily}{GEVFamily,LDEstimate}(PFam, estimator) -\S4method{.checkEstClassForParamFamily}{GEVFamily,MCEstimate}(PFam, estimator) -\S4method{.checkEstClassForParamFamily}{GEVFamily,kStepEstimate}(PFam, estimator) -\S4method{.checkEstClassForParamFamily}{GEVFamilyMuUnknown,Estimate}(PFam, estimator) -\S4method{.checkEstClassForParamFamily}{GEVFamilyMuUnknown,LDEstimate}(PFam, estimator) -\S4method{.checkEstClassForParamFamily}{GEVFamilyMuUnknown,MCEstimate}(PFam, estimator) -\S4method{.checkEstClassForParamFamily}{GEVFamilyMuUnknown,kStepEstimate}(PFam, estimator) -} +%\usage{.checkEstClassForParamFamily(PFam, estimator) +%\S4method{.checkEstClassForParamFamily}{GParetoFamily,Estimate}(PFam, estimator) +%\S4method{.checkEstClassForParamFamily}{GParetoFamily,MCEstimate}(PFam, estimator) +%\S4method{.checkEstClassForParamFamily}{GParetoFamily,LDEstimate}(PFam, estimator) +%\S4method{.checkEstClassForParamFamily}{GParetoFamily,kStepEstimate}(PFam, estimator) +%\S4method{.checkEstClassForParamFamily}{GEVFamily,Estimate}(PFam, estimator) +%\S4method{.checkEstClassForParamFamily}{GEVFamily,LDEstimate}(PFam, estimator) +%\S4method{.checkEstClassForParamFamily}{GEVFamily,MCEstimate}(PFam, estimator) +%\S4method{.checkEstClassForParamFamily}{GEVFamily,kStepEstimate}(PFam, estimator) +%\S4method{.checkEstClassForParamFamily}{GEVFamilyMuUnknown,Estimate}(PFam, estimator) +%\S4method{.checkEstClassForParamFamily}{GEVFamilyMuUnknown,LDEstimate}(PFam, estimator) +%\S4method{.checkEstClassForParamFamily}{GEVFamilyMuUnknown,MCEstimate}(PFam, estimator) +%\S4method{.checkEstClassForParamFamily}{GEVFamilyMuUnknown,kStepEstimate}(PFam, estimator) +%} \arguments{ \item{PFam}{a parametric family.} \item{estimator}{an estimator. } @@ -41,18 +40,30 @@ } \value{ -The \code{GParetoFamily,Estimate}-method returns the estimator cast to \code{GPDEstimate}, -the \code{GParetoFamily,LDEstimate}-method to \code{GPDLDEstimate}, -the \code{GParetoFamily,MCEstimate}-method to \code{GPDMCEstimate}, -the \code{GParetoFamily,kStepEstimate}-method to \code{GPDkStepstimate}, -the \code{GEVFamily,Estimate}-method to \code{GEVEstimate}, -the \code{GEVFamily,LDEstimate}-method to \code{GEVLDEstimate}, -the \code{GEVFamily,MCEstimate}-method to \code{GEVMCEstimate}, -the \code{GEVFamily,kStepEstimate}-method to \code{GEVkStepstimate}. -the \code{GEVFamilyMuUnknown,Estimate}-method to \code{GEVEstimate}, -the \code{GEVFamilyMuUnknown,LDEstimate}-method to \code{GEVLDEstimate}, -the \code{GEVFamilyMuUnknown,MCEstimate}-method to \code{GEVMCEstimate}, -the \code{GEVFamilyMuUnknown,kStepEstimate}-method to \code{GEVkStepstimate}. +The \code{GParetoFamily,Estimate}-method returns the estimator cast to +S4 class \code{GPDEstimate}, +the \code{GParetoFamily,LDEstimate}-method cast to +S4 class \code{GPDLDEstimate}, +the \code{GParetoFamily,MCEstimate}-method cast to +S4 class \code{GPDMCEstimate}, +the \code{GParetoFamily,kStepEstimate}-method cast to +S4 class \code{GPDkStepstimate}, +the \code{GEVFamily,Estimate}-method cast to +S4 class \code{GEVEstimate}, +the \code{GEVFamily,LDEstimate}-method cast to +S4 class \code{GEVLDEstimate}, +the \code{GEVFamily,MCEstimate}-method cast to +S4 class \code{GEVMCEstimate}, +the \code{GEVFamily,kStepEstimate}-method cast to +S4 class \code{GEVkStepstimate}. +the \code{GEVFamilyMuUnknown,Estimate}-method cast to +S4 class \code{GEVEstimate}, +the \code{GEVFamilyMuUnknown,LDEstimate}-method cast to +S4 class \code{GEVLDEstimate}, +the \code{GEVFamilyMuUnknown,MCEstimate}-method cast to +S4 class \code{GEVMCEstimate}, +the \code{GEVFamilyMuUnknown,kStepEstimate}-method cast to +S4 class \code{GEVkStepstimate}. } \author{ Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de} Added: branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd (rev 0) +++ branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd 2018-07-19 11:39:26 UTC (rev 988) @@ -0,0 +1,55 @@ +\name{InternalEstimatorReturnClasses} +\docType{class} +\alias{InternalEstimatorReturnClasses-class} +\alias{GPDEstimate-class} +\alias{GEVEstimate-class} +\alias{GPDMCEstimate-class} +\alias{GEVMCEstimate-class} +\alias{GPDLDEstimate-class} +\alias{GEVLDEstimate-class} +\alias{GPDkStepEstimate-class} +\alias{GEVkStepEstimate-class} +\title{Internal Estimator Return Classes in 'RobExtremes'} +\description{S4 classes for return values of estimators +in package \pkg{RobExtremes} defined for internal + purposes.} + + \section{Described classes}{ +The S4 classes described here are \code{GPDEstimate}, \code{GEVEstimate}, + \code{GPDMCEstimate}, \code{GEVMCEstimate}, + \code{GPDLDEstimate}, \code{GEVLDEstimate}, + \code{GPDkStepEstimate}, \code{GEVkStepEstimate}.} +} +\section{Objects from the Class}{These classes are used internally +to provide specific S4 methods for different estimators later on; +thus, there are no generating functions.} + \section{Slots}{ + All slots are inherited from parent classes. +} +\section{Extends}{ +Classes \code{GPDEstimate}, \code{GEVEstimate} extend class \code{Estimate}, +directly.\cr +Class \code{GPDMCEstimate} extends classes \code{GPDEstimate}, +\code{MCEstimate}, directly.\cr +Class \code{GEVMCEstimate} extends classes \code{GEVEstimate}, +\code{MCEstimate}, directly.\cr +Class \code{GPDLDEstimate} extends classes \code{GPDEstimate}, +\code{LDEstimate}, directly.\cr +Class \code{GEVLDEstimate} extends classes \code{GEVEstimate}, +\code{LDEstimate}, directly.\cr +Class \code{GPDkStepEstimate} extends classes \code{GPDEstimate}, +\code{kStepEstimate}, directly.\cr +Class \code{GEVkStepEstimate} extends classes \code{GEVEstimate}, +\code{kStepEstimate}, directly.\cr +} +%\references{} +\author{Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}} +%\note{} +\seealso{\code{\link[distrMod]{Estimate-class}}, +\code{\link[distrMod]{MCEstimate-class}}, +\code{\link[distrMod]{kStepEstimate-class}}, +\code{\link{LDEstimate-class}}} +\concept{GPD distribution} +\concept{GEV distribution} +\concept{S4 parameter class} +\keyword{models} Added: branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd (rev 0) +++ branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd 2018-07-19 11:39:26 UTC (rev 988) @@ -0,0 +1,67 @@ +\name{InternalProbFamilyClasses-class} +\docType{class} +\alias{InternalProbFamilyClasses-class} +\alias{L2LocScaleShapeUnion-class} +\alias{ParamWithLocAndScaleAndShapeFamParameter-class} +\alias{locscaleshapename,L2LocScaleShapeUnion-method} +\alias{locscalename,L2LocScaleShapeUnion-method} +\alias{scaleshapename,L2LocScaleShapeUnion-method} +\alias{locationname,L2LocScaleShapeUnion-method} +\alias{scalename,L2LocScaleShapeUnion-method} +\alias{shapename,L2LocScaleShapeUnion-method} +\alias{locscaleshapename<-,L2LocScaleShapeUnion-method} +\title{Internal Classes for Method Dispatch in 'ProbFamliy' Classes} +\description{Internal S4 classes for method dispatch in 'L2ParamFamily' and +'L2LocationFamily' (and friends) and in the respective parameter classes.} + +\section{Described classes}{ +In this file we describe classes \code{L2LocScaleShapeUnion} and +\code{ParamWithLocAndScaleAndShapeFamParameter}.\cr +Class \code{L2LocScaleShapeUnion} is a virtual class, +extending class \code{L2GroupParamFamily} with new slot \code{locscaleshapename} +(and, in fact, but not by S4 inheritance, +containing classes \code{L2ScaleShapeUnion} and \code{L2LocationScaleFamily}). +It is the parent class of class \code{GEVFamilyMuUnknown}.\cr +Class \code{ParamWithLocAndScaleAndShapeFamParameterUnion} is a virtual class +(union) containing classes \code{ParamWithScaleFamParameter} and +\code{ParamWithShapeFamParameter}.\cr +Class \code{ParamWithLocAndScaleAndShapeFamParameter} ``extends'' (no new +slots) class \code{ParamWithScaleAndShapeFamParameter}. It is the class +of the parameter in the class \code{GEVFamilyMuUnknown}.\cr +} +\section{Objects from these classes}{ + Objects are only generated internally by the mentioned generating functions. +} +\section{Methods}{ + \describe{ + \item{locscaleshapename}{\code{signature(object = "L2LocationScaleShapeUnion")}: + accesses the respective slot of the class } + \item{locscalename}{\code{signature(object = "L2LocationScaleShapeUnion")}: + accesses the location and scale part of the respective slot of the class } + \item{scaleshapename}{\code{signature(object = "L2LocationScaleShapeUnion")}: + accesses the scale and shape part of the respective slot of the class } + \item{locationname}{\code{signature(object = "L2LocationScaleShapeUnion")}: + accesses the location part of the respective slot of the class } + \item{scalename}{\code{signature(object = "L2LocationScaleShapeUnion")}: + accesses the scale part of the respective slot of the class } + \item{shapename}{\code{signature(object = "L2LocationScaleShapeUnion")}: + accesses the shape part of the respective slot of the class } + \item{locscaleshapename<-}{\code{signature(object = "L2LocationScaleShapeUnion", value = "character")}: + replaces the respective slot of the class } +} +} + +\seealso{\code{\link[distrMod]{L2ParamFamily-class}}, +\code{\link[distrMod]{L2ScaleShapeUnion-class}}, +\code{\link[distrMod]{L2LocationScaleFamily-class}}, +\code{\link[distrMod]{ParamWithScaleAndShapeFamParameter-class}}, +\code{\link[distrMod]{ParamWithScaleFamParameter-class}}, +\code{\link[distrMod]{ParamWithShapeFamParameter-class}}. +} + +\author{Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}} +%\note{} +\concept{parametric family} +\keyword{classes} +\keyword{models} +\keyword{internal} Copied: branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyReturnClasses-class.Rd (from rev 987, branches/robast-1.1/pkg/RobExtremes/man/InternalReturnClasses-class.Rd) =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyReturnClasses-class.Rd (rev 0) +++ branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyReturnClasses-class.Rd 2018-07-19 11:39:26 UTC (rev 988) @@ -0,0 +1,37 @@ +\name{InternalProbFamilyReturnClasses-class} +\docType{class} +\alias{InternalProbFamilyReturnClasses-class} +\alias{GumbelLocationFamily-class} +\alias{ParetoFamily-class} +\alias{GEVFamily-class} +\alias{GEVFamilyMuUnknown-class} +\alias{GParetoFamily-class} +\alias{WeibullFamily-class} + +\title{Internal return classes for generating functions} +\description{Internal return classes for generating functions 'L2ParamFamily' and +'L2LocationFamily' (and friends); used for particular method dispatch only} + +\section{Described classes}{ +In this file we describe classes \code{GParetoFamily}, \code{GEVFamily}, +\code{GEVFamilyMuUnknown}, \code{WeibullFamily} all ``extending'' +(no new slots!) class union +\code{"L2LocationScaleShapeUnion"} and \code{ParetoFamily} ``extending'' + (no new slots!) class \code{L2ParamFamily}. +} + +\section{Objects from these classes}{ + Objects are only generated internally by the mentioned generating functions. +} + +\seealso{\code{\link[methods:BasicClasses]{numeric-class}}, +\code{\link{L2ParamFamily-class}}, +\code{\link{L2ScaleShapeUnion-class}}, +} + +\author{Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}} +%\note{} +\concept{parametric family} +\keyword{classes} +\keyword{models} +\keyword{internal} From noreply at r-forge.r-project.org Thu Jul 19 13:49:40 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Thu, 19 Jul 2018 13:49:40 +0200 (CEST) Subject: [Robast-commits] r989 - branches/robast-1.1/pkg/RobExtremes/R Message-ID: <20180719114940.B6636189FBF@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-19 13:49:40 +0200 (Thu, 19 Jul 2018) New Revision: 989 Added: branches/robast-1.1/pkg/RobExtremes/R/L2LocScaleShapeUnion-methods.R Modified: branches/robast-1.1/pkg/RobExtremes/R/AllClass.R branches/robast-1.1/pkg/RobExtremes/R/AllGeneric.R branches/robast-1.1/pkg/RobExtremes/R/GEVFamilyMuUnknown.R branches/robast-1.1/pkg/RobExtremes/R/SnQn.R branches/robast-1.1/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R branches/robast-1.1/pkg/RobExtremes/R/getStartIC.R Log: [RobExtremes] branch 1.1 some bug fixes : + in .define.tau.Dtau.withMu + in getStartIC.R (in names risk type is without ".") + fixed modifyIC in "getStartIC",signature(model = "L2LocScaleShapeUnion") + some fixes in .checkEstClassForParamFamiliyMethods + class ParamWithLocAndScaleAndShapeFamParameter now contains ParamWithScaleAndShapeFamParameter * in addition, now use slot locscaleshapename in generating function of GEVFamilyMuUnknown * skipped again falsely added method for Sn for GEVU * allow for versions < 3.0 when reading grid from sysdata.rda * new generics/methods for locationname, locscaleshapename(<-), scaleshapename, locscalename, shapename, scalename * use prefix evd:: to clarify which [p,d,q,r]gumbel to take * L2LocScaleShapeUnion gains slot locscaleshapename = "character" / looses slot scaleshapename = "character" Modified: branches/robast-1.1/pkg/RobExtremes/R/AllClass.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/AllClass.R 2018-07-19 11:39:26 UTC (rev 988) +++ branches/robast-1.1/pkg/RobExtremes/R/AllClass.R 2018-07-19 11:49:40 UTC (rev 989) @@ -23,10 +23,14 @@ } +#setClassUnion("ParamWithLocAndScaleAndShapeFamParameterUnion", +# c("ParamWithScaleFamParameter", +# "ParamWithShapeFamParameter") +# ) + setClass("ParamWithLocAndScaleAndShapeFamParameter", - contains = c("ParamWithScaleFamParameter", - "ParamWithShapeFamParameter") - ) + contains = c("ParamWithScaleAndShapeFamParameter") +) # parameter of Gumbel distribution @@ -47,10 +51,10 @@ # Gumbel distribution setClass("Gumbel", - prototype = prototype(r = function(n){ rgumbel(n, loc = 0, scale = 1) }, - d = function(x, log){ dgumbel(x, loc = 0, scale = 1, log = FALSE) }, + prototype = prototype(r = function(n){ evd::rgumbel(n, loc = 0, scale = 1) }, + d = function(x, log){ evd::dgumbel(x, loc = 0, scale = 1, log = FALSE) }, p = function(q, lower.tail = TRUE, log.p = FALSE){ - p0 <- pgumbel(q, loc = 0, scale = 1, lower.tail = lower.tail) + p0 <- evd::pgumbel(q, loc = 0, scale = 1, lower.tail = lower.tail) if(log.p) return(log(p0)) else return(p0) }, q = function(p, loc = 0, scale = 1, lower.tail = TRUE, log.p = FALSE){ @@ -66,7 +70,7 @@ p0 <- p p0[ii01] <- if(log.p) log(0.5) else 0.5 - q1 <- qgumbel(p0, loc = 0, scale = 1, + q1 <- evd::qgumbel(p0, loc = 0, scale = 1, lower.tail = lower.tail) q1[i0] <- if(lower.tail) -Inf else Inf q1[i1] <- if(!lower.tail) -Inf else Inf @@ -198,7 +202,7 @@ prototype = prototype( r = function(n){ rgev(n,loc = 0, scale = 1, shape = 0.5) }, d = function(x, log = FALSE){ - dgev(x, loc = 0, scale = 1, shape = 0.5, log = log) + dgev(x, loc = 0, scale = 1, shape = 0.5, log = log) }, p = function(q, lower.tail = TRUE, log.p = FALSE ){ p0 <- pgev(q, loc = 0, scale = 1, shape = 0.5) @@ -250,7 +254,7 @@ setClass("WeibullFamily", contains="L2ScaleShapeUnion") ## virtual in-between class for common parts in modifyModel - method -setClass("L2LocScaleShapeUnion", representation(scaleshapename ="character"), +setClass("L2LocScaleShapeUnion", representation(locscaleshapename = "character"), contains = c("L2GroupParamFamily","VIRTUAL") ) Modified: branches/robast-1.1/pkg/RobExtremes/R/AllGeneric.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/AllGeneric.R 2018-07-19 11:39:26 UTC (rev 988) +++ branches/robast-1.1/pkg/RobExtremes/R/AllGeneric.R 2018-07-19 11:49:40 UTC (rev 989) @@ -46,3 +46,16 @@ if(!isGeneric("gpd.profxi")){ setGeneric("gpd.profxi", function(z, ...) standardGeneric("gpd.profxi")) } +if(!isGeneric("locscaleshapename")){ + setGeneric("locscaleshapename", function(object) standardGeneric("locscaleshapename")) +} +if(!isGeneric("locscaleshapename<-")){ + setGeneric("locscaleshapename<-", function(object,value) standardGeneric("locscaleshapename<-")) +} +if(!isGeneric("shapename")){ + setGeneric("shapename", function(object) standardGeneric("shapename")) +} +if(!isGeneric("locationname")){ + setGeneric("locationname", function(object) standardGeneric("locationname")) +} + Modified: branches/robast-1.1/pkg/RobExtremes/R/GEVFamilyMuUnknown.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/GEVFamilyMuUnknown.R 2018-07-19 11:39:26 UTC (rev 988) +++ branches/robast-1.1/pkg/RobExtremes/R/GEVFamilyMuUnknown.R 2018-07-19 11:49:40 UTC (rev 989) @@ -40,7 +40,7 @@ tau <- function(theta){th <- theta[2]; names(th) <- "scale"; th} Dtau <- function(theta){D <- t(c(0,1,0));rownames(D) <- "scale";D} }else{ - tau <- function(theta){ th <- theta; + tau <- function(theta){ th <- theta[1:2]; names(th) <- c("loc","scale"); th} Dtau <- function(theta){ D <- t(matrix(c(1,0,0,0,1, 0),3,2)) rownames(D) <- c("loc","scale"); D} @@ -158,9 +158,9 @@ ## parameters names(theta) <- c("loc", "scale", "shape") - scaleshapename <- c("scale"="scale", "shape"="shape") +# scaleshapename <- c("scale"="scale", "shape"="shape") + locscaleshapename <- c("location"="location", "scale"="scale", "shape"="shape") - btq <- bDq <- btes <- bDes <- btel <- bDel <- NULL if(!is.null(p)){ btq <- substitute({ q <- theta[1] + theta[2]*((-log(p0))^(-theta[3])-1)/theta[3] @@ -386,7 +386,7 @@ I22 <- ..I33 } mat <- PosSemDefSymmMatrix(matrix(c(I00,I01,I02,I01,I11,I12,I02,I12,I22),3,3)) - cs <- c("location",scaleshapename) + cs <- locscaleshapename dimnames(mat) <- list(cs,cs) return(mat) } @@ -398,7 +398,8 @@ ## initializing the GPareto family with components of L2-family L2Fam <- new("GEVFamilyMuUnknown") - L2Fam at scaleshapename <- scaleshapename +# L2Fam at scaleshapename <- scaleshapename + L2Fam at locscaleshapename <- locscaleshapename L2Fam at name <- name L2Fam at param <- param L2Fam at distribution <- distribution Added: branches/robast-1.1/pkg/RobExtremes/R/L2LocScaleShapeUnion-methods.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/L2LocScaleShapeUnion-methods.R (rev 0) +++ branches/robast-1.1/pkg/RobExtremes/R/L2LocScaleShapeUnion-methods.R 2018-07-19 11:49:40 UTC (rev 989) @@ -0,0 +1,27 @@ +setMethod("locscaleshapename", signature(object = "L2LocScaleShapeUnion"), + function(object) object at locscaleshapename) +setMethod("locscalename", signature(object = "L2LocScaleShapeUnion"), + function(object) object at locscaleshapename[c("location","scale")]) + +setMethod("scaleshapename", signature(object = "L2LocScaleShapeUnion"), + function(object) object at locscaleshapename[c("scale","shape")]) + +setMethod("scalename", signature(object = "L2LocScaleShapeUnion"), + function(object) object at locscaleshapename["scale"]) + +setMethod("shapename", signature(object = "L2LocScaleShapeUnion"), + function(object) object at scaleshapename["shape"]) + +setMethod("locationname", signature(object = "L2LocScaleShapeUnion"), + function(object) object at locscaleshapename["location"]) + + +setReplaceMethod("locscaleshapename", "L2LocationScaleUnion", + function(object, value){ + if(length(value)!=3) + stop("value of slot 'locscaleshapename' must be of length three") + if(is.null(names(value))) names(value) <- c("location","scale","shape") + object at locscalename <- value + object + }) + Modified: branches/robast-1.1/pkg/RobExtremes/R/SnQn.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/SnQn.R 2018-07-19 11:39:26 UTC (rev 988) +++ branches/robast-1.1/pkg/RobExtremes/R/SnQn.R 2018-07-19 11:49:40 UTC (rev 989) @@ -110,7 +110,7 @@ # sng <- try(getFromNamespace(".Sn", ns = "RobAStRDA"), silent =TRUE) if(is(famg,"try-error")) return(Sn(as(x,"AbscontDistribution"))) # if(!nam %in% names(sng)) return(Sn(as(x,"AbscontDistribution"))) - if(!.versionSuff("fun")=="fun.N") return(Sn(as(x,"AbscontDistribution"))) +# if(!.versionSuff("fun")=="fun.N") return(Sn(as(x,"AbscontDistribution"))) snf <- famg[["Sn"]][[.versionSuff("fun")]] ret <- snf(shape(x)) if(is.na(ret)) return(Sn(as(x,"AbscontDistribution"))) @@ -130,5 +130,3 @@ setMethod("Sn", signature(x = "Weibull"), function(x, ...).Sn.intp(x,".Weibull") ) -setMethod("Sn", signature(x = "GEVU"), - function(x, ...).Sn.intp(x,".GEV") ) Modified: branches/robast-1.1/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R 2018-07-19 11:39:26 UTC (rev 988) +++ branches/robast-1.1/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R 2018-07-19 11:49:40 UTC (rev 989) @@ -12,7 +12,7 @@ function(PFam, estimator) as(estimator,"GPDMCEstimate")) setMethod(".checkEstClassForParamFamily", signature=signature(PFam="GEVFamily",estimator="Estimate"), - function(PFam, estimator) as(estimator,"GEVkStepEstimate")) + function(PFam, estimator) as(estimator,"GEVEstimate")) setMethod(".checkEstClassForParamFamily", signature=signature(PFam="GEVFamily",estimator="LDEstimate"), function(PFam, estimator) as(estimator,"GEVLDEstimate")) @@ -24,7 +24,7 @@ function(PFam, estimator) as(estimator,"GEVMCEstimate")) setMethod(".checkEstClassForParamFamily", signature=signature(PFam="GEVFamilyMuUnknown",estimator="Estimate"), - function(PFam, estimator) as(estimator,"GEVkStepEstimate")) + function(PFam, estimator) as(estimator,"GEVEstimate")) setMethod(".checkEstClassForParamFamily", signature=signature(PFam="GEVFamilyMuUnknown",estimator="LDEstimate"), function(PFam, estimator) as(estimator,"GEVLDEstimate")) Modified: branches/robast-1.1/pkg/RobExtremes/R/getStartIC.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/getStartIC.R 2018-07-19 11:39:26 UTC (rev 988) +++ branches/robast-1.1/pkg/RobExtremes/R/getStartIC.R 2018-07-19 11:49:40 UTC (rev 989) @@ -5,7 +5,7 @@ mc$risk <- if(type(risk)==".MBRE") asMSE() else asBias() mc$neighbor <- ContNeighborhood(radius=0.5) - gridn <- type(risk) + gridn <- gsub("\\.","",type(risk)) nam <- paste(".",gsub("[F,f]amily","",gsub(" ","",name(model))),sep="") if(nam==".GeneralizedPareto") nam <- ".GPareto" @@ -21,9 +21,9 @@ famg <- try(getFromNamespace(nam, ns = "RobAStRDA"), silent=TRUE) #sng <- try(getFromNamespace(gridn, ns = "RobAStRDA"), silent=TRUE) if(!is(famg,"try-error")) nsng <- names(famg) - if(length(nsng)&&.versionSuff("fun")=="fun.N"){ + if(length(nsng)){ if(gridn %in% nsng){ - interpolfct <- famg[[gridn]][["fun.N"]] + interpolfct <- famg[[gridn]][[.versionSuff("fun")]] .modifyIC0 <- function(L2Fam, IC){ para <- param(L2Fam) if(!.is.na.Psi(para, interpolfct, shnam)) @@ -54,24 +54,23 @@ mc$risk <- if(type(risk)==".MBRE") asMSE() else asBias() mc$neighbor <- ContNeighborhood(radius=0.5) - gridn <- type(risk) + gridn <- gsub("\\.","",type(risk)) nam <- paste(".",gsub("[F,f]amily","",gsub(" ","",name(model))),sep="") if(nam==".GEV") nam <- ".GEVU" param1 <- param(model) - scshnm <- scaleshapename(model) - shnam <- scshnm["shape"] - + locscshnm <- locscaleshapename(model) + shnam <- locscshnm["shape"] nsng <- character(0) famg <- try(getFromNamespace(nam, ns = "RobAStRDA"), silent=TRUE) #sng <- try(getFromNamespace(gridn, ns = "RobAStRDA"), silent=TRUE) if(!is(famg,"try-error")) nsng <- names(famg) - if(length(nsng)&&.versionSuff("fun")=="fun.N"){ + if(length(nsng)){ if(gridn %in% nsng){ - interpolfct <- famg[[gridn]][["fun.N"]] - .modifyIC <- function(L2Fam, IC){ + interpolfct <- famg[[gridn]][[.versionSuff("fun")]] + .modifyIC0 <- function(L2Fam, IC){ para <- param(L2Fam) if(!.is.na.Psi(para, interpolfct, shnam)) return(.getPsi.wL(para, interpolfct, L2Fam, type(risk))) @@ -79,6 +78,11 @@ return(do.call(getStartIC, as.list(mc[-1]), envir=parent.frame(2))) } + .modifyIC <- function(L2Fam,IC){ + psi.0 <- .modifyIC0(L2Fam,IC) + psi.0 at modifyIC <- .modifyIC + return(psi.0) + } if(!.is.na.Psi(param1, interpolfct, shnam)){ IC0 <- .getPsi.wL(param1, interpolfct, model, type(risk)) IC0 at modifyIC <- .modifyIC From noreply at r-forge.r-project.org Thu Jul 19 13:51:46 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Thu, 19 Jul 2018 13:51:46 +0200 (CEST) Subject: [Robast-commits] r990 - branches/robast-1.1/pkg/RobExtremes/man Message-ID: <20180719115146.95F4218973F@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-19 13:51:46 +0200 (Thu, 19 Jul 2018) New Revision: 990 Modified: branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd Log: [RobExtremes] branch 1.1 / Rd argh... a } too much Modified: branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd 2018-07-19 11:49:40 UTC (rev 989) +++ branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd 2018-07-19 11:51:46 UTC (rev 990) @@ -19,7 +19,7 @@ \code{GPDMCEstimate}, \code{GEVMCEstimate}, \code{GPDLDEstimate}, \code{GEVLDEstimate}, \code{GPDkStepEstimate}, \code{GEVkStepEstimate}.} -} + \section{Objects from the Class}{These classes are used internally to provide specific S4 methods for different estimators later on; thus, there are no generating functions.} From noreply at r-forge.r-project.org Thu Jul 19 13:55:47 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Thu, 19 Jul 2018 13:55:47 +0200 (CEST) Subject: [Robast-commits] r991 - branches/robast-1.1/pkg/RobExtremes Message-ID: <20180719115547.2EF7D18973F@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-19 13:55:46 +0200 (Thu, 19 Jul 2018) New Revision: 991 Modified: branches/robast-1.1/pkg/RobExtremes/NAMESPACE Log: [RobExtremes] branch 1.1 / NAMESPACE argh... a {} instead of () Modified: branches/robast-1.1/pkg/RobExtremes/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/RobExtremes/NAMESPACE 2018-07-19 11:51:46 UTC (rev 990) +++ branches/robast-1.1/pkg/RobExtremes/NAMESPACE 2018-07-19 11:55:46 UTC (rev 991) @@ -42,7 +42,7 @@ "+", "*", "Min", "Min<-", "E", "var", "IQR", "skewness", "kurtosis", "median", "dispersion") -exportMethods{".checkEstClassForParamFamily"} +exportMethods(".checkEstClassForParamFamily") exportMethods("locscaleshapename","locscalename","scaleshapename", "locationname","scalename","shapename","locscaleshapename<-") exportMethods("modifyModel", "getStartIC") From noreply at r-forge.r-project.org Thu Jul 19 15:09:27 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Thu, 19 Jul 2018 15:09:27 +0200 (CEST) Subject: [Robast-commits] r992 - in branches/robast-1.1/pkg/RobExtremes: . R man Message-ID: <20180719130927.9795B180720@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-19 15:09:27 +0200 (Thu, 19 Jul 2018) New Revision: 992 Modified: branches/robast-1.1/pkg/RobExtremes/NAMESPACE branches/robast-1.1/pkg/RobExtremes/R/L2LocScaleShapeUnion-methods.R branches/robast-1.1/pkg/RobExtremes/R/startEstGEV.R branches/robast-1.1/pkg/RobExtremes/man/getCVaR.Rd branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd Log: [RobExtremes] branch 1.1 bug fixes: + NAMESPACE: deleted "ParamWithLocAndScaleAndShapeFamParameterUnion" (not needed) + L2LocScaleShapeUnion-methods.R locscaleshapename<- for L2LocScaleShapeUnion + internalProbFamilyClasses-class.Rd some methods had not been documented + internalEstimatorReturnClasses-class.Rd wrong link modifications: + moved more examples to \donttest for speed reasons + enhancements: smaller grid of xi values as starting values for GPD and GEVD for speed reasons Modified: branches/robast-1.1/pkg/RobExtremes/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/RobExtremes/NAMESPACE 2018-07-19 11:55:46 UTC (rev 991) +++ branches/robast-1.1/pkg/RobExtremes/NAMESPACE 2018-07-19 13:09:27 UTC (rev 992) @@ -27,8 +27,7 @@ exportClasses("GParetoFamily", "GumbelLocationFamily", "WeibullFamily", "ParetoFamily", "GEVFamily", "GEVFamilyMuUnknown") exportClasses("DistributionsIntegratingByQuantiles") -exportClasses("ParamWithLocAndScaleAndShapeFamParameterUnion", - "ParamWithLocAndScaleAndShapeFamParameter") +exportClasses("ParamWithLocAndScaleAndShapeFamParameter") exportClasses("L2LocScaleShapeUnion") exportClasses("GPDEstimate","GPDMCEstimate","GPDLDEstimate", "GPDkStepEstimate","GEVEstimate","GEVLDEstimate", Modified: branches/robast-1.1/pkg/RobExtremes/R/L2LocScaleShapeUnion-methods.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/L2LocScaleShapeUnion-methods.R 2018-07-19 11:55:46 UTC (rev 991) +++ branches/robast-1.1/pkg/RobExtremes/R/L2LocScaleShapeUnion-methods.R 2018-07-19 13:09:27 UTC (rev 992) @@ -16,7 +16,7 @@ function(object) object at locscaleshapename["location"]) -setReplaceMethod("locscaleshapename", "L2LocationScaleUnion", +setReplaceMethod("locscaleshapename", "L2LocScaleShapeUnion", function(object, value){ if(length(value)!=3) stop("value of slot 'locscaleshapename' must be of length three") Modified: branches/robast-1.1/pkg/RobExtremes/R/startEstGEV.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/startEstGEV.R 2018-07-19 11:55:46 UTC (rev 991) +++ branches/robast-1.1/pkg/RobExtremes/R/startEstGEV.R 2018-07-19 13:09:27 UTC (rev 992) @@ -1,4 +1,4 @@ -.getXiGrid <- function(){c(0.1,seq(-0.48,5,by=0.5))} +.getXiGrid <- function(){c(-0.48,-0.1,0,0.1,0.4,1,3,6)} .getBetaXiGEV <- function(x, mu, xiGrid = .getXiGrid(), withPos=TRUE, secLevel = 0.7, Modified: branches/robast-1.1/pkg/RobExtremes/man/getCVaR.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/getCVaR.Rd 2018-07-19 11:55:46 UTC (rev 991) +++ branches/robast-1.1/pkg/RobExtremes/man/getCVaR.Rd 2018-07-19 13:09:27 UTC (rev 992) @@ -45,11 +45,11 @@ \author{Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}} \seealso{\code{\link{GParetoFamily}}, \code{\link{GEVFamily}}, \code{\link{WeibullFamily}}, \code{\link{GammaFamily}}} \examples{ + \donttest{ # to reduce checking time set.seed(123) GPD <- GParetoFamily(loc=20480, scale=7e4, shape=0.3) data <- r(GPD)(500) getCVaR(data,GPD,0.99) - \donttest{ # to reduce checking time getVaR(data,GPD,0.99) getEL(data,GPD,5) getVaR(data,GPD,0.99, rob=FALSE) Modified: branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd 2018-07-19 11:55:46 UTC (rev 991) +++ branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd 2018-07-19 13:09:27 UTC (rev 992) @@ -47,7 +47,7 @@ %\note{} \seealso{\code{\link[distrMod]{Estimate-class}}, \code{\link[distrMod]{MCEstimate-class}}, -\code{\link[distrMod]{kStepEstimate-class}}, +\code{\link[RobAStBase]{kStepEstimate-class}}, \code{\link{LDEstimate-class}}} \concept{GPD distribution} \concept{GEV distribution} Modified: branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd 2018-07-19 11:55:46 UTC (rev 991) +++ branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd 2018-07-19 13:09:27 UTC (rev 992) @@ -3,12 +3,20 @@ \alias{InternalProbFamilyClasses-class} \alias{L2LocScaleShapeUnion-class} \alias{ParamWithLocAndScaleAndShapeFamParameter-class} +\alias{locscaleshapename} +\alias{locscaleshapename-methods} \alias{locscaleshapename,L2LocScaleShapeUnion-method} \alias{locscalename,L2LocScaleShapeUnion-method} \alias{scaleshapename,L2LocScaleShapeUnion-method} +\alias{locationname} +\alias{locationname-methods} \alias{locationname,L2LocScaleShapeUnion-method} \alias{scalename,L2LocScaleShapeUnion-method} +\alias{shapename} +\alias{shapename-methods} \alias{shapename,L2LocScaleShapeUnion-method} +\alias{locscaleshapename<-} +\alias{locscaleshapename<--methods} \alias{locscaleshapename<-,L2LocScaleShapeUnion-method} \title{Internal Classes for Method Dispatch in 'ProbFamliy' Classes} \description{Internal S4 classes for method dispatch in 'L2ParamFamily' and Modified: branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd 2018-07-19 11:55:46 UTC (rev 991) +++ branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd 2018-07-19 13:09:27 UTC (rev 992) @@ -120,11 +120,11 @@ ppfit <- ismev::gev.fit(portpirie[,2]) gev.diag(ppfit) ## - mlE <- MLEstimator(portpirie[,2], GEVFamilyMuUnknown(withPos=FALSE)) - gev.diag(mlE) - ## not tested on CRAN because it takes some time... \donttest{ + mlE <- MLEstimator(portpirie[,2], GEVFamilyMuUnknown(withPos=FALSE)) + gev.diag(mlE) + gev.prof(mlE, m = 10, 4.1, 5) gev.profxi(mlE, -0.3, 0.3) } @@ -137,8 +137,8 @@ ## not tested on CRAN because it takes some time... \donttest{ - gpd.prof(mlE, m = 10, 55, 77) - gpd.profxi(mlE, -0.02, 0.02) + gpd.prof(mlE2, m = 10, 55, 77) + gpd.profxi(mlE2, -0.02, 0.02) } } } From noreply at r-forge.r-project.org Thu Jul 19 15:21:51 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Thu, 19 Jul 2018 15:21:51 +0200 (CEST) Subject: [Robast-commits] r993 - branches/robast-1.1/pkg/RobExtremes/man Message-ID: <20180719132151.DC2AC18A075@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-19 15:21:51 +0200 (Thu, 19 Jul 2018) New Revision: 993 Modified: branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd Log: [RobExtremes] branch 1.1 added some more specific links to other Rd files in distrMod Modified: branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd 2018-07-19 13:09:27 UTC (rev 992) +++ branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd 2018-07-19 13:21:51 UTC (rev 993) @@ -60,11 +60,11 @@ } \seealso{\code{\link[distrMod]{L2ParamFamily-class}}, -\code{\link[distrMod]{L2ScaleShapeUnion-class}}, +\code{\link[distrMod:internalClassUnions-class]{L2ScaleShapeUnion-class}}, \code{\link[distrMod]{L2LocationScaleFamily-class}}, -\code{\link[distrMod]{ParamWithScaleAndShapeFamParameter-class}}, -\code{\link[distrMod]{ParamWithScaleFamParameter-class}}, -\code{\link[distrMod]{ParamWithShapeFamParameter-class}}. +\code{\link[distrMod:ParamFamParameter-class]{ParamWithScaleAndShapeFamParameter-class}}, +\code{\link[distrMod:ParamFamParameter-class]{ParamWithScaleFamParameter-class}}, +\code{\link[distrMod:ParamFamParameter-class]{ParamWithShapeFamParameter-class}}. } \author{Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}} From noreply at r-forge.r-project.org Thu Jul 19 16:01:50 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Thu, 19 Jul 2018 16:01:50 +0200 (CEST) Subject: [Robast-commits] r994 - in branches/robast-1.1/pkg/RobExtremes: . man Message-ID: <20180719140150.2E39B189DB5@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-19 16:01:49 +0200 (Thu, 19 Jul 2018) New Revision: 994 Modified: branches/robast-1.1/pkg/RobExtremes/DESCRIPTION branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd Log: [RobExtremes] tweaks as to package man page Modified: branches/robast-1.1/pkg/RobExtremes/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobExtremes/DESCRIPTION 2018-07-19 13:21:51 UTC (rev 993) +++ branches/robast-1.1/pkg/RobExtremes/DESCRIPTION 2018-07-19 14:01:49 UTC (rev 994) @@ -1,6 +1,6 @@ Package: RobExtremes Version: 1.1.0 -Date: 2018-07-18 +Date: 2018-07-19 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). @@ -25,4 +25,4 @@ 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: 940 +SVNRevision: 990 Modified: branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-19 13:21:51 UTC (rev 993) +++ branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-19 14:01:49 UTC (rev 994) @@ -10,7 +10,7 @@ for extreme value distributions, extending packages \pkg{distr}, \pkg{distrEx}, \pkg{distrMod}, \pkg{robustbase}, \pkg{RobAStBase}, and \pkg{ROptEst}. Importing from packages \pkg{actuar}, -\pkg{evd}, it provides S4 classes and methods for +\pkg{evd}, it provides S4 classes and methods for the \itemize{\item Gumbel distribution \item Generalized Extreme Value distribution (GEVD) \item Generalized Pareto distribution (GPD) @@ -22,35 +22,44 @@ asymmetric version of the \code{mad}, \code{kMAD} gives yet another robust scale estimator (and functional). \cr -As to models, we provide the GPD model, together with (speeded-up) optimally +As to models, we provide the +\itemize{ +\item GPD model (with known threshold), together with (speeded-up) optimally robust estimators, with LDEstimators (in general, and with \code{medkMAD}, -\code{medSn} and \code{medQn} as particular ones) as starting estimators. +\code{medSn} and \code{medQn} as particular ones) and Pickands' estimator as +starting estimators. +\item GEVD model (with known or unknown threshold), together with (speeded-up) +optimally robust estimators, with LDEstimators (see above) and Pickands' +estimator as starting estimators. +\item Pareto model } +} \details{ \tabular{ll}{ Package: \tab RobExtremes \cr Version: \tab 1.1.0 \cr -Date: \tab 2018-07-18 \cr -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). +Date: \tab 2018-07-19 \cr +Title: \tab Optimally Robust Estimation for Extreme Value Distributions\cr +Description: \tab Optimally robust estimation for extreme value distributions +using S4 classes and methods \cr +\tab (based on packages distr, distrEx, distrMod, RobAStBase, and ROptEst). \cr Depends:\tab R (>= 2.14.0), methods, distrMod(>= 2.5.2), ROptEst(>= 1.0), robustbase(>= 0.8-0), - evd, actuar \cr + evd \cr Suggests: \tab RUnit (>= 0.4.26), ismev (>= 1.39) \cr -Imports: \tab RobAStRDA, distr, distrEx, RandVar, RobAStBase, startupmsg \cr +Imports: \tab actuar, RobAStRDA, distr, distrEx, RandVar, RobAStBase, startupmsg \cr Authors: -\tab Bernhard Spangl, [contributed smoothed grid values of the LMs]\cr -\tab Sascha Desmettre [contributed smoothed grid values of the LMs]\cr -\tab Eugen Massini [contributed an interactive smoothing routine for \cr -\tab smoothing the LMs and smoothed grid values of the LMs] \cr -\tab Daria Pupashenko [contributed MDE-estimation for GEV distribution in \cr -\tab the framework of her PhD thesis 2011--14]\cr +\tab Bernhard Spangl [contributed smoothed grid values of the Lagrange multipliers]\cr +\tab Sascha Desmettre [contributed smoothed grid values of the Lagrange multipliers]\cr +\tab Eugen Massini [contributed an interactive smoothing routine for smoothing the + Lagrange multipliers and smoothed grid values of the Lagrange multipliers] \cr +\tab Daria Pupashenko [contributed MDE-estimation for GEV distribution in +the framework of her PhD thesis 2011--14]\cr \tab Gerald Kroisandt [contributed testing routines]\cr \tab Nataliya Horbenko ["aut","cph"] \cr \tab Matthias Kohl ["aut", "cph"]\cr \tab Peter Ruckdeschel ["cre", "aut", "cph"],\cr -\tab peter.ruckdeschel at uni-oldenburg.de\cr +Contact: \tab peter.ruckdeschel at uni-oldenburg.de\cr ByteCompile: \tab yes \cr LazyLoad: \tab yes \cr License: \tab LGPL-3 \cr @@ -62,7 +71,8 @@ \section{Classes}{ \preformatted{ -[*]: there is a generating function with the same name in this package +[*]: there is a generating function with the same name in RobExtremes +[**]: generating function from distrMod, but with (speeded-up) opt.rob-estimators in RobExtremes ########################## Distribution Classes @@ -99,12 +109,15 @@ |>|>|>"L2GroupParamFamily" (from distrMod) |>|>|>|>"ParetoFamily" [*] |>|>|>|>"L2ScaleShapeUnion" (from distrMod) +|>|>|>|>|>"GammaFamily" [**] |>|>|>|>|>"GParetoFamily" [*] |>|>|>|>|>"GEVFamily" [*] -|>|>|>|>|>"WeibullFamily" [*] +|>|>|>|>|>"WeibullFamily" [**] |>|>|>|>"L2LocationScaleUnion" /VIRTUAL/ (from distrMod) |>|>|>|>|>"L2LocationFamily" (from distrMod) |>|>|>|>|>|>"GumbelLocationFamily" [*] +|>|>|>|>"L2LocScaleShapeUnion" /VIRTUAL/ (from distrMod) +|>|>|>|>|>"GEVFamilyMuUnknown" [*] } } @@ -142,22 +155,14 @@ \preformatted{ Functionals: -E Generic function for the computation of - (conditional) expectations -var Generic functions for the computation of - functionals -IQR Generic functions for the computation of - functionals -median Generic functions for the computation of - functionals -skewness Generic functions for the computation of - functionals -kurtosis Generic functions for the computation of - Functionals -Sn Generic function for the computation of - (conditional) expectations -Qn Generic functions for the computation of - functionals +E Generic function for the computation of (conditional) expectations +var Generic functions for the computation of functionals +IQR Generic functions for the computation of functionals +median Generic functions for the computation of functionals +skewness Generic functions for the computation of functionals +kurtosis Generic functions for the computation of functionals +Sn Generic function for the computation of (conditional) expectations +Qn Generic functions for the computation of functionals } } @@ -215,7 +220,7 @@ S4 Classes for Distributions, \emph{R News}, \emph{6}(2), 2-6. \url{https://CRAN.R-project.org/doc/Rnews/Rnews_2006-2.pdf} -M.~Kohl, P. Ruckdeschel, H.~Rieder (2010): +M. Kohl, P. Ruckdeschel, H. Rieder (2010): Infinitesimally Robust Estimation in General Smoothly Parametrized Models. \emph{Stat. Methods Appl.}, \bold{19}, 333--354.\cr @@ -229,12 +234,11 @@ %a more detailed manual for \pkg{distr}, \pkg{distrSim}, \pkg{distrTEst}, and \pkg{RobExtremes} may be downloaded from %\url{http://www.uni-bayreuth.de/departments/math/org/mathe7/DISTR/distr.pdf}\cr -a vignette for packages \pkg{distr}, \pkg{distrSim}, \pkg{distrTEst}, +A vignette for packages \pkg{distr}, \pkg{distrSim}, \pkg{distrTEst}, and \pkg{RobExtremes} is included into the mere documentation package \pkg{distrDoc} -and may be called by \code{require("distrDoc");vignette("distr")} +and may be called by \code{require("distrDoc");vignette("distr")}. -a homepage to this package is available under\cr -\url{http://robast.r-forge.r-project.org/} +A homepage to this package is available under \url{http://robast.r-forge.r-project.org/}. } \keyword{package} From noreply at r-forge.r-project.org Fri Jul 20 14:21:33 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 14:21:33 +0200 (CEST) Subject: [Robast-commits] r995 - branches/robast-1.1/pkg/RobExtremes/R Message-ID: <20180720122133.8C53B18465F@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 14:21:33 +0200 (Fri, 20 Jul 2018) New Revision: 995 Modified: branches/robast-1.1/pkg/RobExtremes/R/ParetoFamily.R Log: [RobExtremes] branch 1.1 buglet in ParetoFamily.R L2derivDistr was not attached to return value Modified: branches/robast-1.1/pkg/RobExtremes/R/ParetoFamily.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/ParetoFamily.R 2018-07-19 14:01:49 UTC (rev 994) +++ branches/robast-1.1/pkg/RobExtremes/R/ParetoFamily.R 2018-07-20 12:21:33 UTC (rev 995) @@ -120,7 +120,7 @@ L2Fam at modifyParam <- modifyPar L2Fam at L2derivSymm <- FunSymmList(NonSymmetric()) L2Fam at L2derivDistrSymm <- DistrSymmList(NoSymmetry()) - L2derivDistr <- UnivarDistrList(1/shape+log(Min)-log(distribution)) + L2Fam at L2derivDistr <- UnivarDistrList(1/shape+log(Min)-log(distribution)) L2deriv <- EuclRandVarList(RealRandVariable(list(L2deriv.fct(param)), Domain = Reals())) From noreply at r-forge.r-project.org Fri Jul 20 14:22:54 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 14:22:54 +0200 (CEST) Subject: [Robast-commits] r996 - branches/robast-1.1/pkg/RobExtremes/R Message-ID: <20180720122254.2300B18465F@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 14:22:53 +0200 (Fri, 20 Jul 2018) New Revision: 996 Modified: branches/robast-1.1/pkg/RobExtremes/R/Pareto.R Log: [RobExtremes] branch 1.1 new accessor method scale for Pareto distribution Modified: branches/robast-1.1/pkg/RobExtremes/R/Pareto.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/Pareto.R 2018-07-20 12:21:33 UTC (rev 995) +++ branches/robast-1.1/pkg/RobExtremes/R/Pareto.R 2018-07-20 12:22:53 UTC (rev 996) @@ -8,6 +8,9 @@ ## Access Methods setMethod("shape", "ParetoParameter", function(object) object at shape) setMethod("Min", "ParetoParameter", function(object) object at Min) +setMethod("scale", "GEVParameter", + function(x, center = TRUE, scale = TRUE) x at Min) +### odd arg-list due to existing function in base package ## Replace Methods setReplaceMethod("shape", "ParetoParameter", From noreply at r-forge.r-project.org Fri Jul 20 14:27:04 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 14:27:04 +0200 (CEST) Subject: [Robast-commits] r997 - branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial Message-ID: <20180720122704.234B418465F@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 14:27:03 +0200 (Fri, 20 Jul 2018) New Revision: 997 Added: branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/getLMPareto.R Log: [RobExtremes] branch 1.1 code for the computation of LMs for Pareto Added: branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/getLMPareto.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/getLMPareto.R (rev 0) +++ branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/getLMPareto.R 2018-07-20 12:27:03 UTC (rev 997) @@ -0,0 +1,50 @@ +### getLMs for Pareto +.checkIC <- function(IC,L2deriv,Distr){ + IC. <- as(diag(dimension(IC at Curve)) %*% IC at Curve, "EuclRandVariable") + IC.. <- function(x) sapply(x,function(y) c(IC. at Map[[1]](q.l(Distr)(y)))) + IC2. <- IC. %*% t(L2deriv) + IC2.. <- function(x) sapply(x,function(y) c(IC2. at Map[[1]](q.l(Distr)(y)))) + IV <- integrate(IC..,0,1)$value + IV2 <- integrate(IC2..,0,1)$value - 1 + return(c(cent=IV,consist=IV2)) +} +..getLM <- function(IC){ + return(c(b=clip(IC),a=cent(IC),aw=cent(weight(IC)),A=stand(IC),Aw=stand(weight(IC)))) +} + +PF <- ParetoFamily(shape=1) +## necessary Jul 20, 2018 due to bug: +PF at L2derivDistr[[1]] <- 1-Exp(1) + +L2deriv. <- as(diag(1) %*% PF at L2deriv, "EuclRandVariable") +D1. <- PF at distribution + +ICRMX <- radiusMinimaxIC(L2Fam=PF, neighbor= ContNeighborhood(), risk = asMSE(), verbose = TRUE, loRad = 0, upRad = Inf, z.start = 0, A.start = 2, upper = 1e7, lower = 1e-7, OptOrIter = "iterate", maxiter = 150, tol = .Machine$double.eps^0.7, loRad0 = 1e-3) +.checkIC(ICRMX,L2deriv.,D1.) +(RMXw <- ..getLM(ICRMX)) + +RobPF <- InfRobModel(center = PF, neighbor = ContNeighborhood(radius = 0.5)) +ICMBR <- optIC(model = RobPF, risk = asBias(), verbose = TRUE, z.start = 0, A.start = 2, upper = 1e7, lower = 1e-7, OptOrIter = "iterate", maxiter = 150, tol = .Machine$double.eps^0.7) +.checkIC(ICMBR,L2deriv.,D1.) +(MBRw <- ..getLM(ICMBR)) + +asM <- asMSE() +ICOMS <- optIC(model = RobPF, risk = asM, verbose = TRUE, z.start = 0, A.start = 2, upper = 1e7, lower = 1e-7, OptOrIter = "iterate", maxiter = 150, tol = .Machine$double.eps^0.7) +.checkIC(ICRMX,L2deriv.,D1.) +(OMSw <- ..getLM(ICOMS)) + +.ParetoLM <- list() +.ParetoLM$RMX <- RMXw +.ParetoLM$OMS <- OMSw +.ParetoLM$MBR <- MBRw + +baseP <- "C:/rtest/RobASt/branches/robast-1.1/pkg" +bufferP <- "RobExtremesBuffer" +RobExP <- "RobExtremes/R" +unzF <- file.path(baseP,bufferP,"Paretosysdata.rda") +zF <- file.path(baseP,bufferP,"ParetoZipsysdata.rda") +rdaF <- file.path(baseP,RobExP,"sysdata.rda") + +save(.ParetoLM, file=unzF) +save(.ParetoLM, file=zF, compress="xz") +save(.ParetoLM, file=rdaF, compress="xz") From noreply at r-forge.r-project.org Fri Jul 20 14:33:17 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 14:33:17 +0200 (CEST) Subject: [Robast-commits] r998 - branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial Message-ID: <20180720123317.A27A5189143@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 14:33:17 +0200 (Fri, 20 Jul 2018) New Revision: 998 Modified: branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/getLMPareto.R Log: [RobExtremes] branch 1.1 added explanation of scale in-/equivariance for Pareto to code for the computation of LMs for Pareto Modified: branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/getLMPareto.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/getLMPareto.R 2018-07-20 12:27:03 UTC (rev 997) +++ branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/getLMPareto.R 2018-07-20 12:33:17 UTC (rev 998) @@ -1,4 +1,14 @@ ### getLMs for Pareto +### produced Jul 20, 2018 P.Ruckdeschel + +## note:: the only param to be estimated in the smooth model framework +## is the shape k +## now, independent of fixed parameter Min +# L2deriv in this case is distributed as (1-Exp(1))/k +## so shape k acts as a scaling parameter, and we can compute +## LMs under reference value k = 1, Min = 1, +## the respective for general k OptICs then are simply k \times OptIC(k=1) + .checkIC <- function(IC,L2deriv,Distr){ IC. <- as(diag(dimension(IC at Curve)) %*% IC at Curve, "EuclRandVariable") IC.. <- function(x) sapply(x,function(y) c(IC. at Map[[1]](q.l(Distr)(y)))) From noreply at r-forge.r-project.org Fri Jul 20 14:36:19 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 14:36:19 +0200 (CEST) Subject: [Robast-commits] r999 - branches/robast-1.1/pkg/RobExtremes/man Message-ID: <20180720123619.E60DF189143@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 14:36:19 +0200 (Fri, 20 Jul 2018) New Revision: 999 Modified: branches/robast-1.1/pkg/RobExtremes/man/getStartIC-methods.Rd Log: [RobExtremes] branch 1.1 Rd file for getStartIC now knows about new getStartIC-methods for ParetoFamily Modified: branches/robast-1.1/pkg/RobExtremes/man/getStartIC-methods.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/getStartIC-methods.Rd 2018-07-20 12:33:17 UTC (rev 998) +++ branches/robast-1.1/pkg/RobExtremes/man/getStartIC-methods.Rd 2018-07-20 12:36:19 UTC (rev 999) @@ -4,6 +4,7 @@ \alias{getStartIC} \alias{getStartIC,L2ScaleShapeUnion,interpolRisk-method} \alias{getStartIC,L2LocScaleShapeUnion,interpolRisk-method} +\alias{getStartIC,ParetoFamily,interpolRisk-method} \title{Methods for Function getStartIC in Package `RobExtremes' } @@ -11,7 +12,6 @@ argument \code{ICstart} in \code{kStepEstimator}.} \usage{getStartIC(model, risk, ...) -\S4method{getStartIC}{L2ScaleShapeUnion,interpolRisk}(model, risk, ...) } \arguments{ @@ -22,10 +22,13 @@ \section{Methods}{\describe{ \item{getStartIC}{\code{signature(model = "L2ScaleShapeUnion", risk = "interpolRisk")}: computes the optimally robust influence function by interpolation - on a grid (using helper function \code{.getPsi}).} -\item{getStartIC}{\code{signature(model = "LocL2ScaleShapeUnion", risk = "interpolRisk")}: + on a grid (using internal helper function \code{.getPsi}).} +\item{getStartIC}{\code{signature(model = "L2LocScaleShapeUnion", risk = "interpolRisk")}: computes the optimally robust influence function by interpolation - on a grid (using helper function \code{.getPsi}).} + on a grid (using internal helper function \code{.getPsi.wL}).} +\item{getStartIC}{\code{signature(model = "ParetoFamily", risk = "interpolRisk")}: + computes the optimally robust influence function by interpolation + on a grid (using internal helper function \code{.getPsi.P}).} }} \value{ An IC of type \code{HampIC}. From noreply at r-forge.r-project.org Fri Jul 20 14:37:16 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 14:37:16 +0200 (CEST) Subject: [Robast-commits] r1000 - branches/robast-1.1/pkg/RobExtremes/R Message-ID: <20180720123716.D3CB7189143@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 14:37:16 +0200 (Fri, 20 Jul 2018) New Revision: 1000 Added: branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R branches/robast-1.1/pkg/RobExtremes/R/sysdata.rda Log: [RobExtremes] branch 1.1 R code / rda-file for getStartIC for ParetoFamily Added: branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R (rev 0) +++ branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R 2018-07-20 12:37:16 UTC (rev 1000) @@ -0,0 +1,71 @@ +setMethod("getStartIC",signature(model = "ParetoFamily", risk = "interpolRisk"), + function(model, risk, ...){ + + param1 <- param(model) + xi <- main(param1) + .modifyIC0 <- function(L2Fam, IC){ + xi0 <- main(param(L2Fam)) + return(.getPsi.P(xi0, type(risk))) + } + .modifyIC <- function(L2Fam,IC){ + psi.0 <- .modifyIC0(L2Fam,IC) + psi.0 at modifyIC <- .modifyIC + return(psi.0) + } + IC0 <- .getPsi.P(xi, type(risk)) + IC0 at modifyIC <- .modifyIC + return(IC0) + }) + +.getPsi.P <- function(xi, type){ + ## the respective LMs have been computed ahead of time + ## and stored in sysdata.rda of this package + ## the code for this computation is in AddMaterial/getLMPareto.R + if(type==".MBRE"){ + b <- xi*.ParetoLM$MBR["b"] + a <- xi*.ParetoLM$MBR["a"] + aw <- .ParetoLM$MBR["aw"] + A <- xi*.ParetoLM$MBR["A"] + Aw <- xi*.ParetoLM$MBR["Aw"] + }else{if(type==".RMXE"){ + b <- xi*.ParetoLM$RMX["b"] + a <- xi*.ParetoLM$RMX["a"] + aw <- .ParetoLM$RMX["aw"] + A <- xi*.ParetoLM$RMX["A"] + Aw <- xi*.ParetoLM$RMX["Aw"] + }else{if(type==".OMSE"){ + b <- xi*.ParetoLM$OMS["b"] + a <- xi*.ParetoLM$OMS["a"] + aw <- .ParetoLM$OMS["aw"] + A <- xi*.ParetoLM$OMS["A"] + Aw <- xi*.ParetoLM$OMS["Aw"] + } + } + } + normt <- NormType() + biast <- symmetricBias() + nb <- ContNeighborhood(radius=0.5) + ICT <- paste("optimally robust IC for", switch(type, + ".OMSE"="maxMSE",".RMXE"="RMX", ".MBRE"="maxBias")) + riskT <- if(type!=".MBRE") "asGRisk" else "asBias" + + w <- new("HampelWeight") + stand(w) <- Aw + cent(w) <- aw + clip(w) <- b + + if(type!=".MBRE"){ + weight(w) <- getweight(w, neighbor = nb, biastype = biast, + normW = normt) + }else weight(w) <- minbiasweight(w, neighbor = nb, biastype = biast, + normW = normt) + + res <- list(a = a, A = A, b = b, d = 0*a, + normtype = normt, biastype = biast, w = w, + info = c("optIC", ICT), risk = list(), + modifyIC = NULL) + + + IC <- generateIC(nb, L2Fam, res) + return(IC) +} Added: branches/robast-1.1/pkg/RobExtremes/R/sysdata.rda =================================================================== (Binary files differ) Property changes on: branches/robast-1.1/pkg/RobExtremes/R/sysdata.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream From noreply at r-forge.r-project.org Fri Jul 20 14:40:47 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 14:40:47 +0200 (CEST) Subject: [Robast-commits] r1001 - branches/robast-1.1/pkg/RobExtremes/man Message-ID: <20180720124047.11C2E183C6D@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 14:40:46 +0200 (Fri, 20 Jul 2018) New Revision: 1001 Modified: branches/robast-1.1/pkg/RobExtremes/man/Pareto-class.Rd Log: [RobExtremes] branch 1.1 Rd file to new accessor method scale for Pareto distribution Modified: branches/robast-1.1/pkg/RobExtremes/man/Pareto-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/Pareto-class.Rd 2018-07-20 12:37:16 UTC (rev 1000) +++ branches/robast-1.1/pkg/RobExtremes/man/Pareto-class.Rd 2018-07-20 12:40:46 UTC (rev 1001) @@ -6,6 +6,7 @@ \alias{shape<-,Pareto-method} \alias{Min,Pareto-method} \alias{Min<-,Pareto-method} +\alias{scale,Pareto-method} \title{Pareto distribution} \description{[borrowed from \pkg{actuar}]: @@ -58,6 +59,9 @@ \item{Min}{\code{signature(x = "Pareto")}: wrapped access method for slot \code{Min} of slot \code{param}. } + \item{scale}{\code{signature(x = "Pareto")}: wrapped access method for + slot \code{Min} of slot \code{param}. } + \item{shape<-}{\code{signature(object = "Pareto")}: wrapped replace method for slot \code{shape} of slot \code{param}. } From noreply at r-forge.r-project.org Fri Jul 20 14:53:19 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 14:53:19 +0200 (CEST) Subject: [Robast-commits] r1002 - branches/robast-1.1/pkg/RobAStRDA/R Message-ID: <20180720125319.8859818973F@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 14:53:19 +0200 (Fri, 20 Jul 2018) New Revision: 1002 Modified: branches/robast-1.1/pkg/RobAStRDA/R/sysdata.rda Log: [RobAStRDA] branch 1.1 recreated sysdata.rda with Sn grid and interpolators for ParetoFamily Modified: branches/robast-1.1/pkg/RobAStRDA/R/sysdata.rda =================================================================== (Binary files differ) From noreply at r-forge.r-project.org Fri Jul 20 14:54:03 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 14:54:03 +0200 (CEST) Subject: [Robast-commits] r1003 - branches/robast-1.1/pkg/RobAStRDA/inst/AddMaterial/interpolation Message-ID: <20180720125403.D237518973F@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 14:54:03 +0200 (Fri, 20 Jul 2018) New Revision: 1003 Modified: branches/robast-1.1/pkg/RobAStRDA/inst/AddMaterial/interpolation/interpolationscripts.R Log: [RobAStRDA] branch 1.1 slight modifs for interpolationscripts.R Modified: branches/robast-1.1/pkg/RobAStRDA/inst/AddMaterial/interpolation/interpolationscripts.R =================================================================== --- branches/robast-1.1/pkg/RobAStRDA/inst/AddMaterial/interpolation/interpolationscripts.R 2018-07-20 12:53:19 UTC (rev 1002) +++ branches/robast-1.1/pkg/RobAStRDA/inst/AddMaterial/interpolation/interpolationscripts.R 2018-07-20 12:54:03 UTC (rev 1003) @@ -32,106 +32,108 @@ #--------------------------------------------------------- # (1) load package in R>3.0 #--------------------------------------------------------- -if(getRversion()>"3.0"){ -require(RobAStRDA) -.basepath <- "C:/rtest/RobASt/branches/robast-1.1/pkg" -.myFolderFrom <- file.path(.basepath,"RobExtremesBuffer") -myRDAg30 <- file.path(.basepath,"RobExtremesBuffer/sysdataOnlyGridsOnlyR-3.5.1rc.rda") -myRDAg3 <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpOnlyR-3.5.1rc.rda") -file.remove(myRDAg3) -file.remove(myRDAg30) -CSVFiles <- grep("\\.csv$", dir(.myFolderFrom), value=TRUE) -CSVFiles <- paste(.myFolderFrom, CSVFiles, sep="/") -RobAStRDA:::.saveGridToRda(CSVFiles, toFileRDA = myRDAg30, withMerge = FALSE, - withPrint = TRUE, withSmooth = TRUE, df = NULL) -RobAStRDA:::.computeInterpolators(myRDAg30, myRDAg3,withSmoothFct = TRUE) -### -nEg3 <- new.env() -load(myRDAg3,env=nEg3) -nEg3L <- ls(all=TRUE,env=nEg3) -for(nam in nEg3L){ - loc <- get(nam,env=nEg3) - namU <- names(loc) - for(nams in namU){ - print(c(nam,nams,names(loc[[nams]]))) - } -} -} + if(getRversion()>"3.0"){ + require(RobAStRDA) + .basepath <- "C:/rtest/RobASt/branches/robast-1.1/pkg" + .myFolderFrom <- file.path(.basepath,"RobExtremesBuffer") + (myRDAg30 <- file.path(.basepath,"RobExtremesBuffer/sysdataOnlyGridsOnlyR-3.5.1rc.rda")) + (myRDAg3 <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpOnlyR-3.5.1rc.rda")) + file.remove(myRDAg3) + file.remove(myRDAg30) + CSVFiles <- grep("\\.csv$", dir(.myFolderFrom), value=TRUE) + (CSVFiles <- paste(.myFolderFrom, CSVFiles, sep="/")) + RobAStRDA:::.saveGridToRda(CSVFiles, toFileRDA = myRDAg30, withMerge = FALSE, + withPrint = TRUE, withSmooth = TRUE, df = NULL) + RobAStRDA:::.computeInterpolators(myRDAg30, myRDAg3,withSmoothFct = TRUE) + ### + nEg3 <- new.env() + load(myRDAg3,env=nEg3) + nEg3L <- ls(all=TRUE,env=nEg3) + for(nam in nEg3L){ + loc <- get(nam,env=nEg3) + namU <- names(loc) + for(nams in namU){ + print(c(nam,nams,names(loc[[nams]]))) + } + } + } #--------------------------------------------------------- # (2) load package in R<2.15 #--------------------------------------------------------- -if(getRversion()<"2.16"){ -require(RobAStRDA) -.basepath <- "C:/rtest/RobASt/branches/robast-1.1/pkg" -.myFolderFrom <- file.path(.basepath,"RobExtremesBuffer") -myRDAs30 <- file.path(.basepath,"RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda") -myRDAs3 <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda") -file.remove(myRDAs3) -file.remove(myRDAs30) -CSVFiles <- grep("\\.csv$", dir(.myFolderFrom), value=TRUE) -CSVFiles <- paste(.myFolderFrom, CSVFiles, sep="/") -RobAStRDA:::.saveGridToRda(CSVFiles, toFileRDA = myRDAs30, withMerge = FALSE, - withPrint = TRUE, withSmooth = TRUE, df = NULL) -RobAStRDA:::.computeInterpolators(myRDAs30, myRDAs3,withSmoothFct = TRUE) -### -nEs3 <- new.env() -load(myRDAs3,env=nEs3) -nEs3L <- ls(all=TRUE,env=nEs3) -for(nam in nEs3L){ - loc <- get(nam,env=nEs3) - namU <- names(loc) - for(nams in namU){ - print(c(nam,nams,names(loc[[nams]]))) - } -} -} + if(getRversion()<"2.16"){ + require(RobAStRDA) + .basepath <- "C:/rtest/RobASt/branches/robast-1.1/pkg" + .myFolderFrom <- file.path(.basepath,"RobExtremesBuffer") + myRDAs30 <- file.path(.basepath,"RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda") + myRDAs3 <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda") + file.remove(myRDAs3) + file.remove(myRDAs30) + CSVFiles <- grep("\\.csv$", dir(.myFolderFrom), value=TRUE) + CSVFiles <- paste(.myFolderFrom, CSVFiles, sep="/") + RobAStRDA:::.saveGridToRda(CSVFiles, toFileRDA = myRDAs30, withMerge = FALSE, + withPrint = TRUE, withSmooth = TRUE, df = NULL) + RobAStRDA:::.computeInterpolators(myRDAs30, myRDAs3,withSmoothFct = TRUE) + ### + nEs3 <- new.env() + load(myRDAs3,env=nEs3) + nEs3L <- ls(all=TRUE,env=nEs3) + for(nam in nEs3L){ + loc <- get(nam,env=nEs3) + namU <- names(loc) + for(nams in namU){ + print(c(nam,nams,names(loc[[nams]]))) + } + } + } #--------------------------------------------------------- # (3) back in R>3.0 merge grids #--------------------------------------------------------- -if(getRversion()>"3.0"){ -myRDAs30 <- file.path(.basepath,"RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda") -myRDAs3 <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda") -nEs3 <- new.env() -mergeE <- new.env() -load(myRDAs3,env=nEs3) -(nEs3L <- ls(all=TRUE,env=nEs3)) -names(get(".Gamma", env = nEs3)$MBRE) + if(getRversion()>"3.0"){ + myRDAs30 <- file.path(.basepath,"RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda") + myRDAs3 <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda") + nEs3 <- new.env() + mergeE <- new.env() + load(myRDAs3,env=nEs3) + (nEs3L <- ls(all=TRUE,env=nEs3)) + names(get(".Gamma", env = nEs3)$MBRE) -for(nam in nEg3L){ - loc <- get(nam,env=nEg3) - namU <- names(loc) - for(nams in namU){ - print(c(nam,nams,names(loc[[nams]]))) - loc[[nams]]$fun.O <- get(nam,env=nEs3)[[nams]][["fun.O"]] - } - assign(nam,loc,env=mergeE) -} -(mergeEL <- ls(all=TRUE,env=mergeE)) + for(nam in nEg3L){ + loc <- get(nam,env=nEg3) + namU <- names(loc) + for(nams in namU){ + print(c(nam,nams,names(loc[[nams]]))) + loc[[nams]]$fun.O <- get(nam,env=nEs3)[[nams]][["fun.O"]] + } + assign(nam,loc,env=mergeE) + } + (mergeEL <- ls(all=TRUE,env=mergeE)) -for(nam in mergeEL){ - loc <- get(nam,env=mergeE) - namU <- names(loc) - for(nams in namU){ - print(c(nam,nams,names(loc[[nams]]))) - } -} -} + for(nam in mergeEL){ + loc <- get(nam,env=mergeE) + namU <- names(loc) + for(nams in namU){ + print(c(nam,nams,names(loc[[nams]]))) + } + } + } #--------------------------------------------------------- # (4) save merged files and zip them #--------------------------------------------------------- -if(getRversion()>"3.0"){ + if(getRversion()>"3.0"){ -myRDAmerge <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpMerge.rda") -myRDAmergeZip <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpMergeZip.rda") -myRDA <- file.path(.basepath,"RobAStRDA/R/sysdata.rda") + myRDAmerge <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpMerge.rda") + myRDAmergeZip <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpMergeZip.rda") + myRDA <- file.path(.basepath,"RobAStRDA/R/sysdata.rda") -mergeEL <- ls(all=TRUE,env=mergeE) -save(list=mergeEL,envir=mergeE,file=myRDAmerge) -file.copy(from = myRDAmerge, to = myRDAmergeZip, overwrite = TRUE) -tools::resaveRdaFiles(myRDAmergeZip) -file.copy(from = myRDAmergeZip, to = myRDA, overwrite = TRUE) -} + mergeEL <- ls(all=TRUE,env=mergeE) + save(list=mergeEL,envir=mergeE,file=myRDAmerge) + file.copy(from = myRDAmerge, to = myRDAmergeZip, overwrite = TRUE) + tools::resaveRdaFiles(myRDAmergeZip) + file.copy(from = myRDAmergeZip, to = myRDA, overwrite = TRUE) + } - +#--------------------------------------------------------- +# end of if(FALSE) +#--------------------------------------------------------- } \ No newline at end of file From noreply at r-forge.r-project.org Fri Jul 20 14:55:03 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 14:55:03 +0200 (CEST) Subject: [Robast-commits] r1004 - branches/robast-1.1/pkg/RobAStBase/R Message-ID: <20180720125503.4737218973F@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 14:55:03 +0200 (Fri, 20 Jul 2018) New Revision: 1004 Modified: branches/robast-1.1/pkg/RobAStBase/R/IC.R Log: [RobAStRDA] branch 1.1 fixed typo in message of checkIC Modified: branches/robast-1.1/pkg/RobAStBase/R/IC.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/IC.R 2018-07-20 12:54:03 UTC (rev 1003) +++ branches/robast-1.1/pkg/RobAStBase/R/IC.R 2018-07-20 12:55:03 UTC (rev 1004) @@ -75,7 +75,7 @@ if(out){ cat("precision of Fisher consistency:\n") print(consist) - cat("precision of Fisher consistency - relativ error [%]:\n") + cat("precision of Fisher consistency - relative error [%]:\n") print(100*consist/trafo) } From noreply at r-forge.r-project.org Fri Jul 20 14:56:24 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 14:56:24 +0200 (CEST) Subject: [Robast-commits] r1005 - in branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial: . LDE4Pareto Message-ID: <20180720125624.5150E18973F@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 14:56:24 +0200 (Fri, 20 Jul 2018) New Revision: 1005 Added: branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/LDE4Pareto/ branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/LDE4Pareto/DEstimator.R Log: [RobExtremes] branch 1.1 additional material: Code for LDE-type estimators in Pareto case Added: branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/LDE4Pareto/DEstimator.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/LDE4Pareto/DEstimator.R (rev 0) +++ branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/LDE4Pareto/DEstimator.R 2018-07-20 12:56:24 UTC (rev 1005) @@ -0,0 +1,357 @@ +## optional file if one wants analoga to LDEstimators in ParetoCase. + +.DMatch <- function(x.0,disp.est.0, disp.fctal.0, ParamFamily.0, + disp.est.ctrl.0 = NULL, disp.fctal.ctrl.0=NULL, + q.lo.0 =0, q.up.0=Inf, log.q.0 =TRUE, ..., vdbg=FALSE + ){ + dots <- list(...) + + disp.emp <- do.call(disp.est.0, args = .prepend(x.0,disp.est.ctrl.0, dots)) + q.f <- function(xi){ + distr.new <- ParamFamily.0 at modifyParam(xi) + sc.th <- do.call(disp.fctal.0, args = .prepend(distr.new,disp.fctal.ctrl.0, dots)) + val <- if(log.q.0) log(sc.th) - log(disp.emp) else + sc.th-disp.emp + if(vdbg) print(val) + return(val) + } + xi.01 <- try(uniroot(q.f,lower=q.lo.0,upper=q.up.0), silent=TRUE) + if(is(xi.01, "try-error")) stop("Error in calculating LD-estimator: 'uniroot' did not converge.") + xi.0 <- xi.01$root + names(xi.0) <- c("shape") + distr.new.0 <- ParamFamily.0 at modifyParam(xi) + val <- c(xi.0, disp.emp) + names(val) <- c("shape", "disp") + return(val) +} + +DEstimator <- function(x, disp.est, disp.fctal, ParamFamily, + disp.est.ctrl = NULL, disp.fctal.ctrl=NULL, + q.lo =1e-3, q.up=15, log.q =TRUE, + name, Infos, asvar = NULL, nuis.idx = NULL, + trafo = NULL, fixed = NULL, asvar.fct = NULL, na.rm = TRUE, + ..., .withEvalAsVar = FALSE, vdbg = FALSE){ + param0 <- main(param(ParamFamily)) + name.est <- "DEstimator" + es.call <- match.call() + if(missing(name)) + name <- "Some estimator" + Dname <- paste("Dispersion:", + paste(deparse(substitute(disp.fctal)))) + + DMval <- NULL + estimator <- function(x,...){ + DMval <<- .LDMatch(x.0= x, + disp.est.0 = disp.est, + disp.fctal.0 = disp.fctal, + ParamFamily.0 = ParamFamily, + disp.est.ctrl.0 = disp.est.ctrl, + disp.fctal.ctrl.0 = disp.fctal.ctrl, + q.lo.0 = q.lo, + q.up.0 = q.up, + log.q.0 = log.q, vdbg = vdbg) + return(LDMval[1]) + } + + asvar.fct0 <- asvar.fct + asvar.0 <- asvar + nuis.idx.0 <- nuis.idx + trafo.0 <- trafo + if(is.null(fixed)) fixed <- fixed(ParamFamily) + fixed.0 <- fixed + na.rm.0 <- na.rm + + estimate <- Estimator(x, estimator, name, Infos, + asvar = asvar.0, nuis.idx = nuis.idx.0, + trafo = trafo.0, fixed = fixed.0, + asvar.fct = asvar.fct0, + na.rm = na.rm.0, ..., + .withEvalAsVar = .withEvalAsVar, + ParamFamily = ParamFamily) + + estimate at estimate.call <- es.call + + if(missing(Infos)) + Infos <- matrix(c("DEstimator", Dname), + ncol=2, dimnames=list(character(0), c("method", "message"))) + else{ + Infos <- matrix(c(rep("DEstimator", length(Infos)+1), c(Dname,Infos)), + ncol = 2) + colnames(Infos) <- c("method", "message") + } + estimate at Infos <- Infos + + estim <- new("DEstimate") + + sln <- names(getSlots(class(estimate))) + for( i in 1:length(sln)) + slot(estim, sln[i]) <- slot(estimate, sln[i]) + rm(estimate) + + estim at dispersion <- DMval["disp"] + + return(.checkEstClassForParamFamily(ParamFamily,estim)) +} + +kMADShapeEstimator <- function(x, ParamFamily, k=1, q.lo =1e-3, q.up=15, nuis.idx = NULL, + trafo = NULL, fixed = NULL, asvar.fct = NULL, na.rm = TRUE, + ..., .withEvalAsVar = FALSE, vdbg = FALSE){ + es.call <- match.call() + if(missing(k)) k <- 1 + + if (is.null(asvar.fct)){asvar.fct <- asvarkMAD + asvar <- asvarkMAD(ParamFamily, k=k)} + + + es <- LDEstimator(x, disp.est = kMAD, disp.fctal = kMAD, + ParamFamily = ParamFamily, + disp.est.ctrl = list(k=k, na.rm = na.rm), + disp.fctal.ctrl=list(k=k), + q.lo =q.lo, q.up=q.up, log.q=TRUE, + name = "kMADShEst", Infos="kMADShEst", + asvar = asvar, nuis.idx = nuis.idx, trafo = trafo, fixed = fixed, + asvar.fct = asvar.fct, na.rm = na.rm, ..., + .withEvalAsVar = .withEvalAsVar, vdbg = vdbg) + es at estimate.call <- es.call + + return(.checkEstClassForParamFamily(ParamFamily,es)) + } + +QnShapeEstimator <- function(x, ParamFamily, q.lo =1e-3, q.up=15, nuis.idx = NULL, + trafo = NULL, fixed = NULL, asvar.fct = NULL, na.rm = TRUE, + ..., .withEvalAsVar = FALSE){ + es.call <- match.call() + es <- LDEstimator(x, disp.est = Qn, disp.fctal = Qn, + ParamFamily = ParamFamily, + disp.est.ctrl = list(constant=1,na.rm = na.rm), + disp.fctal.ctrl = NULL, + q.lo =q.lo, q.up=q.up, log.q=TRUE, + name = "QnShEst", Infos="QnShEst", + asvar = NULL, nuis.idx = nuis.idx, trafo = trafo, fixed = fixed, + asvar.fct = asvar.fct, na.rm = na.rm, ..., + .withEvalAsVar = .withEvalAsVar) + es at estimate.call <- es.call + return(.checkEstClassForParamFamily(ParamFamily,es)) + } + +SnShapeEstimator <- function(x, ParamFamily, q.lo =1e-3, q.up=10, nuis.idx = NULL, + trafo = NULL, fixed = NULL, asvar.fct = NULL, na.rm = TRUE, + accuracy = 100, ..., .withEvalAsVar = FALSE){ + es.call <- match.call() + es <- LDEstimator(x, disp.est = Sn, disp.fctal = Sn, + ParamFamily = ParamFamily, + disp.est.ctrl = list(constant=1,na.rm = na.rm), + disp.fctal.ctrl = list(accuracy=accuracy), + q.lo =q.lo, q.up=q.up, log.q=TRUE, + name = "SnShEst", Infos="SnShEst", + asvar = NULL, nuis.idx = nuis.idx, trafo = trafo, fixed = fixed, + asvar.fct = asvar.fct, na.rm = na.rm, ..., + .withEvalAsVar = .withEvalAsVar) + es at estimate.call <- es.call + return(.checkEstClassForParamFamily(ParamFamily,es)) + } + +kMADhybrShapeEstimator <- function(x, ParamFamily, k=1, q.lo =1e-3, q.up=15, + KK=20, nuis.idx = NULL, + trafo = NULL, fixed = NULL, asvar.fct = NULL, na.rm = TRUE, + ..., .withEvalAsVar = FALSE){ + i <- 1 + es <- try(kMADShapeEstimator(x, ParamFamily = ParamFamily, k = k, + q.lo = q.lo, q.up = q.up, + nuis.idx = nuis.idx, trafo = trafo, + fixed = fixed, asvar.fct = asvar.fct, na.rm = na.rm, + ..., .withEvalAsVar = FALSE), + silent=TRUE) + if(! any(is.na(estimate(es))) && !is(es,"try-error")) + {return(.checkEstClassForParamFamily(ParamFamily,es))} + + k1 <- 3.23 + while(i=m-M)))/cp + cm/cp*((x<=m)-0.5)/dm) + } + + L2d <- model at L2deriv[[1]] + L_xi.f = function(x) evalRandVar(L2d,x)[2,] + + E12 <- E(distribution(model),fun=function(x) psi_kMad(x) * L_xi.f(x)) + + ASV_Med <- PosSemDefSymmMatrix(V/E12^2) + dimnames(ASV_Med) <- list(shapename(model),shapename(model)) + return(ASV_Med) +} + +asvarMedShape <- function(model){ + + m <- q.l(model)(.5) + + dm <- d(model)(m) + + V <- 1/4/dm^2 + + psi_med <- function(x) (0.5-(x<=m))/dm + + L2d <- model at L2deriv[[1]] + L_xi.f = function(x) evalRandVar(L2d,x)[2,] + + E12 <- E(distribution(model),fun=function(x) psi_med(x) * L_xi.f(x)) + D <- 1/E12 + + ASV_Med <- PosSemDefSymmMatrix(V/E12^2) + dimnames(ASV_Med) <- list(shapename(model),shapename(model)) + return(ASV_Med) +} From noreply at r-forge.r-project.org Fri Jul 20 14:57:40 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 14:57:40 +0200 (CEST) Subject: [Robast-commits] r1006 - branches/robast-1.1/pkg/RobExtremes/man Message-ID: <20180720125740.8429E18973F@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 14:57:40 +0200 (Fri, 20 Jul 2018) New Revision: 1006 Modified: branches/robast-1.1/pkg/RobExtremes/man/Var.Rd Log: [RobExtremes] branch 1.1 Rd file for S4 method to Sn for Pareto Modified: branches/robast-1.1/pkg/RobExtremes/man/Var.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/Var.Rd 2018-07-20 12:56:24 UTC (rev 1005) +++ branches/robast-1.1/pkg/RobExtremes/man/Var.Rd 2018-07-20 12:57:40 UTC (rev 1006) @@ -39,6 +39,7 @@ \alias{Sn,Gammad-method} \alias{Sn,Weibull-method} \alias{Sn,GEV-method} +\alias{Sn,Pareto-method} \alias{Sn,DiscreteDistribution-method} \alias{Qn} \alias{Qn-methods} @@ -93,6 +94,7 @@ \S4method{Sn}{AffLinDistribution}(x, ...) \S4method{Sn}{Norm}(x, ...) \S4method{Sn}{GPareto}(x, ...) +\S4method{Sn}{Pareto}(x, ...) \S4method{Sn}{GEV}(x, ...) \S4method{Sn}{Gammad}(x, ...) \S4method{Sn}{Weibull}(x, ...) @@ -195,6 +197,8 @@ speeded up using interpolation grid.} \item{\code{Sn}, \code{signature(x = "Weibull")}:}{ speeded up using interpolation grid.} + \item{\code{Sn}, \code{signature(x = "Pareto")}:}{ + speeded up using interpolation grid.} \item{\code{Qn}, \code{signature(x = "Norm")}:}{ exact evaluation using explicit expressions.} From noreply at r-forge.r-project.org Fri Jul 20 14:58:42 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 14:58:42 +0200 (CEST) Subject: [Robast-commits] r1007 - branches/robast-1.1/pkg/RobExtremes/R Message-ID: <20180720125842.3F4FF18973F@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 14:58:42 +0200 (Fri, 20 Jul 2018) New Revision: 1007 Modified: branches/robast-1.1/pkg/RobExtremes/R/SnQn.R Log: [RobExtremes] branch 1.1 R code for S4 method to Sn for Pareto Modified: branches/robast-1.1/pkg/RobExtremes/R/SnQn.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/SnQn.R 2018-07-20 12:57:40 UTC (rev 1006) +++ branches/robast-1.1/pkg/RobExtremes/R/SnQn.R 2018-07-20 12:58:42 UTC (rev 1007) @@ -130,3 +130,5 @@ setMethod("Sn", signature(x = "Weibull"), function(x, ...).Sn.intp(x,".Weibull") ) +setMethod("Sn", signature(x = "Pareto"), + function(x, ...).Sn.intp(x,".Pareto") ) From noreply at r-forge.r-project.org Fri Jul 20 15:31:52 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 15:31:52 +0200 (CEST) Subject: [Robast-commits] r1008 - branches/robast-1.1/pkg/RobAStBase/man Message-ID: <20180720133152.B078F18A0A9@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 15:31:52 +0200 (Fri, 20 Jul 2018) New Revision: 1008 Modified: branches/robast-1.1/pkg/RobAStBase/man/internals.Rd Log: [RobAStBase] branch 1.1 added more specific link to man page for sapply Modified: branches/robast-1.1/pkg/RobAStBase/man/internals.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/internals.Rd 2018-07-20 12:58:42 UTC (rev 1007) +++ branches/robast-1.1/pkg/RobAStBase/man/internals.Rd 2018-07-20 13:31:52 UTC (rev 1008) @@ -23,10 +23,10 @@ \item{list0}{a list} \item{X}{like \code{sapply}: a vector (atomic or list) or an \code{expression} object. Other objects (including classed objects) will be coerced by \code{base::as.list}.} - \item{FUN}{like \code{sapply}: the function to be applied to each element of \code{X}. See also \code{\link[base]{sapply}}} + \item{FUN}{like \code{sapply}: the function to be applied to each element of \code{X}. See also \code{\link[base:lapply]{sapply}}} \item{\dots}{like \code{sapply}: optional arguments to \code{FUN}.} \item{simplify}{like \code{sapply}: logical or character string; - should the result be simplified to a vector, matrix or higher dimensional array if possible? See also \code{\link[base]{sapply}}} + should the result be simplified to a vector, matrix or higher dimensional array if possible? See also \code{\link[base:lapply]{sapply}}} \item{USE.NAMES}{like \code{sapply}: logical; if \code{TRUE} and if \code{X} is character, use \code{X} as names for the result unless it had names already.} } From noreply at r-forge.r-project.org Fri Jul 20 15:35:55 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 15:35:55 +0200 (CEST) Subject: [Robast-commits] r1009 - in branches/robast-1.1/pkg/RobExtremesBuffer: . old oldPareto Message-ID: <20180720133555.DD43B189FB5@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 15:35:55 +0200 (Fri, 20 Jul 2018) New Revision: 1009 Added: branches/robast-1.1/pkg/RobExtremesBuffer/ParetoZipsysdata.rda branches/robast-1.1/pkg/RobExtremesBuffer/Paretosysdata.rda branches/robast-1.1/pkg/RobExtremesBuffer/interpolPareto FamilySn.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolPareto FamilySn.txt branches/robast-1.1/pkg/RobExtremesBuffer/old/ branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolMBREGEVFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolMBREGEVFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolMBREGEVUFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolMBREGEVUFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolMBREGeneralizedParetoFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolMBREGeneralizedParetoFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolMBREWeibullFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolMBREWeibullFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolOMSEGEVFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolOMSEGEVFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolOMSEGEVUFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolOMSEGEVUFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolOMSEGeneralizedParetoFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolOMSEGeneralizedParetoFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolOMSEWeibullFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolOMSEWeibullFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolRMXEGEVFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolRMXEGEVFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolRMXEGEVUFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolRMXEGEVUFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolRMXEGeneralizedParetoFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolRMXEGeneralizedParetoFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolSnGEVFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolSnGEVFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolSnGammafamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolSnGammafamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolSnGeneralizedParetoFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolSnGeneralizedParetoFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolSnWeibullFamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolSnWeibullFamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/oldPareto/ branches/robast-1.1/pkg/RobExtremesBuffer/oldPareto/interpolPareto FamilyMBRE.csv branches/robast-1.1/pkg/RobExtremesBuffer/oldPareto/interpolPareto FamilyMBRE.txt branches/robast-1.1/pkg/RobExtremesBuffer/oldPareto/interpolPareto FamilyOMSE.csv branches/robast-1.1/pkg/RobExtremesBuffer/oldPareto/interpolPareto FamilyOMSE.txt branches/robast-1.1/pkg/RobExtremesBuffer/oldPareto/interpolPareto FamilyRMXE.csv branches/robast-1.1/pkg/RobExtremesBuffer/oldPareto/interpolPareto FamilyRMXE.txt branches/robast-1.1/pkg/RobExtremesBuffer/oldPareto/interpolPareto FamilyRMXEa.csv branches/robast-1.1/pkg/RobExtremesBuffer/oldPareto/interpolPareto FamilyRMXEa.txt branches/robast-1.1/pkg/RobExtremesBuffer/oldPareto/interpolPareto FamilyRMXEb.csv branches/robast-1.1/pkg/RobExtremesBuffer/oldPareto/interpolPareto FamilyRMXEb.txt Modified: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGridsOnlyR-3.5.1rc.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpMerge.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpMergeZip.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpOnlyR-3.5.1rc.rda Log: [RobExtremesBuffer] branch 1.1 + added grids for ParetoFamily and Sn; for completeness + also add old txt and csv files for other LMs + (never needed, once one discovers scale in/equivariance of the ParetoFamily...): txt and csv files for ParetoFamily + recomputed rda files after adding Sn grids for ParetoFamily Added: branches/robast-1.1/pkg/RobExtremesBuffer/ParetoZipsysdata.rda =================================================================== (Binary files differ) Property changes on: branches/robast-1.1/pkg/RobExtremesBuffer/ParetoZipsysdata.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Added: branches/robast-1.1/pkg/RobExtremesBuffer/Paretosysdata.rda =================================================================== (Binary files differ) Property changes on: branches/robast-1.1/pkg/RobExtremesBuffer/Paretosysdata.rda ___________________________________________________________________ Added: svn:mime-type + application/octet-stream Added: branches/robast-1.1/pkg/RobExtremesBuffer/interpolPareto FamilySn.csv =================================================================== --- branches/robast-1.1/pkg/RobExtremesBuffer/interpolPareto FamilySn.csv (rev 0) +++ branches/robast-1.1/pkg/RobExtremesBuffer/interpolPareto FamilySn.csv 2018-07-20 13:35:55 UTC (rev 1009) @@ -0,0 +1,500 @@ +"5.0000000000000001e-03" "1.6069380442589817e+60" +"2.1451730463199703e-02" "1.0812193963304033e+14" +"3.9840637450199202e-02" "3.6007940764261872e+07" +"4.2782974604000157e-02" "1.0882229335238136e+07" +"6.4039715629525817e-02" "5.0234890177710637e+04" +"7.9681274900398405e-02" "5.9994561823731165e+03" +"8.5224857039939428e-02" "3.4063305244807934e+03" +"1.0634124100206799e-01" "6.7631699823010922e+02" +"1.1952191235059761e-01" "3.2907796206017156e+02" +"1.2739165147895370e-01" "2.2968862375629323e+02" +"1.4837881722263035e-01" "1.0585265479509968e+02" +"1.5936254980079681e-01" "7.6437102509146825e+01" +"1.6930541463913873e-01" "5.8979607083858227e+01" +"1.9017407053420865e-01" "3.7269988372109204e+01" +"1.9920318725099601e-01" "3.1440657307393401e+01" +"2.1098736474748508e-01" "2.5708641240892455e+01" +"2.3174783268267890e-01" "1.8895119909039860e+01" 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branches/robast-1.1/pkg/RobExtremesBuffer/interpolPareto FamilySn.txt 2018-07-20 13:35:55 UTC (rev 1009) @@ -0,0 +1,2 @@ +Sn + .ParetoFamily Added: branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolMBREGEVFamily.csv =================================================================== --- branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolMBREGEVFamily.csv (rev 0) +++ branches/robast-1.1/pkg/RobExtremesBuffer/old/interpolMBREGEVFamily.csv 2018-07-20 13:35:55 UTC (rev 1009) @@ -0,0 +1,656 @@ +"-0.494999999999999995559108" " 1.592465944848040715342563" "-0.449039762327589908608161" " 0.087766936618211888188057" "-0.630893411085030830776077" "-0.296025455182959085220773" " 0.998863127822645302522631" "-0.608275844674436738657164" "-0.612331817018516355588531" " 1.000000000000000000000000" " 0.998844818934892297868089" "-0.608433633094419668019270" "-0.612393250411536471666807" " 1.000000000000000000000000" +"-0.491711409395973131353230" " 1.593110503605125183312907" 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1.000000000000000000000000" +"-0.452248322147650982927303" " 1.607204216337760227517606" "-0.401387884778367898253038" " 0.025194257130591035664935" "-0.619154288124914908841845" "-0.308676544563499910545090" " 0.917107130011806881420000" "-0.539236839827445746387014" "-0.539214690490148473855925" " 1.000000000000000000000000" " 0.917107130011806881420000" "-0.539236839827445746387014" "-0.539214690490148473855925" " 1.000000000000000000000000" [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1009 From noreply at r-forge.r-project.org Fri Jul 20 16:31:44 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 16:31:44 +0200 (CEST) Subject: [Robast-commits] r1010 - branches/robast-1.1/pkg/RobExtremesBuffer Message-ID: <20180720143144.45C32183C6D@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 16:31:43 +0200 (Fri, 20 Jul 2018) New Revision: 1010 Removed: branches/robast-1.1/pkg/RobExtremesBuffer/history - GammaRMXE-WebulOMSE.rda Log: [RobExtremesBuffer] branch 1.1 deleted unneeded file history - GammaRMXE-WebulOMSE.rda Deleted: branches/robast-1.1/pkg/RobExtremesBuffer/history - GammaRMXE-WebulOMSE.rda =================================================================== (Binary files differ) From noreply at r-forge.r-project.org Fri Jul 20 16:44:31 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 16:44:31 +0200 (CEST) Subject: [Robast-commits] r1011 - in branches/robast-1.1/pkg/RobExtremes: R inst man Message-ID: <20180720144431.0EC771899AB@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 16:44:30 +0200 (Fri, 20 Jul 2018) New Revision: 1011 Modified: branches/robast-1.1/pkg/RobExtremes/R/Pareto.R branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R branches/robast-1.1/pkg/RobExtremes/inst/NEWS branches/robast-1.1/pkg/RobExtremes/man/ParetoParameter-class.Rd Log: [RobExtremes] branch 1.1 + updated NEWS + some buglets: missed argument L2Fam in .getPsi.P and added scale method for wrong class... Modified: branches/robast-1.1/pkg/RobExtremes/R/Pareto.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/Pareto.R 2018-07-20 14:31:43 UTC (rev 1010) +++ branches/robast-1.1/pkg/RobExtremes/R/Pareto.R 2018-07-20 14:44:30 UTC (rev 1011) @@ -8,7 +8,7 @@ ## Access Methods setMethod("shape", "ParetoParameter", function(object) object at shape) setMethod("Min", "ParetoParameter", function(object) object at Min) -setMethod("scale", "GEVParameter", +setMethod("scale", "ParetoParameter", function(x, center = TRUE, scale = TRUE) x at Min) ### odd arg-list due to existing function in base package @@ -49,6 +49,8 @@ ## wrapped access methods setMethod("shape", "Pareto", function(object) shape(param(object))) setMethod("Min", "Pareto", function(object) Min(param(object))) +setMethod("scale", "Pareto", + function(x, center = TRUE, scale = TRUE) Min(param(x))) ## wrapped replace methods setMethod("shape<-", "Pareto", function(object, value) Modified: branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R 2018-07-20 14:31:43 UTC (rev 1010) +++ branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R 2018-07-20 14:44:30 UTC (rev 1011) @@ -5,19 +5,19 @@ xi <- main(param1) .modifyIC0 <- function(L2Fam, IC){ xi0 <- main(param(L2Fam)) - return(.getPsi.P(xi0, type(risk))) + return(.getPsi.P(xi0, L2Fam, type(risk))) } .modifyIC <- function(L2Fam,IC){ psi.0 <- .modifyIC0(L2Fam,IC) psi.0 at modifyIC <- .modifyIC return(psi.0) } - IC0 <- .getPsi.P(xi, type(risk)) + IC0 <- .getPsi.P(xi, model, type(risk)) IC0 at modifyIC <- .modifyIC return(IC0) }) -.getPsi.P <- function(xi, type){ +.getPsi.P <- function(xi, L2Fam, type){ ## the respective LMs have been computed ahead of time ## and stored in sysdata.rda of this package ## the code for this computation is in AddMaterial/getLMPareto.R Modified: branches/robast-1.1/pkg/RobExtremes/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/NEWS 2018-07-20 14:31:43 UTC (rev 1010) +++ branches/robast-1.1/pkg/RobExtremes/inst/NEWS 2018-07-20 14:44:30 UTC (rev 1011) @@ -11,11 +11,46 @@ version 1.1 ####################################### +user-visible CHANGES: ++ revised DESCRIPTION and staring help page ++ full robustness support now for ParetoFamily ++ moved "actuar" from require to imports in DESCRIPTION ++ NAMESPACE: export some formerly internal S4 classes + accessors and replacers for + locscaleshapename; specify from which package (actuar,evd) to take gumbel p,d,q,r ++ smaller grid of xi values as starting values for GPD and GEVD for speed reasons ++ new accessor method scale for Pareto distribution + +minor changes: ++ new Rd files for now exported (formerly internal) intermediate classes ++ added timings for Sn ++ allow for versions < 3.0 when reading grid from sysdata.rda + +bug fixes: ++ fixed a sign error in FisherInfo.fct for GEV(U) ++ R CMD check did not like "usage" section in internal-methods.Rd, so we commented it out ++ in .define.tau.Dtau.withMu (only need theta[1:2]) ++ in getStartIC.R (in names risk type is without ".") ++ fixed modifyIC in "getStartIC",signature(model = "L2LocScaleShapeUnion") ++ some fixes in .checkEstClassForParamFamiliyMethods ++ class ParamWithLocAndScaleAndShapeFamParameter now contains ParamWithScaleAndShapeFamParameter ++ in ParetoFamily.R L2derivDistr was not attached to return value + under the hood: + prepared everything for first release on CRAN ++ ParetoFamily now has interpolRisks ++ ParetoFamily distribution now has speed up for Sn ++ updated/prepared plotOutlyingness.R ++ fixed unit test suite for zero length ++ changed \dontrun in \donttest in examples + wherever possible also use q.l internally instead of q to provide functionality in IRKernel - ++ in addition, now use slot locscaleshapename in generating function of GEVFamilyMuUnknown ++ new generics/methods for locationname, locscaleshapename(<-), scaleshapename, locscalename, shapename, scalename ++ use prefix evd:: to clarify which [p,d,q,r]gumbel to take ++ L2LocScaleShapeUnion gains slot locscaleshapename = "character" / looses slot scaleshapename = "character" ++ added some more specific links to other Rd files in distrMod ++ added code for the computation of LMs for ParetoFamily + ####################################### version 1.0 ####################################### Modified: branches/robast-1.1/pkg/RobExtremes/man/ParetoParameter-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/ParetoParameter-class.Rd 2018-07-20 14:31:43 UTC (rev 1010) +++ branches/robast-1.1/pkg/RobExtremes/man/ParetoParameter-class.Rd 2018-07-20 14:44:30 UTC (rev 1011) @@ -7,6 +7,7 @@ \alias{shape<-,ParetoParameter-method} \alias{Min,ParetoParameter-method} \alias{Min<-,ParetoParameter-method} +\alias{scale,ParetoParameter-method} \title{Paramter of Pareto distributions} \description{The class of the parameter of Pareto distributions.} @@ -33,6 +34,8 @@ slot \code{shape}. } \item{Min}{\code{signature(x = "ParetoParameter")}: access method for slot \code{Min}. } + \item{scale}{\code{signature(x = "ParetoParameter")}: access method for + slot \code{Min}. } \item{shape<-}{\code{signature(object = "ParetoParameter")}: replace method for slot \code{shape}. } \item{Min<-}{\code{signature(x = "ParetoParameter")}: replace method for From noreply at r-forge.r-project.org Fri Jul 20 20:48:55 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 20:48:55 +0200 (CEST) Subject: [Robast-commits] r1012 - branches/robast-1.1/pkg/RobExtremes/man Message-ID: <20180720184855.8AD8E189143@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 20:48:55 +0200 (Fri, 20 Jul 2018) New Revision: 1012 Modified: branches/robast-1.1/pkg/RobExtremes/man/Pareto-class.Rd Log: [RobExtremes] branch 1.1 scale invariance of Pareto needs a *(distr,numeric) method... Modified: branches/robast-1.1/pkg/RobExtremes/man/Pareto-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/Pareto-class.Rd 2018-07-20 14:44:30 UTC (rev 1011) +++ branches/robast-1.1/pkg/RobExtremes/man/Pareto-class.Rd 2018-07-20 18:48:55 UTC (rev 1012) @@ -7,6 +7,7 @@ \alias{Min,Pareto-method} \alias{Min<-,Pareto-method} \alias{scale,Pareto-method} +\alias{*,Pareto,numeric-method} \title{Pareto distribution} \description{[borrowed from \pkg{actuar}]: @@ -80,6 +81,10 @@ exact evaluation using explicit expressions.} \item{kurtosis}{\code{signature(signature(x = "Pareto")}: exact evaluation using explicit expressions.} + + \item{*}{\code{signature(e1 = "Pareto", e2 = "numeric")}: exact method + for this transformation --- stays within this class if \code{e2>0}. } + } } \references{Johnson et al. (1995) \emph{Continuous Univariate Distributions. Vol. 2. 2nd ed.} From noreply at r-forge.r-project.org Fri Jul 20 20:50:51 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Fri, 20 Jul 2018 20:50:51 +0200 (CEST) Subject: [Robast-commits] r1013 - branches/robast-1.1/pkg/RobExtremes/R Message-ID: <20180720185051.76F4D189143@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-20 20:50:51 +0200 (Fri, 20 Jul 2018) New Revision: 1013 Modified: branches/robast-1.1/pkg/RobExtremes/R/Pareto.R branches/robast-1.1/pkg/RobExtremes/R/ParetoFamily.R branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R Log: [RobExtremes] branch 1.1 yet some bugfixes in R Code... Modified: branches/robast-1.1/pkg/RobExtremes/R/Pareto.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/Pareto.R 2018-07-20 18:48:55 UTC (rev 1012) +++ branches/robast-1.1/pkg/RobExtremes/R/Pareto.R 2018-07-20 18:50:51 UTC (rev 1013) @@ -58,3 +58,13 @@ setMethod("Min<-", "Pareto", function(object, value) new("Pareto", shape = shape(object), Min = value)) +setMethod("*", c("Pareto","numeric"), + function(e1, e2){ + if (length(e2)>1) stop("length of operator must be 1") + if (isTRUE(all.equal(e2,0))) + return(new("Dirac", location = 0, .withArith = TRUE)) + Pareto <- new("Pareto", Min=Min(e1)* abs(e2), + shape=shape(e1)) + if(e2<0) Pareto <- (-1)*as(Pareto,"AbscontDistribution") + return(Pareto) + }) Modified: branches/robast-1.1/pkg/RobExtremes/R/ParetoFamily.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/ParetoFamily.R 2018-07-20 18:48:55 UTC (rev 1012) +++ branches/robast-1.1/pkg/RobExtremes/R/ParetoFamily.R 2018-07-20 18:50:51 UTC (rev 1013) @@ -8,13 +8,12 @@ ## methods setMethod("validParameter",signature(object="ParetoFamily"), function(object, param, tol =.Machine$double.eps){ - if (is(param, "ParamFamParameter")) + if (is(param, "ParamFamParameter")) param <- main(param) - if (!all(is.finite(param))) + if (!all(is.finite(param))) return(FALSE) - if(object at param@withPosRestr) - if (any(param[1] <= tol)) - return(FALSE) + if (any(param[1] <= tol)) + return(FALSE) return(TRUE) }) @@ -64,7 +63,8 @@ if(any(x < tr)) stop("some data smaller than 'Min' ") names(e0) <- NULL - return(e0) + erange <- e0*c(1/10,10) + return(erange) } @@ -86,7 +86,7 @@ Lambda <- function(x) { y <- x*0 - ind <- (x > Min) # + ind <- (x > Min0) # y[ind] <- 1/k + log(Min0/x[ind]) return(y) } Modified: branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R 2018-07-20 18:48:55 UTC (rev 1012) +++ branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R 2018-07-20 18:50:51 UTC (rev 1013) @@ -21,24 +21,25 @@ ## the respective LMs have been computed ahead of time ## and stored in sysdata.rda of this package ## the code for this computation is in AddMaterial/getLMPareto.R + .PLM <- getFromNamespace(".ParetoLM", ns = "RobExtremes") if(type==".MBRE"){ - b <- xi*.ParetoLM$MBR["b"] - a <- xi*.ParetoLM$MBR["a"] - aw <- .ParetoLM$MBR["aw"] - A <- xi*.ParetoLM$MBR["A"] - Aw <- xi*.ParetoLM$MBR["Aw"] + b <- xi*.PLM$MBR["b"] + a <- xi*.PLM$MBR["a"] + aw <- 1/xi*.PLM$MBR["aw"] + A <- matrix(xi^2*.PLM$MBR["A"],1,1) + Aw <- matrix(xi^2*.PLM$MBR["Aw"],1,1) }else{if(type==".RMXE"){ - b <- xi*.ParetoLM$RMX["b"] - a <- xi*.ParetoLM$RMX["a"] - aw <- .ParetoLM$RMX["aw"] - A <- xi*.ParetoLM$RMX["A"] - Aw <- xi*.ParetoLM$RMX["Aw"] + b <- xi*.PLM$RMX["b"] + a <- xi*.PLM$RMX["a"] + aw <- 1/xi*.PLM$RMX["aw"] + A <- matrix(xi^2*.PLM$RMX["A"],1,1) + Aw <- matrix(xi^2*.PLM$RMX["Aw"],1,1) }else{if(type==".OMSE"){ - b <- xi*.ParetoLM$OMS["b"] - a <- xi*.ParetoLM$OMS["a"] - aw <- .ParetoLM$OMS["aw"] - A <- xi*.ParetoLM$OMS["A"] - Aw <- xi*.ParetoLM$OMS["Aw"] + b <- xi*.PLM$OMS["b"] + a <- xi*.PLM$OMS["a"] + aw <- 1/xi*.PLM$OMS["aw"] + A <- matrix(xi^2*.PLM$OMS["A"],1,1) + Aw <- matrix(xi^2*.PLM$OMS["Aw"],1,1) } } } From noreply at r-forge.r-project.org Sun Jul 22 13:07:14 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 22 Jul 2018 13:07:14 +0200 (CEST) Subject: [Robast-commits] r1014 - in branches/robast-1.1/pkg/RobAStBase: . R man Message-ID: <20180722110714.CDFA518A0AB@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-22 13:07:13 +0200 (Sun, 22 Jul 2018) New Revision: 1014 Added: branches/robast-1.1/pkg/RobAStBase/R/returnlevelplot.R branches/robast-1.1/pkg/RobAStBase/man/returnlevelplot.Rd Modified: branches/robast-1.1/pkg/RobAStBase/NAMESPACE branches/robast-1.1/pkg/RobAStBase/R/IC.R branches/robast-1.1/pkg/RobAStBase/R/qqplot.R Log: [RobAStBase] branch 1.1 new methods for returnlevelplot for RobModel, InfRobModel, kStepEstimate (as qqplot) unified return values for qqplot bug: slot modifyIC was set to a wrong value in makeIC / former (potential) move was overridden Modified: branches/robast-1.1/pkg/RobAStBase/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/RobAStBase/NAMESPACE 2018-07-20 18:50:51 UTC (rev 1013) +++ branches/robast-1.1/pkg/RobAStBase/NAMESPACE 2018-07-22 11:07:13 UTC (rev 1014) @@ -69,7 +69,7 @@ exportMethods("moveL2Fam2RefParam", "moveICBackFromRefParam", "rescaleFunction") -exportMethods("ddPlot", "qqplot") +exportMethods("ddPlot", "qqplot", "returnlevelplot") exportMethods("cutoff.quantile", "cutoff.quantile<-") exportMethods("samplesize<-", "samplesize") exportMethods("getRiskFctBV", "getFiRisk") Modified: branches/robast-1.1/pkg/RobAStBase/R/IC.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/IC.R 2018-07-20 18:50:51 UTC (rev 1013) +++ branches/robast-1.1/pkg/RobAStBase/R/IC.R 2018-07-22 11:07:13 UTC (rev 1014) @@ -124,6 +124,11 @@ ## make some L2function a pIC at a model setMethod("makeIC", signature(IC = "IC", L2Fam = "L2ParamFamily"), function(IC, L2Fam){ + + dims <- length(L2Fam at param) + if(dimension(IC at Curve) != dims) + stop("Dimension of IC and parameter must be equal") + D1 <- L2Fam at distribution if(dimension(Domain(IC at Curve[[1]])) != dimension(img(D1))) stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'") @@ -133,19 +138,32 @@ cent <- E(D1, IC1) IC1 <- IC1 - cent - dims <- length(L2Fam at param) - if(dimension(IC at Curve) != dims) - stop("Dimension of IC and parameter must be equal") - L2deriv <- as(diag(dims) %*% L2Fam at L2deriv, "EuclRandVariable") - E1 <- matrix(E(L2Fam, IC1 %*% t(L2deriv)), dims, dims) + E10 <- E(L2Fam, IC1 %*% t(L2deriv)) + E1 <- matrix(E10, dims, dims) stand <- trafo %*% solve(E1) Y <- as(stand %*% IC1, "EuclRandVariable") #ICfct <- vector(mode = "list", length = dims) #ICfct[[1]] <- function(x){Y(x)} + ..modifnew <- function(L2Fam, IC) return(makeIC(IC,L2Fam)) - modifyIC <- function(L2Fam, IC){ makeIC(IC, L2Fam) } + if(! ("modifyIC" %in% names(getSlots(class(IC))))){ + modifyIC <- ..modifnew + }else{ + if(!is.function(IC at modifyIC)){ + modifyIC <- ..modifnew + }else{ + .modifyIC <- IC at modifyIC + if(!is.null(attr(IC at modifyIC,"hasMakeICin.modifyIC"))){ + modifyIC <- .modifyIC + }else{ + modifyIC <- function(L2Fam, IC){ IC. <- .modifyIC(L2Fam, IC) + return(makeIC(IC., L2Fam)) } + } + } + } + attr(modifyIC,"hasMakeICin.modifyIC") <- TRUE CallL2Fam <- L2Fam at fam.call Modified: branches/robast-1.1/pkg/RobAStBase/R/qqplot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/qqplot.R 2018-07-20 18:50:51 UTC (rev 1013) +++ branches/robast-1.1/pkg/RobAStBase/R/qqplot.R 2018-07-22 11:07:13 UTC (rev 1014) @@ -23,6 +23,17 @@ n.adj = TRUE){ mc <- match.call(call = sys.call(sys.parent(1))) + dots <- match.call(call = sys.call(sys.parent(1)), + expand.dots = FALSE)$"..." + args0 <- list(x = x, y = y, + n = if(!missing(n)) n else length(x), + withIdLine = withIdLine, withConf = withConf, + withConf.pw = if(!missing(withConf.pw)) withConf.pw else if(!missing(withConf)) withConf else NULL, + withConf.sim = if(!missing(withConf.sim)) withConf.sim else if(!missing(withConf)) withConf else NULL, + plot.it = plot.it, xlab = xlab, ylab = ylab, distance=distance, n.adj=n.adj) + + plotInfo <- list(call=mc, dots=dots, args=args0) + xcc <- as.character(deparse(mc$x)) if(missing(xlab)) mc$xlab <- xcc if(missing(ylab)) mc$ylab <- as.character(deparse(mc$y)) @@ -49,8 +60,12 @@ x.cex <- 3/(1+log(1+xD)) mcl$cex.pch <- x.cex - return(invisible(do.call(getMethod("qqplot", signature(x="ANY", y="ProbFamily")), - args=mcl))) + retv <- do.call(getMethod("qqplot", signature(x="ANY", y="ProbFamily")), + args=mcl) + retv$call <- retv$dots <- retv$args <- NULL + plotInfo <- c(plotInfo,retv) + class(plotInfo) <- c("qqplotInfo","DiagnInfo") + return(invisible(plotInfo)) }) @@ -62,6 +77,17 @@ ylab = deparse(substitute(y)), ..., cex.pts.fun = NULL, n.adj = TRUE){ mc <- match.call(call = sys.call(sys.parent(1))) + dots <- match.call(call = sys.call(sys.parent(1)), + expand.dots = FALSE)$"..." + args0 <- list(x = x, y = y, + n = if(!missing(n)) n else length(x), + withIdLine = withIdLine, withConf = withConf, + withConf.pw = if(!missing(withConf.pw)) withConf.pw else if(!missing(withConf)) withConf else NULL, + withConf.sim = if(!missing(withConf.sim)) withConf.sim else if(!missing(withConf)) withConf else NULL, + plot.it = plot.it, xlab = xlab, ylab = ylab, cex.pts.fun=cex.pts.fun, + n.adj = n.adj) + + plotInfo <- list(call=mc, dots=dots, args=args0) if(missing(xlab)) mc$xlab <- as.character(deparse(mc$x)) if(missing(ylab)) mc$ylab <- as.character(deparse(mc$y)) mcl <- as.list(mc)[-1] @@ -102,8 +128,12 @@ mcl$cex.pch <- x.cex - return(invisible(do.call(getMethod("qqplot", signature(x="ANY", y="ProbFamily")), - args=mcl))) + retv <- do.call(getMethod("qqplot", signature(x="ANY", y="ProbFamily")), + args=mcl) + retv$call <- retv$dots <- retv$args <- NULL + plotInfo <- c(plotInfo,retv) + class(plotInfo) <- c("qqplotInfo","DiagnInfo") + return(invisible(plotInfo)) }) ## into RobAStBase @@ -120,7 +150,18 @@ bg = "white" ){ + args0 <- list(x=x,y=y,n=n,withIdLine=withIdLine, withConf=withConf, + withConf.pw = if(!missing(withConf.pw)) withConf.pw else if(!missing(withConf)) withConf else NULL, + withConf.sim = if(!missing(withConf.sim)) withConf.sim else if(!missing(withConf)) withConf else NULL, + plot.it = plot.it, xlab = xlab, ylab = ylab, exp.cex2.lbl=exp.cex2.lbl, + exp.cex2.pch=exp.cex2.pch, exp.fadcol.lbl=exp.fadcol.lbl, + exp.fadcol.pch=exp.fadcol.pch, bg=bg) + mc <- match.call(call = sys.call(sys.parent(1))) + mc1 <- match.call(call = sys.call(sys.parent(1)), expand.dots=FALSE) + dots <- mc1$"..." + plotInfo <- list(call=mc, dots=dots, args=args0) + if(missing(xlab)) mc$xlab <- as.character(deparse(mc$x)) if(missing(ylab)) mc$ylab <- as.character(deparse(mc$y)) mcl <- as.list(mc)[-1] @@ -157,6 +198,10 @@ mcl$col.pch <- .fadeColor(col.pch,wx^exp.fadcol.pch, bg = bg) } - return(invisible(do.call(getMethod("qqplot", signature(x="ANY", y="ProbFamily")), - args=mcl))) + retv <- do.call(getMethod("qqplot", signature(x="ANY", y="ProbFamily")), + args=mcl) + retv$call <- retv$dots <- retv$args <- NULL + plotInfo <- c(plotInfo,retv) + class(plotInfo) <- c("qqplotInfo","DiagnInfo") + return(invisible(plotInfo)) }) Added: branches/robast-1.1/pkg/RobAStBase/R/returnlevelplot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/returnlevelplot.R (rev 0) +++ branches/robast-1.1/pkg/RobAStBase/R/returnlevelplot.R 2018-07-22 11:07:13 UTC (rev 1014) @@ -0,0 +1,192 @@ +################################################################ +# Returnlevel - Plot functions in package RobAStBase +################################################################ + + +## into RobAStBase +setMethod("returnlevelplot", signature(x = "ANY", + y = "RobModel"), function(x, y, + n = length(x), withIdLine = TRUE, withConf = TRUE, + withConf.pw = withConf, withConf.sim = withConf, + plot.it = TRUE, xlab = deparse(substitute(x)), + ylab = deparse(substitute(y)), ..., distance = NormType(), + n.adj = TRUE){ + + args0 <- list(x=x,y=y,n=n,withIdLine=withIdLine, withConf=withConf, + withConf.pw = if(!missing(withConf.pw)) withConf.pw else if(!missing(withConf)) withConf else NULL, + withConf.sim = if(!missing(withConf.sim)) withConf.sim else if(!missing(withConf)) withConf else NULL, + plot.it = plot.it, xlab = xlab, ylab = ylab, distance = distance, n.adj = n.adj) + + mc <- match.call(call = sys.call(sys.parent(1))) + mc1 <- match.call(call = sys.call(sys.parent(1)), expand.dots=FALSE) + dots <- mc1$"..." + plotInfo <- list(call=mc, dots=dots, args=args0) + + xcc <- as.character(deparse(mc$x)) + if(missing(xlab)) mc$xlab <- paste(gettext("Return Level of"), as.character(deparse(mc$x))) + if(missing(ylab)) mc$ylab <- as.character(deparse(mc$y)) + mcl <- as.list(mc)[-1] + + if(is.null(mcl$n.CI)) mcl$n.CI <- n + if(n.adj){ + r <- radius(neighbor(y)) + n <- floor((1-r)*n) + } + if(is.null(mcl$alpha.CI)) + mcl$alpha.CI <- .95 + cor <- radius(neighbor(y)) + mcl$legend.alpha <- eval(mcl$alpha.CI) + mcl$alpha.CI <- min(eval(mcl$alpha.CI)+cor,1) + + + mcl$n <- n + mcl$y <- y at center + mcl$legend.pref <- paste(mcl$legend.pref,"outlier-adjusted",sep="") + + + xD <- fct(distance)(x) + x.cex <- 3/(1+log(1+xD)) + mcl$cex.pch <- x.cex + + retv <- do.call(getMethod("returnlevelplot", signature(x="ANY", y="ProbFamily")), + args=mcl) + retv$call <- retv$dots <- retv$args <- NULL + plotInfo <- c(plotInfo,retv) + class(plotInfo) <- c("plotInfo","DiagnInfo") + return(invisible(plotInfo)) + }) + + +## into RobAStBase +setMethod("returnlevelplot", signature(x = "ANY", y = "InfRobModel"), + function(x, y, n = length(x), withIdLine = TRUE, withConf = TRUE, + withConf.pw = withConf, withConf.sim = withConf, + plot.it = TRUE, xlab = deparse(substitute(x)), + ylab = deparse(substitute(y)), ..., cex.pts.fun = NULL, n.adj = TRUE){ + + args0 <- list(x=x,y=y,n=n,withIdLine=withIdLine, withConf=withConf, + withConf.pw = if(!missing(withConf.pw)) withConf.pw else if(!missing(withConf)) withConf else NULL, + withConf.sim = if(!missing(withConf.sim)) withConf.sim else if(!missing(withConf)) withConf else NULL, + plot.it = plot.it, xlab = xlab, ylab = ylab, cex.pts.fun=cex.pts.fun, n.adj = n.adj) + + mc <- match.call(call = sys.call(sys.parent(1))) + mc1 <- match.call(call = sys.call(sys.parent(1)), expand.dots=FALSE) + dots <- mc1$"..." + plotInfo <- list(call=mc, dots=dots, args=args0) + + if(missing(xlab)) mc$xlab <- as.character(deparse(mc$x)) + if(missing(ylab)) mc$ylab <- as.character(deparse(mc$y)) + mcl <- as.list(mc)[-1] + if(is.null(mcl$distance)) distance <- NormType() + + if(is.null(mcl$alpha.CI)) + mcl$alpha.CI <- .95 + cor <- radius(neighbor(y))/sqrt(n) + mcl$legend.alpha <- eval(mcl$alpha.CI) + mcl$alpha.CI <- min(eval(mcl$alpha.CI)+cor,1) + + + + if(is.null(mcl$n.CI)) mcl$n.CI <- n + if(n.adj){ + r <- radius(neighbor(y)) + n <- floor((1-r/sqrt(n))*n) + } + mcl$n <- n + mcl$y <- y at center + mcl$legend.pref <- paste(mcl$legend.pref,"outlier-adjusted",sep="") + + FI <- PosSemDefSymmMatrix(FisherInfo(y at center)) + L2D <- as(diag(nrow(FI)) %*% L2deriv(y at center), "EuclRandVariable") + L2Dx <- evalRandVar(L2D,matrix(x))[,,1] + scx <- solve(sqrt(FI),L2Dx) + xD <- fct(distance)(scx) + cex.pts <- if(is.null(mcl[["cex.pts"]])){ + if(is.null(mcl[["cex"]])){ + par("cex") + }else{ + eval(mcl$cex)} + }else{ + eval(mcl$cex.pts) + } + + x.cex <- 3/(1+.cexscale(xD,xD,cex=cex.pts, fun = cex.pts.fun)) + + mcl$cex.pch <- x.cex + + retv <- do.call(getMethod("returnlevelplot", signature(x="ANY", y="ProbFamily")), + args=mcl) + retv$call <- retv$dots <- retv$args <- NULL + plotInfo <- c(plotInfo,retv) + class(plotInfo) <- c("plotInfo","DiagnInfo") + return(invisible(plotInfo)) + }) + +## into RobAStBase +setMethod("returnlevelplot", signature(x = "ANY", + y = "kStepEstimate"), function(x, y, + n = length(x), withIdLine = TRUE, withConf = TRUE, + withConf.pw = withConf, withConf.sim = withConf, + plot.it = TRUE, xlab = deparse(substitute(x)), + ylab = deparse(substitute(y)), ..., + exp.cex2.lbl = -.15, + exp.cex2.pch = -.35, + exp.fadcol.lbl = 1.85, + exp.fadcol.pch = 1.85, + bg = "white" + ){ + args0 <- list(x=x,y=y,n=n,withIdLine=withIdLine, withConf=withConf, + withConf.pw = if(!missing(withConf.pw)) withConf.pw else if(!missing(withConf)) withConf else NULL, + withConf.sim = if(!missing(withConf.sim)) withConf.sim else if(!missing(withConf)) withConf else NULL, + plot.it = plot.it, xlab = xlab, ylab = ylab, exp.cex2.lbl=exp.cex2.lbl, + exp.cex2.pch=exp.cex2.pch, exp.fadcol.lbl=exp.fadcol.lbl, + exp.fadcol.pch=exp.fadcol.pch, bg=bg) + + mc <- match.call(call = sys.call(sys.parent(1))) + mc1 <- match.call(call = sys.call(sys.parent(1)), expand.dots=FALSE) + dots <- mc1$"..." + plotInfo <- list(call=mc, dots=dots, args=args0) + + if(missing(xlab)) mc$xlab <- as.character(deparse(mc$x)) + if(missing(ylab)) mc$ylab <- as.character(deparse(mc$y)) + mcl <- as.list(mc)[-1] + + IC <- pIC(y) + if(!is(IC,"IC")) + stop("IC of the kStepEstimator needs to be of class 'IC'") + + L2Fam <- eval(IC at CallL2Fam) + param <- ParamFamParameter(main=untransformed.estimate(y), nuisance=nuisance(y), + fixed=fixed(y)) + L2Fam0 <- modifyModel(L2Fam,param) + mcl$y <- L2Fam0 + + if(is(IC,"HampIC")){ + dim0 <- nrow(FisherInfo(L2Fam)) + L <- as(diag(dim0)%*%L2Fam at L2deriv, "EuclRandVariable") + L.fct <- function(x) evalRandVar(L,x) + + w.fct <- function(x) + weight(weight(IC))(L.fct(matrix(x))[,,1]) + + wx <- w.fct(x) + mcl$order.traf <- function(x) 1/w.fct(x) + + cex.lbl <- if(is.null(mcl$cex.lbl)) par("cex") else eval(mcl$cex.lbl) + cex.pch <- if(is.null(mcl$cex.pch)) par("cex") else eval(mcl$cex.pch) + mcl$cex.lbl <- cex.lbl*wx^exp.cex2.lbl + mcl$cex.pch <- cex.pch*wx^exp.cex2.pch + + col.lbl <- if(is.null(mcl$col.lbl)) par("col") else eval(mcl$col.lbl) + col.pch <- if(is.null(mcl$col.pch)) par("col") else eval(mcl$col.pch) + mcl$col.lbl <- .fadeColor(col.lbl,wx^exp.fadcol.lbl, bg = bg) + mcl$col.pch <- .fadeColor(col.pch,wx^exp.fadcol.pch, bg = bg) + } + + retv <- do.call(getMethod("returnlevelplot", signature(x="ANY", y="ProbFamily")), + args=mcl) + retv$call <- retv$dots <- retv$args <- NULL + plotInfo <- c(plotInfo,retv) + class(plotInfo) <- c("plotInfo","DiagnInfo") + return(invisible(plotInfo)) + }) Added: branches/robast-1.1/pkg/RobAStBase/man/returnlevelplot.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/returnlevelplot.Rd (rev 0) +++ branches/robast-1.1/pkg/RobAStBase/man/returnlevelplot.Rd 2018-07-22 11:07:13 UTC (rev 1014) @@ -0,0 +1,149 @@ +\name{returnlevelplot} +\docType{methods} +\title{Methods for Function returnlevelplot in Package `RobAStBase'} +\usage{ +returnlevelplot(x, y, ...) +\S4method{returnlevelplot}{ANY,RobModel}(x, y, + n = length(x), withIdLine = TRUE, withConf = TRUE, + withConf.pw = withConf, withConf.sim = withConf, + plot.it = TRUE, xlab = deparse(substitute(x)), + ylab = deparse(substitute(y)), ..., distance = NormType(), + n.adj = TRUE) +\S4method{returnlevelplot}{ANY,InfRobModel}(x, y, n = length(x), withIdLine = TRUE, +withConf = TRUE, withConf.pw = withConf, withConf.sim = withConf, + plot.it = TRUE, xlab = deparse(substitute(x)), ylab = + deparse(substitute(y)), ..., cex.pts.fun = NULL, n.adj = TRUE) +\S4method{returnlevelplot}{ANY,kStepEstimate}(x, y, + n = length(x), withIdLine = TRUE, withConf = TRUE, + withConf.pw = withConf, withConf.sim = withConf, + plot.it = TRUE, xlab = deparse(substitute(x)), + ylab = deparse(substitute(y)), ..., + exp.cex2.lbl = -.15, + exp.cex2.pch = -.35, + exp.fadcol.lbl = 1.85, + exp.fadcol.pch = 1.85, + bg = "white") + } +\alias{returnlevelplot} +\alias{returnlevelplot-methods} +\alias{returnlevelplot,ANY,RobModel-method} +\alias{returnlevelplot,ANY,InfRobModel-method} +\alias{returnlevelplot,ANY,kStepEstimate-method} + +\arguments{ +\item{x}{data to be checked for compatibility with distribution/model \code{y}.} +\item{y}{object of class \code{"RobModel"}, of class \code{"InfRobModel"} or of +class \code{"kStepEstimate"}.} +\item{n}{numeric; number of quantiles at which to do the comparison.} +\item{withIdLine}{logical; shall line \code{y = x} be plotted in?} +\item{withConf}{logical; shall confidence lines be plotted?} +\item{withConf.pw}{logical; shall pointwise confidence lines be plotted?} +\item{withConf.sim}{logical; shall simultaneous confidence lines be plotted?} +\item{plot.it}{logical; shall be plotted at all (inherited from +\code{\link[distrMod:returnlevelplot]{returnlevelplot}})?} +\item{xlab}{x-label} +\item{ylab}{y-label} +\item{\dots}{further parameters for method \code{returnlevelplot} with signature +\code{ANY,ProbFamily} (see \code{\link[distrMod]{returnlevelplot}}) or with function + \code{plot}} +\item{cex.pts.fun}{rescaling function for the size of the points to be plotted; + either \code{NULL} (default), then \code{log(1+abs(x))} is used, + or a function which is then used. } +\item{n.adj}{logical; shall sample size be adjusted for possible outliers according +to radius of the corresponding neighborhood?} +\item{distance}{a function mapping observations \code{x} to the positive reals; +used to determine the size of the plotted points (the larger \code{distance(x)}, +the smaller the points are plotted.} +\item{exp.cex2.lbl}{for objects \code{kStepEstimate} based on a [p]IC of class \code{HampIC}: +exponent for the weights of this [p]IC used to magnify the labels.} +\item{exp.cex2.pch}{for objects \code{kStepEstimate} based on a [p]IC of class \code{HampIC}: +exponent for the weights of this [p]IC used to magnify the symbols.} +\item{exp.fadcol.lbl}{for objects \code{kStepEstimate} based on a [p]IC of class \code{HampIC}: +exponent for the weights of this [p]IC used to find out-fading colors.} +\item{exp.fadcol.pch}{for objects \code{kStepEstimate} based on a [p]IC of class \code{HampIC}: +exponent for the weights of this [p]IC used to find out-fading colors.} +\item{bg}{background color to fade against} +} +\description{ + We generalize function \code{\link[distrMod]{returnlevelplot}} from package \pkg{distrMod} to + be applicable to distribution and probability model objects. In this context, + \code{returnlevelplot} produces a rescaled QQ plot of data (argument \code{x}) + against a (model) distribution. For arguments \code{y} of class \code{RobModel}, + points at a high \dQuote{distance} to the model + are plotted smaller. For arguments \code{y} of class \code{kStepEstimate}, + points at with low weight in the [p]IC are plotted bigger and their + color gets faded out slowly. This parallels the behaviour of the respective + \code{qqplot} methods. + Graphical parameters may be given as arguments to \code{returnlevelplot}. +} +\value{ + As for function \code{\link[distrMod:returnlevelplot]{returnlevelplot}} from package \pkg{stats}. +} +\note{ +The confidence bands given in our version of the return level plot differ + from the ones given in package \pkg{ismev}. We use non-parametric bands, + hence also allow for non-parametric deviances from the model, whereas in + in package \pkg{ismev} they are based on profiling, hence only check for + variability within the parametric class. +} +\references{ + ismev: An Introduction to Statistical Modeling of Extreme Values. R package + 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). + + Coles, S. (2001). \emph{An introduction + to statistical modeling of extreme values.} London: Springer. +} +\author{ + Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de} +} +\seealso{ + \code{\link[stats:qqnorm]{qqplot}} from package \pkg{stats} -- the standard QQ plot + function, \code{\link[distrMod]{returnlevelplot}} from package \pkg{distrMod} (which + is called intermediately by this method), as well as + \code{\link{qqbounds}}, used by \code{returnlevelplot} to produce confidence + intervals. +} +\details{ +\describe{ +\item{returnlevelplot}{\code{signature(x = "ANY", y = "RobModel")}: +produces a QQ plot of a dataset \code{x} against the theoretical +quantiles of distribution of robust model \code{y}.} +\item{returnlevelplot}{\code{signature(x = "ANY", y = "InfRobModel")}: +produces a QQ plot of a dataset \code{x} against the theoretical +quantiles of distribution of infinitesimally robust model \code{y}.} +\item{returnlevelplot}{\code{signature(x = "ANY", y = "kStepEstimate")}: +produces a QQ plot of a dataset \code{x} against the theoretical +quantiles of the model distribution of model at which +the corresponding \code{kStepEstimate} \code{y} had been calibrated at. +By default, if the [p]IC of the \code{kStepEstimate} is of class +\code{HampIC}, i.e.; has a corresponding weight function, +points (and, if \code{withLab==TRUE}, labels) are +scaled and faded according to this weight function. Corresponding +arguments \code{exp.cex2.pch} and \code{exp.fadcol.pch} control this +scaling and fading, respectively +(and analogously \code{exp.cex2.lbl} and \code{exp.fadcol.lbl} for the labels). +The choice of these arguments has to be done on a case-by-case basis. +Positive exponents induce fading, magnification with increasing weight, +for negative exponents the same is true for decreasing weight; higher +(absolute) values increase the speed of fading / magnification. +} +} +} + +\examples{ +returnlevelplot(rnorm(40, mean = 15, sd = sqrt(30)), Chisq(df=15)) +RobM <- InfRobModel(center = NormLocationFamily(mean=13,sd=sqrt(28)), + neighbor = ContNeighborhood(radius = 0.4)) +\donttest{ +## \donttest to reduce check time +x <- rnorm(20, mean = 15, sd = sqrt(30)) +returnlevelplot(x, RobM) +returnlevelplot(x, RobM, alpha.CI=0.9, add.points.CI=FALSE) +} +## further examples for ANY,kStepEstimator-method +## in example to roptest() in package ROptEst +} +\keyword{hplot} +\keyword{distribution} From noreply at r-forge.r-project.org Sun Jul 22 13:19:27 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 22 Jul 2018 13:19:27 +0200 (CEST) Subject: [Robast-commits] r1015 - branches/robast-1.1/pkg/ROptEst/R Message-ID: <20180722111927.D27E6183BB3@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-22 13:19:26 +0200 (Sun, 22 Jul 2018) New Revision: 1015 Modified: branches/robast-1.1/pkg/ROptEst/R/roptest.new.R Log: [ROptEst] branch 1.1 for subsequent diagnostic plots, the exact call of roptest is necessary (to get hand on "x") -> modify return value and store the return value of robest in attribute Modified: branches/robast-1.1/pkg/ROptEst/R/roptest.new.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/roptest.new.R 2018-07-22 11:07:13 UTC (rev 1014) +++ branches/robast-1.1/pkg/ROptEst/R/roptest.new.R 2018-07-22 11:19:26 UTC (rev 1015) @@ -89,7 +89,8 @@ withLogScale = TRUE,..withCheck=FALSE, withTimings = FALSE, withMDE = NULL, withEvalAsVar = NULL){ - dots <- match.call(expand.dots=FALSE)[["..."]] + mc <- match.call(expand.dots=FALSE) + dots <- mc[["..."]] scalename <- dots[["scalename"]] nbCtrl <- list() nbCtrl[["neighbor"]] <- if(!missing(neighbor)) neighbor else ContNeighborhood() @@ -115,12 +116,15 @@ kStepCtrl[["withLogScale"]] <- if(!missing(withLogScale)) withLogScale else TRUE kStepCtrl[["withEvalAsVar"]] <- if(!missing(withEvalAsVar)) withEvalAsVar else NULL - return(robest(x=x, L2Fam=L2Fam, fsCor = fsCor, + retV <- robest(x=x, L2Fam=L2Fam, fsCor = fsCor, risk = risk, steps = steps, verbose = verbose, OptOrIter = OptOrIter, nbCtrl = nbCtrl, startCtrl = startCtrl, kStepCtrl = kStepCtrl, na.rm = na.rm, ..., debug = ..withCheck, - withTimings = withTimings)) + withTimings = withTimings) + attr(mc,"robest.call") <- retV at estimate.call + retV at estimate.call <- mc + return(retV) } #roptest(x=1:10,L2Fam=GammaFamily(),also=3,..withCheck=TRUE) From noreply at r-forge.r-project.org Sun Jul 22 13:33:48 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 22 Jul 2018 13:33:48 +0200 (CEST) Subject: [Robast-commits] r1016 - in branches/robast-1.1/pkg/RobExtremes: . R inst/scripts man Message-ID: <20180722113348.969A0180A98@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-22 13:33:47 +0200 (Sun, 22 Jul 2018) New Revision: 1016 Added: branches/robast-1.1/pkg/RobExtremes/R/checkIC.R branches/robast-1.1/pkg/RobExtremes/R/makeIC.R branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R branches/robast-1.1/pkg/RobExtremes/man/checkmakeIC-methods.Rd Modified: branches/robast-1.1/pkg/RobExtremes/NAMESPACE branches/robast-1.1/pkg/RobExtremes/R/GEVFamily.R branches/robast-1.1/pkg/RobExtremes/R/GEVFamilyMuUnknown.R branches/robast-1.1/pkg/RobExtremes/R/GParetoFamily.R branches/robast-1.1/pkg/RobExtremes/R/getStartIC.R branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R branches/robast-1.1/pkg/RobExtremes/R/gevgpddiag.R branches/robast-1.1/pkg/RobExtremes/R/internal-getpsi.R branches/robast-1.1/pkg/RobExtremes/R/startEstGEV.R branches/robast-1.1/pkg/RobExtremes/R/startEstGPD.R 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/GParetoFamily.Rd branches/robast-1.1/pkg/RobExtremes/man/getStartIC-methods.Rd branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd Log: [RobExtremes] branch 1.1 + new checkIC and makeIC methods for GEV[U], GPD, and Pareto + new script RobFitsAtRealData + GEVFamily, GParetoFamily and GEVFamilyMuUnknown gain argument withMDE (by default TRUE) which controls usage of MDEs at finding startPars + due to speed gains moved back diagnostic plot examples out of \donttest + added MakeIC calls in getStartIC to enhance accuracy + in order to avoid time-costly double calls to MakeIC, the respective modifyIC-slots gain attribute "hasMakeICin.modifyIC" once MakeIC is in the slot + added different route to get hand on L2Fam in gevgpddiag.R to make it applicable to return values of roptest + speeded up startEstGEV and startEstGPD Modified: branches/robast-1.1/pkg/RobExtremes/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/RobExtremes/NAMESPACE 2018-07-22 11:19:26 UTC (rev 1015) +++ branches/robast-1.1/pkg/RobExtremes/NAMESPACE 2018-07-22 11:33:47 UTC (rev 1016) @@ -47,6 +47,7 @@ exportMethods("modifyModel", "getStartIC") exportMethods("moveL2Fam2RefParam", "moveICBackFromRefParam") +exportMethods("checkIC", "makeIC") export("EULERMASCHERONICONSTANT","APERYCONSTANT") export("getCVaR", "getVaR", "getEL") export("Gumbel", "Pareto", "GPareto", "GEV") Modified: branches/robast-1.1/pkg/RobExtremes/R/GEVFamily.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/GEVFamily.R 2018-07-22 11:19:26 UTC (rev 1015) +++ branches/robast-1.1/pkg/RobExtremes/R/GEVFamily.R 2018-07-22 11:33:47 UTC (rev 1016) @@ -181,6 +181,7 @@ secLevel = 0.7, withCentL2 = FALSE, withL2derivDistr = FALSE, + withMDE = FALSE, ..ignoreTrafo = FALSE, ..withWarningGEV = TRUE){ theta <- c(loc, scale, shape) @@ -281,7 +282,7 @@ # PF <- GEVFamily(loc = theta[1], scale = theta[2], shape = theta[3]) # e1 <- PickandsEstimator(x,ParamFamily=PF) # e0 <- estimate(e1) - e0 <- .getBetaXiGEV(x=x, mu=mu, xiGrid=.getXiGrid(), withPos=withPos) + e0 <- .getBetaXiGEV(x=x, mu=mu, xiGrid=.getXiGrid(), withPos=withPos, withMDE=withMDE) }else{ if(is(start0Est,"function")){ e1 <- start0Est(x, ...) Modified: branches/robast-1.1/pkg/RobExtremes/R/GEVFamilyMuUnknown.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/GEVFamilyMuUnknown.R 2018-07-22 11:19:26 UTC (rev 1015) +++ branches/robast-1.1/pkg/RobExtremes/R/GEVFamilyMuUnknown.R 2018-07-22 11:33:47 UTC (rev 1016) @@ -145,6 +145,7 @@ secLevel = 0.7, withCentL2 = FALSE, withL2derivDistr = FALSE, + withMDE = FALSE, ..ignoreTrafo = FALSE, ..withWarningGEV = TRUE, ..name =""){ @@ -247,7 +248,7 @@ # PF <- GEVFamily(loc = theta[1], scale = theta[2], shape = theta[3]) # e1 <- PickandsEstimator(x,ParamFamily=PF) # e0 <- estimate(e1) - e0 <- .getMuBetaXiGEV(x=x, xiGrid=.getXiGrid(), withPos=withPos) + e0 <- .getMuBetaXiGEV(x=x, xiGrid=.getXiGrid(), withPos=withPos, withMDE=withMDE) }else{ if(is(start0Est,"function")){ e1 <- start0Est(x, ...) Modified: branches/robast-1.1/pkg/RobExtremes/R/GParetoFamily.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/GParetoFamily.R 2018-07-22 11:19:26 UTC (rev 1015) +++ branches/robast-1.1/pkg/RobExtremes/R/GParetoFamily.R 2018-07-22 11:33:47 UTC (rev 1016) @@ -44,6 +44,7 @@ secLevel = 0.7, withCentL2 = FALSE, withL2derivDistr = FALSE, + withMDE = FALSE, ..ignoreTrafo = FALSE){ theta <- c(loc, scale, shape) @@ -139,7 +140,7 @@ medkMADhybr(c(x), k=10, ParamFamily = PF, q.lo = 1e-3, q.up = 15), silent =TRUE) if(is(e1,"try-error")){ e0 <- .getBetaXiGPD(x=x, mu=tr, - xiGrid=.getXiGrid(), withPos=withPos) + xiGrid=.getXiGrid(), withPos=withPos, withMDE=withMDE) }else e0 <- estimate(e1) }else{ if(is(start0Est,"function")){ Added: branches/robast-1.1/pkg/RobExtremes/R/checkIC.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/checkIC.R (rev 0) +++ branches/robast-1.1/pkg/RobExtremes/R/checkIC.R 2018-07-22 11:33:47 UTC (rev 1016) @@ -0,0 +1,24 @@ +..checkIC.qtl <- function (IC, L2Fam, out = TRUE, ...){ + mc <- match.call(expand.dots = TRUE) + mcF <- match.call(expand.dots = FALSE) + dots <- mcF$"..." + mcl <- as.list(mc)[-1] + mcl$out <- out + mcl$IC <- IC + D1 <- L2Fam at distribution + D1 <- as(D1,"DistributionsIntegratingByQuantiles") + L2Fam at distribution <- D1 + L2Fam <- as(L2Fam, "L2ParamFamily") + mcl$L2Fam <- L2Fam + if(!is.null(dots)) mcl <- c(mcl,dots) + do.call("checkIC", mcl) + } +setMethod("checkIC", signature(IC = "IC", L2Fam = "GParetoFamily"), + ..checkIC.qtl) + +setMethod("checkIC", signature(IC = "IC", L2Fam = "GEVFamilyMuUnknown"), + ..checkIC.qtl) +setMethod("checkIC", signature(IC = "IC", L2Fam = "GEVFamily"), + ..checkIC.qtl) +setMethod("checkIC", signature(IC = "IC", L2Fam = "ParetoFamily"), + ..checkIC.qtl) Modified: branches/robast-1.1/pkg/RobExtremes/R/getStartIC.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/getStartIC.R 2018-07-22 11:19:26 UTC (rev 1015) +++ branches/robast-1.1/pkg/RobExtremes/R/getStartIC.R 2018-07-22 11:33:47 UTC (rev 1016) @@ -8,6 +8,7 @@ gridn <- gsub("\\.","",type(risk)) nam <- paste(".",gsub("[F,f]amily","",gsub(" ","",name(model))),sep="") + if(nam==".GeneralizedPareto") nam <- ".GPareto" param1 <- param(model) @@ -28,15 +29,22 @@ para <- param(L2Fam) if(!.is.na.Psi(para, interpolfct, shnam)) return(.getPsi(para, interpolfct, L2Fam, type(risk))) - else - return(do.call(getStartIC, as.list(mc[-1]), - envir=parent.frame(2))) + else{ + IC0 <- do.call(getStartIC, as.list(mc[-1]), + envir=parent.frame(2)) + IC0 <- makeIC(IC0, L2Fam) + return(IC0) + } } + attr(.modifyIC0,"hasMakeICin.modifyIC") <- TRUE + .modifyIC <- function(L2Fam,IC){ psi.0 <- .modifyIC0(L2Fam,IC) psi.0 at modifyIC <- .modifyIC return(psi.0) } + attr(.modifyIC,"hasMakeICin.modifyIC") <- TRUE + if(!.is.na.Psi(param1, interpolfct, shnam)){ IC0 <- .getPsi(param1, interpolfct, model, type(risk)) IC0 at modifyIC <- .modifyIC @@ -44,7 +52,9 @@ } } } - return(do.call(getStartIC, as.list(mc[-1]), envir=parent.frame(2))) + IC <- do.call(getStartIC, as.list(mc[-1]), envir=parent.frame(2)) + IC <- makeIC(IC,model) + return(IC) }) setMethod("getStartIC",signature(model = "L2LocScaleShapeUnion", risk = "interpolRisk"), @@ -74,15 +84,21 @@ para <- param(L2Fam) if(!.is.na.Psi(para, interpolfct, shnam)) return(.getPsi.wL(para, interpolfct, L2Fam, type(risk))) - else - return(do.call(getStartIC, as.list(mc[-1]), - envir=parent.frame(2))) + else{ + IC0 <- do.call(getStartIC, as.list(mc[-1]), + envir=parent.frame(2)) + IC0 <- makeIC(IC0, L2Fam) + return(IC0) + } } + attr(.modifyIC0,"hasMakeICin.modifyIC") <- TRUE .modifyIC <- function(L2Fam,IC){ psi.0 <- .modifyIC0(L2Fam,IC) psi.0 at modifyIC <- .modifyIC return(psi.0) } + attr(.modifyIC,"hasMakeICin.modifyIC") <- TRUE + if(!.is.na.Psi(param1, interpolfct, shnam)){ IC0 <- .getPsi.wL(param1, interpolfct, model, type(risk)) IC0 at modifyIC <- .modifyIC @@ -90,6 +106,8 @@ } } } - return(do.call(getStartIC, as.list(mc[-1]), envir=parent.frame(2))) + IC <- do.call(getStartIC, as.list(mc[-1]), envir=parent.frame(2)) + IC <- makeIC(IC,model) + return(IC) }) Modified: branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R 2018-07-22 11:19:26 UTC (rev 1015) +++ branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R 2018-07-22 11:33:47 UTC (rev 1016) @@ -7,11 +7,13 @@ xi0 <- main(param(L2Fam)) return(.getPsi.P(xi0, L2Fam, type(risk))) } + attr(.modifyIC0,"hasMakeICin.modifyIC") <- TRUE .modifyIC <- function(L2Fam,IC){ psi.0 <- .modifyIC0(L2Fam,IC) psi.0 at modifyIC <- .modifyIC return(psi.0) } + attr(.modifyIC,"hasMakeICin.modifyIC") <- TRUE IC0 <- .getPsi.P(xi, model, type(risk)) IC0 at modifyIC <- .modifyIC return(IC0) @@ -68,5 +70,6 @@ IC <- generateIC(nb, L2Fam, res) + IC <- makeIC(IC,L2Fam) return(IC) } Modified: branches/robast-1.1/pkg/RobExtremes/R/gevgpddiag.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/gevgpddiag.R 2018-07-22 11:19:26 UTC (rev 1015) +++ branches/robast-1.1/pkg/RobExtremes/R/gevgpddiag.R 2018-07-22 11:33:47 UTC (rev 1016) @@ -73,12 +73,16 @@ else param <- ParamFamParameter(main=utfe, nuisance=nuisance(z)) es.call <- z at estimate.call nm.call <- names(es.call) - PFam <- NULL - if("ParamFamily" %in% nm.call) - PFam <- eval(as.list(es.call)[["ParamFamily"]]) - if(is.null(PFam)) - stop("There is no object of class 'ProbFamily' in the call of 'z'") - PFam0 <- modifyModel(PFam, param) + if("pIC" %in% names(getSlots(class(z)))){ + PFam0 <- eval(z at pIC@CallL2Fam) + }else{ + PFam <- NULL + if("ParamFamily" %in% nm.call) + PFam <- eval(as.list(es.call)[["ParamFamily"]]) + if(is.null(PFam)) + stop("There is no object of class 'ProbFamily' in the call of 'z'") + PFam0 <- modifyModel(PFam, param) + } thresh <- if(GPD) fixed(param) else NULL x <- eval(es.call$x) n0 <- length(x) Modified: branches/robast-1.1/pkg/RobExtremes/R/internal-getpsi.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/internal-getpsi.R 2018-07-22 11:19:26 UTC (rev 1015) +++ branches/robast-1.1/pkg/RobExtremes/R/internal-getpsi.R 2018-07-22 11:33:47 UTC (rev 1016) @@ -52,6 +52,7 @@ IC <- generateIC(nb, L2Fam, res) + IC <- makeIC(IC,L2Fam) return(IC) } @@ -108,6 +109,7 @@ IC <- generateIC(nb, L2Fam, res) + IC <- makeIC(IC,L2Fam) return(IC) } Added: branches/robast-1.1/pkg/RobExtremes/R/makeIC.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/makeIC.R (rev 0) +++ branches/robast-1.1/pkg/RobExtremes/R/makeIC.R 2018-07-22 11:33:47 UTC (rev 1016) @@ -0,0 +1,20 @@ +..makeIC.qtl <- function (IC, L2Fam){ + mc <- match.call() + mcl <- as.list(mc)[-1] + mcl$IC <- IC + D1 <- L2Fam at distribution + D1 <- as(D1,"DistributionsIntegratingByQuantiles") + L2Fam at distribution <- D1 + L2Fam <- as(L2Fam, "L2ParamFamily") + mcl$L2Fam <- L2Fam + do.call("makeIC", mcl) + } +setMethod("makeIC", signature(IC = "IC", L2Fam = "GParetoFamily"), + ..makeIC.qtl) + +setMethod("makeIC", signature(IC = "IC", L2Fam = "GEVFamilyMuUnknown"), + ..makeIC.qtl) +setMethod("makeIC", signature(IC = "IC", L2Fam = "GEVFamily"), + ..makeIC.qtl) +setMethod("makeIC", signature(IC = "IC", L2Fam = "ParetoFamily"), + ..makeIC.qtl) Modified: branches/robast-1.1/pkg/RobExtremes/R/startEstGEV.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/startEstGEV.R 2018-07-22 11:19:26 UTC (rev 1015) +++ branches/robast-1.1/pkg/RobExtremes/R/startEstGEV.R 2018-07-22 11:33:47 UTC (rev 1016) @@ -1,8 +1,8 @@ -.getXiGrid <- function(){c(-0.48,-0.1,0,0.1,0.4,1,3,6)} +.getXiGrid <- function(){c(1, -0.48,0,3,-0.1,0.4 ,0.1,6)} .getBetaXiGEV <- function(x, mu, xiGrid = .getXiGrid(), withPos=TRUE, secLevel = 0.7, - .issueIntermediateParams = FALSE){ + .issueIntermediateParams = FALSE, withMDE = FALSE){ n <- length(x) epsn <- min(floor(secLevel*sqrt(n))+1,n) @@ -11,23 +11,28 @@ s0 <- max(x0)-min(x0) crit0 <- Inf - fu <- function(x,...) .getBetaXiGEV(x,mu,xiGrid = xiGrid,withPos=withPos) + fu <- function(x,...) .getBetaXiGEV(x,0,xiGrid = xiGrid,withPos=withPos) e0 <- NULL es <- c(NA,NA) ### first try (to ensure global consistency): PickandsEstimator try({mygev <- GEVFamily(loc=0,scale=1,shape=0.1, withPos=withPos, ..withWarningGEV=FALSE) - e1 <- PickandsEstimator(x,ParamFamily=mygev) + e1 <- PickandsEstimator(x0,ParamFamily=mygev) if(.issueIntermediateParams){ cat("Pickands:\n");print(e1) } e0 <- estimate(e1)}, silent=TRUE) + validi <- 0 + es0 <- c(NA,NA) if(!is.null(e0)) if(!is(e0,"try-error")){ + if(!withMDE) { + names(e0) <- c("scale","shape") + return(e0) + } mygev <- GEVFamily(loc=0,scale=e0[1],shape=e0[2], withPos=withPos, start0Est = fu, ..withWarningGEV=FALSE) mde0 <- try(MDEstimator(x0, mygev, distance=CvMDist, startPar=c("scale"=e0[1],"shape"=e0[2])),silent=TRUE) - es0 <- c(NA,NA) if(!is(mde0,"try-error")){ es <- estimate(mde0) crit1 <- criterion(mde0) @@ -35,12 +40,15 @@ cat("1st candidate:\n", round(es,6), " crit:", round(crit1,6), , " ") } if(quantile(1+es[2]*x0/es[1], epsn/n)>0){ + validi <- 1 mdeb <- mde0 crit0 <- crit1 es0 <- es if(.issueIntermediateParams){ cat("side condition '1+sc/sh (x-mu) >0' fulfilled;\n") } + names(es) <- c("scale","shape") + return(es) }else{ if(.issueIntermediateParams){ cat("side condition '1+sc/sh (x-mu) >0' violated;\n") @@ -50,13 +58,18 @@ } i <- 0 - for(xi in xiGrid){ + sd0 <- c(Inf,Inf) + esS <- matrix(NA,length(xiGrid)+validi,2) + if(validi>0) esS[1,] <- es0 + + while((i1e-3){ i <- i + 1 + xi <- xiGrid[i] funl <- function(sig){ mygev1 <- GEV(loc=0,scale=sig,shape=xi) CvMDist(x0,mygev1) } - intlo <- quantile(-xi*(x-mu),1-epsn/n) + intlo <- quantile(-xi*x0,1-epsn/n) intv <- c(max(1e-5,intlo), s0) sigCvMMD1 <- optimize(funl, interval=intv)$minimum mygev <- GEVFamily(loc=0,scale=sigCvMMD1,shape=xi, withPos=withPos, @@ -70,6 +83,9 @@ cat("candidate no",i+1, ":\n", round(es,6), " crit:", round(crit1,6), " ") } if(quantile(1+es[2]*x0/es[1], epsn/n)>0){ + validi <- validi+1 + esS[validi,] <- es + if(validi>2) sd0 <- apply(esS[1:validi,],2,sd) if(.issueIntermediateParams){ cat("side condition '1+sc/sh (x-mu) >0' fulfilled;\n") } @@ -85,6 +101,9 @@ es[1] <- intlo+1e-5 mygev2 <- GEV(loc=0,scale=es[1],shape=es[2]) crit1 <- CvMDist(x0,mygev2) + validi <- validi+1 + esS[validi,] <- es + if(validi>2) sd0 <- apply(esS[1:validi,],2,sd) if(.issueIntermediateParams){ cat("candidate no",i+1, "(b):\n", round(es,6), " crit:", round(crit1,6), " ") } @@ -100,11 +119,12 @@ } .getMuBetaXiGEV <- function(x, xiGrid = .getXiGrid(), withPos=TRUE, secLevel = 0.7, - .issueIntermediateParams = FALSE){ + .issueIntermediateParams = FALSE, withMDE = FALSE){ mu <- quantile(x,exp(-1)) es <- .getBetaXiGEV(x=x, mu=mu, xiGrid=xiGrid, withPos=withPos, secLevel = secLevel, - .issueIntermediateParams = .issueIntermediateParams) + .issueIntermediateParams = .issueIntermediateParams, + withMDE = withMDE) es0 <- c(mu,es) names(es0) <- c("loc","scale","shape") return(es0) Modified: branches/robast-1.1/pkg/RobExtremes/R/startEstGPD.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/startEstGPD.R 2018-07-22 11:19:26 UTC (rev 1015) +++ branches/robast-1.1/pkg/RobExtremes/R/startEstGPD.R 2018-07-22 11:33:47 UTC (rev 1016) @@ -1,5 +1,5 @@ .getBetaXiGPD <- function(x, mu, xiGrid = .getXiGrid(), withPos=TRUE, secLevel = 0.7, - .issueIntermediateParams = FALSE){ + .issueIntermediateParams = FALSE, withMDE = FALSE){ n <- length(x) epsn <- min(floor(secLevel*sqrt(n))+1,n) @@ -8,22 +8,27 @@ s0 <- max(x0)-min(x0) crit0 <- Inf - fu <- function(x,...) .getBetaXiGPD(x,mu,xiGrid = xiGrid,withPos=withPos) + fu <- function(x,...) .getBetaXiGPD(x,0,xiGrid = xiGrid,withPos=withPos) e0 <- NULL es <- c(NA,NA) ### first try (to ensure global consistency): PickandsEstimator try({mygpd <- GParetoFamily(loc=0,scale=1,shape=0.1, withPos=withPos) - e1 <- medkMADhybr(x,ParamFamily=mygpd, k=10) + e1 <- medkMADhybr(x0,ParamFamily=mygpd, k=10) if(.issueIntermediateParams){ cat("MedkMAD:\n");print(e1)} e0 <- estimate(e1)}, silent=TRUE) + validi <- 0 + es0 <- c(NA,NA) if(!is.null(e0)) if(!is(e0,"try-error")){ + if(!withMDE) { + names(e0) <- c("scale","shape") + return(e0) + } mygpd <- GParetoFamily(loc=0,scale=e0[1],shape=e0[2], withPos=withPos, start0Est = fu) mde0 <- try(MDEstimator(x0, mygpd, distance=CvMDist, startPar=c("scale"=es0[1],"shape"=es0[2])),silent=TRUE) - es0 <- c(NA,NA) if(!is(mde0,"try-error")){ es <- estimate(mde0) crit1 <- criterion(mde0) @@ -31,12 +36,15 @@ cat("1st candidate:\n", round(es,6), " crit:", round(crit1,6), , " ") } if(quantile(1+es[2]*x0/es[1], epsn/n)>0){ + validi <- 1 mdeb <- mde0 crit0 <- crit1 es0 <- es if(.issueIntermediateParams){ cat("side condition '1+sc/sh (x-mu) >0' fulfilled;\n") } + names(es) <- c("scale","shape") + return(es) }else{ if(.issueIntermediateParams){ cat("side condition '1+sc/sh (x-mu) >0' violated;\n") @@ -46,8 +54,13 @@ } i <- 0 - for(xi in xiGrid){ + sd0 <- c(Inf,Inf) + esS <- matrix(NA,length(xiGrid)+validi,2) + if(validi>0) esS[1,] <- es0 + + while((i1e-3){ i <- i + 1 + xi <- xiGrid[i] funl <- function(sig){ mygpd1 <- GPareto(loc=0,scale=sig,shape=xi) CvMDist(x0,mygpd1) @@ -66,6 +79,9 @@ cat("candidate no",i+1, ":\n", round(es,6), " crit:", round(crit1,6), " ") } if(quantile(1+es[2]*x0/es[1], epsn/n)>0){ + validi <- validi+1 + esS[validi,] <- es + if(validi>2) sd0 <- apply(esS[1:validi,],2,sd) if(.issueIntermediateParams){ cat("side condition '1+sc/sh (x-mu) >0' fulfilled;\n") } @@ -81,6 +97,9 @@ es[1] <- intlo+1e-5 mygpd2 <- GPareto(loc=0,scale=es[1],shape=es[2]) crit1 <- CvMDist(x0,mygpd2) + validi <- validi+1 + esS[validi,] <- es + if(validi>2) sd0 <- apply(esS[1:validi,],2,sd) if(.issueIntermediateParams){ cat("candidate no",i+1, "(b):\n", round(es,6), " crit:", round(crit1,6), " ") } Added: branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R (rev 0) +++ branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-07-22 11:33:47 UTC (rev 1016) @@ -0,0 +1,118 @@ +####################################################################### +# example of robust fits at real data not included in Rd due to timings +####################################################################### + +require(RobExtremes) +require(ismev) +data(portpirie) +data(rain) +detach(package:ismev) +raini <- rain[rain>10] +rainc <- c(raini,1000,10000) +portpiriei <- portpirie[,2] +portpiriec <- c(portpiriei,100) + +##-------------------------- +## GEV +##-------------------------- + +ppfiti <- ismev::gev.fit(portpiriei) +gev.diag(ppfiti) + ## +mlEi <- MLEstimator(portpiriei, GEVFamilyMuUnknown(withPos=FALSE)) +system.time(MBRi <- roptest(portpiriei, GEVFamilyMuUnknown(withPos=FALSE),risk=MBRRisk())) +mlEi +MBRi +estimate(mlEi) +estimate(MBRi) +gev.diag(mlEi) +gev.diag(MBRi) +gev.prof(mlEi, m = 10, 4.1, 5) +gev.profxi(mBRi, -0.3, 0.3) +plot(MBRi at pIC) + +## contaminated: +ppfitc <- ismev::gev.fit(portpiriec) +gev.diag(ppfitc) + ## +mlEc <- MLEstimator(portpiriec, GEVFamilyMuUnknown(withPos=FALSE)) +system.time(MBRc <- roptest(portpiriec, GEVFamilyMuUnknown(withPos=FALSE),risk=MBRRisk())) +mlEc +MBRc +estimate(mlEc) +estimate(MBRc) +estimate(mlEi) +estimate(MBRi) +gev.diag(mlEc) +gev.diag(MBRc) +gev.prof(mlEc, m = 10, 4.1, 5) +gev.profxi(mlEc, -0.3, 0.3) +qqplot(portpiriec,MBRc) +qqplot(portpiriec,MBRc,ylim=c(3.5,5)) +returnlevelplot(portpiriec,MBRc) +returnlevelplot(portpiriec,MBRc,ylim=c(3.5,5)) + +plot(MBRc at pIC) + +##-------------------------- +## GPD +##-------------------------- + +rnfiti <- ismev::gpd.fit(rain,10) +gpd.diag(rnfiti) + ## +mlE2i <- MLEstimator(raini, GParetoFamily(loc=10)) +gpd.diag(mlE2i) +system.time(MBR2i <- roptest(raini, GParetoFamily(loc=10),risk=MBRRisk())) +mlE2i +MBR2i +estimate(mlE2i) +estimate(MBR2i) +plot(MBR2i at pIC) +gpd.diag(mlE2i) +gpd.diag(MBR2i) +gpd.prof(mlE2i, m = 10, 55, 77) +gpd.profxi(MBR2i, -0.02, 0.02) +GP <- GParetoFamily(scale=rnfiti$mle[1],shape=rnfiti$mle[2],loc=10) +returnlevelplot(rain, GP, MaxOrPOT="POT", xlim=c(1e-1,1e3)) + +## contaminated: + +rnfitc <- ismev::gpd.fit(c(rain,1000,10000),10) +gpd.diag(rnfitc) + ## +mlE2c <- MLEstimator(rainc, GParetoFamily(loc=10)) +gpd.diag(mlE2c) +system.time(MBR2c <- roptest(rainc, GParetoFamily(loc=10),risk=MBRRisk())) +mlE2c +MBR2c +estimate(mlE2c) +estimate(MBR2c) +estimate(mlE2i) +estimate(MBR2i) +gpd.diag(mlE2c) +gpd.diag(MBR2c) +gpd.prof(mlE2c, m = 10, 55, 77) +gpd.profxi(mlE2c, -0.02, 0.02) +plot(MBR2c at pIC) +## to be fixed +qqplot(rainc,MBR2c) +qqplot(rainc,MBR2c,ylim=c(5,100)) +qqplot(rainc,MBR2c,xlim=c(5,100),ylim=c(5,100),log="xy") +## to be fixed +returnlevelplot(raini,MBR2i,MaxOrPot="POT",threshold=0) +returnlevelplot(rainc,MBR2c,MaxOrPot="POT",threshold=0) +returnlevelplot(rainc,MBR2c,ylim=c(10,100),MaxOrPot="POT",threshold=0) +# +L2F <- eval(MBR2c at pIC@CallL2Fam) +dI2c <- L2F at distribution +#loc(dI2c) <- 0 +qqplot(rainc,dI2c) +rainc.10 <- rainc-10 +qqplot(rainc.10,dI2c-10) +## to be fixed +returnlevelplot(rainc.10,dI2c-10,MaxOrPot="POT",threshold=0) +dI2i <- distribution(eval(MBR2i at pIC@CallL2Fam)) +loc(dI2i) <- 0 +qqplot(portpiriei-10,dI2i) +qqplot(portpiriec,MBR2c) Modified: branches/robast-1.1/pkg/RobExtremes/man/GEVFamily.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/GEVFamily.Rd 2018-07-22 11:19:26 UTC (rev 1015) +++ branches/robast-1.1/pkg/RobExtremes/man/GEVFamily.Rd 2018-07-22 11:33:47 UTC (rev 1016) @@ -10,7 +10,7 @@ GEVFamily(loc = 0, scale = 1, shape = 0.5, of.interest = c("scale", "shape"), p = NULL, N = NULL, trafo = NULL, start0Est = NULL, withPos = TRUE, secLevel = 0.7, withCentL2 = FALSE, withL2derivDistr = FALSE, - ..ignoreTrafo = FALSE, ..withWarningGEV = TRUE) + withMDE = FALSE, ..ignoreTrafo = FALSE, ..withWarningGEV = TRUE) } \arguments{ \item{loc}{ real: known/fixed threshold/location parameter } @@ -35,7 +35,10 @@ the E()? Defaults to \code{FALSE}, but higher accuracy can be achieved when set to \code{TRUE}.} \item{withL2derivDistr}{logical: shall the distribution of the L2 derivative - be computed? Defaults to \code{FALSE} (to speeds up computations).} + be computed? Defaults to \code{FALSE} (to speed up computations).} + \item{withMDE}{logical: should Minimum Distance Estimators be used to + find a good starting value for the parameter search? + Defaults to \code{FALSE} (to speed up computations).} \item{..ignoreTrafo}{logical: only used internally in \code{kStepEstimator}; do not change this.} \item{..withWarningGEV}{logical: shall warnings be issued if shape is large?} } Modified: branches/robast-1.1/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd 2018-07-22 11:19:26 UTC (rev 1015) +++ branches/robast-1.1/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd 2018-07-22 11:33:47 UTC (rev 1016) @@ -10,7 +10,7 @@ GEVFamilyMuUnknown(loc = 0, scale = 1, shape = 0.5, of.interest = c("loc", "scale", "shape"), p = NULL, N = NULL, trafo = NULL, start0Est = NULL, withPos = TRUE, secLevel = 0.7, - withCentL2 = FALSE, withL2derivDistr = FALSE, + withCentL2 = FALSE, withL2derivDistr = FALSE, withMDE = FALSE, ..ignoreTrafo = FALSE, ..withWarningGEV = TRUE, ..name = "") } \arguments{ @@ -36,7 +36,10 @@ the E()? Defaults to \code{FALSE}, but higher accuracy can be achieved when set to \code{TRUE}.} \item{withL2derivDistr}{logical: shall the distribution of the L2 derivative - be computed? Defaults to \code{FALSE} (to speeds up computations).} + be computed? Defaults to \code{FALSE} (to speed up computations).} + \item{withMDE}{logical: should Minimum Distance Estimators be used to + find a good starting value for the parameter search? + Defaults to \code{FALSE} (to speed up computations).} \item{..ignoreTrafo}{logical: only used internally in \code{kStepEstimator}; do not change this.} \item{..withWarningGEV}{logical: shall warnings be issued if shape is large?} \item{..name}{character: optional alternative name for the parametric family; Modified: branches/robast-1.1/pkg/RobExtremes/man/GParetoFamily.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/GParetoFamily.Rd 2018-07-22 11:19:26 UTC (rev 1015) +++ branches/robast-1.1/pkg/RobExtremes/man/GParetoFamily.Rd 2018-07-22 11:33:47 UTC (rev 1016) @@ -10,7 +10,7 @@ GParetoFamily(loc = 0, scale = 1, shape = 0.5, of.interest = c("scale", "shape"), p = NULL, N = NULL, trafo = NULL, start0Est = NULL, withPos = TRUE, secLevel = 0.7, withCentL2 = FALSE, withL2derivDistr = FALSE, - ..ignoreTrafo = FALSE) + withMDE = FALSE, ..ignoreTrafo = FALSE) } \arguments{ \item{loc}{ real: known/fixed threshold/location parameter } @@ -35,7 +35,10 @@ the E()? Defaults to \code{FALSE}, but higher accuracy can be achieved when set to \code{TRUE}.} \item{withL2derivDistr}{logical: shall the distribution of the L2 derivative - be computed? Defaults to \code{FALSE} (to speeds up computations).} + be computed? Defaults to \code{FALSE} (to speed up computations).} + \item{withMDE}{logical: should Minimum Distance Estimators be used to + find a good starting value for the parameter search? + Defaults to \code{FALSE} (to speed up computations).} \item{..ignoreTrafo}{logical: only used internally in \code{kStepEstimator}; do not change this.} } \details{ Added: branches/robast-1.1/pkg/RobExtremes/man/checkmakeIC-methods.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/checkmakeIC-methods.Rd (rev 0) +++ branches/robast-1.1/pkg/RobExtremes/man/checkmakeIC-methods.Rd 2018-07-22 11:33:47 UTC (rev 1016) @@ -0,0 +1,58 @@ +\name{checkmakeIC-methods} +\docType{methods} +\alias{checkIC,IC,ParetoFamily-method} +\alias{checkIC,IC,GParetoFamily-method} +\alias{checkIC,IC,GEVFamily-method} +\alias{checkIC,IC,GEVFamilyMuUnknown-method} +\alias{makeIC,IC,ParetoFamily-method} +\alias{makeIC,IC,GParetoFamily-method} +\alias{makeIC,IC,GEVFamily-method} +\alias{makeIC,IC,GEVFamilyMuUnknown-method} + +\title{Methods for Functions checkIC and makeIC in Package `RobExtremes' } + +\description{\code{checkIC} checks accuracy of the centering +and Fisher consistency condition of an IC, \code{makeIC}, +by centering and restandardizing warrants these conditions.} + +\section{Methods}{\describe{ +\item{checkIC}{\code{signature(IC="IC", L2Fam = "ParetoFamily")}: + To enhance accuracy, the method for \code{"ParetoFamily"} uses + integration via the quantile transform, i.e., \eqn{E[h(X)]} + for a random variable \eqn{X\sim F}{X~F} with quantil function \eqn{q} + is computed as \eqn{\int_0^1 h(q(s))\,ds}{integral(from=0, to=1, integrand=h(q(s)))} +} +\item{checkIC}{\code{signature(IC="IC", L2Fam = "GParetoFamily")}: + As for \code{"ParetoFamily"}, to enhance accuracy, + the method for \code{"GParetoFamily"} uses + integration via the quantile transform.} +\item{checkIC}{\code{signature(IC="IC", L2Fam = "GEVFamily")}: + As for \code{"ParetoFamily"}, to enhance accuracy, + the method for \code{"GEVFamily"} uses + integration via the quantile transform.} +\item{checkIC}{\code{signature(IC="IC", L2Fam = "GEVFamilyMuUnknown")}: + As for \code{"ParetoFamily"}, to enhance accuracy, + the method for \code{"GEVFamilyMuUnknown"} uses + integration via the quantile transform.} +\item{makeIC}{\code{signature(IC="IC", L2Fam = "ParetoFamily")}: + As with \code{"checkIC"}, to enhance accuracy, + the method for \code{"makeIC"} for \code{"ParetoFamily"} uses + integration via the quantile transform.} +\item{makeIC}{\code{signature(IC="IC", L2Fam = "GParetoFamily")}: + As for \code{"ParetoFamily"}, to enhance accuracy, + the method for \code{"GParetoFamily"} uses + integration via the quantile transform.} +\item{makeIC}{\code{signature(IC="IC", L2Fam = "GEVFamily")}: + As for \code{"ParetoFamily"}, to enhance accuracy, + the method for \code{"GEVFamily"} uses + integration via the quantile transform.} +\item{makeIC}{\code{signature(IC="IC", L2Fam = "GEVFamilyMuUnknown")}: + As for \code{"ParetoFamily"}, to enhance accuracy, + the method for \code{"GEVFamilyMuUnknown"} uses + integration via the quantile transform.} +}} + +\author{Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}} +\seealso{\code{\link[RobAStBase]{checkIC}},\code{\link[RobAStBase:makeIC-methods]{makeIC}}} +\concept{influence curve} +\keyword{robust} Modified: branches/robast-1.1/pkg/RobExtremes/man/getStartIC-methods.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/getStartIC-methods.Rd 2018-07-22 11:19:26 UTC (rev 1015) +++ branches/robast-1.1/pkg/RobExtremes/man/getStartIC-methods.Rd 2018-07-22 11:33:47 UTC (rev 1016) @@ -29,7 +29,9 @@ \item{getStartIC}{\code{signature(model = "ParetoFamily", risk = "interpolRisk")}: computes the optimally robust influence function by interpolation on a grid (using internal helper function \code{.getPsi.P}).} -}} +} +All of these methods recenter and restandardize the obtained ICs to +warrant centeredness and Fisher consistency.} \value{ An IC of type \code{HampIC}. } Modified: branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd 2018-07-22 11:19:26 UTC (rev 1015) +++ branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd 2018-07-22 11:33:47 UTC (rev 1016) @@ -120,14 +120,11 @@ ppfit <- ismev::gev.fit(portpirie[,2]) gev.diag(ppfit) ## - ## not tested on CRAN because it takes some time... - \donttest{ - mlE <- MLEstimator(portpirie[,2], GEVFamilyMuUnknown(withPos=FALSE)) - gev.diag(mlE) + mlE <- MLEstimator(portpirie[,2], GEVFamilyMuUnknown(withPos=FALSE)) + gev.diag(mlE) - gev.prof(mlE, m = 10, 4.1, 5) - gev.profxi(mlE, -0.3, 0.3) - } + gev.prof(mlE, m = 10, 4.1, 5) + gev.profxi(mlE, -0.3, 0.3) [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1016 From noreply at r-forge.r-project.org Sun Jul 22 13:38:43 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 22 Jul 2018 13:38:43 +0200 (CEST) Subject: [Robast-commits] r1017 - branches/robast-1.1/pkg/RobExtremes/inst Message-ID: <20180722113843.94DE9180EC9@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-22 13:38:43 +0200 (Sun, 22 Jul 2018) New Revision: 1017 Modified: branches/robast-1.1/pkg/RobExtremes/inst/NEWS Log: [RobExtremes] branch 1.1 updated NEWS Modified: branches/robast-1.1/pkg/RobExtremes/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/NEWS 2018-07-22 11:33:47 UTC (rev 1016) +++ branches/robast-1.1/pkg/RobExtremes/inst/NEWS 2018-07-22 11:38:43 UTC (rev 1017) @@ -12,13 +12,17 @@ ####################################### user-visible CHANGES: -+ revised DESCRIPTION and staring help page ++ revised DESCRIPTION and staring help page + full robustness support now for ParetoFamily + moved "actuar" from require to imports in DESCRIPTION + NAMESPACE: export some formerly internal S4 classes + accessors and replacers for locscaleshapename; specify from which package (actuar,evd) to take gumbel p,d,q,r + smaller grid of xi values as starting values for GPD and GEVD for speed reasons + new accessor method scale for Pareto distribution ++ new checkIC and makeIC methods for GEV[U], GPD, and Pareto ++ new script RobFitsAtRealData ++ GEVFamily, GParetoFamily and GEVFamilyMuUnknown gain argument withMDE (by default TRUE) which controls usage of MDEs at finding startPars ++ gev/gpddiag and friends (i.e. interface to ismev methods) now apply to return values of roptest minor changes: + new Rd files for now exported (formerly internal) intermediate classes @@ -37,6 +41,11 @@ under the hood: + prepared everything for first release on CRAN ++ due to speed gains moved back diagnostic plot examples out of \donttest ++ added MakeIC calls in getStartIC to enhance accuracy ++ in order to avoid time-costly double calls to MakeIC, the respective modifyIC-slots gain attribute "hasMakeICin.modifyIC" once MakeIC is in the slot ++ added different route to get hand on L2Fam in gevgpddiag.R to make it applicable to return values of roptest ++ speeded up startEstGEV and startEstGPD + ParetoFamily now has interpolRisks + ParetoFamily distribution now has speed up for Sn + updated/prepared plotOutlyingness.R From noreply at r-forge.r-project.org Sun Jul 22 13:41:28 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 22 Jul 2018 13:41:28 +0200 (CEST) Subject: [Robast-commits] r1018 - branches/robast-1.1/pkg/RobAStBase/inst Message-ID: <20180722114128.54657180EC9@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-22 13:41:27 +0200 (Sun, 22 Jul 2018) New Revision: 1018 Modified: branches/robast-1.1/pkg/RobAStBase/inst/NEWS Log: [RobAStBase] branch 1.1 NEWS updated Modified: branches/robast-1.1/pkg/RobAStBase/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2018-07-22 11:38:43 UTC (rev 1017) +++ branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2018-07-22 11:41:27 UTC (rev 1018) @@ -17,6 +17,11 @@ + plot methods now return an S3 object of class \code{c("plotInfo","DiagnInfo")}, i.e., a list containing the information needed to produce the respective plot, which at a later stage could be used by different graphic engines (like, e.g. \code{ggplot}) to produce the plot in a different framework. A more detailed description will follow in a subsequent version. ++ new methods for returnlevelplot for RobModel, InfRobModel, kStepEstimate (as qqplot) ++ unified return values for qqplot + +bug fix: ++ slot modifyIC was set to a wrong value in makeIC / former (potential) move was overridden under the hood: + wherever possible also use q.l internally instead of q to From noreply at r-forge.r-project.org Sun Jul 22 18:43:20 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 22 Jul 2018 18:43:20 +0200 (CEST) Subject: [Robast-commits] r1019 - in branches/robast-1.1/pkg/RobAStBase: R inst man Message-ID: <20180722164320.ED0DF181204@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-22 18:43:20 +0200 (Sun, 22 Jul 2018) New Revision: 1019 Modified: branches/robast-1.1/pkg/RobAStBase/R/kStepEstimator.R branches/robast-1.1/pkg/RobAStBase/R/oneStepEstimator.R branches/robast-1.1/pkg/RobAStBase/R/optIC.R branches/robast-1.1/pkg/RobAStBase/inst/NEWS branches/robast-1.1/pkg/RobAStBase/man/kStepEstimator.Rd branches/robast-1.1/pkg/RobAStBase/man/oneStepEstimator.Rd branches/robast-1.1/pkg/RobAStBase/man/optIC.Rd Log: [RobAStBase] branch 1.1 + oneStepEstimator and kStepEstimator gain an argument withMakeIC + optIC gains an argument withMakeIC Modified: branches/robast-1.1/pkg/RobAStBase/R/kStepEstimator.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/kStepEstimator.R 2018-07-22 11:41:27 UTC (rev 1018) +++ branches/robast-1.1/pkg/RobAStBase/R/kStepEstimator.R 2018-07-22 16:43:20 UTC (rev 1019) @@ -12,7 +12,8 @@ withICList = getRobAStBaseOption("withICList"), withPICList = getRobAStBaseOption("withPICList"), na.rm = TRUE, startArgList = NULL, ..., - withLogScale = TRUE, withEvalAsVar = TRUE){ + withLogScale = TRUE, withEvalAsVar = TRUE, + withMakeIC = FALSE){ if(missing(IC.UpdateInKer)) IC.UpdateInKer <- NULL ## save call @@ -235,6 +236,11 @@ if(i>1){ IC <- upd$IC L2Fam <- upd$L2Fam + modif.old <- modifyIC(IC) + if((i==steps)&&withMakeIC){ + IC <- makeIC(IC,L2Fam) + IC at modifyIC <- modif.old + } Param <- upd$Param tf <- trafo(L2Fam, Param) withPre <- FALSE Modified: branches/robast-1.1/pkg/RobAStBase/R/oneStepEstimator.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/oneStepEstimator.R 2018-07-22 11:41:27 UTC (rev 1018) +++ branches/robast-1.1/pkg/RobAStBase/R/oneStepEstimator.R 2018-07-22 16:43:20 UTC (rev 1019) @@ -6,7 +6,7 @@ useLast = getRobAStBaseOption("kStepUseLast"), withUpdateInKer = getRobAStBaseOption("withUpdateInKer"), IC.UpdateInKer = getRobAStBaseOption("IC.UpdateInKer"), - na.rm = TRUE, startArgList = NULL, ...){ + na.rm = TRUE, startArgList = NULL, withMakeIC = FALSE, ...){ es.call <- match.call() es.call[[1]] <- as.name("oneStepEstimator") @@ -17,7 +17,7 @@ erg <- kStepEstimator(x = x, IC = IC, start = start, steps = 1L, useLast = useLast, withUpdateInKer = withUpdateInKer, IC.UpdateInKer = IC.UpdateInKer, na.rm = na.rm, - startArgList = startArgList, ...) + startArgList = startArgList, withMakeIC = withMakeIC, ...) Infos(erg) <- gsub("kStep","oneStep", Infos(erg)) erg at estimate.call <- es.call return(erg) Modified: branches/robast-1.1/pkg/RobAStBase/R/optIC.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/optIC.R 2018-07-22 11:41:27 UTC (rev 1018) +++ branches/robast-1.1/pkg/RobAStBase/R/optIC.R 2018-07-22 16:43:20 UTC (rev 1019) @@ -2,19 +2,21 @@ ## Classical optimal IC (optimal in sense of the Cramer-Rao bound) ############################################################################### setMethod("optIC", signature(model = "L2ParamFamily", risk = "asCov"), - function(model, risk){ + function(model, risk, withMakeIC = FALSE){ Curve <- as((trafo(model at param) %*% solve(model at FisherInfo)) %*% model at L2deriv, "EuclRandVariable") asCov <- trafo(model at param) %*% solve(model at FisherInfo) %*% t(trafo(model at param)) modifyIC <- function(L2Fam, IC){ optIC(L2Fam, asCov()) } L2call <- model at fam.call L2call$trafo <- trafo(model) - return(IC( + IC.o <- IC( name = paste("Classical optimal influence curve for", model at name), CallL2Fam = L2call, Curve = EuclRandVarList(Curve), modifyIC = modifyIC, Risks = list(asCov = asCov, trAsCov = sum(diag(asCov))), Infos = matrix(c("optIC", "optimal IC in sense of Cramer-Rao bound"), - ncol = 2, dimnames = list(character(0), c("method", "message"))))) + ncol = 2, dimnames = list(character(0), c("method", "message")))) + if(withMakeIC) IC.o <- makeIC(IC.o,model) + return(IC.o) }) Modified: branches/robast-1.1/pkg/RobAStBase/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2018-07-22 11:41:27 UTC (rev 1018) +++ branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2018-07-22 16:43:20 UTC (rev 1019) @@ -19,7 +19,9 @@ \code{ggplot}) to produce the plot in a different framework. A more detailed description will follow in a subsequent version. + new methods for returnlevelplot for RobModel, InfRobModel, kStepEstimate (as qqplot) + unified return values for qqplot - ++ oneStepEstimator and kStepEstimator gain an argument withMakeIC ++ optIC gains an argument withMakeIC + bug fix: + slot modifyIC was set to a wrong value in makeIC / former (potential) move was overridden Modified: branches/robast-1.1/pkg/RobAStBase/man/kStepEstimator.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/kStepEstimator.Rd 2018-07-22 11:41:27 UTC (rev 1018) +++ branches/robast-1.1/pkg/RobAStBase/man/kStepEstimator.Rd 2018-07-22 16:43:20 UTC (rev 1019) @@ -13,7 +13,8 @@ withICList = getRobAStBaseOption("withICList"), withPICList = getRobAStBaseOption("withPICList"), na.rm = TRUE, startArgList = NULL, ..., - withLogScale = TRUE, withEvalAsVar = TRUE) + withLogScale = TRUE, withEvalAsVar = TRUE, + withMakeIC = FALSE) } \arguments{ \item{x}{ sample } @@ -47,6 +48,8 @@ backtransformed afterwards (default). This avoids crossing 0. } \item{withEvalAsVar}{logical; if \code{TRUE} (default), tells R to evaluate the asymptotic variance or just to produces a call to do so.} + \item{withMakeIC}{logical; if \code{TRUE} the [p]IC is passed through + \code{makeIC} before return.} } \details{ Given an initial estimation \code{start}, a sample \code{x} Modified: branches/robast-1.1/pkg/RobAStBase/man/oneStepEstimator.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/oneStepEstimator.Rd 2018-07-22 11:41:27 UTC (rev 1018) +++ branches/robast-1.1/pkg/RobAStBase/man/oneStepEstimator.Rd 2018-07-22 16:43:20 UTC (rev 1019) @@ -10,7 +10,7 @@ useLast = getRobAStBaseOption("kStepUseLast"), withUpdateInKer = getRobAStBaseOption("withUpdateInKer"), IC.UpdateInKer = getRobAStBaseOption("IC.UpdateInKer"), - na.rm = TRUE, startArgList = NULL, ...) + na.rm = TRUE, startArgList = NULL, withMakeIC = FALSE, ...) } \arguments{ \item{x}{ sample } @@ -35,6 +35,8 @@ the sample \code{x}, and the model \code{eval(CallL2Fam(IC))}; in case \code{IC} is not of class \code{IC}, the model argument \code{L2Fam} will be set to \code{NULL}.} + \item{withMakeIC}{logical; if \code{TRUE} the [p]IC is passed through + \code{makeIC} before return.} \item{...}{ additional arguments } } \details{ Modified: branches/robast-1.1/pkg/RobAStBase/man/optIC.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/optIC.Rd 2018-07-22 11:41:27 UTC (rev 1018) +++ branches/robast-1.1/pkg/RobAStBase/man/optIC.Rd 2018-07-22 16:43:20 UTC (rev 1019) @@ -10,12 +10,14 @@ \usage{ optIC(model, risk, ...) -\S4method{optIC}{L2ParamFamily,asCov}(model, risk) +\S4method{optIC}{L2ParamFamily,asCov}(model, risk, withMakeIC = FALSE) } \arguments{ \item{model}{ probability model. } \item{risk}{ object of class \code{"RiskType"}. } \item{\dots}{ additional parameters. } + \item{withMakeIC}{logical; if \code{TRUE} the [p]IC is passed through + \code{makeIC} before return.} } \details{ The classical optimal IC which ist optimal in sense of the Cramer-Rao bound From noreply at r-forge.r-project.org Sun Jul 22 18:48:54 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 22 Jul 2018 18:48:54 +0200 (CEST) Subject: [Robast-commits] r1020 - in branches/robast-1.1/pkg/ROptEst: R man Message-ID: <20180722164854.1D958186B95@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-22 18:48:53 +0200 (Sun, 22 Jul 2018) New Revision: 1020 Modified: branches/robast-1.1/pkg/ROptEst/R/cniperCont.R branches/robast-1.1/pkg/ROptEst/R/getStartIC.R branches/robast-1.1/pkg/ROptEst/R/internal.roptest.R branches/robast-1.1/pkg/ROptEst/R/optIC.R branches/robast-1.1/pkg/ROptEst/R/plotWrapper.R branches/robast-1.1/pkg/ROptEst/R/roptest.new.R branches/robast-1.1/pkg/ROptEst/man/cniperCont.Rd branches/robast-1.1/pkg/ROptEst/man/getStartIC-methods.Rd branches/robast-1.1/pkg/ROptEst/man/inputGenerator.Rd branches/robast-1.1/pkg/ROptEst/man/optIC.Rd Log: [ROptEst] branch 1.1 + optIC gains argument withMakeIC + roptest gains argument withMakeIC + getStartIC-methods gain argument withMakeIC + cniperPointPlot gains argument withMakeIC + genkStepCtrl gains argument withMakeIC Modified: branches/robast-1.1/pkg/ROptEst/R/cniperCont.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/cniperCont.R 2018-07-22 16:43:20 UTC (rev 1019) +++ branches/robast-1.1/pkg/ROptEst/R/cniperCont.R 2018-07-22 16:48:53 UTC (rev 1020) @@ -427,7 +427,7 @@ lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, which.lbs = NULL, which.nonlbs = NULL, which.Order = NULL, attr.pre = FALSE, return.Order = FALSE, - withSubst = TRUE){ + withSubst = TRUE, withMakeIC = FALSE){ args0 <- list(L2Fam = L2Fam, data=data, neighbor = if(missing(neighbor)) NULL else neighbor, @@ -451,7 +451,8 @@ alpha.trsp = alpha.trsp, which.lbs = which.lbs, which.Order = which.Order, which.nonlbs = which.nonlbs, attr.pre = attr.pre, - return.Order = return.Order, withSubst = withSubst) + return.Order = return.Order, withSubst = withSubst, + withMakeIC = withMakeIC) mc0 <- match.call(#call = sys.call(sys.parent(1)), expand.dots = FALSE) @@ -483,9 +484,9 @@ robMod <- InfRobModel(center = L2Fam, neighbor = neighbor) - mcl$IC1 <- optIC(model = L2Fam, risk = asCov()) + mcl$IC1 <- optIC(model = L2Fam, risk = asCov(), withMakeIC = withMakeIC) mcl$IC2 <- if(is(risk,"interpolRisk")){ - getStartIC(model=L2Fam, risk = risk) + getStartIC(model=L2Fam, risk = risk, withMakeIC = withMakeIC) }else optIC(model = robMod, risk = risk) mcl$L2Fam <- NULL if(is.null(dots$ylab)) Modified: branches/robast-1.1/pkg/ROptEst/R/getStartIC.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/getStartIC.R 2018-07-22 16:43:20 UTC (rev 1019) +++ branches/robast-1.1/pkg/ROptEst/R/getStartIC.R 2018-07-22 16:48:53 UTC (rev 1020) @@ -2,7 +2,8 @@ function(model, risk, ...) stop("not yet implemented")) setMethod("getStartIC",signature(model = "L2ParamFamily", risk = "asGRisk"), - function(model, risk, ..., withEvalAsVar = TRUE, ..debug=FALSE){ + function(model, risk, ..., withEvalAsVar = TRUE, withMakeIC = FALSE, + ..debug=FALSE){ mc <- match.call(expand.dots=FALSE, call = sys.call(sys.parent(1))) dots <- as.list(mc$"...") if("fsCor" %in% names(dots)){ @@ -32,6 +33,7 @@ dots.optic$model <- NULL dots.optic$risk <- NULL dots.optic$.withEvalAsVar <- withEvalAsVar + dots.optic$withMakeIC <- withMakeIC if(is.null(eps[["e"]])){ dots.rmx$loRad <- eps$sqn * eps$lower @@ -59,15 +61,15 @@ }) setMethod("getStartIC",signature(model = "L2ParamFamily", risk = "asCov"), - function(model, risk, ..., ..debug=FALSE){ - return(optIC(model, risk)) + function(model, risk, ..., withMakeIC = FALSE, ..debug=FALSE){ + return(optIC(model, risk, withMakeIC = withMakeIC)) }) setMethod("getStartIC",signature(model = "L2ParamFamily", risk = "trAsCov"), getMethod("getStartIC", signature(model = "L2ParamFamily", risk = "asCov")) ) setMethod("getStartIC",signature(model = "L2ParamFamily", risk = "asBias"), - function(model, risk, ..., ..debug=FALSE){ + function(model, risk, ..., withMakeIC = FALSE, ..debug=FALSE){ mc <- match.call(expand.dots=FALSE, call = sys.call(sys.parent(1))) dots <- as.list(mc$"...") if("neighbor" %in% names(dots)){ @@ -76,7 +78,7 @@ }else neighbor <- ContNeighborhood() infMod <- InfRobModel(center = model, neighbor = neighbor) - return(optIC(infMod, risk)) + return(optIC(infMod, risk, withMakeIC = withMakeIC)) }) Modified: branches/robast-1.1/pkg/ROptEst/R/internal.roptest.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/internal.roptest.R 2018-07-22 16:43:20 UTC (rev 1019) +++ branches/robast-1.1/pkg/ROptEst/R/internal.roptest.R 2018-07-22 16:48:53 UTC (rev 1020) @@ -215,7 +215,7 @@ withICList = getRobAStBaseOption("withICList"), withPICList = getRobAStBaseOption("withPICList"), scalename = "scale", withLogScale = TRUE, - withEvalAsVar = NULL){ + withEvalAsVar = NULL, withMakeIC = FALSE){ es.call <- match.call() es.list <- as.list(es.call[-1]) es.list <- .fix.in.defaults(es.list,genkStepCtrl) Modified: branches/robast-1.1/pkg/ROptEst/R/optIC.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/optIC.R 2018-07-22 16:43:20 UTC (rev 1019) +++ branches/robast-1.1/pkg/ROptEst/R/optIC.R 2018-07-22 16:48:53 UTC (rev 1020) @@ -6,7 +6,7 @@ lower = 1e-4, OptOrIter = "iterate", maxiter = 50, tol = .Machine$double.eps^0.4, warn = TRUE, noLow = FALSE, verbose = NULL, ..., - .withEvalAsVar = TRUE, returnNAifProblem = FALSE){ + .withEvalAsVar = TRUE, withMakeIC = FALSE, returnNAifProblem = FALSE){ if(missing(verbose)|| is.null(verbose)) verbose <- getRobAStBaseOption("all.verbose") L2derivDim <- numberOfMaps(model at center@L2deriv) @@ -71,6 +71,7 @@ } } #IC.o <- moveICBackFromRefParam(IC.o,L2Fam) + if(withMakeIC) IC.o <- makeIC(IC.o, model) return(IC.o) }) @@ -80,13 +81,13 @@ ############################################################################### setMethod("optIC", signature(model = "InfRobModel", risk = "asUnOvShoot"), function(model, risk, upper = 1e4, lower = 1e-4, maxiter = 50, - tol = .Machine$double.eps^0.4, warn = TRUE, verbose = NULL){ + tol = .Machine$double.eps^0.4, withMakeIC = FALSE, warn = TRUE, verbose = NULL){ L2derivDistr <- model at center@L2derivDistr[[1]] ow <- options("warn") on.exit(options(ow)) if((length(model at center@L2derivDistr) == 1) & is(L2derivDistr, "UnivariateDistribution")){ if(identical(all.equal(model at neighbor@radius, 0), TRUE)){ - return(optIC(model at center, risk = asCov())) + return(optIC(model at center, risk = asCov(), withMakeIC = withMakeIC)) }else{ options(warn = -1) res <- getInfRobIC(L2deriv = L2derivDistr, @@ -102,7 +103,9 @@ res <- c(res, modifyIC = getModifyIC(L2FamIC = model at center, neighbor = model at neighbor, risk = risk, verbose = verbose)) - return(generateIC(TotalVarNeighborhood(radius = model at neighbor@radius), model at center, res)) + IC.o <- generateIC(TotalVarNeighborhood(radius = model at neighbor@radius), model at center, res) + if(withMakeIC) IC.o <- makeIC(IC.o, model) + return(IC.o) } }else{ stop("restricted to 1-dimensional parameteric models") @@ -115,7 +118,7 @@ ############################################################################### setMethod("optIC", signature(model = "FixRobModel", risk = "fiUnOvShoot"), function(model, risk, sampleSize, upper = 1e4, lower = 1e-4, maxiter = 50, - tol = .Machine$double.eps^0.4, warn = TRUE, Algo = "A", + tol = .Machine$double.eps^0.4, withMakeIC = FALSE, warn = TRUE, Algo = "A", cont = "left", verbose = NULL){ if(missing(verbose)|| is.null(verbose)) verbose <- getRobAStBaseOption("all.verbose") @@ -137,7 +140,9 @@ res <- c(res, modifyIC = getModifyIC(L2FamIC = model at center, neighbor = model at neighbor, risk = risk, verbose = verbose)) - return(generateIC(TotalVarNeighborhood(radius = model at neighbor@radius), model at center, res)) + IC.o <- generateIC(TotalVarNeighborhood(radius = model at neighbor@radius), model at center, res) + if(withMakeIC) IC.o <- makeIC(IC.o, model) + return(IC.o) }else{ stop("restricted to 1-dimensional parametric models") } Modified: branches/robast-1.1/pkg/ROptEst/R/plotWrapper.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/plotWrapper.R 2018-07-22 16:43:20 UTC (rev 1019) +++ branches/robast-1.1/pkg/ROptEst/R/plotWrapper.R 2018-07-22 16:48:53 UTC (rev 1020) @@ -111,6 +111,7 @@ ,ylab=substitute("Asymptotic Risk difference (classic - robust)") ,bty = substitute("o") ,withSubst = TRUE + ,withMakeIC = FALSE ), scaleList) # print(argsList) ##parameter for plotting Modified: branches/robast-1.1/pkg/ROptEst/R/roptest.new.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/roptest.new.R 2018-07-22 16:43:20 UTC (rev 1019) +++ branches/robast-1.1/pkg/ROptEst/R/roptest.new.R 2018-07-22 16:48:53 UTC (rev 1020) @@ -88,7 +88,7 @@ na.rm = TRUE, initial.est.ArgList, ..., withLogScale = TRUE,..withCheck=FALSE, withTimings = FALSE, withMDE = NULL, - withEvalAsVar = NULL){ + withEvalAsVar = NULL, withMakeIC = FALSE){ mc <- match.call(expand.dots=FALSE) dots <- mc[["..."]] scalename <- dots[["scalename"]] @@ -115,6 +115,7 @@ kStepCtrl[["scalename"]] <- if(!is.null(scalename)) scalename else "scale" kStepCtrl[["withLogScale"]] <- if(!missing(withLogScale)) withLogScale else TRUE kStepCtrl[["withEvalAsVar"]] <- if(!missing(withEvalAsVar)) withEvalAsVar else NULL + kStepCtrl[["withMakeIC"]] <- if(!missing(withMakeIC)) withMakeIC else FALSE retV <- robest(x=x, L2Fam=L2Fam, fsCor = fsCor, risk = risk, steps = steps, verbose = verbose, @@ -169,6 +170,8 @@ withEvalAsVar <- kStepCtrl$withEvalAsVar if(is.null(withEvalAsVar)) withEvalAsVar <- L2Fam at .withEvalAsVar + withMakeIC <- kStepCtrl$MakeIC + if(is.null(withMakeIC)) withMakeIC <- FALSE es.list <- as.list(es.call0[-1]) @@ -279,7 +282,8 @@ es.list0$fsCor <- eval(es.list0$fsCor) if(debug) {cat("\n\n\n::::\n\n") - argList <- c(list(model=L2Fam,risk=risk,neighbor=neighbor), + argList <- c(list(model=L2Fam,risk=risk,neighbor=neighbor, + withEvalAsVar = withEvalAsVar, withMakeIC = withMakeIC), es.list0) print(argList) cat("\n\n\n") @@ -287,7 +291,8 @@ if(!debug){ sy.getStartIC <- system.time({ ICstart <- do.call(getStartIC, args=c(list(model=L2FamStart,risk=risk, - neighbor=neighbor, withEvalAsVar = withEvalAsVar), + neighbor=neighbor, withEvalAsVar = withEvalAsVar, + withMakeIC = withMakeIC), es.list0)) }) if (withTimings) print(sy.getStartIC) @@ -305,7 +310,8 @@ na.rm = na.rm, scalename = kStepCtrl$scalename, withLogScale = kStepCtrl$withLogScale, - withEvalAsVar = withEvalAsVar) + withEvalAsVar = withEvalAsVar, + withMakeIC = withMakeIC) print(argList) } sy.kStep <- system.time({ res <- kStepEstimator(x, IC = ICstart, start = initial.est, steps = steps, @@ -317,7 +323,8 @@ na.rm = na.rm, scalename = kStepCtrl$scalename, withLogScale = kStepCtrl$withLogScale, - withEvalAsVar = withEvalAsVar) + withEvalAsVar = withEvalAsVar, + withMakeIC = withMakeIC) }) if (withTimings) print(sy.kStep) Modified: branches/robast-1.1/pkg/ROptEst/man/cniperCont.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/cniperCont.Rd 2018-07-22 16:43:20 UTC (rev 1019) +++ branches/robast-1.1/pkg/ROptEst/man/cniperCont.Rd 2018-07-22 16:48:53 UTC (rev 1020) @@ -42,7 +42,7 @@ lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, which.lbs = NULL, which.nonlbs = NULL, which.Order = NULL, attr.pre = FALSE, return.Order = FALSE, - withSubst = TRUE) + withSubst = TRUE, withMakeIC = FALSE) } \arguments{ \item{IC1}{ object of class \code{IC} } @@ -150,6 +150,8 @@ otherwise we return \code{invisible()} as usual.} \item{withSubst}{logical; if \code{TRUE} (default) pattern substitution for titles and lables is used; otherwise no substitution is used. } + \item{withMakeIC}{logical; if \code{TRUE} the [p]IC is passed through + \code{makeIC} before return.} } \details{ In case of \code{cniperCont} the difference between the risks of two ICs Modified: branches/robast-1.1/pkg/ROptEst/man/getStartIC-methods.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/getStartIC-methods.Rd 2018-07-22 16:43:20 UTC (rev 1019) +++ branches/robast-1.1/pkg/ROptEst/man/getStartIC-methods.Rd 2018-07-22 16:48:53 UTC (rev 1020) @@ -16,10 +16,10 @@ \usage{getStartIC(model, risk, ...) \S4method{getStartIC}{ANY,ANY}(model, risk, ...) \S4method{getStartIC}{L2ParamFamily,asGRisk}(model, risk, ..., - withEvalAsVar = TRUE,..debug=FALSE) -\S4method{getStartIC}{L2ParamFamily,asBias}(model, risk, ..., ..debug=FALSE) -\S4method{getStartIC}{L2ParamFamily,asCov}(model, risk, ..., ..debug=FALSE) -\S4method{getStartIC}{L2ParamFamily,trAsCov}(model, risk, ..., ..debug=FALSE) + withEvalAsVar = TRUE, withMakeIC = FALSE, ..debug=FALSE) +\S4method{getStartIC}{L2ParamFamily,asBias}(model, risk, ..., withMakeIC = FALSE, ..debug=FALSE) +\S4method{getStartIC}{L2ParamFamily,asCov}(model, risk, ..., withMakeIC = FALSE, ..debug=FALSE) +\S4method{getStartIC}{L2ParamFamily,trAsCov}(model, risk, ..., withMakeIC = FALSE, ..debug=FALSE) } \arguments{ @@ -29,6 +29,8 @@ \item{withEvalAsVar}{logical (of length 1): if \code{TRUE}, risks based on covariances are to be evaluated (default), otherwise just a call is returned.} + \item{withMakeIC}{logical; if \code{TRUE} the IC is passed through + \code{makeIC} before return.} \item{..debug}{logical; if \code{TRUE} information for debugging is issued.} } \section{Methods}{\describe{ Modified: branches/robast-1.1/pkg/ROptEst/man/inputGenerator.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/inputGenerator.Rd 2018-07-22 16:43:20 UTC (rev 1019) +++ branches/robast-1.1/pkg/ROptEst/man/inputGenerator.Rd 2018-07-22 16:48:53 UTC (rev 1020) @@ -14,7 +14,7 @@ withICList = getRobAStBaseOption("withICList"), withPICList = getRobAStBaseOption("withPICList"), scalename = "scale", withLogScale = TRUE, - withEvalAsVar = NULL) + withEvalAsVar = NULL, withMakeIC = FALSE) genstartCtrl(initial.est = NULL, initial.est.ArgList = NULL, startPar = NULL, distance = CvMDist, withMDE = NULL) gennbCtrl(neighbor = ContNeighborhood(), eps, eps.lower, eps.upper) @@ -41,7 +41,8 @@ to do so. If \code{withEvalAsVar} is \code{NULL} (default), the content of slot \code{.withEvalAsVar} in the L2 family is used instead to take this decision.} - + \item{withMakeIC}{logical; if \code{TRUE} the [p]IC is passed through + \code{makeIC} before return.} \item{initial.est}{ initial estimate for unknown parameter. If missing minimum distance estimator is computed. } \item{initial.est.ArgList}{a list of arguments to be given to argument \code{start} if the latter Modified: branches/robast-1.1/pkg/ROptEst/man/optIC.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/optIC.Rd 2018-07-22 16:43:20 UTC (rev 1019) +++ branches/robast-1.1/pkg/ROptEst/man/optIC.Rd 2018-07-22 16:48:53 UTC (rev 1020) @@ -17,17 +17,19 @@ OptOrIter = "iterate", maxiter = 50, tol = .Machine$double.eps^0.4, warn = TRUE, noLow = FALSE, verbose = NULL, ..., - .withEvalAsVar = TRUE, + .withEvalAsVar = TRUE, withMakeIC = FALSE, returnNAifProblem = FALSE) \S4method{optIC}{InfRobModel,asUnOvShoot}(model, risk, upper = 1e4, lower = 1e-4, maxiter = 50, - tol = .Machine$double.eps^0.4, warn = TRUE, + tol = .Machine$double.eps^0.4, + withMakeIC = FALSE, warn = TRUE, verbose = NULL) \S4method{optIC}{FixRobModel,fiUnOvShoot}(model, risk, sampleSize, upper = 1e4, lower = 1e-4, maxiter = 50, tol = .Machine$double.eps^0.4, - warn = TRUE, Algo = "A", cont = "left", + withMakeIC = FALSE, warn = TRUE, + Algo = "A", cont = "left", verbose = NULL) } \arguments{ @@ -58,6 +60,8 @@ \item{.withEvalAsVar}{logical (of length 1): if \code{TRUE}, risks based on covariances are to be evaluated (default), otherwise just a call is returned. } + \item{withMakeIC}{logical; if \code{TRUE} the [p]IC is passed through + \code{makeIC} before return.} \item{returnNAifProblem}{logical (of length 1): if \code{TRUE} (not the default), in case of convergence problems in the algorithm, returns \code{NA}. } From noreply at r-forge.r-project.org Sun Jul 22 18:59:28 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 22 Jul 2018 18:59:28 +0200 (CEST) Subject: [Robast-commits] r1021 - in branches/robast-1.1/pkg/ROptEst: inst man Message-ID: <20180722165928.CDD1E1812F5@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-22 18:59:28 +0200 (Sun, 22 Jul 2018) New Revision: 1021 Modified: branches/robast-1.1/pkg/ROptEst/inst/NEWS branches/robast-1.1/pkg/ROptEst/man/roptest.Rd Log: [ROptEst] branch 1.1 forgot to change Rd file for roptest / updated NEWS Modified: branches/robast-1.1/pkg/ROptEst/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/ROptEst/inst/NEWS 2018-07-22 16:48:53 UTC (rev 1020) +++ branches/robast-1.1/pkg/ROptEst/inst/NEWS 2018-07-22 16:59:28 UTC (rev 1021) @@ -17,6 +17,11 @@ + plot methods now return an S3 object of class \code{c("plotInfo","DiagnInfo")}, i.e., a list containing the information needed to produce the respective plot, which at a later stage could be used by different graphic engines (like, e.g. \code{ggplot}) to produce the plot in a different framework. A more detailed description will follow in a subsequent version. ++ optIC gains argument withMakeIC ++ roptest gains argument withMakeIC ++ getStartIC-methods gain argument withMakeIC ++ cniperPointPlot gains argument withMakeIC ++ genkStepCtrl gains argument withMakeIC under the hood: + wherever possible also use q.l internally instead of q to Modified: branches/robast-1.1/pkg/ROptEst/man/roptest.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/roptest.Rd 2018-07-22 16:48:53 UTC (rev 1020) +++ branches/robast-1.1/pkg/ROptEst/man/roptest.Rd 2018-07-22 16:59:28 UTC (rev 1021) @@ -18,7 +18,7 @@ withPICList = getRobAStBaseOption("withPICList"), na.rm = TRUE, initial.est.ArgList, ..., withLogScale = TRUE, ..withCheck = FALSE, withTimings = FALSE, - withMDE = NULL, withEvalAsVar = NULL) + withMDE = NULL, withEvalAsVar = NULL, withMakeIC = FALSE) roptest.old(x, L2Fam, eps, eps.lower, eps.upper, fsCor = 1, initial.est, neighbor = ContNeighborhood(), risk = asMSE(), steps = 1L, distance = CvMDist, startPar = NULL, verbose = NULL, From noreply at r-forge.r-project.org Sun Jul 22 19:05:44 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 22 Jul 2018 19:05:44 +0200 (CEST) Subject: [Robast-commits] r1022 - in branches/robast-1.1/pkg/ROptEst: inst man Message-ID: <20180722170545.0D311189E74@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-22 19:05:44 +0200 (Sun, 22 Jul 2018) New Revision: 1022 Modified: branches/robast-1.1/pkg/ROptEst/inst/NEWS branches/robast-1.1/pkg/ROptEst/man/roptest.Rd Log: [ROptEst] branch 1.1 argh forgot to document arg withMakeIC Modified: branches/robast-1.1/pkg/ROptEst/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/ROptEst/inst/NEWS 2018-07-22 16:59:28 UTC (rev 1021) +++ branches/robast-1.1/pkg/ROptEst/inst/NEWS 2018-07-22 17:05:44 UTC (rev 1022) @@ -15,8 +15,9 @@ + plot-methods now have arguments .nonlb to only plot (but not label) some points + plot-methods are vectorized to a higher extent in all arguments + plot methods now return an S3 object of class \code{c("plotInfo","DiagnInfo")}, i.e., a list containing the -information needed to produce the respective plot, which at a later stage could be used by different graphic engines (like, e.g. -\code{ggplot}) to produce the plot in a different framework. A more detailed description will follow in a subsequent version. + information needed to produce the respective plot, which at a later stage could be used by different + graphic engines (like, e.g. \code{ggplot}) to produce the plot in a different framework. A more detailed + description will follow in a subsequent version. + optIC gains argument withMakeIC + roptest gains argument withMakeIC + getStartIC-methods gain argument withMakeIC Modified: branches/robast-1.1/pkg/ROptEst/man/roptest.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/roptest.Rd 2018-07-22 16:59:28 UTC (rev 1021) +++ branches/robast-1.1/pkg/ROptEst/man/roptest.Rd 2018-07-22 17:05:44 UTC (rev 1022) @@ -99,6 +99,8 @@ to do so. If \code{withEvalAsVar} is \code{NULL} (default), the content of slot \code{.withEvalAsVar} in the L2 family is used instead to take this decision.} + \item{withMakeIC}{logical; if \code{TRUE} the [p]IC is passed through + \code{makeIC} before return.} } \details{ Computes the optimally robust estimator for a given L2 differentiable From noreply at r-forge.r-project.org Sun Jul 22 19:42:52 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 22 Jul 2018 19:42:52 +0200 (CEST) Subject: [Robast-commits] r1023 - in branches/robast-1.1/pkg/RobExtremes: R inst inst/scripts Message-ID: <20180722174252.18F591812F5@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-22 19:42:51 +0200 (Sun, 22 Jul 2018) New Revision: 1023 Modified: branches/robast-1.1/pkg/RobExtremes/R/getStartIC.R branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R branches/robast-1.1/pkg/RobExtremes/R/internal-getpsi.R branches/robast-1.1/pkg/RobExtremes/inst/NEWS branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R Log: [RobExtremes] branch 1.1 to gain speed, by default no longer use makeIC ... Modified: branches/robast-1.1/pkg/RobExtremes/R/getStartIC.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/getStartIC.R 2018-07-22 17:05:44 UTC (rev 1022) +++ branches/robast-1.1/pkg/RobExtremes/R/getStartIC.R 2018-07-22 17:42:51 UTC (rev 1023) @@ -1,10 +1,15 @@ setMethod("getStartIC",signature(model = "L2ScaleShapeUnion", risk = "interpolRisk"), function(model, risk, ...){ - mc <- match.call(expand.dots=TRUE) + mc <- match.call(call = sys.call(sys.parent(1))) + dots <- match.call(call = sys.call(sys.parent(1)), + expand.dots = FALSE)$"..." mc$risk <- if(type(risk)==".MBRE") asMSE() else asBias() mc$neighbor <- ContNeighborhood(radius=0.5) + withMakeIC <- FALSE + if(!is.null(dots$withMakeIC)) withMakeIC <- dots$withMakeIC + gridn <- gsub("\\.","",type(risk)) nam <- paste(".",gsub("[F,f]amily","",gsub(" ","",name(model))),sep="") @@ -25,45 +30,62 @@ if(length(nsng)){ if(gridn %in% nsng){ interpolfct <- famg[[gridn]][[.versionSuff("fun")]] - .modifyIC0 <- function(L2Fam, IC){ + if(withMakeIC){ + .modifyIC0 <- function(L2Fam, IC){ para <- param(L2Fam) if(!.is.na.Psi(para, interpolfct, shnam)) - return(.getPsi(para, interpolfct, L2Fam, type(risk))) + return(.getPsi(para, interpolfct, L2Fam, type(risk), withMakeIC)) else{ IC0 <- do.call(getStartIC, as.list(mc[-1]), envir=parent.frame(2)) IC0 <- makeIC(IC0, L2Fam) return(IC0) } + } + }else{ + .modifyIC0 <- function(L2Fam, IC){ + para <- param(L2Fam) + if(!.is.na.Psi(para, interpolfct, shnam)) + return(.getPsi(para, interpolfct, L2Fam, type(risk), withMakeIC)) + else{ + IC0 <- do.call(getStartIC, as.list(mc[-1]), + envir=parent.frame(2)) + return(IC0) + } + } } - attr(.modifyIC0,"hasMakeICin.modifyIC") <- TRUE + if(withMakeIC) attr(.modifyIC0,"hasMakeICin.modifyIC") <- TRUE .modifyIC <- function(L2Fam,IC){ psi.0 <- .modifyIC0(L2Fam,IC) psi.0 at modifyIC <- .modifyIC return(psi.0) } - attr(.modifyIC,"hasMakeICin.modifyIC") <- TRUE + if(withMakeIC) attr(.modifyIC,"hasMakeICin.modifyIC") <- TRUE if(!.is.na.Psi(param1, interpolfct, shnam)){ - IC0 <- .getPsi(param1, interpolfct, model, type(risk)) + IC0 <- .getPsi(param1, interpolfct, model, type(risk), withMakeIC) IC0 at modifyIC <- .modifyIC return(IC0) } } } IC <- do.call(getStartIC, as.list(mc[-1]), envir=parent.frame(2)) - IC <- makeIC(IC,model) + if(withMakeIC) IC <- makeIC(IC,model) return(IC) }) setMethod("getStartIC",signature(model = "L2LocScaleShapeUnion", risk = "interpolRisk"), function(model, risk, ...){ - mc <- match.call(expand.dots=TRUE) + mc <- match.call(call = sys.call(sys.parent(1))) + dots <- match.call(call = sys.call(sys.parent(1)), + expand.dots = FALSE)$"..." mc$risk <- if(type(risk)==".MBRE") asMSE() else asBias() mc$neighbor <- ContNeighborhood(radius=0.5) + withMakeIC <- FALSE + gridn <- gsub("\\.","",type(risk)) nam <- paste(".",gsub("[F,f]amily","",gsub(" ","",name(model))),sep="") @@ -80,34 +102,47 @@ if(length(nsng)){ if(gridn %in% nsng){ interpolfct <- famg[[gridn]][[.versionSuff("fun")]] - .modifyIC0 <- function(L2Fam, IC){ + if(withMakeIC){ + .modifyIC0 <- function(L2Fam, IC){ para <- param(L2Fam) if(!.is.na.Psi(para, interpolfct, shnam)) - return(.getPsi.wL(para, interpolfct, L2Fam, type(risk))) + return(.getPsi.wL(para, interpolfct, L2Fam, type(risk), withMakeIC)) else{ IC0 <- do.call(getStartIC, as.list(mc[-1]), envir=parent.frame(2)) IC0 <- makeIC(IC0, L2Fam) return(IC0) } + } + }else{ + .modifyIC0 <- function(L2Fam, IC){ + para <- param(L2Fam) + if(!.is.na.Psi(para, interpolfct, shnam)) + return(.getPsi.wL(para, interpolfct, L2Fam, type(risk), withMakeIC)) + else{ + IC0 <- do.call(getStartIC, as.list(mc[-1]), + envir=parent.frame(2)) + return(IC0) + } + } } - attr(.modifyIC0,"hasMakeICin.modifyIC") <- TRUE + if(withMakeIC) attr(.modifyIC0,"hasMakeICin.modifyIC") <- TRUE .modifyIC <- function(L2Fam,IC){ psi.0 <- .modifyIC0(L2Fam,IC) psi.0 at modifyIC <- .modifyIC return(psi.0) } - attr(.modifyIC,"hasMakeICin.modifyIC") <- TRUE + if(withMakeIC) attr(.modifyIC,"hasMakeICin.modifyIC") <- TRUE if(!.is.na.Psi(param1, interpolfct, shnam)){ - IC0 <- .getPsi.wL(param1, interpolfct, model, type(risk)) + IC0 <- .getPsi.wL(param1, interpolfct, model, type(risk), withMakeIC) IC0 at modifyIC <- .modifyIC return(IC0) } } } IC <- do.call(getStartIC, as.list(mc[-1]), envir=parent.frame(2)) - IC <- makeIC(IC,model) + if(withMakeIC) IC <- makeIC(IC,model) return(IC) }) Modified: branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R 2018-07-22 17:05:44 UTC (rev 1022) +++ branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R 2018-07-22 17:42:51 UTC (rev 1023) @@ -1,11 +1,18 @@ setMethod("getStartIC",signature(model = "ParetoFamily", risk = "interpolRisk"), function(model, risk, ...){ + mc <- match.call(call = sys.call(sys.parent(1))) + dots <- match.call(call = sys.call(sys.parent(1)), + expand.dots = FALSE)$"..." + + withMakeIC <- FALSE + if(!is.null(dots$withMakeIC)) withMakeIC <- dots$withMakeIC + param1 <- param(model) xi <- main(param1) .modifyIC0 <- function(L2Fam, IC){ xi0 <- main(param(L2Fam)) - return(.getPsi.P(xi0, L2Fam, type(risk))) + return(.getPsi.P(xi0, L2Fam, type(risk), withMakeIC)) } attr(.modifyIC0,"hasMakeICin.modifyIC") <- TRUE .modifyIC <- function(L2Fam,IC){ @@ -14,12 +21,12 @@ return(psi.0) } attr(.modifyIC,"hasMakeICin.modifyIC") <- TRUE - IC0 <- .getPsi.P(xi, model, type(risk)) + IC0 <- .getPsi.P(xi, model, type(risk), withMakeIC) IC0 at modifyIC <- .modifyIC return(IC0) }) -.getPsi.P <- function(xi, L2Fam, type){ +.getPsi.P <- function(xi, L2Fam, type, withMakeIC){ ## the respective LMs have been computed ahead of time ## and stored in sysdata.rda of this package ## the code for this computation is in AddMaterial/getLMPareto.R @@ -70,6 +77,6 @@ IC <- generateIC(nb, L2Fam, res) - IC <- makeIC(IC,L2Fam) + if(withMakeIC) IC <- makeIC(IC,L2Fam) return(IC) } Modified: branches/robast-1.1/pkg/RobExtremes/R/internal-getpsi.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/internal-getpsi.R 2018-07-22 17:05:44 UTC (rev 1022) +++ branches/robast-1.1/pkg/RobExtremes/R/internal-getpsi.R 2018-07-22 17:42:51 UTC (rev 1023) @@ -2,7 +2,7 @@ xi <- main(param)[nam] return(is.na(fct[[1]](xi))) } -.getPsi <- function(param, fct, L2Fam , type){ +.getPsi <- function(param, fct, L2Fam , type, withMakeIC = FALSE){ scshnm <- scaleshapename(L2Fam) shnam <- scshnm["shape"] @@ -52,12 +52,12 @@ IC <- generateIC(nb, L2Fam, res) - IC <- makeIC(IC,L2Fam) + if(withMakeIC) IC <- makeIC(IC,L2Fam) return(IC) } -.getPsi.wL <- function(param, fct, L2Fam , type){ +.getPsi.wL <- function(param, fct, L2Fam , type, withMakeIC = FALSE){ scshnm <- scaleshapename(L2Fam) shnam <- scshnm["shape"] @@ -109,7 +109,7 @@ IC <- generateIC(nb, L2Fam, res) - IC <- makeIC(IC,L2Fam) + if(withMakeIC) IC <- makeIC(IC,L2Fam) return(IC) } Modified: branches/robast-1.1/pkg/RobExtremes/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/NEWS 2018-07-22 17:05:44 UTC (rev 1022) +++ branches/robast-1.1/pkg/RobExtremes/inst/NEWS 2018-07-22 17:42:51 UTC (rev 1023) @@ -23,6 +23,7 @@ + new script RobFitsAtRealData + GEVFamily, GParetoFamily and GEVFamilyMuUnknown gain argument withMDE (by default TRUE) which controls usage of MDEs at finding startPars + gev/gpddiag and friends (i.e. interface to ismev methods) now apply to return values of roptest ++ new argument withMakeIC to control when to use makeIC to enhance accuracy minor changes: + new Rd files for now exported (formerly internal) intermediate classes @@ -51,8 +52,7 @@ + updated/prepared plotOutlyingness.R + fixed unit test suite for zero length + changed \dontrun in \donttest in examples -+ wherever possible also use q.l internally instead of q to - provide functionality in IRKernel ++ wherever possible also use q.l internally instead of q to provide functionality in IRKernel + in addition, now use slot locscaleshapename in generating function of GEVFamilyMuUnknown + new generics/methods for locationname, locscaleshapename(<-), scaleshapename, locscalename, shapename, scalename + use prefix evd:: to clarify which [p,d,q,r]gumbel to take Modified: branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-07-22 17:05:44 UTC (rev 1022) +++ branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-07-22 17:42:51 UTC (rev 1023) @@ -25,10 +25,11 @@ MBRi estimate(mlEi) estimate(MBRi) +attr(MBRi, "timings") gev.diag(mlEi) gev.diag(MBRi) gev.prof(mlEi, m = 10, 4.1, 5) -gev.profxi(mBRi, -0.3, 0.3) +gev.profxi(MBRi, -0.3, 0.3) plot(MBRi at pIC) ## contaminated: @@ -95,11 +96,11 @@ gpd.prof(mlE2c, m = 10, 55, 77) gpd.profxi(mlE2c, -0.02, 0.02) plot(MBR2c at pIC) -## to be fixed + qqplot(rainc,MBR2c) qqplot(rainc,MBR2c,ylim=c(5,100)) qqplot(rainc,MBR2c,xlim=c(5,100),ylim=c(5,100),log="xy") -## to be fixed + returnlevelplot(raini,MBR2i,MaxOrPot="POT",threshold=0) returnlevelplot(rainc,MBR2c,MaxOrPot="POT",threshold=0) returnlevelplot(rainc,MBR2c,ylim=c(10,100),MaxOrPot="POT",threshold=0) @@ -114,5 +115,6 @@ returnlevelplot(rainc.10,dI2c-10,MaxOrPot="POT",threshold=0) dI2i <- distribution(eval(MBR2i at pIC@CallL2Fam)) loc(dI2i) <- 0 +## wrong data set qqplot(portpiriei-10,dI2i) qqplot(portpiriec,MBR2c) From noreply at r-forge.r-project.org Sun Jul 22 20:13:19 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 22 Jul 2018 20:13:19 +0200 (CEST) Subject: [Robast-commits] r1024 - branches/robast-1.1/pkg/RobExtremes/man Message-ID: <20180722181319.5FF06189EC6@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-22 20:13:19 +0200 (Sun, 22 Jul 2018) New Revision: 1024 Modified: branches/robast-1.1/pkg/RobExtremes/man/internal-interpolate.Rd Log: [RobExtemes] branch 1.1 argh yet some typo ... Modified: branches/robast-1.1/pkg/RobExtremes/man/internal-interpolate.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/internal-interpolate.Rd 2018-07-22 17:42:51 UTC (rev 1023) +++ branches/robast-1.1/pkg/RobExtremes/man/internal-interpolate.Rd 2018-07-22 18:13:19 UTC (rev 1024) @@ -19,8 +19,11 @@ to be stored in the respective \file{sysdata.rda} file. } \usage{ -.getPsi(param, fct, L2Fam , type) +.getPsi(param, fct, L2Fam , type, withMakeIC) +.getPsi.wL(param, fct, L2Fam , type, withMakeIC) +.getPsi.P(xi, L2Fam , type, withMakeIC) + .is.na.Psi(param, fct, nam = "shape") .modify.xi.PFam.call(xi, PFam) @@ -99,11 +102,18 @@ \item{namFzus}{character; infix for the name of the \file{.csv}-File to which the results are written; used to split the work on xi-grids into chunks.} + \item{withMakeIC}{logical; if \code{TRUE} the [p]IC is passed through + \code{makeIC} before return.} } \details{ \code{.getpsi} reads the respective interpolating function from an object from \file{sysdata.rda} and generates a respective \code{HampelIC} object by a call to \code{generateIC}. + \code{.getpsi.wL} does the same thing for the 3-dim model + \code{GEVFamilyMuUnknown}. + Last, due to scale equivariance, or the \code{ParetoFamliy}, \code{.getpsi.P} + reads the LM's for the reference parameter and then generates + the respective \code{HampelIC} object by a call to \code{generateIC}. \code{.is.na.Psi} checks whether the shape parameter already lies beyond the range for which inter-/extrapolation is admitted From noreply at r-forge.r-project.org Mon Jul 23 14:43:08 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 14:43:08 +0200 (CEST) Subject: [Robast-commits] r1025 - in branches/robast-1.1/pkg: ROptEst ROptEst/inst ROptEst/man ROptEstOld ROptEstOld/inst ROptRegTS ROptRegTS/inst RandVar RandVar/inst RandVar/man RobAStBase RobAStBase/inst RobAStBase/man RobAStRDA RobAStRDA/inst RobAStRDA/man RobExtremes RobExtremes/inst RobExtremes/man RobLox RobLox/inst RobLox/man RobLoxBioC RobLoxBioC/inst RobLoxBioC/man RobRex RobRex/inst Message-ID: <20180723124308.E779F18701A@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 14:43:08 +0200 (Mon, 23 Jul 2018) New Revision: 1025 Modified: branches/robast-1.1/pkg/ROptEst/DESCRIPTION branches/robast-1.1/pkg/ROptEst/inst/NEWS branches/robast-1.1/pkg/ROptEst/man/0ROptEst-package.Rd branches/robast-1.1/pkg/ROptEstOld/DESCRIPTION branches/robast-1.1/pkg/ROptEstOld/inst/NEWS branches/robast-1.1/pkg/ROptEstOld/inst/TOBEDONE branches/robast-1.1/pkg/ROptRegTS/DESCRIPTION branches/robast-1.1/pkg/ROptRegTS/inst/NEWS branches/robast-1.1/pkg/RandVar/DESCRIPTION branches/robast-1.1/pkg/RandVar/inst/NEWS branches/robast-1.1/pkg/RandVar/man/0RandVar-package.Rd branches/robast-1.1/pkg/RobAStBase/DESCRIPTION branches/robast-1.1/pkg/RobAStBase/inst/NEWS branches/robast-1.1/pkg/RobAStBase/man/0RobAStBase-package.Rd branches/robast-1.1/pkg/RobAStRDA/DESCRIPTION branches/robast-1.1/pkg/RobAStRDA/inst/NEWS branches/robast-1.1/pkg/RobAStRDA/man/0RobRDA-package.Rd branches/robast-1.1/pkg/RobExtremes/DESCRIPTION branches/robast-1.1/pkg/RobExtremes/NAMESPACE branches/robast-1.1/pkg/RobExtremes/inst/NEWS branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd branches/robast-1.1/pkg/RobLox/DESCRIPTION branches/robast-1.1/pkg/RobLox/inst/NEWS branches/robast-1.1/pkg/RobLox/man/0RobLox-package.Rd branches/robast-1.1/pkg/RobLoxBioC/DESCRIPTION branches/robast-1.1/pkg/RobLoxBioC/inst/NEWS branches/robast-1.1/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd branches/robast-1.1/pkg/RobRex/DESCRIPTION branches/robast-1.1/pkg/RobRex/inst/NEWS Log: branch 1.1 changed SVNRevision tag in DESCRIPTION (and in package main man page) to VCS/SVNRevision (and mention this in NEWS) Modified: branches/robast-1.1/pkg/ROptEst/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/ROptEst/DESCRIPTION 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/ROptEst/DESCRIPTION 2018-07-23 12:43:08 UTC (rev 1025) @@ -19,4 +19,4 @@ Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 940 +VCS/SVNRevision: 940 Modified: branches/robast-1.1/pkg/ROptEst/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/ROptEst/inst/NEWS 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/ROptEst/inst/NEWS 2018-07-23 12:43:08 UTC (rev 1025) @@ -23,6 +23,7 @@ + getStartIC-methods gain argument withMakeIC + cniperPointPlot gains argument withMakeIC + genkStepCtrl gains argument withMakeIC ++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision under the hood: + wherever possible also use q.l internally instead of q to Modified: branches/robast-1.1/pkg/ROptEst/man/0ROptEst-package.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/0ROptEst-package.Rd 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/ROptEst/man/0ROptEst-package.Rd 2018-07-23 12:43:08 UTC (rev 1025) @@ -21,7 +21,7 @@ ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -SVNRevision: \tab 940 \cr +VCS/SVNRevision: \tab 940 \cr } } \author{ Modified: branches/robast-1.1/pkg/ROptEstOld/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/DESCRIPTION 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/ROptEstOld/DESCRIPTION 2018-07-23 12:43:08 UTC (rev 1025) @@ -12,4 +12,4 @@ Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 940 +VCS/SVNRevision: 940 Modified: branches/robast-1.1/pkg/ROptEstOld/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/inst/NEWS 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/ROptEstOld/inst/NEWS 2018-07-23 12:43:08 UTC (rev 1025) @@ -11,6 +11,9 @@ version 1.1 ####################################### +user-visible CHANGES: ++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision + under the hood: + wherever possible also use q.l internally instead of q to provide functionality in IRKernel Modified: branches/robast-1.1/pkg/ROptEstOld/inst/TOBEDONE =================================================================== --- branches/robast-1.1/pkg/ROptEstOld/inst/TOBEDONE 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/ROptEstOld/inst/TOBEDONE 2018-07-23 12:43:08 UTC (rev 1025) @@ -3,4 +3,4 @@ ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ +move symmetry slots/classes out of RobAStBase into RandVar -+automatic setting of symmetry slots for specific operations \ No newline at end of file ++automatic setting of symmetry slots for specific operations Modified: branches/robast-1.1/pkg/ROptRegTS/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/DESCRIPTION 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/ROptRegTS/DESCRIPTION 2018-07-23 12:43:08 UTC (rev 1025) @@ -15,4 +15,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 940 +VCS/SVNRevision: 940 Modified: branches/robast-1.1/pkg/ROptRegTS/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/inst/NEWS 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/ROptRegTS/inst/NEWS 2018-07-23 12:43:08 UTC (rev 1025) @@ -10,6 +10,9 @@ version 1.1 ####################################### +user-visible CHANGES: ++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision + under the hood: + wherever possible also use q.l internally instead of q to provide functionality in IRKernel Modified: branches/robast-1.1/pkg/RandVar/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RandVar/DESCRIPTION 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RandVar/DESCRIPTION 2018-07-23 12:43:08 UTC (rev 1025) @@ -15,4 +15,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 940 +VCS/SVNRevision: 940 Modified: branches/robast-1.1/pkg/RandVar/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RandVar/inst/NEWS 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RandVar/inst/NEWS 2018-07-23 12:43:08 UTC (rev 1025) @@ -14,6 +14,7 @@ under the hood: + wherever possible also use q.l internally instead of q to provide functionality in IRKernel ++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision ####################################### version 1.0.1 Modified: branches/robast-1.1/pkg/RandVar/man/0RandVar-package.Rd =================================================================== --- branches/robast-1.1/pkg/RandVar/man/0RandVar-package.Rd 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RandVar/man/0RandVar-package.Rd 2018-07-23 12:43:08 UTC (rev 1025) @@ -19,7 +19,7 @@ ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -SVNRevision: \tab 940 \cr +VCS/SVNRevision: \tab 940 \cr } } \author{ Modified: branches/robast-1.1/pkg/RobAStBase/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobAStBase/DESCRIPTION 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobAStBase/DESCRIPTION 2018-07-23 12:43:08 UTC (rev 1025) @@ -19,4 +19,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 940 +VCS/SVNRevision: 940 Modified: branches/robast-1.1/pkg/RobAStBase/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2018-07-23 12:43:08 UTC (rev 1025) @@ -21,6 +21,7 @@ + unified return values for qqplot + oneStepEstimator and kStepEstimator gain an argument withMakeIC + optIC gains an argument withMakeIC ++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision bug fix: + slot modifyIC was set to a wrong value in makeIC / former (potential) move was overridden Modified: branches/robast-1.1/pkg/RobAStBase/man/0RobAStBase-package.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/0RobAStBase-package.Rd 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobAStBase/man/0RobAStBase-package.Rd 2018-07-23 12:43:08 UTC (rev 1025) @@ -20,7 +20,7 @@ ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -SVNRevision: \tab 940 \cr +VCS/SVNRevision: \tab 940 \cr } } \author{ Modified: branches/robast-1.1/pkg/RobAStRDA/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobAStRDA/DESCRIPTION 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobAStRDA/DESCRIPTION 2018-07-23 12:43:08 UTC (rev 1025) @@ -22,4 +22,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate: 2011-09-30 11:10:33 +0200 (Fr, 30 Sep 2011) $} LastChangedRevision: {$LastChangedRevision: 453 $} -SVNRevision: 940 +VCS/SVNRevision: 940 Modified: branches/robast-1.1/pkg/RobAStRDA/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobAStRDA/inst/NEWS 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobAStRDA/inst/NEWS 2018-07-23 12:43:08 UTC (rev 1025) @@ -11,6 +11,9 @@ version 1.1 ####################################### +user-visible CHANGES: ++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision + under the hood: + recreated RDA file as it was no longer loadable Modified: branches/robast-1.1/pkg/RobAStRDA/man/0RobRDA-package.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStRDA/man/0RobRDA-package.Rd 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobAStRDA/man/0RobRDA-package.Rd 2018-07-23 12:43:08 UTC (rev 1025) @@ -38,7 +38,7 @@ ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -SVNRevision: \tab 940 \cr +VCS/SVNRevision: \tab 940 \cr } } Modified: branches/robast-1.1/pkg/RobExtremes/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobExtremes/DESCRIPTION 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobExtremes/DESCRIPTION 2018-07-23 12:43:08 UTC (rev 1025) @@ -25,4 +25,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate: 2011-09-30 11:10:33 +0200 (Fr, 30 Sep 2011) $} LastChangedRevision: {$LastChangedRevision: 453 $} -SVNRevision: 990 +VCS/SVNRevision: 990 Modified: branches/robast-1.1/pkg/RobExtremes/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/RobExtremes/NAMESPACE 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobExtremes/NAMESPACE 2018-07-23 12:43:08 UTC (rev 1025) @@ -64,4 +64,4 @@ "gev.profxi", "gpd.profxi") export("gev.diag", "gpd.diag","gev.prof", "gpd.prof", "gev.profxi", "gpd.profxi") - \ No newline at end of file + Modified: branches/robast-1.1/pkg/RobExtremes/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/NEWS 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobExtremes/inst/NEWS 2018-07-23 12:43:08 UTC (rev 1025) @@ -24,6 +24,7 @@ + GEVFamily, GParetoFamily and GEVFamilyMuUnknown gain argument withMDE (by default TRUE) which controls usage of MDEs at finding startPars + gev/gpddiag and friends (i.e. interface to ismev methods) now apply to return values of roptest + new argument withMakeIC to control when to use makeIC to enhance accuracy ++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision minor changes: + new Rd files for now exported (formerly internal) intermediate classes Modified: branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd =================================================================== --- branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-23 12:43:08 UTC (rev 1025) @@ -65,7 +65,7 @@ License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr Encoding: \tab latin1 \cr -SVNRevision: \tab 940 \cr +VCS/SVNRevision: \tab 940 \cr } } \section{Classes}{ Modified: branches/robast-1.1/pkg/RobLox/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobLox/DESCRIPTION 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobLox/DESCRIPTION 2018-07-23 12:43:08 UTC (rev 1025) @@ -16,4 +16,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 940 +VCS/SVNRevision: 940 Modified: branches/robast-1.1/pkg/RobLox/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobLox/inst/NEWS 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobLox/inst/NEWS 2018-07-23 12:43:08 UTC (rev 1025) @@ -11,6 +11,9 @@ version 1.1 ####################################### +user-visible CHANGES: ++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision + under the hood: + wherever possible also use q.l internally instead of q to provide functionality in IRKernel Modified: branches/robast-1.1/pkg/RobLox/man/0RobLox-package.Rd =================================================================== --- branches/robast-1.1/pkg/RobLox/man/0RobLox-package.Rd 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobLox/man/0RobLox-package.Rd 2018-07-23 12:43:08 UTC (rev 1025) @@ -20,7 +20,7 @@ ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -SVNRevision: \tab 940 \cr +VCS/SVNRevision: \tab 940 \cr } } \author{Matthias Kohl \email{matthias.kohl at stamats.de}} Modified: branches/robast-1.1/pkg/RobLoxBioC/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobLoxBioC/DESCRIPTION 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobLoxBioC/DESCRIPTION 2018-07-23 12:43:08 UTC (rev 1025) @@ -15,4 +15,4 @@ Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 940 +VCS/SVNRevision: 940 Modified: branches/robast-1.1/pkg/RobLoxBioC/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobLoxBioC/inst/NEWS 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobLoxBioC/inst/NEWS 2018-07-23 12:43:08 UTC (rev 1025) @@ -11,6 +11,9 @@ version 1.1 ####################################### +user-visible CHANGES: ++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision + under the hood: + wherever possible also use q.l internally instead of q to provide functionality in IRKernel Modified: branches/robast-1.1/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd =================================================================== --- branches/robast-1.1/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd 2018-07-23 12:43:08 UTC (rev 1025) @@ -20,7 +20,7 @@ ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -SVNRevision: \tab 940 \cr +VCS/SVNRevision: \tab 940 \cr Encoding: \tab latin1 \cr } } Modified: branches/robast-1.1/pkg/RobRex/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobRex/DESCRIPTION 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobRex/DESCRIPTION 2018-07-23 12:43:08 UTC (rev 1025) @@ -14,4 +14,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 940 +VCS/SVNRevision: 940 Modified: branches/robast-1.1/pkg/RobRex/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobRex/inst/NEWS 2018-07-22 18:13:19 UTC (rev 1024) +++ branches/robast-1.1/pkg/RobRex/inst/NEWS 2018-07-23 12:43:08 UTC (rev 1025) @@ -8,6 +8,13 @@ information) ####################################### +version 1.1 +####################################### + +user-visible CHANGES: ++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision + +####################################### version 0.9 ####################################### @@ -80,4 +87,4 @@ ####################################### + 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) From noreply at r-forge.r-project.org Mon Jul 23 21:15:17 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 21:15:17 +0200 (CEST) Subject: [Robast-commits] r1026 - in branches/robast-1.1/pkg/RobAStBase: R inst man Message-ID: <20180723191517.3C7461896D5@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 21:15:16 +0200 (Mon, 23 Jul 2018) New Revision: 1026 Modified: branches/robast-1.1/pkg/RobAStBase/R/getBiasIC.R branches/robast-1.1/pkg/RobAStBase/R/getRiskIC.R branches/robast-1.1/pkg/RobAStBase/R/internalGridHelpers.R branches/robast-1.1/pkg/RobAStBase/R/kStepEstimator.R branches/robast-1.1/pkg/RobAStBase/R/qqplot.R branches/robast-1.1/pkg/RobAStBase/R/returnlevelplot.R branches/robast-1.1/pkg/RobAStBase/inst/NEWS branches/robast-1.1/pkg/RobAStBase/man/getBiasIC.Rd branches/robast-1.1/pkg/RobAStBase/man/getRiskIC.Rd Log: [RobAStBase] branch 1.1 + 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) + in qqplot & returnlevelplot for x = "ANY", y = "kStepEstimate" the weight function needs not to be bounded by 1 (e.g. in case of MBRE), so the numeric weights are scaled to [0,1] first + bugfix: in .preparePanelFirstLast if condition with.automatic.grid was (possibly) vector valued Modified: branches/robast-1.1/pkg/RobAStBase/R/getBiasIC.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/getBiasIC.R 2018-07-23 12:43:08 UTC (rev 1025) +++ branches/robast-1.1/pkg/RobAStBase/R/getBiasIC.R 2018-07-23 19:15:16 UTC (rev 1026) @@ -5,7 +5,7 @@ neighbor = "UncondNeighborhood"), function(IC, neighbor, L2Fam, biastype = symmetricBias(), normtype = NormType(), tol = .Machine$double.eps^0.25, - numbeval = 1e5){ + numbeval = 1e5, withCheck = TRUE){ misF <- FALSE if(missing(L2Fam)){ @@ -22,12 +22,7 @@ Bias <- .evalBiasIC(IC = IC, neighbor = neighbor, biastype = biastype, normtype = normtype, x = x, trafo = trafo(L2Fam at param)) - prec <- if(misF) checkIC(IC, out = FALSE) else - checkIC(IC, L2Fam, out = FALSE) - if(prec > tol) - warning("The maximum deviation from the exact IC properties is ", prec, - "\nThis is larger than the specified 'tol' ", - "=> the result may be wrong") + if(withCheck) if(misF) .checkICWithWarning(IC, tol=tol) else .checkICWithWarning(IC, L2Fam, tol=tol) return(list(asBias = list(distribution = .getDistr(L2Fam), neighborhood = neighbor at type, value = Bias))) }) Modified: branches/robast-1.1/pkg/RobAStBase/R/getRiskIC.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/getRiskIC.R 2018-07-23 12:43:08 UTC (rev 1025) +++ branches/robast-1.1/pkg/RobAStBase/R/getRiskIC.R 2018-07-23 19:15:16 UTC (rev 1026) @@ -1,3 +1,14 @@ +.checkICWithWarning <- function(IC, L2Fam, tol){ + if(!missing(L2Fam)){ + prec <- checkIC(IC, L2Fam, out = FALSE) + }else{ + prec <- checkIC(IC, out = FALSE) + } + if(prec > tol) + warning("The maximum deviation from the exact IC properties is ", prec, + "\nThis is larger than the specified 'tol' ", + "=> the result may be wrong") +} ############################################################################### ## asymptotic covariance ############################################################################### @@ -5,15 +16,15 @@ risk = "asCov", neighbor = "missing", L2Fam = "missing"), - function(IC, risk, tol = .Machine$double.eps^0.25) + function(IC, risk, tol = .Machine$double.eps^0.25, withCheck = TRUE) getRiskIC(IC = IC, risk = risk, L2Fam = eval(IC at CallL2Fam), - tol = tol)) + tol = tol, withCheck = withCheck)) setMethod("getRiskIC", signature(IC = "IC", risk = "asCov", neighbor = "missing", L2Fam = "L2ParamFamily"), - function(IC, risk, L2Fam, tol = .Machine$double.eps^0.25){ + function(IC, risk, L2Fam, tol = .Machine$double.eps^0.25, withCheck = TRUE){ if(dimension(Domain(IC at Curve[[1]])) != dimension(img(L2Fam at distribution))) stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'") @@ -22,11 +33,7 @@ bias <- E(L2Fam, IC1) Cov <- E(L2Fam, IC1 %*% t(IC1)) - prec <- checkIC(IC, L2Fam, out = FALSE) - if(prec > tol) - warning("The maximum deviation from the exact IC properties is ", prec, - "\nThis is larger than the specified 'tol' ", - "=> the result may be wrong") + if(withCheck) .checkICWithWarning(IC, L2Fam, tol) return(list(asCov = list(distribution = .getDistr(L2Fam), value = Cov - bias %*% t(bias)))) }) @@ -38,28 +45,23 @@ risk = "trAsCov", neighbor = "missing", L2Fam = "missing"), - function(IC, risk, tol = .Machine$double.eps^0.25){ + function(IC, risk, tol = .Machine$double.eps^0.25, withCheck = TRUE){ getRiskIC(IC = IC, risk = risk, L2Fam = eval(IC at CallL2Fam), - tol = tol) + tol = tol, withCheck = withCheck) }) setMethod("getRiskIC", signature(IC = "IC", risk = "trAsCov", neighbor = "missing", L2Fam = "L2ParamFamily"), - function(IC, risk, L2Fam, tol = .Machine$double.eps^0.25){ + function(IC, risk, L2Fam, tol = .Machine$double.eps^0.25, withCheck = TRUE){ if(dimension(Domain(IC at Curve[[1]])) != dimension(img(L2Fam at distribution))) stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'") - trCov <- getRiskIC(IC, risk = asCov(), L2Fam = L2Fam)$asCov + trCov <- getRiskIC(IC, risk = asCov(), L2Fam = L2Fam, withCheck = withCheck)$asCov trCov$value <- sum(diag(as.matrix(trCov$value))) - prec <- checkIC(IC, L2Fam, out = FALSE) - if(prec > tol) - warning("The maximum deviation from the exact IC properties is ", prec, - "\nThis is larger than the specified 'tol' ", - "=> the result may be wrong") - + if(withCheck) .checkICWithWarning(IC, L2Fam, tol) return(list(trAsCov = trCov)) }) @@ -70,18 +72,19 @@ risk = "asBias", neighbor = "UncondNeighborhood", L2Fam = "missing"), - function(IC, risk, neighbor, tol = .Machine$double.eps^0.25){ + function(IC, risk, neighbor, tol = .Machine$double.eps^0.25, withCheck = TRUE){ getBiasIC(IC = IC, neighbor = neighbor, - biastype = biastype(risk), normtype = normtype(risk), tol = tol) + biastype = biastype(risk), normtype = normtype(risk), tol = tol, + withCheck = withCheck) }) setMethod("getRiskIC", signature(IC = "IC", risk = "asBias", neighbor = "UncondNeighborhood", L2Fam = "L2ParamFamily"), - function(IC, risk, neighbor, L2Fam, tol = .Machine$double.eps^0.25){ + function(IC, risk, neighbor, L2Fam, tol = .Machine$double.eps^0.25, withCheck = TRUE){ getBiasIC(IC = IC, neighbor = neighbor, L2Fam = L2Fam, biastype = biastype(risk), normtype = normtype(risk), - tol = tol) + tol = tol, withCheck = withCheck) }) ############################################################################### ## asymptotic MSE @@ -90,32 +93,27 @@ risk = "asMSE", neighbor = "UncondNeighborhood", L2Fam = "missing"), - function(IC, risk, neighbor, tol = .Machine$double.eps^0.25){ + function(IC, risk, neighbor, tol = .Machine$double.eps^0.25, withCheck = TRUE){ L2Fam <- eval(IC at CallL2Fam) getRiskIC(IC = IC, risk = risk, neighbor = neighbor, - L2Fam = L2Fam, tol = tol) + L2Fam = L2Fam, tol = tol, withCheck = withCheck) }) setMethod("getRiskIC", signature(IC = "IC", risk = "asMSE", neighbor = "UncondNeighborhood", L2Fam = "L2ParamFamily"), - function(IC, risk, neighbor, L2Fam, tol = .Machine$double.eps^0.25){ + function(IC, risk, neighbor, L2Fam, tol = .Machine$double.eps^0.25, withCheck = TRUE){ if(dimension(Domain(IC at Curve[[1]])) != dimension(img(L2Fam at distribution))) stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'") rad <- neighbor at radius if(rad == Inf) return(Inf) - trCov <- getRiskIC(IC = IC, risk = trAsCov(), L2Fam = L2Fam) - Bias <- getRiskIC(IC = IC, risk = asBias(), neighbor = neighbor, L2Fam = L2Fam) + trCov <- getRiskIC(IC = IC, risk = trAsCov(), L2Fam = L2Fam, withCheck = FALSE) + Bias <- getRiskIC(IC = IC, risk = asBias(), neighbor = neighbor, L2Fam = L2Fam, withCheck = FALSE) - prec <- checkIC(IC, L2Fam, out = FALSE) - if(prec > tol) - warning("The maximum deviation from the exact IC properties is ", prec, - "\nThis is larger than the specified 'tol' ", - "=> the result may be wrong") - + if(withCheck) .checkICWithWarning(IC, L2Fam, tol) nghb <- paste(neighbor at type, "with radius", neighbor at radius) return(list(asMSE = list(distribution = .getDistr(L2Fam), Modified: branches/robast-1.1/pkg/RobAStBase/R/internalGridHelpers.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/internalGridHelpers.R 2018-07-23 12:43:08 UTC (rev 1025) +++ branches/robast-1.1/pkg/RobAStBase/R/internalGridHelpers.R 2018-07-23 19:15:16 UTC (rev 1026) @@ -389,7 +389,7 @@ } } - gridS <- if(with.automatic.grid) + gridS <- if(any(with.automatic.grid)) substitute({grid <- function(...){}}) else expression({}) pL <- pL.0 Modified: branches/robast-1.1/pkg/RobAStBase/R/kStepEstimator.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/kStepEstimator.R 2018-07-23 12:43:08 UTC (rev 1025) +++ branches/robast-1.1/pkg/RobAStBase/R/kStepEstimator.R 2018-07-23 19:15:16 UTC (rev 1026) @@ -106,7 +106,8 @@ ### update - function updateStep <- function(u.theta, theta, IC, L2Fam, Param, withPreModif = FALSE, - withPostModif = TRUE, with.u.var = FALSE + withPostModif = TRUE, with.u.var = FALSE, + oldmodifIC = NULL ){ if(withPreModif){ @@ -119,6 +120,10 @@ .withL2derivDistr = L2Fam at .withEvalL2derivDistr) # print(L2Fam) IC <- modifyIC(IC)(L2Fam, IC) + if(steps==1L &&withMakeIC){ + IC <- makeIC(IC, L2Fam) + IC at modifyIC <- oldmodifIC + } # print(IC) } @@ -233,10 +238,10 @@ rownames(uksteps) <- u.est.names if(!is(modifyIC(IC), "NULL") ){ for(i in 1:steps){ + modif.old <- modifyIC(IC) if(i>1){ IC <- upd$IC L2Fam <- upd$L2Fam - modif.old <- modifyIC(IC) if((i==steps)&&withMakeIC){ IC <- makeIC(IC,L2Fam) IC at modifyIC <- modif.old @@ -248,7 +253,7 @@ upd <- updateStep(u.theta,theta,IC, L2Fam, Param, withPreModif = withPre, withPostModif = (steps>i) | useLast, - with.u.var = i==steps) + with.u.var = i==steps, oldmodifIC = modif.old) uksteps[,i] <- u.theta <- upd$u.theta ksteps[,i] <- theta <- upd$theta if(withICList) @@ -271,6 +276,7 @@ tf <- trafo(L2Fam, Param) Infos <- rbind(Infos, c("kStepEstimator", "computation of IC, trafo, asvar and asbias via useLast = TRUE")) + if(withMakeIC) IC <- makeIC(IC, L2Fam) }else{ Infos <- rbind(Infos, c("kStepEstimator", "computation of IC, trafo, asvar and asbias via useLast = FALSE")) @@ -315,7 +321,7 @@ else asVar <- Risks(IC)$asCov$value else - asVar <- getRiskIC(IC, risk = asCov())$asCov$value + asVar <- getRiskIC(IC, risk = asCov(), withCheck = FALSE)$asCov$value }else asVar <- var0 # print(asVar) @@ -329,7 +335,7 @@ if(is(IC, "HampIC")){ r <- neighborRadius(IC) asBias <- r*getRiskIC(IC, risk = asBias(), - neighbor = neighbor(IC))$asBias$value + neighbor = neighbor(IC), withCheck = FALSE)$asBias$value }else{ asBias <- NULL } Modified: branches/robast-1.1/pkg/RobAStBase/R/qqplot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/qqplot.R 2018-07-23 12:43:08 UTC (rev 1025) +++ branches/robast-1.1/pkg/RobAStBase/R/qqplot.R 2018-07-23 19:15:16 UTC (rev 1026) @@ -185,6 +185,7 @@ weight(weight(IC))(L.fct(matrix(x))[,,1]) wx <- w.fct(x) + if(max(wx)>1) wx <- wx/max(wx) mcl$order.traf <- function(x) 1/w.fct(x) cex.lbl <- if(is.null(mcl$cex.lbl)) par("cex") else eval(mcl$cex.lbl) Modified: branches/robast-1.1/pkg/RobAStBase/R/returnlevelplot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/returnlevelplot.R 2018-07-23 12:43:08 UTC (rev 1025) +++ branches/robast-1.1/pkg/RobAStBase/R/returnlevelplot.R 2018-07-23 19:15:16 UTC (rev 1026) @@ -170,6 +170,7 @@ weight(weight(IC))(L.fct(matrix(x))[,,1]) wx <- w.fct(x) + if(max(wx)>1) wx <- wx/max(wx) mcl$order.traf <- function(x) 1/w.fct(x) cex.lbl <- if(is.null(mcl$cex.lbl)) par("cex") else eval(mcl$cex.lbl) Modified: branches/robast-1.1/pkg/RobAStBase/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2018-07-23 12:43:08 UTC (rev 1025) +++ branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2018-07-23 19:15:16 UTC (rev 1026) @@ -15,16 +15,23 @@ + plot-methods now have arguments .nonlb to only plot (but not label) some points + plot-methods are vectorized to a higher extent in all arguments + plot methods now return an S3 object of class \code{c("plotInfo","DiagnInfo")}, i.e., a list containing the -information needed to produce the respective plot, which at a later stage could be used by different graphic engines (like, e.g. -\code{ggplot}) to produce the plot in a different framework. A more detailed description will follow in a subsequent version. + information needed to produce the respective plot, which at a later stage could be used by different graphic engines (like, e.g. + \code{ggplot}) to produce the plot in a different framework. A more detailed description will follow in a subsequent version. + new methods for returnlevelplot for RobModel, InfRobModel, kStepEstimate (as qqplot) + unified return values for qqplot + oneStepEstimator and kStepEstimator gain an argument withMakeIC + optIC gains an argument withMakeIC + DESCRIPTION tag SVNRevision changed to VCS/SVNRevision ++ getRiskIC and getBiasIC gain argument withCheck to speed up things if one does not want to call checkIC ++ 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) bug fix: + slot modifyIC was set to a wrong value in makeIC / former (potential) move was overridden ++ in .preparePanelFirstLast if condition with.automatic.grid was (possibly) vector valued ++ in qqplot & returnlevelplot for x = "ANY", y = "kStepEstimate" the weight function + needs not to be bounded by 1 (e.g. in case of MBRE), so the numeric weights are scaled to [0,1] first under the hood: + wherever possible also use q.l internally instead of q to Modified: branches/robast-1.1/pkg/RobAStBase/man/getBiasIC.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/getBiasIC.Rd 2018-07-23 12:43:08 UTC (rev 1025) +++ branches/robast-1.1/pkg/RobAStBase/man/getBiasIC.Rd 2018-07-23 19:15:16 UTC (rev 1026) @@ -10,8 +10,9 @@ \usage{ getBiasIC(IC, neighbor, ...) -\S4method{getBiasIC}{IC,UncondNeighborhood}(IC, neighbor, L2Fam, biastype = symmetricBias(), - normtype = NormType(), tol = .Machine$double.eps^0.25, numbeval = 1e5) +\S4method{getBiasIC}{IC,UncondNeighborhood}(IC, neighbor, L2Fam, + biastype = symmetricBias(), normtype = NormType(), + tol = .Machine$double.eps^0.25, numbeval = 1e5, withCheck = TRUE) } \arguments{ \item{IC}{ object of class \code{"InfluenceCurve"} } @@ -22,6 +23,8 @@ \item{normtype}{object of class \code{"NormType"}} \item{tol}{ the desired accuracy (convergence tolerance).} \item{numbeval}{number of evalation points.} + \item{withCheck}{logical: should a call to \code{checkIC} be done to + check accuracy (defaults to \code{TRUE}).} } %\details{} \value{The bias of the IC is computed.} Modified: branches/robast-1.1/pkg/RobAStBase/man/getRiskIC.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/getRiskIC.Rd 2018-07-23 12:43:08 UTC (rev 1025) +++ branches/robast-1.1/pkg/RobAStBase/man/getRiskIC.Rd 2018-07-23 19:15:16 UTC (rev 1026) @@ -20,21 +20,21 @@ \usage{ getRiskIC(IC, risk, neighbor, L2Fam, ...) -\S4method{getRiskIC}{IC,asCov,missing,missing}(IC, risk, tol = .Machine$double.eps^0.25) +\S4method{getRiskIC}{IC,asCov,missing,missing}(IC, risk, tol = .Machine$double.eps^0.25, withCheck = TRUE) -\S4method{getRiskIC}{IC,asCov,missing,L2ParamFamily}(IC, risk, L2Fam, tol = .Machine$double.eps^0.25) +\S4method{getRiskIC}{IC,asCov,missing,L2ParamFamily}(IC, risk, L2Fam, tol = .Machine$double.eps^0.25, withCheck = TRUE) -\S4method{getRiskIC}{IC,trAsCov,missing,missing}(IC, risk, tol = .Machine$double.eps^0.25) +\S4method{getRiskIC}{IC,trAsCov,missing,missing}(IC, risk, tol = .Machine$double.eps^0.25, withCheck = TRUE) -\S4method{getRiskIC}{IC,trAsCov,missing,L2ParamFamily}(IC, risk, L2Fam, tol = .Machine$double.eps^0.25) +\S4method{getRiskIC}{IC,trAsCov,missing,L2ParamFamily}(IC, risk, L2Fam, tol = .Machine$double.eps^0.25, withCheck = TRUE) -\S4method{getRiskIC}{IC,asBias,UncondNeighborhood,missing}(IC, risk, neighbor, tol = .Machine$double.eps^0.25) +\S4method{getRiskIC}{IC,asBias,UncondNeighborhood,missing}(IC, risk, neighbor, tol = .Machine$double.eps^0.25, withCheck = TRUE) -\S4method{getRiskIC}{IC,asBias,UncondNeighborhood,L2ParamFamily}(IC, risk, neighbor, L2Fam, tol = .Machine$double.eps^0.25) +\S4method{getRiskIC}{IC,asBias,UncondNeighborhood,L2ParamFamily}(IC, risk, neighbor, L2Fam, tol = .Machine$double.eps^0.25, withCheck = TRUE) -\S4method{getRiskIC}{IC,asMSE,UncondNeighborhood,missing}(IC, risk, neighbor, tol = .Machine$double.eps^0.25) +\S4method{getRiskIC}{IC,asMSE,UncondNeighborhood,missing}(IC, risk, neighbor, tol = .Machine$double.eps^0.25, withCheck = TRUE) -\S4method{getRiskIC}{IC,asMSE,UncondNeighborhood,L2ParamFamily}(IC, risk, neighbor, L2Fam, tol = .Machine$double.eps^0.25) +\S4method{getRiskIC}{IC,asMSE,UncondNeighborhood,L2ParamFamily}(IC, risk, neighbor, L2Fam, tol = .Machine$double.eps^0.25, withCheck = TRUE) \S4method{getRiskIC}{TotalVarIC,asUnOvShoot,UncondNeighborhood,missing}(IC, risk, neighbor) @@ -52,6 +52,8 @@ \item{sampleSize}{ integer: sample size. } \item{Algo}{ "A" or "B". } \item{cont}{ "left" or "right". } + \item{withCheck}{logical: should a call to \code{checkIC} be done to + check accuracy (defaults to \code{TRUE}).} } \details{To make sure that the results are valid, it is recommended to include an additional check of the IC properties of \code{IC} From noreply at r-forge.r-project.org Mon Jul 23 21:41:52 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 21:41:52 +0200 (CEST) Subject: [Robast-commits] r1027 - in branches/robast-1.1/pkg/ROptEst: R man Message-ID: <20180723194152.D4BAE18346F@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 21:41:52 +0200 (Mon, 23 Jul 2018) New Revision: 1027 Modified: branches/robast-1.1/pkg/ROptEst/R/getRiskIC.R branches/robast-1.1/pkg/ROptEst/R/roptest.new.R branches/robast-1.1/pkg/ROptEst/man/getRiskIC.Rd Log: [ROptEst] branch 1.1 + getRiskIC and getBiasIC gain argument withCheck to speed up things if one does not want to call checkIC + bugfix: argument withMakeIC was not correctly used in roptest.new Modified: branches/robast-1.1/pkg/ROptEst/R/getRiskIC.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/getRiskIC.R 2018-07-23 19:15:16 UTC (rev 1026) +++ branches/robast-1.1/pkg/ROptEst/R/getRiskIC.R 2018-07-23 19:41:52 UTC (rev 1027) @@ -5,16 +5,16 @@ risk = "asCov", neighbor = "missing", L2Fam = "missing"), - function(IC, risk){ + function(IC, risk, withCheck= TRUE){ L2Fam <- force(eval(IC at CallL2Fam)) - getRiskIC(IC = IC, risk = risk, L2Fam = L2Fam) + getRiskIC(IC = IC, risk = risk, L2Fam = L2Fam, withCheck= withCheck) }) setMethod("getRiskIC", signature(IC = "HampIC", risk = "asCov", neighbor = "missing", L2Fam = "L2ParamFamily"), - function(IC, risk, L2Fam){ + function(IC, risk, L2Fam, withCheck= TRUE){ Cov <- eval(IC at Risks[["asCov"]]) if(is.null(Cov)){ if(numberOfMaps(L2Fam at L2deriv)==1){ ## L2derivDim <- L2Fam at L2deriv @@ -28,7 +28,7 @@ return(list(asCov = list(distribution = .getDistr(L2Fam), value = Cov))) } - return(getRiskIC(as(IC, "IC"), risk = risk, L2Fam = L2Fam)) + return(getRiskIC(as(IC, "IC"), risk = risk, L2Fam = L2Fam, withCheck= withCheck)) }else return(list(asCov = list(distribution = .getDistr(L2Fam), value = Cov))) }) Modified: branches/robast-1.1/pkg/ROptEst/R/roptest.new.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/roptest.new.R 2018-07-23 19:15:16 UTC (rev 1026) +++ branches/robast-1.1/pkg/ROptEst/R/roptest.new.R 2018-07-23 19:41:52 UTC (rev 1027) @@ -170,7 +170,7 @@ withEvalAsVar <- kStepCtrl$withEvalAsVar if(is.null(withEvalAsVar)) withEvalAsVar <- L2Fam at .withEvalAsVar - withMakeIC <- kStepCtrl$MakeIC + withMakeIC <- kStepCtrl$withMakeIC if(is.null(withMakeIC)) withMakeIC <- FALSE Modified: branches/robast-1.1/pkg/ROptEst/man/getRiskIC.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/getRiskIC.Rd 2018-07-23 19:15:16 UTC (rev 1026) +++ branches/robast-1.1/pkg/ROptEst/man/getRiskIC.Rd 2018-07-23 19:41:52 UTC (rev 1027) @@ -13,9 +13,9 @@ \usage{ getRiskIC(IC, risk, neighbor, L2Fam, ...) -\S4method{getRiskIC}{HampIC,asCov,missing,missing}(IC, risk) +\S4method{getRiskIC}{HampIC,asCov,missing,missing}(IC, risk, withCheck= TRUE) -\S4method{getRiskIC}{HampIC,asCov,missing,L2ParamFamily}(IC, risk, L2Fam) +\S4method{getRiskIC}{HampIC,asCov,missing,L2ParamFamily}(IC, risk, L2Fam, withCheck= TRUE) \S4method{getRiskIC}{TotalVarIC,asCov,missing,L2ParamFamily}(IC, risk, L2Fam) } @@ -25,6 +25,8 @@ \item{neighbor}{ object of class \code{"Neighborhood"}; missing in the methods described here. } \item{\dots}{ additional parameters } \item{L2Fam}{ object of class \code{"L2ParamFamily"}. } + \item{withCheck}{logical: should a call to \code{checkIC} be done to + check accuracy (defaults to \code{TRUE}).} } \details{To make sure that the results are valid, it is recommended to include an additional check of the IC properties of \code{IC} From noreply at r-forge.r-project.org Mon Jul 23 21:44:11 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 21:44:11 +0200 (CEST) Subject: [Robast-commits] r1028 - branches/robast-1.1/pkg/ROptEst/inst Message-ID: <20180723194411.418EC1881C3@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 21:44:10 +0200 (Mon, 23 Jul 2018) New Revision: 1028 Modified: branches/robast-1.1/pkg/ROptEst/inst/NEWS Log: [ROptEst] branch 1.1 NEWS updated Modified: branches/robast-1.1/pkg/ROptEst/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/ROptEst/inst/NEWS 2018-07-23 19:41:52 UTC (rev 1027) +++ branches/robast-1.1/pkg/ROptEst/inst/NEWS 2018-07-23 19:44:10 UTC (rev 1028) @@ -24,7 +24,11 @@ + cniperPointPlot gains argument withMakeIC + genkStepCtrl gains argument withMakeIC + DESCRIPTION tag SVNRevision changed to VCS/SVNRevision ++ getRiskIC and getBiasIC gain argument withCheck to speed up things if one does not want to call checkIC +Bugfix: ++ argument withMakeIC was not correctly used in roptest.new + under the hood: + wherever possible also use q.l internally instead of q to provide functionality in IRKernel From noreply at r-forge.r-project.org Mon Jul 23 21:47:56 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 21:47:56 +0200 (CEST) Subject: [Robast-commits] r1029 - in branches/robast-1.1/pkg/RobExtremes: R inst inst/scripts Message-ID: <20180723194757.09AB7187BAF@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 21:47:56 +0200 (Mon, 23 Jul 2018) New Revision: 1029 Modified: branches/robast-1.1/pkg/RobExtremes/R/Expectation.R branches/robast-1.1/pkg/RobExtremes/inst/NEWS branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R Log: [RobExtremes] branch 1.1 + Expectation E for DistributionsIntegratingByQuantiles to speed up things now uses stop.on.error = FALSE and for accuracy splits up the integration range in [0,0.98] and [0.98, upp] as soon as upp>0.98 + updated script RobFitsAtRealData.R Modified: branches/robast-1.1/pkg/RobExtremes/R/Expectation.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/Expectation.R 2018-07-23 19:44:10 UTC (rev 1028) +++ branches/robast-1.1/pkg/RobExtremes/R/Expectation.R 2018-07-23 19:47:56 UTC (rev 1029) @@ -57,7 +57,10 @@ dots.withoutUseApply <- dots useApply <- TRUE if(!is.null(dots$useApply)) useApply <- dots$useApply + dots.withoutUseApply$useApply <- NULL + dots.withoutUseApply$stop.on.error <- NULL + integrand <- function(x, dfun, ...){ di <- dim(x) y <- q.l(object)(x)##quantile transformation if(useApply){ @@ -76,12 +79,29 @@ upp <- p(object)(Ib["upp"]) if(is.nan(low)) low <- 0 if(is.nan(upp)) upp <- 1 - return(do.call(distrExIntegrate, c(list(f = integrand, + + if(upp < 0.98){ + int <- do.call(distrExIntegrate, c(list(f = integrand, lower = low, upper = upp, - rel.tol = rel.tol, - distr = object, dfun = dunif), dots.withoutUseApply))) + rel.tol = rel.tol, stop.on.error = FALSE, + distr = object, dfun = dunif), dots.withoutUseApply)) + }else{ + int1 <- do.call(distrExIntegrate, c(list(f = integrand, + lower = low, + upper = 0.98, + rel.tol = rel.tol, stop.on.error = FALSE, + distr = object, dfun = dunif), dots.withoutUseApply)) + int2 <- do.call(distrExIntegrate, c(list(f = integrand, + lower = 0.98, + upper = upp, + rel.tol = rel.tol, stop.on.error = FALSE, + distr = object, dfun = dunif), dots.withoutUseApply)) + int <- int1+int2 + } + return(int) + }) setMethod("E", signature(object = "GPareto", Modified: branches/robast-1.1/pkg/RobExtremes/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/NEWS 2018-07-23 19:44:10 UTC (rev 1028) +++ branches/robast-1.1/pkg/RobExtremes/inst/NEWS 2018-07-23 19:47:56 UTC (rev 1029) @@ -42,6 +42,8 @@ + in ParetoFamily.R L2derivDistr was not attached to return value under the hood: ++ Expectation E for DistributionsIntegratingByQuantiles to speed up things + now uses stop.on.error = FALSE and for accuracy splits up the integration range in [0,0.98] and [0.98, upp] as soon as upp>0.98 + prepared everything for first release on CRAN + due to speed gains moved back diagnostic plot examples out of \donttest + added MakeIC calls in getStartIC to enhance accuracy Modified: branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-07-23 19:44:10 UTC (rev 1028) +++ branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-07-23 19:47:56 UTC (rev 1029) @@ -21,16 +21,27 @@ ## mlEi <- MLEstimator(portpiriei, GEVFamilyMuUnknown(withPos=FALSE)) system.time(MBRi <- roptest(portpiriei, GEVFamilyMuUnknown(withPos=FALSE),risk=MBRRisk())) +system.time(RMXi <- roptest(portpiriei, GEVFamilyMuUnknown(withPos=FALSE),risk=RMXRRisk())) +## in fact the precision of the pIC is not too good, but the resp. estimate only differs +## little to the situation where we enforce IC conditions +checkIC(pIC(RMXi)) +system.time(RMXiw <- roptest(portpiriei, GEVFamilyMuUnknown(withPos=FALSE),risk=RMXRRisk(),withMakeIC=TRUE)) +checkIC(pIC(RMXiw)) +estimate(RMXi) +estimate(RMXiw) + mlEi MBRi estimate(mlEi) estimate(MBRi) +estimate(RMXi) +estimate(RMXiw) attr(MBRi, "timings") gev.diag(mlEi) gev.diag(MBRi) gev.prof(mlEi, m = 10, 4.1, 5) gev.profxi(MBRi, -0.3, 0.3) -plot(MBRi at pIC) +plot(pIC(MBRi)) ## contaminated: ppfitc <- ismev::gev.fit(portpiriec) @@ -38,12 +49,15 @@ ## mlEc <- MLEstimator(portpiriec, GEVFamilyMuUnknown(withPos=FALSE)) system.time(MBRc <- roptest(portpiriec, GEVFamilyMuUnknown(withPos=FALSE),risk=MBRRisk())) +system.time(RMXc <- roptest(portpiriec, GEVFamilyMuUnknown(withPos=FALSE),risk=RMXRRisk())) mlEc MBRc +estimate(mlEi) +estimate(MBRi) +estimate(RMXi) estimate(mlEc) estimate(MBRc) -estimate(mlEi) -estimate(MBRi) +estimate(RMXc) gev.diag(mlEc) gev.diag(MBRc) gev.prof(mlEc, m = 10, 4.1, 5) @@ -53,7 +67,7 @@ returnlevelplot(portpiriec,MBRc) returnlevelplot(portpiriec,MBRc,ylim=c(3.5,5)) -plot(MBRc at pIC) +plot(pIC(MBRc)) ##-------------------------- ## GPD @@ -65,6 +79,7 @@ mlE2i <- MLEstimator(raini, GParetoFamily(loc=10)) gpd.diag(mlE2i) system.time(MBR2i <- roptest(raini, GParetoFamily(loc=10),risk=MBRRisk())) +system.time(RMX2i <- roptest(raini, GParetoFamily(loc=10),risk=RMXRRisk())) mlE2i MBR2i estimate(mlE2i) @@ -85,23 +100,29 @@ mlE2c <- MLEstimator(rainc, GParetoFamily(loc=10)) gpd.diag(mlE2c) system.time(MBR2c <- roptest(rainc, GParetoFamily(loc=10),risk=MBRRisk())) +system.time(RMX2c <- roptest(rainc, GParetoFamily(loc=10),risk=RMXRRisk())) mlE2c MBR2c +estimate(mlE2i) +estimate(MBR2i) +estimate(RMX2i) estimate(mlE2c) estimate(MBR2c) -estimate(mlE2i) -estimate(MBR2i) +estimate(RMX2c) gpd.diag(mlE2c) gpd.diag(MBR2c) +gpd.diag(RMX2c) gpd.prof(mlE2c, m = 10, 55, 77) gpd.profxi(mlE2c, -0.02, 0.02) -plot(MBR2c at pIC) +plot(pIC(MBR2c)) qqplot(rainc,MBR2c) qqplot(rainc,MBR2c,ylim=c(5,100)) qqplot(rainc,MBR2c,xlim=c(5,100),ylim=c(5,100),log="xy") +qqplot(rainc,MBR2c,xlim=c(5,100),ylim=c(5,100),log="xy",cex.pch=8,exp.fadcol.pch = .55,pch=19) returnlevelplot(raini,MBR2i,MaxOrPot="POT",threshold=0) +returnlevelplot(raini,MBR2i,MaxOrPot="POT",threshold=0, withLab=TRUE, cex.lbl=0.8) returnlevelplot(rainc,MBR2c,MaxOrPot="POT",threshold=0) returnlevelplot(rainc,MBR2c,ylim=c(10,100),MaxOrPot="POT",threshold=0) # @@ -118,3 +139,28 @@ ## wrong data set qqplot(portpiriei-10,dI2i) qqplot(portpiriec,MBR2c) + + +####################################################### +# synthetic Pareto data +####################################################### +set.seed(20180723) +x <- actuar::rpareto1(100, min=2, shape=0.4) +xc <- c(x, 1e15,1e12,1e69, 2.001,2.00000001) +PM <- ParetoFamily(Min=2) +mlE3i <- MLEstimator(x,PM) +mlE3c <- MLEstimator(xc,PM) +qqplot(x, mlE3i, log="xy") +qqplot(xc, mlE3c, log="xy") +system.time(MBR3i <- roptest(x, PM,risk=MBRRisk())) +system.time(RMX3i <- roptest(x, PM,risk=RMXRRisk())) +system.time(MBR3c <- roptest(xc, PM,risk=MBRRisk())) +system.time(RMX3c <- roptest(xc, PM,risk=RMXRRisk())) +estimate(mlE3i) +estimate(MBR3i) +estimate(RMX3i) +estimate(mlE3c) +estimate(MBR3c) +estimate(RMX3c) +plot(pIC(MBR3i)) +plot(pIC(RMX3i)) From noreply at r-forge.r-project.org Mon Jul 23 22:09:27 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 22:09:27 +0200 (CEST) Subject: [Robast-commits] r1030 - in pkg/RandVar: . R inst man Message-ID: <20180723200927.7B052180B03@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 22:09:27 +0200 (Mon, 23 Jul 2018) New Revision: 1030 Modified: pkg/RandVar/DESCRIPTION pkg/RandVar/R/util.R pkg/RandVar/inst/NEWS pkg/RandVar/inst/TOBEDONE pkg/RandVar/man/0RandVar-package.Rd Log: [RandVar] merged branch 1.1 to trunk Modified: pkg/RandVar/DESCRIPTION =================================================================== --- pkg/RandVar/DESCRIPTION 2018-07-23 19:47:56 UTC (rev 1029) +++ pkg/RandVar/DESCRIPTION 2018-07-23 20:09:27 UTC (rev 1030) @@ -1,12 +1,13 @@ Package: RandVar -Version: 1.0.1 -Date: 2017-04-23 +Version: 1.1.0 +Date: 2018-07-08 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 -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"))) +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 @@ -14,4 +15,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 930 +VCS/SVNRevision: 940 Modified: pkg/RandVar/R/util.R =================================================================== --- pkg/RandVar/R/util.R 2018-07-23 19:47:56 UTC (rev 1029) +++ pkg/RandVar/R/util.R 2018-07-23 20:09:27 UTC (rev 1030) @@ -9,7 +9,7 @@ n <- 10^getdistrOption("RtoDPQ.e")+1 u <- seq(0,1,length=n+1); u <- (u[1:n]+u[2:(n+1)])/2 - qd <- q(distr) + qd <- q.l(distr) y <- f(qd(u)) wmdn <- getdistrOption("warn.makeDNew") Modified: pkg/RandVar/inst/NEWS =================================================================== --- pkg/RandVar/inst/NEWS 2018-07-23 19:47:56 UTC (rev 1029) +++ pkg/RandVar/inst/NEWS 2018-07-23 20:09:27 UTC (rev 1030) @@ -8,6 +8,15 @@ information) ####################################### +version 1.1 +####################################### + +under the hood: ++ wherever possible also use q.l internally instead of q to + provide functionality in IRKernel ++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision + +####################################### version 1.0.1 ####################################### Modified: pkg/RandVar/inst/TOBEDONE =================================================================== --- pkg/RandVar/inst/TOBEDONE 2018-07-23 19:47:56 UTC (rev 1029) +++ pkg/RandVar/inst/TOBEDONE 2018-07-23 20:09:27 UTC (rev 1030) @@ -1,2 +1,2 @@ +move symmetry slots/classes out of RobAStBase into RandVar -+automatic setting of symmetry slots for specific operations \ No newline at end of file ++automatic setting of symmetry slots for specific operations Modified: pkg/RandVar/man/0RandVar-package.Rd =================================================================== --- pkg/RandVar/man/0RandVar-package.Rd 2018-07-23 19:47:56 UTC (rev 1029) +++ pkg/RandVar/man/0RandVar-package.Rd 2018-07-23 20:09:27 UTC (rev 1030) @@ -11,15 +11,15 @@ \details{ \tabular{ll}{ Package: \tab RandVar \cr -Version: \tab 1.0.1 \cr -Date: \tab 2017-04-23 \cr +Version: \tab 1.1.0 \cr +Date: \tab 2018-07-08 \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 930 \cr +VCS/SVNRevision: \tab 940 \cr } } \author{ From noreply at r-forge.r-project.org Mon Jul 23 22:15:10 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 22:15:10 +0200 (CEST) Subject: [Robast-commits] r1031 - in pkg/RobAStBase: . R inst inst/doc man tests/Examples Message-ID: <20180723201511.09A9518A030@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 22:15:10 +0200 (Mon, 23 Jul 2018) New Revision: 1031 Added: pkg/RobAStBase/R/getFiRisk.R pkg/RobAStBase/R/internalSelectLabel.R pkg/RobAStBase/R/plotUtils.R pkg/RobAStBase/R/ptnorm-convtnorm.R pkg/RobAStBase/R/returnlevelplot.R pkg/RobAStBase/man/getFiRisk.Rd pkg/RobAStBase/man/returnlevelplot.Rd Removed: pkg/RobAStBase/R/getFiRisk.R pkg/RobAStBase/R/plotUtils.R pkg/RobAStBase/man/getFiRisk.Rd Modified: pkg/RobAStBase/DESCRIPTION pkg/RobAStBase/NAMESPACE pkg/RobAStBase/R/AllPlot.R pkg/RobAStBase/R/IC.R pkg/RobAStBase/R/comparePlot.R pkg/RobAStBase/R/cutoff-class.R pkg/RobAStBase/R/ddPlot.R pkg/RobAStBase/R/ddPlot_utils.R pkg/RobAStBase/R/getBiasIC.R pkg/RobAStBase/R/getRiskIC.R pkg/RobAStBase/R/infoPlot.R pkg/RobAStBase/R/internalGridHelpers.R pkg/RobAStBase/R/kStepEstimator.R pkg/RobAStBase/R/oneStepEstimator.R pkg/RobAStBase/R/optIC.R pkg/RobAStBase/R/outlyingPlot.R pkg/RobAStBase/R/plotRescaledAxis.R pkg/RobAStBase/R/plotWrapper.R pkg/RobAStBase/R/qqplot.R pkg/RobAStBase/R/selectorder.R pkg/RobAStBase/R/utils.R pkg/RobAStBase/inst/NEWS pkg/RobAStBase/inst/TOBEDONE pkg/RobAStBase/inst/doc/InfluenceCurve.eps pkg/RobAStBase/inst/doc/InfluenceCurve.pdf pkg/RobAStBase/inst/doc/Neighborhood.eps pkg/RobAStBase/inst/doc/Neighborhood.pdf pkg/RobAStBase/inst/doc/RobModel.eps pkg/RobAStBase/inst/doc/RobModel.pdf pkg/RobAStBase/inst/doc/RobWeight.eps pkg/RobAStBase/inst/doc/RobWeight.pdf pkg/RobAStBase/man/0RobAStBase-package.Rd pkg/RobAStBase/man/ComparePlotWrapper.Rd pkg/RobAStBase/man/HampIC-class.Rd pkg/RobAStBase/man/InfoPlotWrapper.Rd pkg/RobAStBase/man/PlotICWrapper.Rd pkg/RobAStBase/man/comparePlot.Rd pkg/RobAStBase/man/ddPlot-methods.Rd pkg/RobAStBase/man/getBiasIC.Rd pkg/RobAStBase/man/getRiskIC.Rd pkg/RobAStBase/man/infoPlot.Rd pkg/RobAStBase/man/internal_GridHelpers.Rd pkg/RobAStBase/man/internal_plots.Rd pkg/RobAStBase/man/internals.Rd pkg/RobAStBase/man/internals_ddPlot.Rd pkg/RobAStBase/man/kStepEstimator.Rd pkg/RobAStBase/man/makeIC-methods.Rd pkg/RobAStBase/man/oneStepEstimator.Rd pkg/RobAStBase/man/optIC.Rd pkg/RobAStBase/man/outlyingPlotIC.Rd pkg/RobAStBase/man/plot-methods.Rd pkg/RobAStBase/man/qqplot.Rd pkg/RobAStBase/tests/Examples/RobAStBase-Ex.Rout.save Log: [RobAStBase] merged branch 1.1 to trunk Modified: pkg/RobAStBase/DESCRIPTION =================================================================== --- pkg/RobAStBase/DESCRIPTION 2018-07-23 20:09:27 UTC (rev 1030) +++ pkg/RobAStBase/DESCRIPTION 2018-07-23 20:15:10 UTC (rev 1031) @@ -1,18 +1,22 @@ Package: RobAStBase -Version: 1.0.2 -Date: 2018-05-29 +Version: 1.1.0 +Date: 2018-07-08 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", "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("R Core Team", role = c("ctb", "cph"), comment="for source file 'format.perc'")) +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("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$} -SVNRevision: 930 +VCS/SVNRevision: 940 Modified: pkg/RobAStBase/NAMESPACE =================================================================== --- pkg/RobAStBase/NAMESPACE 2018-07-23 20:09:27 UTC (rev 1030) +++ pkg/RobAStBase/NAMESPACE 2018-07-23 20:15:10 UTC (rev 1031) @@ -69,7 +69,7 @@ exportMethods("moveL2Fam2RefParam", "moveICBackFromRefParam", "rescaleFunction") -exportMethods("ddPlot", "qqplot") +exportMethods("ddPlot", "qqplot", "returnlevelplot") exportMethods("cutoff.quantile", "cutoff.quantile<-") exportMethods("samplesize<-", "samplesize") exportMethods("getRiskFctBV", "getFiRisk") @@ -85,4 +85,4 @@ export("getRiskFctBV") export(".rescalefct",".plotRescaledAxis",".makedotsP",".makedotsLowLevel",".SelectOrderData") export(".merge.lists") -export("InfoPlot", "ComparePlot", "PlotIC") \ No newline at end of file +export("InfoPlot", "ComparePlot", "PlotIC") Modified: pkg/RobAStBase/R/AllPlot.R =================================================================== --- pkg/RobAStBase/R/AllPlot.R 2018-07-23 20:09:27 UTC (rev 1030) +++ pkg/RobAStBase/R/AllPlot.R 2018-07-23 20:15:10 UTC (rev 1031) @@ -13,158 +13,135 @@ scaleN = 9, x.ticks = NULL, y.ticks = NULL, mfColRow = TRUE, to.draw.arg = NULL, withSubst = TRUE){ - xc <- match.call(call = sys.call(sys.parent(1)))$x + args0 <- list(x = x, withSweave = withSweave, + main = main, inner = inner, sub = sub, + col.inner = col.inner, cex.inner = cex.inner, + bmar = bmar, tmar = tmar, with.automatic.grid = with.automatic.grid, + with.legend = with.legend, legend = legend, legend.bg = legend.bg, + legend.location = legend.location, legend.cex = legend.cex, + withMBR = withMBR, MBRB = MBRB, MBR.fac = MBR.fac, col.MBR = col.MBR, + lty.MBR = lty.MBR, lwd.MBR = lwd.MBR, + x.vec = x.vec, scaleX = scaleX, + scaleX.fct = if(!missing(scaleX.fct)) scaleX.fct else NULL, + scaleX.inv = if(!missing(scaleX.inv)) scaleX.inv else NULL, + scaleY = scaleY, + scaleY.fct = scaleY.fct, + scaleY.inv = scaleY.inv, scaleN = scaleN, x.ticks = x.ticks, + y.ticks = y.ticks, mfColRow = mfColRow, to.draw.arg = to.draw.arg, + withSubst = withSubst) + mc <- match.call(call = sys.call(sys.parent(1))) + dots <- match.call(call = sys.call(sys.parent(1)), + expand.dots = FALSE)$"..." + plotInfo <- list(call = mc, dots=dots, args=args0) + + xc <- mc$x xcc <- as.character(deparse(xc)) dots <- match.call(call = sys.call(sys.parent(1)), expand.dots = FALSE)$"..." dotsLeg <- dotsT <- dotsL <- .makedotsLowLevel(dots) - .mpresubs <- if(withSubst){ - function(inx) - .presubs(inx, c("%C", "%A", "%D" ), - c(as.character(class(x)[1]), - as.character(date()), - xcc)) - }else function(inx)inx + dotsP <- dots + dotsP$type <- dotsP$lty <- dotsP$col <- dotsP$lwd <- NULL + dotsP$xlab <- dotsP$ylab <- NULL - if(!is.logical(inner)){ - if(!is.list(inner)) - inner <- as.list(inner) - #stop("Argument 'inner' must either be 'logical' or a 'list'") - inner <- .fillList(inner,4) - innerD <- inner[1:3] - innerL <- inner[4] - }else{innerD <- innerL <- inner} + pF.0 <- expression({}) + if(!is.null(dots[["panel.first"]])){ + pF.0 <- .panel.mingle(dots,"panel.first") + } + pL.0 <- expression({}) + if(!is.null(dots[["panel.last"]])){ + pL.0 <- .panel.mingle(dots,"panel.last") + } + dotsP$panel.first <- NULL + dotsP$panel.last <- NULL - L2Fam <- eval(x at CallL2Fam) if(missing(scaleX.fct)){ scaleX.fct <- p(L2Fam) - scaleX.inv <- q(L2Fam) + scaleX.inv <- q.l(L2Fam) } trafO <- trafo(L2Fam at param) dims <- nrow(trafO) - to.draw <- 1:dims - dimnms <- c(rownames(trafO)) - if(is.null(dimnms)) - dimnms <- paste("dim",1:dims,sep="") - if(! is.null(to.draw.arg)){ - if(is.character(to.draw.arg)) - to.draw <- pmatch(to.draw.arg, dimnms) - else if(is.numeric(to.draw.arg)) - to.draw <- to.draw.arg - } + to.draw <- .getToDraw(dims, trafO, L2Fam, to.draw.arg) dims0 <- length(to.draw) nrows <- trunc(sqrt(dims0)) ncols <- ceiling(dims0/nrows) - if(!is.null(x.ticks)) dots$xaxt <- "n" + yaxt0 <- xaxt0 <- rep("s",dims0) + if(!is.null(dots$xaxt)) xaxt0 <- rep(dots$xaxt, length.out=dims0) + if(!is.null(dots$yaxt)) yaxt0 <- rep(dots$yaxt, length.out=dims0) + + logArg <- NULL + if(!is.null(dots[["log"]])) + logArg <- rep(dots[["log"]], length.out=dims0) + dotsP$log <- dots$log <- NULL + + dotsP0 <- vector("list",dims0) + if(!is.null(dotsP)) for(i in 1:dims0) dotsP0[[i]] <- dotsP + dotsP <- dotsP0 + + for(i in 1:dims0){dotsP[[i]]$xaxt <- xaxt0[i];dotsP[[i]]$yaxt <- yaxt0[i]} + + if(!is.null(logArg)) + for(i in 1:dims0) dotsP[[i]]$log <- logArg[i] + + if(!is.null(x.ticks)){ + x.ticks <- .fillList(x.ticks, dims0) + for(i in 1:dims0){ + if(!is.null(x.ticks[[i]])) + if(!is.null(logArg)) if(!grepl("x",logArg[i])) dotsP[[i]]$xaxt <- "n" + } + } if(!is.null(y.ticks)){ y.ticks <- .fillList(y.ticks, dims0) - dots$yaxt <- "n" + for(i in 1:dims0){ + if(!is.null(y.ticks[[i]])) + if(!is.null(logArg)) if(!grepl("y",logArg[i])) dotsP[[i]]$yaxt <- "n" + } } + scaleX <- rep(scaleX, length.out=dims0) + scaleY <- rep(scaleY, length.out=dims0) + scaleX <- scaleX & (xaxt0!="n") + scaleY <- scaleY & (yaxt0!="n") + + scaleX.fct <- .fillList(scaleX.fct, dims0) + scaleX.inv <- .fillList(scaleX.inv, dims0) + scaleY.fct <- .fillList(scaleY.fct, dims0) scaleY.inv <- .fillList(scaleY.inv, dims0) - pF <- expression({}) - if(!is.null(dots[["panel.first"]])){ - pF <- .panel.mingle(dots,"panel.first") - } - ..panelFirst <- .fillList(pF,dims0) - if(with.automatic.grid) - ..panelFirst <- .producePanelFirstS( - ..panelFirst,x, to.draw.arg, FALSE, - x.ticks = x.ticks, scaleX = scaleX, scaleX.fct = scaleX.fct, - y.ticks = y.ticks, scaleY = scaleY, scaleY.fct = scaleY.fct) - gridS <- if(with.automatic.grid) - substitute({grid <- function(...){}}) else expression({}) - pF <- vector("list",dims0) - if(dims0>0) - for(i in 1:dims0){ - pF[[i]] <- substitute({ gridS0 - pF0}, - list(pF0=..panelFirst[[i]], gridS0=gridS)) - } + distr <- L2Fam at distribution + if(!is(distr, "UnivariateDistribution")) stop("not yet implemented") - pL <- expression({}) - if(!is.null(dots[["panel.last"]])){ - pL <- .panel.mingle(dots,"panel.last") - } - ..panelLast <- .fillList(pL,dims0) - pL <- vector("list",dims0) - if(dims0>0) - for(i in 1:dims0) - pL[[i]] <- if(is.null(..panelLast[[i]])) expression({}) else ..panelLast[[i]] - dots$panel.last <- dots$panel.first <- NULL - MBRB <- matrix(rep(t(MBRB), length.out=dims0*2),ncol=2, byrow=T) MBRB <- MBRB * MBR.fac - e1 <- L2Fam at distribution - if(!is(e1, "UnivariateDistribution")) stop("not yet implemented") - if(is(e1, "UnivariateDistribution")){ - xlim <- eval(dots$xlim) - if(!is.null(xlim)){ - xm <- min(xlim) - xM <- max(xlim) - if(!length(xlim) %in% c(2,2*dims0)) - stop("Wrong length of Argument xlim"); - xlim <- matrix(xlim, 2,dims0) - } - if(is(e1, "AbscontDistribution")){ - lower0 <- getLow(e1, eps = getdistrOption("TruncQuantile")*2) - upper0 <- getUp(e1, eps = getdistrOption("TruncQuantile")*2) - me <- median(e1); s <- IQR(e1) - lower1 <- me - 6 * s - upper1 <- me + 6 * s - lower <- max(lower0, lower1) - upper <- min(upper0, upper1) - if(!is.null(xlim)){ - lower <- min(lower,xm) - upper <- max(upper,xM) - } - h <- upper - lower - if(is.null(x.vec)){ - if(scaleX){ - xpl <- scaleX.fct(lower - 0.1*h) - xpu <- scaleX.fct(upper + 0.1*h) - xp.vec <- seq(from = xpl, to = xpu, length = 1000) - x.vec <- scaleX.inv(xp.vec) - }else{ - x.vec <- seq(from = lower - 0.1*h, to = upper + 0.1*h, length = 1000) - } - } - plty <- "l" - lty <- "solid" - }else{ - if(!is.null(x.vec)){ - if(is(e1, "DiscreteDistribution")) - x.vec <- intersect(x.vec,support(e1)) - }else{ - if(is(e1, "DiscreteDistribution")) x.vec <- support(e1) - else{ - x.vec <- r(e1)(1000) - x.vec <- sort(unique(x.vec)) - } - } - plty <- "p" - lty <- "dotted" - if(!is.null(dots$xlim)) x.vec <- x.vec[(x.vec>=xm) & (x.vec<=xM)] + xlim <- eval(dots$xlim) + ylim <- eval(dots$ylim) + .xylim <- .getXlimYlim(dots,dotsP, dims0, xlim, ylim) + dots <- .xylim$dots; dotsP <- .xylim$dotsP + xlim <- .xylim$xlim; ylim <- .xylim$ylim - } - } - ylim <- eval(dots$ylim) - if(!is.null(ylim)){ - if(!length(ylim) %in% c(2,2*dims0)) - stop("Wrong length of Argument ylim"); - ylim <- matrix(ylim, 2,dims0) - } + if(missing(x.vec)) x.vec <- NULL + x.v.ret <- .getX.vec(distr, dims0, dots$lty, x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) + lty <- x.v.ret$lty; plty <- x.v.ret$plty; x.vec <- x.v.ret$x.vec + .pFL <- .preparePanelFirstLast(with.automatic.grid , dims0, pF.0, pL.0, + logArg, scaleX, scaleY, x.ticks, y.ticks, + scaleX.fct, scaleY.fct) + pF <- .pFL$pF; pL <- .pFL$pL; gridS <- .pFL$gridS + + + plotInfo$to.draw <- to.draw + plotInfo$panelFirst <- pF + plotInfo$panelLast <- pL + plotInfo$gridS <- gridS + if(!is.null(dots[["lty"]])) dots["lty"] <- NULL if(!is.null(dots[["type"]])) dots["type"] <- NULL @@ -174,78 +151,19 @@ IC1 <- as(diag(dims) %*% x at Curve, "EuclRandVariable") - mainL <- FALSE - subL <- FALSE - lineT <- NA + .pT <- .prepareTitles(withSubst, + presubArg2 = c("%C", "%D", "%A"), + presubArg3 = c(as.character(class(x)[1]), + as.character(date()), + xcc), + dots, + mainText = gettextf("Plot for IC %%A"), ### + L2Fam, inner, dims0, dims, to.draw, trafO, x, type = "all", bmar, tmar) + dots <- .pT$dots; main <- .pT$main; mainL <- .pT$mainL; lineT <- .pT$lineT + sub <- .pT$sub; subL <- .pT$subL; bmar <- .pT$bmar; tmar <- .pT$tmar; + innerT <- .pT$innerT; innerL <- .pT$innerL; .mpresubs <- .pT$.mpresubs - if (hasArg(main)){ - mainL <- TRUE - if (is.logical(main)){ - if (!main) mainL <- FALSE - else - main <- gettextf("Plot for IC %%A") ### - ### double %% as % is special for gettextf - } - main <- .mpresubs(main) - if (mainL) { - if(missing(tmar)) - tmar <- 5 - if(missing(cex.inner)) - cex.inner <- .65 - lineT <- 0.6 - } - } - if (hasArg(sub)){ - subL <- TRUE - if (is.logical(sub)){ - if (!sub) subL <- FALSE - else sub <- gettextf("generated %%D") - ### double %% as % is special for gettextf - } - sub <- .mpresubs(sub) - if (subL) - if (missing(bmar)) bmar <- 6 - } - - if(is.logical(innerL)){ - tnm <- c(rownames(trafO)) - tnms <- if(is.null(tnm)) paste(1:dims) else - paste("'", tnm, "'", sep = "") - mnm <- names(L2Fam at param@main) - mnms <- if(is.null(mnm)) NULL else paste("'", mnm, "' = ", sep = "") - mss <- paste(mnms, round(L2Fam at param@main, 3), collapse=", ",sep="") - innerT <- paste(gettextf("Component "), tnms, - gettextf("\nof"), #gettextf(" of L_2 derivative\nof"), - name(x)[1], - gettextf("\nwith main parameter ("), mss,")") - if(!is.null(L2Fam at param@nuisance)){ - nnm <- names(L2Fam at param@nuisance) - nnms <- if(is.null(nnm)) NULL else paste("'", nnm, "' = ", sep = "") - innerT <- paste(innerT, - gettextf("\nand nuisance parameter ("), - paste(nnms,round(L2Fam at param@nuisance, 3), collapse = ", "), - ")", - sep="" ) - } - if(!is.null(L2Fam at param@fixed)){ - fnm <- names(L2Fam at param@fixed) - fnms <- if(is.null(fnm)) NULL else paste("'", fnm, "' = ", sep = "") - innerT <- paste(innerT, - gettextf("\nand fixed known parameter ("), - paste(fnms, round(L2Fam at param@fixed, 3), collapse = ", "), - ")", - sep="" ) - } - }else{ - innerT <- lapply(inner, .mpresubs) - innerT <- .fillList(innerT,dims) - if(dims01) 3/4 else .75/.8 if(missing(legend.location)){ @@ -264,35 +182,42 @@ w0 <- getOption("warn") options(warn = -1) on.exit(options(warn = w0)) - opar <- par(no.readonly = TRUE) -# opar$cin <- opar$cra <- opar$csi <- opar$cxy <- opar$din <- NULL - on.exit(par(opar)) if (!withSweave) devNew() - parArgs <- NULL - if(mfColRow) - parArgs <- list(mfrow = c(nrows, ncols)) - + opar <- par(no.readonly = TRUE) omar <- par("mar") - parArgs <- c(parArgs,list(mar = c(bmar,omar[2],tmar,omar[4]))) + if(mfColRow){ on.exit(par(opar)); + par(mfrow = c(nrows, ncols),mar = c(bmar,omar[2],tmar,omar[4])) } - do.call(par,args=parArgs) + dotsT$main <- dotsT$cex.main <- dotsT$col.main <- dotsT$line <- NULL - dotsT["pch"] <- dotsT["cex"] <- NULL dotsT["col"] <- dotsT["lwd"] <- NULL dotsL["cex"] <- dotsLeg["bg"] <- dotsLeg["cex"] <- NULL dots$ylim <- NULL + plotInfo$resc.D <- plotInfo$resc <- vector("list", dims0) + plotInfo$PlotLinesD <- plotInfo$PlotUsr <- vector("list", dims0) + plotInfo$PlotArgs <- plotInfo$Axis <- vector("list", dims0) + plotInfo$MBR <- plotInfo$Legend <- plotInfo$innerTitle <- vector("list", dims0) + + IC.f <- function(x,i) .msapply(x, IC1 at Map[[i]]) + + plotInfo$IC.f <- IC.f + for(i in 1:dims0){ + indi <- to.draw[i] if(!is.null(ylim)) dots$ylim <- ylim[,i] - fct <- function(x) sapply(x, IC1 at Map[[indi]]) - print(xlim[,i]) - resc <-.rescalefct(x.vec, fct, scaleX, scaleX.fct, - scaleX.inv, scaleY, scaleY.fct[[i]], xlim[,i], + + IC.f.i <- function(x) IC.f(x,indi) + + resc <-.rescalefct(x.vec[[i]], IC.f.i, scaleX[i], scaleX.fct[[i]], + scaleX.inv[[i]], scaleY[i], scaleY.fct[[i]], xlim[,i], ylim[,i], dots) + + plotInfo$resc[[i]] <- resc dots <- resc$dots dots$xlim <- xlim[,i] dots$ylim <- ylim[,i] @@ -301,8 +226,8 @@ finiteEndpoints <- rep(FALSE,4) if(scaleX){ - finiteEndpoints[1] <- is.finite(scaleX.inv(min(x.vec1, xlim[1,i]))) - finiteEndpoints[2] <- is.finite(scaleX.inv(max(x.vec1, xlim[2,i]))) + finiteEndpoints[1] <- is.finite(scaleX.inv[[i]](min(x.vec1, xlim[1,i]))) + finiteEndpoints[2] <- is.finite(scaleX.inv[[i]](max(x.vec1, xlim[2,i]))) } if(scaleY){ finiteEndpoints[3] <- is.finite(scaleY.inv[[i]](min(y.vec1, ylim[1,i]))) @@ -310,68 +235,124 @@ } + plotInfo$PlotArgs[[i]] <- c(list(x=x.vec1, y=y.vec1, type = plty, lty = lty, + xlab = .mpresubs(xlab), ylab = .mpresubs(ylab), + panel.first = pF[[i]], + panel.last = pL), dotsP[[i]]) do.call(plot, args=c(list(x=x.vec1, y=y.vec1, type = plty, lty = lty, xlab = .mpresubs(xlab), ylab = .mpresubs(ylab), panel.first = pF[[i]], - panel.last = pL[[i]]), dots)) - .plotRescaledAxis(scaleX, scaleX.fct, scaleX.inv, - scaleY,scaleY.fct[[i]], scaleY.inv[[i]], + panel.last = pL), dotsP[[i]])) + + x.ticks0 <- if(xaxt0[i]!="n") x.ticks[[i]] else NULL + y.ticks0 <- if(yaxt0[i]!="n") y.ticks[[i]] else NULL + + + plotInfo$PlotUsr[[i]] <- par("usr") + .plotRescaledAxis(scaleX[i], scaleX.fct[[i]], scaleX.inv[[i]], + scaleY[i],scaleY.fct[[i]], scaleY.inv[[i]], xlim[,i], ylim[,i], x.vec1, ypts = 400, n = scaleN, finiteEndpoints = finiteEndpoints, - x.ticks = x.ticks, y.ticks = y.ticks[[i]]) + x.ticks = x.ticks[[i]], y.ticks = y.ticks[[i]]) + plotInfo$Axis[[i]] <- list(scaleX[i], scaleX.fct[[i]], scaleX.inv[[i]], + scaleY[i],scaleY.fct[[i]], scaleY.inv[[i]], + xlim[,i], ylim[,i], x.vec1, ypts = 400, n = scaleN, + finiteEndpoints = finiteEndpoints, + x.ticks = x.ticks[[i]], y.ticks = y.ticks[[i]]) if(withMBR){ MBR.i <- MBRB[i,] - if(scaleY) MBR.i <- scaleY.fct(MBR.i) + if(scaleY) MBR.i <- scaleY.fct[[i]](MBR.i) abline(h=MBR.i, col=col.MBR, lty=lty.MBR, lwd = lwd.MBR) + plotInfo$MBR[[i]] <- list(h=MBR.i, col=col.MBR, lty=lty.MBR, lwd = lwd.MBR) } - if(is(e1, "DiscreteDistribution")){ - x.vec1D <- seq(from = min(x.vec), to = max(x.vec), length = 1000) - rescD <-.rescalefct(x.vec1D, fct, scaleX, scaleX.fct, - scaleX.inv, scaleY, scaleY.fct[[i]], xlim[,i], - ylim[,i], dots) + if(is(distr, "DiscreteDistribution")){ + x.vec1D <- seq(from = min(x.vec[[i]]), to = max(x.vec[[i]]), length = 1000) + rescD <-.rescalefct(x.vec1D, IC.f.i, scaleX[i], scaleX.fct[[i]], + scaleX.inv[[i]], scaleY[i], scaleY.fct[[i]], xlim[,i], + ylim[,i], dotsP[[i]]) + plotInfo$resc.D[[i]] <- rescD x.vecD <- rescD$X y.vecD <- rescD$Y dotsL$lty <- NULL do.call(lines,args=c(list(x.vecD, y.vecD, lty = "dotted"), dotsL)) + plotInfo$PlotLinesD[[i]] <- c(list(x.vecD, y.vecD, + lty = "dotted"), dotsL) } - do.call(title,args=c(list(main = innerT[indi]), dotsT, line = lineT, + do.call(title,args=c(list(main = innerT[i]), dotsT, line = lineT, cex.main = cex.inner, col.main = col.inner)) - if(with.legend) - legend(.legendCoord(legend.location[[i]], scaleX, scaleX.fct, - scaleY, scaleY.fct), bg = legend.bg, + plotInfo$innerTitle[[i]] <- c(list(main = innerT[i]), dotsT, line = lineT, + cex.main = cex.inner, col.main = col.inner) + + if(with.legend){ + legend(.legendCoord(legend.location[[i]], scaleX[i], scaleX.fct[[i]], + scaleY[i], scaleY.fct[[i]]), bg = legend.bg, legend = legend[[i]], dotsLeg, cex = legend.cex*fac.leg) + plotInfo$Legend[[i]] <- list(.legendCoord(legend.location[[i]], + scaleX[i], scaleX.fct[[i]], scaleY[i], scaleY.fct[[i]]), bg = legend.bg, + legend = legend[[i]], dotsLeg, cex = legend.cex*fac.leg) + } } cex.main <- if(!hasArg(cex.main)) par("cex.main") else dots$"cex.main" col.main <- if(!hasArg(col.main)) par("col.main") else dots$"col.main" - if (mainL) + if (mainL){ mtext(text = main, side = 3, cex = cex.main, adj = .5, outer = TRUE, padj = 1.4, col = col.main) - + plotInfo$mainL <- list(text = main, side = 3, cex = cex.main, adj = .5, + outer = TRUE, padj = 1.4, col = col.main) + } cex.sub <- if(!hasArg(cex.sub)) par("cex.sub") else dots$"cex.sub" col.sub <- if(!hasArg(col.sub)) par("col.sub") else dots$"col.sub" - if (subL) + if (subL){ mtext(text = sub, side = 1, cex = cex.sub, adj = .5, outer = TRUE, line = -1.6, col = col.sub) - - invisible() + plotInfo$subL <- list(text = sub, side = 1, cex = cex.sub, adj = .5, + outer = TRUE, line = -1.6, col = col.sub) + } + class(plotInfo) <- c("plotInfo","DiagnInfo") + return(invisible(plotInfo)) }) setMethod("plot", signature(x = "IC",y = "numeric"), - function(x, y, ..., cex.pts = 1, col.pts = par("col"), - pch.pts = 1, jitter.fac = 1, with.lab = FALSE, + function(x, y, ..., + cex.pts = 1, cex.pts.fun = NULL, col.pts = par("col"), + pch.pts = 1, + cex.npts = 1, cex.npts.fun = NULL, col.npts = par("col"), + pch.npts = 2, + jitter.fac = 1, with.lab = FALSE, lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, - which.lbs = NULL, which.Order = NULL, return.Order = FALSE){ + which.lbs = NULL, which.Order = NULL, which.nonlbs = NULL, + attr.pre = FALSE, return.Order = FALSE){ - dots <- match.call(call = sys.call(sys.parent(1)), + args0 <- list(x = x, y = y, cex.pts = cex.pts, cex.pts.fun = cex.pts.fun, + col.pts = col.pts, pch.pts = pch.pts, cex.npts = cex.npts, + cex.npts.fun = cex.npts.fun, col.npts = col.npts, pch.npts = pch.npts, + jitter.fac = jitter.fac, with.lab = with.lab, lab.pts = lab.pts, + lab.font = lab.font, alpha.trsp = alpha.trsp, + which.lbs = which.lbs, which.Order = which.Order, + which.nonlbs = which.nonlbs, attr.pre = attr.pre, + return.Order = return.Order) + mc <- match.call(call = sys.call(sys.parent(1))) + dots <- match.call(call = sys.call(sys.parent(1)), expand.dots = FALSE)$"..." + plotInfo <- list(call = mc, dots=dots, args=args0) n <- if(!is.null(dim(y))) nrow(y) else length(y) - pch.pts <- rep(pch.pts, length.out=n) - lab.pts <- if(is.null(lab.pts)) paste(1:n) else rep(lab.pts,n) + if(attr.pre){ + if(missing(pch.pts)) pch.pts <- 1 + if(!length(pch.pts)==n) + pch.pts <- rep(pch.pts, length.out= n) + if(missing(col.pts)) col.pts <- par("col") + if(!length(col.pts)==n) + col.pts <- rep(col.pts, length.out= n) + if(missing(cex.pts)) cex.pts <- 1 + if(!length(cex.pts)==n) + cex.pts <- rep(cex.pts, length.out= n) + lab.pts <- if(is.null(lab.pts)) paste(1:n) else rep(lab.pts,length.out=n) + } L2Fam <- eval(x at CallL2Fam) @@ -387,58 +368,161 @@ absInfo <- t(IC1) %*% QF %*% IC1 ICMap <- IC1 at Map - sel <- .SelectOrderData(y, function(x)sapply(x, absInfo at Map[[1]]), - which.lbs, which.Order) + ICabs.f <- function(x) .msapply(x, absInfo at Map[[1]]) + plotInfo$ICabs.f <- ICabs.f + + IC.f <- function(x,i) .msapply(x, IC1 at Map[[i]]) + plotInfo$IC.f <- IC.f + + sel <- .SelectOrderData(y, ICabs.f, which.lbs, which.Order, which.nonlbs) + plotInfo$sel <- sel + plotInfo$obj <- sel$ind1 + i.d <- sel$ind i0.d <- sel$ind1 n <- length(i.d) + i.d.ns <- sel$ind.ns + n.ns <- length(i.d.ns) + + if(attr.pre){ + col.pts <- col.pts[sel$ind] + col.npts <- col.pts[sel$ind.ns] + pch.npts <- pch.pts[sel$ind.ns] + pch.pts <- pch.pts[sel$ind] + cex.npts <- cex.pts[sel$ind.ns] + cex.pts <- cex.pts[sel$ind] + lab.pts <- lab.pts[sel$ind] + }else{ + if(missing(pch.pts)) pch.pts <- 1 + if(!length(pch.pts)==n) + pch.pts <- rep(pch.pts, length.out= n) + if(missing(col.pts)) col.pts <- par("col") + if(!length(col.pts)==n) + col.pts <- rep(col.pts, length.out= n) + if(missing(cex.pts)) cex.pts <- 1 + if(!length(cex.pts)==n) + cex.pts <- rep(cex.pts, length.out= n) + lab.pts <- if(is.null(lab.pts)) paste(1:n) else rep(lab.pts,length.out=n) + + if(missing(pch.npts)) pch.npts <- 1 + if(!length(pch.npts)==n.ns) + pch.npts <- rep(pch.npts, length.out= n.ns) + if(missing(col.npts)) col.npts <- par("col") + if(!length(col.npts)==n.ns) + col.npts <- rep(col.npts, length.out= n.ns) + if(missing(cex.npts)) cex.npts <- 1 + if(!length(cex.npts)==n.ns) + cex.npts <- rep(cex.npts, length.out= n.ns) + } + + dots.without <- dots dots.without$col <- dots.without$cex <- dots.without$pch <- NULL dims0 <- .getDimsTD(L2Fam,dots[["to.draw.arg"]]) + if(!is.null(cex.pts.fun)){ + cex.pts.fun <- .fillList(cex.pts.fun)} + if(!is.null(cex.npts.fun)){ + cex.npts.fun <- .fillList(cex.npts.fun)} + pL <- expression({}) if(!is.null(dots$panel.last)) pL <- .panel.mingle(dots,"panel.last") - pL <- .fillList(pL, dims0) - if(dims0) for(i in 1:dims0){ - if(is.null(pL[[i]])) pL[[i]] <- expression({}) + if(is.list(pL)){ + pL <- .fillList(pL, dims0) + + if(dims0) for(i in 1:dims0){ + if(is.null(pL[[i]])) pL[[i]] <- expression({}) + } + pL <- substitute({pL1 <- pL0 + pL1[[i]]}, + list(pL0=pL)) } + dots$panel.last <- NULL + plotInfo$resc.dat <- plotInfo$resc.dat.ns <- vector("list", dims0) + plotInfo$doPts <- plotInfo$doPts.ns <- plotInfo$doLabs <- vector("list", dims0) + trEnv <- new.env() + pL <- substitute({ - y1 <- y0s - ICy <- sapply(y0s,ICMap0[[indi]]) - #print(xlim[,i]) - resc.dat <-.rescalefct(y0s, function(x) sapply(x,ICMap0[[indi]]), - scaleX, scaleX.fct, scaleX.inv, - scaleY, scaleY.fct[[i]], xlim[,i], ylim[,i], - dwo0) - y1 <- resc.dat$X - ICy <- resc.dat$Y + pI <- get("plotInfo", envir = trEnv0) - if(is(e1, "DiscreteDistribution")) - ICy <- jitter(ICy, factor = jitter.fac0) + IC.f.i <- function(x) IC.f.0(x,indi) - col.pts <- if(!is.na(al0)) sapply(col0, addAlphTrsp2col,alpha=al0) else col0 + if(length(y0s)){ + resc.dat <-.rescalefct(y0s, IC.f.i, + scaleX[i], scaleX.fct[[i]], scaleX.inv[[i]], + scaleY[i], scaleY.fct[[i]], xlim[,i], ylim[,i], + dwo0) + pI$resc.dat[[i]] <- resc.dat + y1 <- resc.dat$X + ICy <- resc.dat$Y + if(is(distr, "DiscreteDistribution")){ + if(length(ICy)) ICy <- jitter(ICy, factor = jitter.fac0) } + col.pts <- if(!is.na(al0)) .msapply(col0, addAlphTrsp2col,alpha=al0) else col0 + cfun <- if(is.null(cexfun)) NULL else cexfun[[i]] + cex.l <- .cexscale(absy0,absy0,cex=cex0, fun = cfun) ##.cexscale in infoPlot.R - do.call(points, args=c(list(y1, ICy, cex = log(absy0+1)*3*cex0, + pI$doPts[[i]] <- c(list(y1, ICy, cex = cex.l, + col = col.pts, pch = pch0), dwo0) + do.call(points, args=c(list(y1, ICy, cex = cex.l, col = col.pts, pch = pch0), dwo0)) - if(with.lab0){ - text(x = y0s, y = ICy, labels = lab.pts0, - cex = log(absy0+1)*1.5*cex0, col = col0) + + if(with.lab0){ + text(x = y0s, y = ICy, labels = lab.pts0, + cex = cex.l/2, col = col0) + pI$doLabs[[i]] <- list(x = y0s, y = ICy, labels = lab.pts0, + cex = cex.l/2, col = col0) + } } + + if(length(y0s.ns)){ + resc.dat.ns <-.rescalefct(y0s.ns, IC.f.i, + scaleX[i], scaleX.fct[[i]], scaleX.inv[[i]], + scaleY[i], scaleY.fct[[i]], xlim[,i], ylim[,i], + dwo0) + pI$resc.dat.ns[[i]] <- resc.dat.ns + y1.ns <- resc.dat.ns$X + ICy.ns <- resc.dat.ns$Y + if(is(distr, "DiscreteDistribution")) + {if(length(ICy.ns)) ICy.ns <- jitter(ICy.ns, factor = jitter.fac0) } + + col.npts <- if(!is.na(al0)) .msapply(col0.ns, addAlphTrsp2col,alpha=al0) else col0.ns + cfun.ns <- if(is.null(cexnfun)) NULL else cexnfun[[i]] + cex.l.ns <- .cexscale(absy0.ns,absy0.ns, cex=cex0.ns, fun = cfun.ns) ##.cexscale in infoPlot.R + + pI$doPts.ns[[i]] <- c(list(y1.ns, ICy.ns, cex = cex.l.ns, + col = col.npts, pch = pch0.ns), dwo0) + do.call(points, args=c(list(y1.ns, ICy.ns, cex = cex.l.ns, [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1031 From noreply at r-forge.r-project.org Mon Jul 23 22:17:25 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 22:17:25 +0200 (CEST) Subject: [Robast-commits] r1032 - in pkg/RobAStRDA: . R inst inst/AddMaterial/interpolation man Message-ID: <20180723201725.78A2118A030@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 22:17:24 +0200 (Mon, 23 Jul 2018) New Revision: 1032 Added: pkg/RobAStRDA/inst/CITATION Removed: pkg/RobAStRDA/inst/CITATION Modified: pkg/RobAStRDA/DESCRIPTION pkg/RobAStRDA/R/sysdata.rda pkg/RobAStRDA/inst/AddMaterial/interpolation/WriteUp-Interpolators.txt pkg/RobAStRDA/inst/AddMaterial/interpolation/interpolationscripts.R pkg/RobAStRDA/inst/NEWS pkg/RobAStRDA/man/0RobRDA-package.Rd Log: [RobAStRDA] merged branch 1.1 to trunk Modified: pkg/RobAStRDA/DESCRIPTION =================================================================== --- pkg/RobAStRDA/DESCRIPTION 2018-07-23 20:15:10 UTC (rev 1031) +++ pkg/RobAStRDA/DESCRIPTION 2018-07-23 20:17:24 UTC (rev 1032) @@ -1,25 +1,25 @@ Package: RobAStRDA -Version: 1.0.3 -Date: 2016-09-04 +Version: 1.1.0 +Date: 2018-07-18 Title: Interpolation Grids for Packages of the 'RobASt' - Family of Packages Description: Includes 'sysdata.rda' file for packages of the 'RobASt' - family of packages; is currently used by package 'RobExtremes' only. -Depends: R (>= 3.3.0) -Authors at R: c(person("Matthias", "Kohl", role=c("aut", "cph")), - person("Bernhard", "Spangl",role="ctb", comment="contributed smoothed grid values of - the Lagrange multipliers"), - person("Sascha", "Desmettre", role="ctb", comment="contributed smoothed grid values of - the Lagrange multipliers"), - person("Eugen", "Massini", role="ctb", comment="contributed an interactive smoothing routine for smoothing the Lagrange multipliers and smoothed - grid values of the Lagrange multipliers"), - person("Mykhailo", "Pupashenko", role="ctb", comment="helped with manual smoothing of the interpolators"), - person("Daria", "Pupashenko", role="ctb", comment="helped with manual smoothing of the interpolators"), - person("Gerald", "Kroisandt", role="ctb", comment="helped with manual smoothing of the interpolators"), - person("Peter", "Ruckdeschel", role=c("cre", "cph", "aut"), email="peter.ruckdeschel at uni-oldenburg.de")) +Depends: R (>= 2.3.0) +Authors at R: c(person("Matthias", "Kohl", role=c("aut", "cph")), person("Bernhard", + "Spangl",role="ctb", comment="contributed smoothed grid values of the Lagrange + multipliers"), person("Sascha", "Desmettre", role="ctb", comment="contributed smoothed + grid values of the Lagrange multipliers"), person("Eugen", "Massini", role="ctb", + comment="contributed an interactive smoothing routine for smoothing the Lagrange + multipliers and smoothed grid values of the Lagrange multipliers"), person("Mykhailo", + "Pupashenko", role="ctb", comment="helped with manual smoothing of the interpolators"), + person("Daria", "Pupashenko", role="ctb", comment="helped with manual smoothing of the + interpolators"), person("Gerald", "Kroisandt", role="ctb", comment="helped with manual + smoothing of the interpolators"), person("Peter", "Ruckdeschel", role=c("cre", "cph", + "aut"), email="peter.ruckdeschel at uni-oldenburg.de")) LazyData: yes ByteCompile: yes License: LGPL-3 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: 874 +VCS/SVNRevision: 940 Modified: pkg/RobAStRDA/R/sysdata.rda =================================================================== (Binary files differ) Modified: pkg/RobAStRDA/inst/AddMaterial/interpolation/WriteUp-Interpolators.txt =================================================================== --- pkg/RobAStRDA/inst/AddMaterial/interpolation/WriteUp-Interpolators.txt 2018-07-23 20:15:10 UTC (rev 1031) +++ pkg/RobAStRDA/inst/AddMaterial/interpolation/WriteUp-Interpolators.txt 2018-07-23 20:17:24 UTC (rev 1032) @@ -1,24 +1,26 @@ WRITE-UP: Interpolation Grids in R-Packages -Peter Ruckdeschel, Jan 27 2013 revised Mar 12 2013 +Peter Ruckdeschel, Jan 27 2013 revised Mar 12 2013 revised Jul 18 2018 1. Starting Point: -Computation of optimally robust ICs in our R pkgs works well, but may be slow, -in particular in case of lack of invariance---like in scale-shape models, when -we cannot move the IC from one parameter value theta to the next by invariance. +Computation of optimally robust influence curves [=opt-rob ICs] in our R pkgs +works well, but may be slow, in particular in case of lack of invariance---like +in scale-shape models, when we cannot move the IC from one parameter value theta +to the next by invariance. Then we have to recompute the IC for each theta anew. -As the opt-rob ICs are given through Lagrange multipliers LMs) which are continuous -in theta as shown by Matthias Kohl, we may compute opt-rob ICs for a grid of -theta values offline and then, for a new theta value use interpolation. -The same strategy applies to speed up evaluation of scale functional Sn (Croux) -for Shape-Scale-models. +As the opt-rob ICs are given through Lagrange multipliers [=LMs]) which are +continuous in theta as shown by Matthias Kohl (see his PhD thesis), we may +compute opt-rob ICs for a grid of theta values offline and then, for a new +theta value use interpolation. +The same strategy applies to speed up evaluation of scale functional Sn +(Croux, Rousseeuw) for Shape-Scale-models. 2. Problem when passing from R-2.15 to R-3.0 From R-2.15 to R-3.0 Brian Ripley (R-Core) has changed some non-exported -interfaces to C-code. This affects approxfun and splinefun which we -are using for interpolation because saving the results of approxfun and +interfaces to C-code. This affects approxfun and splinefun which we are +using for interpolation because saving the results of approxfun and splinefun comes up much faster (experiments by Matthias) than using approx resp. spline. Now approxfun, splinefun from R-3.0 on return functions whose body contains R code which is not yet interpretable with R-2.15 @@ -28,6 +30,13 @@ one with suffix ".N" for >2.16, and at run time determine the current R version and take the suitable one. +[added Jul 2018]: In principle, this could be solved now, requiring +R >= 3.3 (which is no longer "too new"), but for compatibility, we +leave it as is (the respective sysdata.rda file containing functions +for both R >= 3.0 and R <= 2.15 only grows by less than 50 KB) and +indicated how to use this for R <= 2.15 in a file HowTo in the +package main folder. + 3. Size of packages With CRAN getting larger (>4000 pkgs) people from CRAN have set up some @@ -54,36 +63,41 @@ 5. Datastructure As we deal with several robust optimality criteria (MSE, RMX, MBR) -and several models (GPD, GEVD, Gamma, Weibull), our grids are stored -in nested lists. Debatable, but done so for the moment. +and several models---currently: GPD, GEVD (with and without knowing +mu), Gamma, Weibull---, our grids are stored in nested lists. +Debatable, but done so for the moment. Similarly, we store---for +the same models---fast interpolators for the Sn estimator for scale. -After a discussion with Gerald Kroisandt, we now have a more sparse +After a discussion with Gerald Kroisandt, we now have a sparser data structure. Let's use the following notation for describing the list structure: -Each layer in the hierarchie gives one ">" and an item is inserted +Each layer in the hierarchy gives one ">" and an item is inserted below the item next left to it with number of ">" by 1 smaller than its own. I-fct denotes the interpolating function to the grid left -to it (named "fun"). {} denote optional entries and capture that one may want -to smooth out the original interpolation grids in entries 'grid', -giving smoothed grids written into entries 'gridS'. +to it (named "fun"). {} denote optional entries and capture that one +may want to smooth out the original interpolation grids in +entries 'grid', giving smoothed grids written into entries 'gridS'. OptCrit for the time being is either in ".OMSE", ".MBRE", ".RMXE" or ".Sn". Models for the time being are GPD, GEVD, Gamma, Weibull. Then our structure goes as follows: -[OptCrit], >[model1], >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], ->[model2], >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], ... +[model1], >[OptCrit1], >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], +[model1], >[OptCrit2], >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], +... +[model1], >Sn, >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], +[model2], >[OptCrit1], >>[grid], {>>[gridS],} >>[I-fct.O], >>[I-Fct.N], ... -For instance, to get the clipping height "b" in OMSE for "GEV" at -theta = (xi=0.3) for >R-2.16, we may write - .OMSE[["GEVFamily"]][["fun.N"]][[1]](0.3) +For instance, to get the clipping height "b" in OMSE for "GEV" with +known parameter mu at theta = (xi=0.3) for >R-2.16, we may write + .GEV[["OMSE"]][["fun.N"]][[1]](0.3) - 6. Namespace issue It is absolutely necessary that functions I-fct (or I-fct.O, I-fct.N) be generated _in_ the namespace of the pkg; otherwise conflicts arise, as namespaces have to be loaded twice (and hence pkg installation already fails) + Finding this out took me quite some time! My initial idea w.r.t to point 3. was to save the grids to some rda file @@ -102,13 +116,16 @@ non-exported functions .RMXE.th, .MBRE.th, .OMSE.th and .getLMGrid to compute Lagrange multipliers for "OMSE"-, "MBR"-, "RMX"-ICs, .generateInterpGrid to produce the grid and .saveGridToCSV, and .readGridFromCSV to read grids from -files and write grids to files. +files and write grids to files (all in file interpolLM.R). -Infrastructure particular for scale-shape models is maintained in pkg 'RobExtremes', -i.e. non-exported functions .RMXE.xi, .OMSE.xi, .MBEE.xi, .modify.xi.PFam.call, +Infrastructure particular for scale-shape models is maintained in pkg 'RobExtremes'. +I.e. non-exported functions .RMXE.xi, .OMSE.xi, .MBEE.xi, .modify.xi.PFam.call, .getLMGrid to compute respective Lagrante multipliers, and .svInt and -.generateInterpGridSn to generate the grids for LM's and Sn. Finally, .getPsi -to given set of interpolators generates an optimally robust IC. +.generateInterpGridSn to generate the grids for LM's and Sn (all in file interpolLM.R). +The respective infrastructure for the grids for Sn is provided through functions +getShapeGrid, getSnGrid, .generateInterpGridSn (all in file interpolSn.R) +Finally, .getPsi (in file internal-getpsi.R) to given set of interpolators generates +an optimally robust IC, and .Sn.intp accesses the interpolator for Sn (in file SnQn.R) Actual code to produce the interpolators and to manipulate the grids (including smoothing grids out) is maintained in pkg 'RobAStRDA' which @@ -147,7 +164,8 @@ 9. Exports As this is functionality which should not bother the standard user of -RobExtremes, basicall all infrastructure in 6. and 8. is not exported. +'RobExtremes', basically all infrastructure mentioned in sections 6 +and 8 of this write-up is not exported. OTOH, these functions could be of interest to the user wanting to generate new interpolators for new scale shape families or, say simply for the 95% VaR, each function remains in the R folder of the pkgs and is @@ -167,4 +185,4 @@ hence they are available after pkg installation in the library as RobAStRDA\AddMaterial\interpolation resp. Robextremes\AddMaterial\interpolation -Comments & Suggestions are welcome. \ No newline at end of file +Comments & Suggestions are welcome. Modified: pkg/RobAStRDA/inst/AddMaterial/interpolation/interpolationscripts.R =================================================================== --- pkg/RobAStRDA/inst/AddMaterial/interpolation/interpolationscripts.R 2018-07-23 20:15:10 UTC (rev 1031) +++ pkg/RobAStRDA/inst/AddMaterial/interpolation/interpolationscripts.R 2018-07-23 20:17:24 UTC (rev 1032) @@ -13,7 +13,7 @@ ##### oldwd <- getwd() -.basepath <- "C:/rtest/RobASt/branches/robast-1.0/pkg" +.basepath <- "C:/rtest/RobASt/branches/robast-1.1/pkg" .myFolderFrom <- file.path(.basepath,"RobExtremesBuffer") myRDA0 <- file.path(.basepath,"RobExtremesBuffer/sysdata.rda") #myRDA <- file.path(.basepath,"RobExtremesBuffer/sysdata.rda") @@ -26,3 +26,114 @@ withPrint = TRUE, withSmooth = TRUE, df = NULL) ## .computeInterpolators(myRDA0, myRDA,withSmoothFct = TRUE) +### + +if(FALSE){ +#--------------------------------------------------------- +# (1) load package in R>3.0 +#--------------------------------------------------------- + if(getRversion()>"3.0"){ + require(RobAStRDA) + .basepath <- "C:/rtest/RobASt/branches/robast-1.1/pkg" + .myFolderFrom <- file.path(.basepath,"RobExtremesBuffer") + (myRDAg30 <- file.path(.basepath,"RobExtremesBuffer/sysdataOnlyGridsOnlyR-3.5.1rc.rda")) + (myRDAg3 <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpOnlyR-3.5.1rc.rda")) + file.remove(myRDAg3) + file.remove(myRDAg30) + CSVFiles <- grep("\\.csv$", dir(.myFolderFrom), value=TRUE) + (CSVFiles <- paste(.myFolderFrom, CSVFiles, sep="/")) + RobAStRDA:::.saveGridToRda(CSVFiles, toFileRDA = myRDAg30, withMerge = FALSE, + withPrint = TRUE, withSmooth = TRUE, df = NULL) + RobAStRDA:::.computeInterpolators(myRDAg30, myRDAg3,withSmoothFct = TRUE) + ### + nEg3 <- new.env() + load(myRDAg3,env=nEg3) + nEg3L <- ls(all=TRUE,env=nEg3) + for(nam in nEg3L){ + loc <- get(nam,env=nEg3) + namU <- names(loc) + for(nams in namU){ + print(c(nam,nams,names(loc[[nams]]))) + } + } + } +#--------------------------------------------------------- +# (2) load package in R<2.15 +#--------------------------------------------------------- + if(getRversion()<"2.16"){ + require(RobAStRDA) + .basepath <- "C:/rtest/RobASt/branches/robast-1.1/pkg" + .myFolderFrom <- file.path(.basepath,"RobExtremesBuffer") + myRDAs30 <- file.path(.basepath,"RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda") + myRDAs3 <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda") + file.remove(myRDAs3) + file.remove(myRDAs30) + CSVFiles <- grep("\\.csv$", dir(.myFolderFrom), value=TRUE) + CSVFiles <- paste(.myFolderFrom, CSVFiles, sep="/") + RobAStRDA:::.saveGridToRda(CSVFiles, toFileRDA = myRDAs30, withMerge = FALSE, + withPrint = TRUE, withSmooth = TRUE, df = NULL) + RobAStRDA:::.computeInterpolators(myRDAs30, myRDAs3,withSmoothFct = TRUE) + ### + nEs3 <- new.env() + load(myRDAs3,env=nEs3) + nEs3L <- ls(all=TRUE,env=nEs3) + for(nam in nEs3L){ + loc <- get(nam,env=nEs3) + namU <- names(loc) + for(nams in namU){ + print(c(nam,nams,names(loc[[nams]]))) + } + } + } +#--------------------------------------------------------- +# (3) back in R>3.0 merge grids +#--------------------------------------------------------- + if(getRversion()>"3.0"){ + myRDAs30 <- file.path(.basepath,"RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda") + myRDAs3 <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda") + nEs3 <- new.env() + mergeE <- new.env() + load(myRDAs3,env=nEs3) + (nEs3L <- ls(all=TRUE,env=nEs3)) + names(get(".Gamma", env = nEs3)$MBRE) + + for(nam in nEg3L){ + loc <- get(nam,env=nEg3) + namU <- names(loc) + for(nams in namU){ + print(c(nam,nams,names(loc[[nams]]))) + loc[[nams]]$fun.O <- get(nam,env=nEs3)[[nams]][["fun.O"]] + } + assign(nam,loc,env=mergeE) + } + (mergeEL <- ls(all=TRUE,env=mergeE)) + + for(nam in mergeEL){ + loc <- get(nam,env=mergeE) + namU <- names(loc) + for(nams in namU){ + print(c(nam,nams,names(loc[[nams]]))) + } + } + } +#--------------------------------------------------------- +# (4) save merged files and zip them +#--------------------------------------------------------- + if(getRversion()>"3.0"){ + + myRDAmerge <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpMerge.rda") + myRDAmergeZip <- file.path(.basepath,"RobExtremesBuffer/sysdataWithInterpMergeZip.rda") + myRDA <- file.path(.basepath,"RobAStRDA/R/sysdata.rda") + + + mergeEL <- ls(all=TRUE,env=mergeE) + save(list=mergeEL,envir=mergeE,file=myRDAmerge) + file.copy(from = myRDAmerge, to = myRDAmergeZip, overwrite = TRUE) + tools::resaveRdaFiles(myRDAmergeZip) + file.copy(from = myRDAmergeZip, to = myRDA, overwrite = TRUE) + } + +#--------------------------------------------------------- +# end of if(FALSE) +#--------------------------------------------------------- +} \ No newline at end of file Deleted: pkg/RobAStRDA/inst/CITATION =================================================================== --- pkg/RobAStRDA/inst/CITATION 2018-07-23 20:15:10 UTC (rev 1031) +++ pkg/RobAStRDA/inst/CITATION 2018-07-23 20:17:24 UTC (rev 1032) @@ -1,23 +0,0 @@ -if(!exists("meta") || is.null(meta)) meta <- packageDescription("RobAStRDA") -year <- sub("-.*", "", meta$Date) -note <- sprintf("R package version %s", meta$Version) - -citHeader("To cite package RobAStRDA in publications use:") - -citEntry(entry="Manual", - title = "RobAStRDA: Interpolation Grids for Packages of the 'RobASt' - Family of Packages", - author = personList(as.person("P. Ruckdeschel"), - as.person("M. Kohl")), - language = "English", - year = year, - note = paste("Contributions by", "S. Desmettre, G. Kroisandt, E. Massini, D. Pupashenko, M. Pupashenko, and B. Spangl; ", - note), - type = "R package", - url = "http://robast.r-forge.r-project.org/", - textVersion = paste("Ruckdeschel, P., Kohl, M.", - sprintf("(%s).", year), - "RobAStRDA: Interpolation Grids for Packages of the 'RobASt' - Family of Packages", - paste("Contributions by", - "S. Desmettre, G. Kroisandt, E. Massini, D. Pupashenko, M. Pupashenko, and B. Spangl;"), - paste(note, ".", sep = ""), - "URL http://robast.r-forge.r-project.org/")) Copied: pkg/RobAStRDA/inst/CITATION (from rev 1031, branches/robast-1.1/pkg/RobAStRDA/inst/CITATION) =================================================================== --- pkg/RobAStRDA/inst/CITATION (rev 0) +++ pkg/RobAStRDA/inst/CITATION 2018-07-23 20:17:24 UTC (rev 1032) @@ -0,0 +1,23 @@ +if(!exists("meta") || is.null(meta)) meta <- packageDescription("RobAStRDA") +year <- sub("-.*", "", meta$Date) +note <- sprintf("R package version %s", meta$Version) + +citHeader("To cite package RobAStRDA in publications use:") + +citEntry(entry="Manual", + title = "RobAStRDA: Interpolation Grids for Packages of the 'RobASt' - Family of Packages", + author = personList(as.person("P. Ruckdeschel"), + as.person("M. Kohl")), + language = "English", + year = year, + note = paste("Contributions by", "S. Desmettre, G. Kroisandt, E. Massini, D. Pupashenko, M. Pupashenko, and B. Spangl; ", + note), + type = "R package", + url = "http://robast.r-forge.r-project.org/", + textVersion = paste("Ruckdeschel, P., Kohl, M.", + sprintf("(%s).", year), + "RobAStRDA: Interpolation Grids for Packages of the 'RobASt' - Family of Packages", + paste("Contributions by", + "S. Desmettre, G. Kroisandt, E. Massini, D. Pupashenko, M. Pupashenko, and B. Spangl;"), + paste(note, ".", sep = ""), + "URL http://robast.r-forge.r-project.org/")) Modified: pkg/RobAStRDA/inst/NEWS =================================================================== --- pkg/RobAStRDA/inst/NEWS 2018-07-23 20:15:10 UTC (rev 1031) +++ pkg/RobAStRDA/inst/NEWS 2018-07-23 20:17:24 UTC (rev 1032) @@ -8,6 +8,16 @@ information) ####################################### +version 1.1 +####################################### + +user-visible CHANGES: ++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision + +under the hood: ++ recreated RDA file as it was no longer loadable + +####################################### version 1.0 ####################################### Modified: pkg/RobAStRDA/man/0RobRDA-package.Rd =================================================================== --- pkg/RobAStRDA/man/0RobRDA-package.Rd 2018-07-23 20:15:10 UTC (rev 1031) +++ pkg/RobAStRDA/man/0RobRDA-package.Rd 2018-07-23 20:17:24 UTC (rev 1032) @@ -31,14 +31,14 @@ \details{ \tabular{ll}{ Package: \tab RobAStRDA \cr -Version: \tab 1.0 \cr -Date: \tab 2016-04-23 \cr -Depends: \tab R (>= 2.14.0) \cr +Version: \tab 1.1.0 \cr +Date: \tab 2018-07-18 \cr +Depends: \tab R (>= 3.3.0) \cr LazyData: \tab yes \cr ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -SVNRevision: \tab 869 \cr +VCS/SVNRevision: \tab 940 \cr } } From noreply at r-forge.r-project.org Mon Jul 23 22:19:56 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 22:19:56 +0200 (CEST) Subject: [Robast-commits] r1033 - in pkg/RobExtremes: . R inst inst/AddMaterial inst/AddMaterial/interpolation inst/scripts man Message-ID: <20180723201956.4E28F18A030@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 22:19:55 +0200 (Mon, 23 Jul 2018) New Revision: 1033 Added: pkg/RobExtremes/R/L2LocScaleShapeUnion-methods.R pkg/RobExtremes/R/checkIC.R pkg/RobExtremes/R/getStartICPareto.R pkg/RobExtremes/R/makeIC.R pkg/RobExtremes/R/sysdata.rda pkg/RobExtremes/inst/AddMaterial/LDE4Pareto/ pkg/RobExtremes/inst/AddMaterial/getLMPareto.R pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R pkg/RobExtremes/man/checkmakeIC-methods.Rd pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd pkg/RobExtremes/man/internalProbFamilyReturnClasses-class.Rd Removed: pkg/RobExtremes/man/InternalReturnClasses-class.Rd Modified: pkg/RobExtremes/DESCRIPTION pkg/RobExtremes/NAMESPACE pkg/RobExtremes/R/AllClass.R pkg/RobExtremes/R/AllGeneric.R pkg/RobExtremes/R/Expectation.R pkg/RobExtremes/R/GEVFamily.R pkg/RobExtremes/R/GEVFamilyMuUnknown.R pkg/RobExtremes/R/GParetoFamily.R pkg/RobExtremes/R/Pareto.R pkg/RobExtremes/R/ParetoFamily.R pkg/RobExtremes/R/SnQn.R pkg/RobExtremes/R/asvarMedkMAD.R pkg/RobExtremes/R/asvarPickands.R pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R pkg/RobExtremes/R/getStartIC.R pkg/RobExtremes/R/gevgpddiag.R pkg/RobExtremes/R/internal-getpsi.R pkg/RobExtremes/R/kMAD.R pkg/RobExtremes/R/plotOutlyingness.R pkg/RobExtremes/R/rescaleFct.R pkg/RobExtremes/R/startEstGEV.R pkg/RobExtremes/R/startEstGPD.R pkg/RobExtremes/inst/AddMaterial/interpolation/WriteUp-Interpolators.txt pkg/RobExtremes/inst/NEWS pkg/RobExtremes/inst/TOBEDONE pkg/RobExtremes/man/0RobExtremes-package.Rd pkg/RobExtremes/man/GEVFamily.Rd pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd pkg/RobExtremes/man/GParetoFamily.Rd pkg/RobExtremes/man/LDEstimator.Rd pkg/RobExtremes/man/Pareto-class.Rd pkg/RobExtremes/man/ParetoParameter-class.Rd pkg/RobExtremes/man/Var.Rd pkg/RobExtremes/man/getCVaR.Rd pkg/RobExtremes/man/getStartIC-methods.Rd pkg/RobExtremes/man/internal-interpolate.Rd pkg/RobExtremes/man/internal-methods.Rd pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd Log: [RobExtremes] merged branch 1.1 to trunk Modified: pkg/RobExtremes/DESCRIPTION =================================================================== --- pkg/RobExtremes/DESCRIPTION 2018-07-23 20:17:24 UTC (rev 1032) +++ pkg/RobExtremes/DESCRIPTION 2018-07-23 20:19:55 UTC (rev 1033) @@ -1,21 +1,23 @@ Package: RobExtremes -Version: 1.0 -Date: 2017-04-25 +Version: 1.1.0 +Date: 2018-07-19 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). -Depends: R (>= 2.14.0), methods, distrMod(>= 2.5.2), ROptEst(>= 1.0), robustbase(>= 0.8-0), evd, actuar -Suggests: ismev (>= 1.39) -Imports: RobAStRDA, distr, distrEx, RandVar, RobAStBase, startupmsg -Authors at R: c(person("Nataliya", "Horbenko", role=c("aut","cph")), - person("Bernhard", "Spangl", role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"), - person("Sascha", "Desmettre", role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"), - person("Eugen", "Massini", role="ctb", comment="contributed an interactive smoothing routine for smoothing the Lagrange multipliers - and smoothed grid values of the Lagrange multipliers"), - person("Daria", "Pupashenko", role="ctb", comment="contributed MDE-estimation for GEV distribution in the framework of her PhD thesis 2011--14"), - person("Gerald", "Kroisandt", role="ctb", comment="contributed testing routines"), - person("Matthias", "Kohl", role=c("aut", "cph")), - person("Peter", "Ruckdeschel", role=c("cre", "aut", "cph"), email="peter.ruckdeschel at uni-oldenburg.de")) +Description: Optimally robust estimation for extreme value distributions using S4 classes and + methods (based on packages distr, distrEx, distrMod, RobAStBase, and ROptEst). +Depends: R (>= 2.14.0), methods, distrMod(>= 2.5.2), ROptEst(>= 1.0), robustbase, evd +Suggests: RUnit (>= 0.4.26), ismev (>= 1.39) +Imports: RobAStRDA, distr, distrEx, RandVar, RobAStBase, startupmsg, actuar +Authors at R: c(person("Nataliya", "Horbenko", role=c("aut","cph")), person("Bernhard", "Spangl", + role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"), + person("Sascha", "Desmettre", role="ctb", comment="contributed smoothed grid values of + the Lagrange multipliers"), person("Eugen", "Massini", role="ctb", comment="contributed + an interactive smoothing routine for smoothing the Lagrange multipliers and smoothed + grid values of the Lagrange multipliers"), person("Daria", "Pupashenko", role="ctb", + comment="contributed MDE-estimation for GEV distribution in the framework of her PhD + thesis 2011--14"), person("Gerald", "Kroisandt", role="ctb", comment="contributed + testing routines"), person("Matthias", "Kohl", role=c("aut", "cph")), person("Peter", + "Ruckdeschel", role=c("cre", "aut", "cph"), + email="peter.ruckdeschel at uni-oldenburg.de")) ByteCompile: yes LazyLoad: yes License: LGPL-3 @@ -23,4 +25,4 @@ 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: 930 +VCS/SVNRevision: 990 Modified: pkg/RobExtremes/NAMESPACE =================================================================== --- pkg/RobExtremes/NAMESPACE 2018-07-23 20:17:24 UTC (rev 1032) +++ pkg/RobExtremes/NAMESPACE 2018-07-23 20:19:55 UTC (rev 1033) @@ -9,8 +9,10 @@ import("robustbase") import("RobAStBase") import("ROptEst") -import("actuar") -import("evd") +importFrom("actuar", "qpareto1", "ppareto1", "dpareto1", "rpareto1") +importFrom("evd", "qgumbel", "pgumbel", "dgumbel", "rgumbel", + "qgpd", "pgpd", "dgpd", "rgpd", + "qgev", "pgev", "dgev", "rgev") importFrom("startupmsg", "buildStartupMessage", "infoShow") importFrom("stats", "dunif", "integrate", "optimize", "pnorm", "predict", "qnorm", "quantile", "smooth.spline", "uniroot") @@ -25,6 +27,11 @@ exportClasses("GParetoFamily", "GumbelLocationFamily", "WeibullFamily", "ParetoFamily", "GEVFamily", "GEVFamilyMuUnknown") exportClasses("DistributionsIntegratingByQuantiles") +exportClasses("ParamWithLocAndScaleAndShapeFamParameter") +exportClasses("L2LocScaleShapeUnion") +exportClasses("GPDEstimate","GPDMCEstimate","GPDLDEstimate", + "GPDkStepEstimate","GEVEstimate","GEVLDEstimate", + "GEVkStepEstimate","GEVMCEstimate") exportMethods("initialize", "show", "rescaleFunction") exportMethods("loc", "loc<-", "kMAD", "Sn", "Qn") exportMethods("validParameter", @@ -34,10 +41,13 @@ "+", "*", "Min", "Min<-", "E", "var", "IQR", "skewness", "kurtosis", "median", "dispersion") +exportMethods(".checkEstClassForParamFamily") +exportMethods("locscaleshapename","locscalename","scaleshapename", + "locationname","scalename","shapename","locscaleshapename<-") exportMethods("modifyModel", "getStartIC") exportMethods("moveL2Fam2RefParam", "moveICBackFromRefParam") - +exportMethods("checkIC", "makeIC") export("EULERMASCHERONICONSTANT","APERYCONSTANT") export("getCVaR", "getVaR", "getEL") export("Gumbel", "Pareto", "GPareto", "GEV") @@ -54,4 +64,4 @@ "gev.profxi", "gpd.profxi") export("gev.diag", "gpd.diag","gev.prof", "gpd.prof", "gev.profxi", "gpd.profxi") - \ No newline at end of file + Modified: pkg/RobExtremes/R/AllClass.R =================================================================== --- pkg/RobExtremes/R/AllClass.R 2018-07-23 20:17:24 UTC (rev 1032) +++ pkg/RobExtremes/R/AllClass.R 2018-07-23 20:19:55 UTC (rev 1033) @@ -23,10 +23,14 @@ } +#setClassUnion("ParamWithLocAndScaleAndShapeFamParameterUnion", +# c("ParamWithScaleFamParameter", +# "ParamWithShapeFamParameter") +# ) + setClass("ParamWithLocAndScaleAndShapeFamParameter", - contains = c("ParamWithScaleFamParameter", - "ParamWithShapeFamParameter") - ) + contains = c("ParamWithScaleAndShapeFamParameter") +) # parameter of Gumbel distribution @@ -47,10 +51,10 @@ # Gumbel distribution setClass("Gumbel", - prototype = prototype(r = function(n){ rgumbel(n, loc = 0, scale = 1) }, - d = function(x, log){ dgumbel(x, loc = 0, scale = 1, log = FALSE) }, + prototype = prototype(r = function(n){ evd::rgumbel(n, loc = 0, scale = 1) }, + d = function(x, log){ evd::dgumbel(x, loc = 0, scale = 1, log = FALSE) }, p = function(q, lower.tail = TRUE, log.p = FALSE){ - p0 <- pgumbel(q, loc = 0, scale = 1, lower.tail = lower.tail) + p0 <- evd::pgumbel(q, loc = 0, scale = 1, lower.tail = lower.tail) if(log.p) return(log(p0)) else return(p0) }, q = function(p, loc = 0, scale = 1, lower.tail = TRUE, log.p = FALSE){ @@ -66,7 +70,7 @@ p0 <- p p0[ii01] <- if(log.p) log(0.5) else 0.5 - q1 <- qgumbel(p0, loc = 0, scale = 1, + q1 <- evd::qgumbel(p0, loc = 0, scale = 1, lower.tail = lower.tail) q1[i0] <- if(lower.tail) -Inf else Inf q1[i1] <- if(!lower.tail) -Inf else Inf @@ -198,7 +202,7 @@ prototype = prototype( r = function(n){ rgev(n,loc = 0, scale = 1, shape = 0.5) }, d = function(x, log = FALSE){ - dgev(x, loc = 0, scale = 1, shape = 0.5, log = log) + dgev(x, loc = 0, scale = 1, shape = 0.5, log = log) }, p = function(q, lower.tail = TRUE, log.p = FALSE ){ p0 <- pgev(q, loc = 0, scale = 1, shape = 0.5) @@ -250,7 +254,7 @@ setClass("WeibullFamily", contains="L2ScaleShapeUnion") ## virtual in-between class for common parts in modifyModel - method -setClass("L2LocScaleShapeUnion", representation(scaleshapename ="character"), +setClass("L2LocScaleShapeUnion", representation(locscaleshapename = "character"), contains = c("L2GroupParamFamily","VIRTUAL") ) Modified: pkg/RobExtremes/R/AllGeneric.R =================================================================== --- pkg/RobExtremes/R/AllGeneric.R 2018-07-23 20:17:24 UTC (rev 1032) +++ pkg/RobExtremes/R/AllGeneric.R 2018-07-23 20:19:55 UTC (rev 1033) @@ -46,3 +46,16 @@ if(!isGeneric("gpd.profxi")){ setGeneric("gpd.profxi", function(z, ...) standardGeneric("gpd.profxi")) } +if(!isGeneric("locscaleshapename")){ + setGeneric("locscaleshapename", function(object) standardGeneric("locscaleshapename")) +} +if(!isGeneric("locscaleshapename<-")){ + setGeneric("locscaleshapename<-", function(object,value) standardGeneric("locscaleshapename<-")) +} +if(!isGeneric("shapename")){ + setGeneric("shapename", function(object) standardGeneric("shapename")) +} +if(!isGeneric("locationname")){ + setGeneric("locationname", function(object) standardGeneric("locationname")) +} + Modified: pkg/RobExtremes/R/Expectation.R =================================================================== --- pkg/RobExtremes/R/Expectation.R 2018-07-23 20:17:24 UTC (rev 1032) +++ pkg/RobExtremes/R/Expectation.R 2018-07-23 20:19:55 UTC (rev 1033) @@ -57,9 +57,12 @@ dots.withoutUseApply <- dots useApply <- TRUE if(!is.null(dots$useApply)) useApply <- dots$useApply + dots.withoutUseApply$useApply <- NULL + dots.withoutUseApply$stop.on.error <- NULL + integrand <- function(x, dfun, ...){ di <- dim(x) - y <- q(object)(x)##quantile transformation + y <- q.l(object)(x)##quantile transformation if(useApply){ funy <- sapply(y,fun, ...) dim(y) <- di @@ -76,12 +79,29 @@ upp <- p(object)(Ib["upp"]) if(is.nan(low)) low <- 0 if(is.nan(upp)) upp <- 1 - return(do.call(distrExIntegrate, c(list(f = integrand, + + if(upp < 0.98){ + int <- do.call(distrExIntegrate, c(list(f = integrand, lower = low, upper = upp, - rel.tol = rel.tol, - distr = object, dfun = dunif), dots.withoutUseApply))) + rel.tol = rel.tol, stop.on.error = FALSE, + distr = object, dfun = dunif), dots.withoutUseApply)) + }else{ + int1 <- do.call(distrExIntegrate, c(list(f = integrand, + lower = low, + upper = 0.98, + rel.tol = rel.tol, stop.on.error = FALSE, + distr = object, dfun = dunif), dots.withoutUseApply)) + int2 <- do.call(distrExIntegrate, c(list(f = integrand, + lower = 0.98, + upper = upp, + rel.tol = rel.tol, stop.on.error = FALSE, + distr = object, dfun = dunif), dots.withoutUseApply)) + int <- int1+int2 + } + return(int) + }) setMethod("E", signature(object = "GPareto", Modified: pkg/RobExtremes/R/GEVFamily.R =================================================================== --- pkg/RobExtremes/R/GEVFamily.R 2018-07-23 20:17:24 UTC (rev 1032) +++ pkg/RobExtremes/R/GEVFamily.R 2018-07-23 20:19:55 UTC (rev 1033) @@ -1,465 +1,472 @@ -################################# -## -## Class: GEVFamily for positive shape -## -################################ - -### some reusable blocks of code (to avoid redundancy): - -.warningGEVShapeLarge <- function(xi){ - if(xi>=4.5) - warning("A shape estimate larger than 4.5 was produced.\n", - "Shape parameter values larger than 4.5 are critical\n", - "in the GEV family as to numerical issues. Be careful with \n", - "ALE results obtained here; they might be unreliable.") - } - -### pretreatment of of.interest -.pretreat.of.interest <- function(of.interest,trafo,withMu=FALSE){ - if(is.null(trafo)){ - of.interest <- unique(of.interest) - if(!withMu && length(of.interest) > 2) - stop("A maximum number of two parameters resp. parameter transformations may be selected.") - if(withMu && length(of.interest) > 3) - stop("A maximum number of three parameters resp. parameter transformations may be selected.") - if(!withMu && !all(of.interest %in% c("scale", "shape", "quantile", "expected loss", "expected shortfall"))) - stop("Parameters resp. transformations of interest have to be selected from: ", - "'scale', 'shape', 'quantile', 'expected loss', 'expected shortfall'.") - if(withMu && !all(of.interest %in% c("loc", "scale", "shape", "quantile", "expected loss", "expected shortfall"))) - stop("Parameters resp. transformations of interest have to be selected from: ", - "'loc', 'scale', 'shape', 'quantile', 'expected loss', 'expected shortfall'.") - - ## reordering of of.interest - muAdd <- 0 - if(withMu & "loc" %in% of.interest){ - muAdd <- 1 - muWhich <- which(of.interest=="loc") - notmuWhich <- which(!of.interest %in% "loc") - of.interest <- of.interest[c(muWhich,notmuWhich)] - } - if(("scale" %in% of.interest) && ("scale" != of.interest[1+muAdd])){ - of.interest[2+muAdd] <- of.interest[1+muAdd] - of.interest[1+muAdd] <- "scale" - } - if(!("scale" %in% of.interest) && ("shape" %in% of.interest) && ("shape" != of.interest[1+muAdd])){ - of.interest[2+muAdd] <- of.interest[1+muAdd] - of.interest[1+muAdd] <- "shape" - } - if(!any(c("scale", "shape") %in% of.interest) && ("quantile" %in% of.interest) - && ("quantile" != of.interest[1+muAdd])){ - of.interest[2+muAdd] <- of.interest[1+muAdd] - of.interest[1+muAdd] <- "quantile" - } - if(!any(c("scale", "shape", "quantile") %in% of.interest) - && ("expected shortfall" %in% of.interest) - && ("expected shortfall" != of.interest[1+muAdd])){ - of.interest[2+muAdd] <- of.interest[1+muAdd] - of.interest[1+muAdd] <- "expected shortfall" - } - } - return(of.interest) -} - -.define.tau.Dtau <- function(of.interest, btq, bDq, btes, - bDes, btel, bDel, p, N){ - tau <- NULL - if("scale" %in% of.interest){ - tau <- function(theta){ th <- theta[1]; names(th) <- "scale"; th} - Dtau <- function(theta){ D <- t(c(1, 0)); rownames(D) <- "scale"; D} - } - if("shape" %in% of.interest){ - if(is.null(tau)){ - tau <- function(theta){th <- theta[2]; names(th) <- "shape"; th} - Dtau <- function(theta){D <- t(c(0,1));rownames(D) <- "shape";D} - }else{ - tau <- function(theta){th <- theta - names(th) <- c("scale", "shape"); th} - Dtau <- function(theta){ D <- diag(2); - rownames(D) <- c("scale", "shape");D} - } - } - if("quantile" %in% of.interest){ - if(is.null(p)) stop("Probability 'p' has to be specified.") - if(is.null(tau)){ - tau <- function(theta){ }; body(tau) <- btq - Dtau <- function(theta){ };body(Dtau) <- bDq - }else{ - tau1 <- tau - tau <- function(theta){ } - body(tau) <- substitute({ btq0 - th0 <- tau0(theta) - th <- c(th0, q) - names(th) <- c(names(th0),"quantile") - th - }, list(btq0=btq, tau0 = tau1)) - Dtau1 <- Dtau - Dtau <- function(theta){} - body(Dtau) <- substitute({ bDq0 - D0 <- Dtau0(theta) - D1 <- rbind(D0, D) - rownames(D1) <- c(rownames(D0),"quantile") - D1 - }, list(Dtau0 = Dtau1, bDq0 = bDq)) - } - } - if("expected shortfall" %in% of.interest){ - if(is.null(p)) stop("Probability 'p' has to be specified.") - if(is.null(tau)){ - tau <- function(theta){ }; body(tau) <- btes - Dtau <- function(theta){ }; body(Dtau) <- bDes - }else{ - tau1 <- tau - tau <- function(theta){ } - body(tau) <- substitute({ btes0 - th0 <- tau0(theta) - th <- c(th0, es) - names(th) <- c(names(th0),"expected shortfall") - th}, list(tau0 = tau1, btes0=btes)) - Dtau1 <- Dtau - Dtau <- function(theta){} - body(Dtau) <- substitute({ bDes0 - D0 <- Dtau0(theta) - D1 <- rbind(D0, D) - rownames(D1) <- c(rownames(D0),"expected shortfall") - D1}, list(Dtau0 = Dtau1, bDes0=bDes)) - } - } - if("expected loss" %in% of.interest){ - if(is.null(N)) stop("Expected frequency 'N' has to be specified.") - if(is.null(tau)){ - tau <- function(theta){ }; body(tau) <- btel - Dtau <- function(theta){ }; body(Dtau) <- bDel - }else{ - tau1 <- tau - tau <- function(theta){ } - body(tau) <- substitute({ btel0 - th0 <- tau0(theta) - th <- c(th0, el) - names(th) <- c(names(th0),"expected los") - th}, list(tau0 = tau1, btel0=btel)) - Dtau1 <- Dtau - Dtau <- function(theta){} - body(Dtau) <- substitute({ bDel0 - D0 <- Dtau0(theta) - D1 <- rbind(D0, D) - rownames(D1) <- c(rownames(D0),"expected loss") - D1}, list(Dtau0 = Dtau1, bDel0=bDel)) - } - } - trafo <- function(x){ list(fval = tau(x), mat = Dtau(x)) } - return(trafo) -} - -## methods -setMethod("validParameter",signature(object="GEVFamily"), - function(object, param, tol =.Machine$double.eps){ - if (is(param, "ParamFamParameter")) - param <- main(param) - if (!all(is.finite(param))) - return(FALSE) - if (any(param[1] <= tol)) - return(FALSE) - if(object at param@withPosRestr) if (any(param[2] <= tol)) - return(FALSE) - if (any(param[2] <= -1/2)) - return(FALSE) - return(TRUE) - }) - - -## generating function -## loc: known/fixed threshold/location parameter -## scale: scale parameter -## shape: shape parameter -## trafo: optional parameter transformation -## start0Est: startEstimator for MLE and MDE --- if NULL HybridEstimator is used; - -GEVFamily <- function(loc = 0, scale = 1, shape = 0.5, - of.interest = c("scale", "shape"), - p = NULL, N = NULL, trafo = NULL, - start0Est = NULL, withPos = TRUE, - secLevel = 0.7, - withCentL2 = FALSE, - withL2derivDistr = FALSE, - ..ignoreTrafo = FALSE, - ..withWarningGEV = TRUE){ - theta <- c(loc, scale, shape) - if(..withWarningGEV).warningGEVShapeLarge(shape) - - of.interest <- .pretreat.of.interest(of.interest,trafo) - - ##symmetry - distrSymm <- NoSymmetry() - - ## parameters - names(theta) <- c("loc", "scale", "shape") - scaleshapename <- c("scale"="scale", "shape"="shape") - - - btq <- bDq <- btes <- bDes <- btel <- bDel <- NULL - if(!is.null(p)){ - btq <- substitute({ q <- loc0 + theta[1]*((-log(p0))^(-theta[2])-1)/theta[2] - names(q) <- "quantile" - q - }, list(loc0 = loc, p0 = p)) - - bDq <- substitute({ scale <- theta[1]; shape <- theta[2] - D1 <- ((-log(p0))^(-shape)-1)/shape - D2 <- -scale/shape*(D1 + log(-log(p0))*(-log(p0))^(-shape)) - D <- t(c(D1, D2)) - rownames(D) <- "quantile"; colnames(D) <- NULL - D }, list(p0 = p)) - btes <- substitute({ if(theta[2]>=1L){ - warning("Expected value is infinite for shape > 1") - es <- NA - }else{ - pg <- pgamma(-log(p0),1-theta[2], lower.tail = TRUE) - es <- theta[1] * (gamma(1-theta[2]) * pg/ (1-p0) - 1 )/ - theta[2] + loc0 } - names(es) <- "expected shortfall" - es }, list(loc0 = loc, p0 = p)) - bDes <- substitute({ if(theta[2]>=1L){ D1 <- D2 <- NA} else { - scale <- theta[1]; shape <- theta[2] - pg <- pgamma(-log(p0), 1-theta[2], lower.tail = TRUE) - dd <- ddigamma(-log(p0),1-theta[2]) - g0 <- gamma(1-theta[2]) - D1 <- (g0*pg/(1-p0)-1)/theta[2] - D21 <- D1/theta[2] - D22 <- dd/(1-p0)/theta[2] - D2 <- -theta[1]*(D21+D22)} - D <- t(c(D1, D2)) - rownames(D) <- "expected shortfall" - colnames(D) <- NULL - D }, list(loc0 = loc, p0 = p)) - } - if(!is.null(N)){ - btel <- substitute({ if(theta[2]>=1L){ - warning("Expected value is infinite for shape > 1") - el <- NA - }else{ - el <- N0*(loc0+theta[1]*(gamma(1-theta[2])-1)/theta[2])} - names(el) <- "expected loss" - el }, list(loc0 = loc,N0 = N)) - bDel <- substitute({ if(theta[2]>=1L){ D1 <- D2 <- NA}else{ - scale <- theta[1]; shape <- theta[2] - ga <- gamma(1-shape) - D1 <- N0*(ga-1)/shape - D2 <- -N0*scale*ga*digamma(1-shape)/shape- - D1*scale/shape} - D <- t(c(D1, D2)) - rownames(D) <- "expected loss" - colnames(D) <- NULL - D }, list(loc0 = loc, N0 = N)) - } - - fromOfInt <- FALSE - if(is.null(trafo)||..ignoreTrafo){fromOfInt <- TRUE - trafo <- .define.tau.Dtau(of.interest, btq, bDq, btes, bDes, - btel, bDel, p, N) - }else if(is.matrix(trafo) & nrow(trafo) > 2) - stop("number of rows of 'trafo' > 2") -#### - param <- ParamFamParameter(name = "theta", main = c(theta[2],theta[3]), - fixed = theta[1], - trafo = trafo, withPosRestr = withPos, - .returnClsName ="ParamWithScaleAndShapeFamParameter") - - ## distribution - distribution <- GEV(loc = loc, scale = scale, shape = shape) - - ## starting parameters - startPar <- function(x,...){ - mu <- theta[1] - n <- length(x) - epsn <- min(floor(secLevel*sqrt(n))+1,n) - - ## Pickand estimator - if(is.null(start0Est)){ - ### replaced 20140402: CvMMDE-with xi on Grid - #source("kMedMad_Qn_Estimators.R") - ### replaced 20140402: - # PF <- GEVFamily(loc = theta[1], scale = theta[2], shape = theta[3]) - # e1 <- PickandsEstimator(x,ParamFamily=PF) - # e0 <- estimate(e1) - e0 <- .getBetaXiGEV(x=x, mu=mu, xiGrid=.getXiGrid(), withPos=withPos) - }else{ - if(is(start0Est,"function")){ - e1 <- start0Est(x, ...) - e0 <- if(is(e1,"Estimate")) estimate(e1) else e1 - }else stop("Argument 'start0Est' must be a function or NULL.") - if(!is.null(names(e0))) - e0 <- e0[c("scale", "shape")] - } -# print(e0); print(str(x)); print(head(summary(x))); print(mu) - if(quantile(e0[2]/e0[1]*(x-mu), epsn/n)< (-1)){ - if(e0[2]>0) - stop("shape is positive and some data smaller than 'loc-scale/shape' ") - else - stop("shape is negative and some data larger than 'loc-scale/shape' ") - } - names(e0) <- NULL - return(e0) - } - - ## what to do in case of leaving the parameter domain - makeOKPar <- function(theta) { - if(withPos){ - theta <- abs(theta) - }else{ - if(!is.null(names(theta))){ - if(theta["shape"]< (-1/2)) theta["shape"] <- -1/2+1e-4 - theta["scale"] <- abs(theta["scale"]) - }else{ - theta[1] <- abs(theta[1]) - if(theta[2]< (-1/2)) theta[2] <- -1/2+1e-4 - } - } - return(theta) - } - - modifyPar <- function(theta){ - theta <- makeOKPar(theta) - sh <- if(!is.null(names(theta))) theta["shape"] else theta[2] - if(..withWarningGEV).warningGEVShapeLarge(sh) - if(!is.null(names(theta))){ - sc <- theta["scale"] - sh <- theta["shape"] - }else{ - # changed 20140402: theta <- abs(theta) - sc <- theta[1] - sh <- theta[2] - } - GEV(loc = loc, scale = theta[1], shape = theta[2]) - } - - - ## L2-derivative of the distribution - L2deriv.fct <- function(param) { - sc <- force(main(param)[1]) - k <- force(main(param)[2]) - tr <- fixed(param)[1] - if(..withWarningGEV).warningGEVShapeLarge(k) - - Lambda1 <- function(x) { - y <- x*0 - ind <- if(k>0)(x > tr-sc/k) else (x0) - x <- (x[ind]-tr)/sc - x1 <- 1 + k * x - y[ind] <- (x*(1-x1^(-1/k))-1)/x1/sc -# xi*(-1/xi-1)*(x[ind]-mu)/beta^2/(1+xi*(x[ind]-mu)/beta) - (x[ind]-mu)*(1+xi*(x[ind]-mu)/beta)^(-1/xi-1)/beta^2 - return(y) - } - Lambda2 <- function(x) { - y <- x*0 - ind <- if(k>0)(x > tr-sc/k) else (x0) - x <- (x[ind]-tr)/sc - x1 <- 1 + k * x - x2 <- x / x1 - y[ind]<- (1-x1^(-1/k))/k*(log(x1)/k-x2)-x2 -# log(1+xi*(x[ind]-mu)/beta)/xi^2+(-1/xi-1)*(x[ind]-mu)/beta/(1+xi*(x[ind]-mu)/beta) - (1+xi*(x[ind]-mu)/beta)^(-1/xi)*log(1+xi*(x[ind]-mu)/beta)/xi^2 + (1+xi*(x[ind]-mu)/beta)^(-1/xi-1)*(x[ind]-mu)/beta/xi - return(y) - } - ## additional centering of scores to increase numerical precision! - if(withCentL2){ - dist0 <- GEV(scale = sc, shape = k, loc = tr) - suppressWarnings({ - z1 <- E(dist0, fun=Lambda1) - z2 <- E(dist0, fun=Lambda2) - }) - }else{z1 <- z2 <- 0} - return(list(function(x){ Lambda1(x)-z1 },function(x){ Lambda2(x)-z2 })) - } - - ## Fisher Information matrix as a function of parameters - FisherInfo.fct <- function(param) { - sc <- force(main(param)[1]) - k <- force(main(param)[2]) - if(..withWarningGEV).warningGEVShapeLarge(k) - G20 <- gamma(2*k) - G10 <- gamma(k) - G11 <- digamma(k)*gamma(k) - G01 <- -0.57721566490153 # digamma(1) - G02 <- 1.9781119906559 #trigamma(1)+digamma(1)^2 - x0 <- (k+1)^2*2*k - I11 <- G20*x0-2*G10*k*(k+1)+1 - I11 <- I11/sc^2/k^2 - I12 <- G20*(-x0)+ G10*(k^3+4*k^2+3*k) - k -1 - I12 <- I12 + G11*(k^3+k^2) -G01*k - I12 <- I12/sc/k^3 - I22 <- G20*x0 +(k+1)^2 -G10*(x0+2*k*(k+1)) - I22 <- I22 - G11*2*k^2*(k+1) + G01*2*k*(1+k)+k^2 *G02 - I22 <- I22 /k^4 - mat <- PosSemDefSymmMatrix(matrix(c(I11,I12,I12,I22),2,2)) - dimnames(mat) <- list(scaleshapename,scaleshapename) - return(mat) - } - - - - FisherInfo <- FisherInfo.fct(param) - name <- "GEV Family" - - ## initializing the GPareto family with components of L2-family - L2Fam <- new("GEVFamily") - L2Fam at scaleshapename <- scaleshapename - L2Fam at name <- name - L2Fam at param <- param - L2Fam at distribution <- distribution - L2Fam at L2deriv.fct <- L2deriv.fct - L2Fam at FisherInfo.fct <- FisherInfo.fct - L2Fam at FisherInfo <- FisherInfo - L2Fam at startPar <- startPar - L2Fam at makeOKPar <- makeOKPar - L2Fam at modifyParam <- modifyPar - L2Fam at L2derivSymm <- FunSymmList(NonSymmetric(), NonSymmetric()) - L2Fam at L2derivDistrSymm <- DistrSymmList(NoSymmetry(), NoSymmetry()) - - L2deriv <- EuclRandVarList(RealRandVariable(L2deriv.fct(param), - Domain = Reals())) - L2derivDistr <- NULL - if(withL2derivDistr){ - suppressWarnings(L2derivDistr <- - imageDistr(RandVar = L2deriv, distr = distribution)) - } - - if(fromOfInt){ - L2Fam at fam.call <- substitute(GEVFamily(loc = loc0, scale = scale0, - shape = shape0, of.interest = of.interest0, - p = p0, N = N0, - withPos = withPos0, withCentL2 = FALSE, - withL2derivDistr = FALSE, ..ignoreTrafo = TRUE), - list(loc0 = loc, scale0 = scale, shape0 = shape, - of.interest0 = of.interest, p0 = p, N0 = N, - withPos0 = withPos)) - }else{ - L2Fam at fam.call <- substitute(GEVFamily(loc = loc0, scale = scale0, - shape = shape0, of.interest = NULL, - p = p0, N = N0, trafo = trafo0, - withPos = withPos0, withCentL2 = FALSE, - withL2derivDistr = FALSE), - list(loc0 = loc, scale0 = scale, shape0 = shape, - p0 = p, N0 = N, - withPos0 = withPos, trafo0 = trafo)) - } - - L2Fam at LogDeriv <- function(x){ - x0 <- (x-loc)/scale - x1 <- 1 + x0 * shape - (shape+1)/scale/x1 + x1^(-1-1/shape)/scale - } - - L2Fam at L2deriv <- L2deriv - L2Fam at L2derivDistr <- L2derivDistr - L2Fam at .withMDE <- FALSE - L2Fam at .withEvalAsVar <- FALSE - L2Fam at .withEvalL2derivDistr <- FALSE - return(L2Fam) -} - -#ddigamma(t,s) is d/ds \int_0^t exp(-x) x^(s-1) dx - -ddigamma <- function(t,s){ - int <- function(x) exp(-x)*(log(x))*x^(s-1) - integrate(int, lower=0, upper=t)$value - } - \ No newline at end of file +################################# +## +## Class: GEVFamily for positive shape +## +################################ + +### some reusable blocks of code (to avoid redundancy): + +.warningGEVShapeLarge <- function(xi){ + if(xi>=4.5) + warning("A shape estimate larger than 4.5 was produced.\n", + "Shape parameter values larger than 4.5 are critical\n", + "in the GEV family as to numerical issues. Be careful with \n", + "ALE results obtained here; they might be unreliable.") + } + +### pretreatment of of.interest +.pretreat.of.interest <- function(of.interest,trafo,withMu=FALSE){ + if(is.null(trafo)){ + of.interest <- unique(of.interest) + if(!withMu && length(of.interest) > 2) + stop("A maximum number of two parameters resp. parameter transformations may be selected.") [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1033 From noreply at r-forge.r-project.org Mon Jul 23 22:21:15 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 22:21:15 +0200 (CEST) Subject: [Robast-commits] r1034 - in pkg/RobLox: . R inst man Message-ID: <20180723202115.772D918A030@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 22:21:14 +0200 (Mon, 23 Jul 2018) New Revision: 1034 Modified: pkg/RobLox/DESCRIPTION pkg/RobLox/NAMESPACE pkg/RobLox/R/showdown.R pkg/RobLox/inst/NEWS pkg/RobLox/man/0RobLox-package.Rd pkg/RobLox/man/finiteSampleCorrection.Rd pkg/RobLox/man/roblox.Rd pkg/RobLox/man/rowRoblox.Rd pkg/RobLox/man/showdown.Rd Log: [RobLox] merged branch 1.1 to trunk Modified: pkg/RobLox/DESCRIPTION =================================================================== --- pkg/RobLox/DESCRIPTION 2018-07-23 20:19:55 UTC (rev 1033) +++ pkg/RobLox/DESCRIPTION 2018-07-23 20:21:14 UTC (rev 1034) @@ -1,19 +1,19 @@ Package: RobLox -Version: 0.9 -Date: 2013-09-12 -Title: Optimally robust influence curves and estimators for location and scale +Version: 1.1.0 +Date: 2018-07-17 +Title: Optimally Robust Influence Curves and Estimators for Location and Scale Description: Functions for the determination of optimally robust influence curves and - estimators in case of normal location and/or scale + estimators in case of normal location and/or scale. Depends: R(>= 2.14.0), stats, distrMod(>= 2.5.2), RobAStBase(>= 0.9) -Imports: lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2) +Imports: methods, lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2) Suggests: MASS -Author: Matthias Kohl -Maintainer: Matthias Kohl -LazyLoad: yes +Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph"), + email="Matthias.Kohl at stamats.de"), person("Peter", "Ruckdeschel", role=c("aut", + "cph"))) ByteCompile: yes License: LGPL-3 Encoding: latin1 URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 696 +VCS/SVNRevision: 940 Modified: pkg/RobLox/NAMESPACE =================================================================== --- pkg/RobLox/NAMESPACE 2018-07-23 20:19:55 UTC (rev 1033) +++ pkg/RobLox/NAMESPACE 2018-07-23 20:21:14 UTC (rev 1034) @@ -1,18 +1,25 @@ importFrom("Biobase", "rowMedians") importFrom("lattice","stripplot") importFrom("RColorBrewer","brewer.pal") -importFrom("distr", "q","Reals") +importFrom("distr", "p", "q", "r", "q.l", "Reals") importClassesFrom("distr","Reals") -importFrom("RandVar", "EuclRandVarList", "RealRandVariable") -importClassesFrom("RandVar", "EuclRandVarList", "RealRandVariable") +importFrom("RandVar", "EuclRandVarList", "RealRandVariable") +importClassesFrom("RandVar", "EuclRandVarList", "RealRandVariable") importFrom("distrMod", "NormLocationFamily", "NormLocationScaleFamily", "symmetricBias", "NormType") importClassesFrom("distrMod", "L2LocationFamily", "NormLocationFamily", "NormLocationScaleFamily") importMethodsFrom("distrMod", "distribution", "main", "addInfo<-", "Infos", "Infos<-", "normtype", "biastype","normtype<-","biastype<-", "estimate") -importFrom("RobAStBase","generateIC","ContNeighborhood") -importClassesFrom("RobAStBase","HampelWeight","ALEstimate","kStepEstimate","ContNeighborhood") -importMethodsFrom("RobAStBase","clip","cent","stand","weight", "clip<-","cent<-","stand<-","weight<-", - "getweight","makeIC","CallL2Fam","CallL2Fam<-", "neighborRadius", "modifyIC", "addInfo<-") +importFrom("RobAStBase","generateIC","ContNeighborhood", "IC") +importFrom("grDevices", "dev.new") +importFrom("graphics", "abline", "boxplot", "curve", "layout", + "legend", "par", "plot") +importFrom("methods", "is", "new") +importFrom("stats", "approx", "complete.cases", "dnorm", "integrate", + "mad", "median", "na.omit", "optim", "optimize", "pnorm", + "qnorm", "rbinom", "rnorm", "uniroot") +importClassesFrom("RobAStBase", "HampelWeight", "ALEstimate", "kStepEstimate", "ContNeighborhood") +importMethodsFrom("RobAStBase", "clip", "cent", "stand", "weight", "clip<-", "cent<-", "stand<-", "weight<-", + "getweight", "makeIC", "CallL2Fam", "CallL2Fam<-", "neighborRadius", "modifyIC", "addInfo<-") export(finiteSampleCorrection, rlsOptIC.AL, Modified: pkg/RobLox/R/showdown.R =================================================================== --- pkg/RobLox/R/showdown.R 2018-07-23 20:19:55 UTC (rev 1033) +++ pkg/RobLox/R/showdown.R 2018-07-23 20:21:14 UTC (rev 1034) @@ -1,122 +1,122 @@ -############################################################################### -## Function to perform simulation study comparing some estimator with -## rmx estimators -############################################################################### -showdown <- function(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){ - stopifnot(n >= 3) - stopifnot(eps >= 0, eps <= 0.5) - if(plot1){ - from <- min(-6, q(contD)(1e-15)) - to <- max(6, q(contD)(1-1e-15)) - curve(pnorm, from = from, to = to, lwd = 2, n = 201, - main = "Comparison: ideal vs. real", ylab = "cdf") - fun <- function(x) (1-eps)*pnorm(x) + eps*p(contD)(x) - curve(fun, from = from, to = to, add = TRUE, col = "orange", - lwd = 2, n = 201, ylab = "cdf") - legend("topleft", legend = c("ideal", "real"), - fill = c("black", "orange")) - } - - set.seed(seed) - r <- rbinom(n*M, prob = eps, size = 1) - Mid <- rnorm(n*M) - Mcont <- r(contD)(n*M) - Mre <- matrix((1-r)*Mid + r*Mcont, ncol = n) - ind <- rowSums(matrix(r, ncol = n)) >= n/2 - while(any(ind)){ - M1 <- sum(ind) - cat("Samples to re-simulate:\t", M1, "\n") - r <- rbinom(n*M1, prob = eps, size = 1) - Mid <- rnorm(n*M1) - Mcont <- r(contD)(n*M1) - Mre[ind,] <- (1-r)*Mid + r*Mcont - ind[ind] <- rowSums(matrix(r, ncol = n)) >= n/2 - } - rm(Mid, Mcont, r, ind) - - - if(plot2){ - ind <- if(M <= 20) 1:M else sample(1:M, 20) - if(plot1) dev.new() - M1 <- min(M, 20) - print( - stripplot(rep(1:M1, each = n) ~ as.vector(Mre[ind,]), - ylab = "samples", xlab = "x", pch = 20, - main = ifelse(M <= 20, "Samples", "20 randomly chosen samples")) - ) - } - - ## ML-estimator: mean and sd - Mean <- rowMeans(Mre) - Sd <- sqrt(rowMeans((Mre-Mean)^2)) - ## Median and MAD - Median <- rowMedians(Mre) - Mad <- rowMedians(abs(Mre - Median))/qnorm(0.75) - ## Competitor - if(missing(estfun)){ - Comp <- apply(Mre, 1, estMean) - Comp <- cbind(Comp, apply(Mre, 1, estSd)) - }else - Comp <- t(apply(Mre, 1, estfun)) - - ## Radius-minimax estimator - RadMinmax <- estimate(rowRoblox(Mre, eps.lower = eps.lower, - eps.upper = eps.upper, k = steps, - fsCor = fsCor)) - - if(plot3){ - Ergebnis1 <- list(Mean, Median, Comp[,1], RadMinmax[,1]) - Ergebnis2 <- list(Sd, Mad, Comp[,2], RadMinmax[,2]) - myCol <- brewer.pal(4, "Dark2") - if(plot1 || plot2) dev.new() - layout(matrix(c(1, 1, 1, 1, 3, 2, 2, 2, 2, 3), ncol = 2)) - boxplot(Ergebnis1, col = myCol, pch = 20, main = "Location") - abline(h = 0) - boxplot(Ergebnis2, col = myCol, pch = 20, main = "Scale") - abline(h = 1) - op <- par(mar = rep(2, 4)) - plot(c(0,1), c(1, 0), type = "n", axes = FALSE) - legend("center", c("ML", "Med/MAD", "competitor", "rmx"), - fill = myCol, ncol = 4, cex = 1.5) - on.exit(par(op)) - } - - ## ML-estimator - MSE1.1 <- n*mean(Mean^2) - ## Median + MAD - MSE2.1 <- n*mean(Median^2) - ## Tukey - MSE3.1 <- n*mean(Comp[,1]^2) - ## Radius-minimax - MSE4.1 <- n*mean(RadMinmax[,1]^2) - empMSE <- data.frame(ML = MSE1.1, Med = MSE2.1, Competitor = MSE3.1, "rmx" = MSE4.1) - rownames(empMSE) <- "n x empMSE (loc)" - relMSE <- empMSE[1,]/empMSE[1,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[2] <- "relMSE (loc)" - - ## ML-estimator - MSE1.2 <- n*mean((Sd-1)^2) - ## Median + MAD - MSE2.2 <- n*mean((Mad-1)^2) - ## Tukey - MSE3.2 <- n*mean((Comp[,2]-1)^2) - ## Radius-minimax - MSE4.2 <- n*mean((RadMinmax[,2]-1)^2) - empMSE <- rbind(empMSE, c(MSE1.2, MSE2.2, MSE3.2, MSE4.2)) - rownames(empMSE)[3] <- "n x empMSE (scale)" - relMSE <- empMSE[3,]/empMSE[3,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[4] <- "relMSE (scale)" - empMSE <- rbind(empMSE, c(MSE1.1 + MSE1.2, MSE2.1 + MSE2.2, MSE3.1 + MSE3.2, - MSE4.1 + MSE4.2)) - rownames(empMSE)[5] <- "n x empMSE (loc + scale)" - relMSE <- empMSE[5,]/empMSE[5,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[6] <- "relMSE (loc + scale)" - - empMSE -} - +############################################################################### +## Function to perform simulation study comparing some estimator with +## rmx estimators +############################################################################### +showdown <- function(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){ + stopifnot(n >= 3) + stopifnot(eps >= 0, eps <= 0.5) + if(plot1){ + from <- min(-6, q.l(contD)(1e-15)) + to <- max(6, q.l(contD)(1-1e-15)) + curve(pnorm, from = from, to = to, lwd = 2, n = 201, + main = "Comparison: ideal vs. real", ylab = "cdf") + fun <- function(x) (1-eps)*pnorm(x) + eps*p(contD)(x) + curve(fun, from = from, to = to, add = TRUE, col = "orange", + lwd = 2, n = 201, ylab = "cdf") + legend("topleft", legend = c("ideal", "real"), + fill = c("black", "orange")) + } + + set.seed(seed) + rad <- rbinom(n*M, prob = eps, size = 1) + Mid <- rnorm(n*M) + Mcont <- r(contD)(n*M) + Mre <- matrix((1-rad)*Mid + rad*Mcont, ncol = n) + ind <- rowSums(matrix(rad, ncol = n)) >= n/2 + while(any(ind)){ + M1 <- sum(ind) + cat("Samples to re-simulate:\t", M1, "\n") + rad <- rbinom(n*M1, prob = eps, size = 1) + Mid <- rnorm(n*M1) + Mcont <- r(contD)(n*M1) + Mre[ind,] <- (1-rad)*Mid + rad*Mcont + ind[ind] <- rowSums(matrix(rad, ncol = n)) >= n/2 + } + rm(Mid, Mcont, rad, ind) + + + if(plot2){ + ind <- if(M <= 20) 1:M else sample(1:M, 20) + if(plot1) dev.new() + M1 <- min(M, 20) + print( + stripplot(rep(1:M1, each = n) ~ as.vector(Mre[ind,]), + ylab = "samples", xlab = "x", pch = 20, + main = ifelse(M <= 20, "Samples", "20 randomly chosen samples")) + ) + } + + ## ML-estimator: mean and sd + Mean <- rowMeans(Mre) + Sd <- sqrt(rowMeans((Mre-Mean)^2)) + ## Median and MAD + Median <- rowMedians(Mre) + Mad <- rowMedians(abs(Mre - Median))/qnorm(0.75) + ## Competitor + if(missing(estfun)){ + Comp <- apply(Mre, 1, estMean) + Comp <- cbind(Comp, apply(Mre, 1, estSd)) + }else + Comp <- t(apply(Mre, 1, estfun)) + + ## Radius-minimax estimator + RadMinmax <- estimate(rowRoblox(Mre, eps.lower = eps.lower, + eps.upper = eps.upper, k = steps, + fsCor = fsCor)) + + if(plot3){ + Ergebnis1 <- list(Mean, Median, Comp[,1], RadMinmax[,1]) + Ergebnis2 <- list(Sd, Mad, Comp[,2], RadMinmax[,2]) + myCol <- brewer.pal(4, "Dark2") + if(plot1 || plot2) dev.new() + layout(matrix(c(1, 1, 1, 1, 3, 2, 2, 2, 2, 3), ncol = 2)) + boxplot(Ergebnis1, col = myCol, pch = 20, main = "Location") + abline(h = 0) + boxplot(Ergebnis2, col = myCol, pch = 20, main = "Scale") + abline(h = 1) + op <- par(mar = rep(2, 4)) + plot(c(0,1), c(1, 0), type = "n", axes = FALSE) + legend("center", c("ML", "Med/MAD", "competitor", "rmx"), + fill = myCol, ncol = 4, cex = 1.5) + on.exit(par(op)) + } + + ## ML-estimator + MSE1.1 <- n*mean(Mean^2) + ## Median + MAD + MSE2.1 <- n*mean(Median^2) + ## Tukey + MSE3.1 <- n*mean(Comp[,1]^2) + ## Radius-minimax + MSE4.1 <- n*mean(RadMinmax[,1]^2) + empMSE <- data.frame(ML = MSE1.1, Med = MSE2.1, Competitor = MSE3.1, "rmx" = MSE4.1) + rownames(empMSE) <- "n x empMSE (loc)" + relMSE <- empMSE[1,]/empMSE[1,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[2] <- "relMSE (loc)" + + ## ML-estimator + MSE1.2 <- n*mean((Sd-1)^2) + ## Median + MAD + MSE2.2 <- n*mean((Mad-1)^2) + ## Tukey + MSE3.2 <- n*mean((Comp[,2]-1)^2) + ## Radius-minimax + MSE4.2 <- n*mean((RadMinmax[,2]-1)^2) + empMSE <- rbind(empMSE, c(MSE1.2, MSE2.2, MSE3.2, MSE4.2)) + rownames(empMSE)[3] <- "n x empMSE (scale)" + relMSE <- empMSE[3,]/empMSE[3,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[4] <- "relMSE (scale)" + empMSE <- rbind(empMSE, c(MSE1.1 + MSE1.2, MSE2.1 + MSE2.2, MSE3.1 + MSE3.2, + MSE4.1 + MSE4.2)) + rownames(empMSE)[5] <- "n x empMSE (loc + scale)" + relMSE <- empMSE[5,]/empMSE[5,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[6] <- "relMSE (loc + scale)" + + empMSE +} + Modified: pkg/RobLox/inst/NEWS =================================================================== --- pkg/RobLox/inst/NEWS 2018-07-23 20:19:55 UTC (rev 1033) +++ pkg/RobLox/inst/NEWS 2018-07-23 20:21:14 UTC (rev 1034) @@ -8,11 +8,27 @@ information) ####################################### -version 0.9 +version 1.1 ####################################### user-visible CHANGES: ++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision +under the hood: ++ wherever possible also use q.l internally instead of q to + provide functionality in IRKernel + +####################################### +version 1.0 +####################################### + +user-visible CHANGES: ++ title changed to title style / capitalization + +####################################### +version 0.9 +####################################### + GENERAL ENHANCEMENTS: + cleaned DESCRIPTION and NAMESPACE file as to Imports/Depends @@ -92,4 +108,4 @@ + bug in computation of as. covariance in roblox corrected. + bug in rsOptIC corrected. + 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/RobLox/man/0RobLox-package.Rd =================================================================== --- pkg/RobLox/man/0RobLox-package.Rd 2018-07-23 20:19:55 UTC (rev 1033) +++ pkg/RobLox/man/0RobLox-package.Rd 2018-07-23 20:21:14 UTC (rev 1034) @@ -12,16 +12,15 @@ \details{ \tabular{ll}{ Package: \tab RobLox \cr -Version: \tab 0.9 \cr -Date: \tab 2013-09-12 \cr -Depends: \tab R(>= 2.7.0), stats, lattice, RColorBrewer, RandVar, Biobase, distr, distrMod, -RobAStBase \cr +Version: \tab 1.1.0 \cr +Date: \tab 2018-07-08 \cr +Depends: \tab R(>= 2.14.0), stats, distrMod(>= 2.5.2), RobAStBase(>= 0.9) \cr +Imports: \tab lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2) \cr Suggests: \tab MASS\cr -LazyLoad: \tab yes \cr ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -SVNRevision: \tab 696 \cr +VCS/SVNRevision: \tab 940 \cr } } \author{Matthias Kohl \email{matthias.kohl at stamats.de}} @@ -33,7 +32,7 @@ Rieder, H., Kohl, M. and Ruckdeschel, P. (2008). The Costs of not Knowing the Radius. \emph{Statistical Methods and Applications} \bold{17}(1) 13-40. - Extended version: \url{http://www.stamats.de/RRlong.pdf} + Extended version: \url{http://r-kurs.de/RRlong.pdf} M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. \emph{Statistical Methods and Application}, Modified: pkg/RobLox/man/finiteSampleCorrection.Rd =================================================================== --- pkg/RobLox/man/finiteSampleCorrection.Rd 2018-07-23 20:19:55 UTC (rev 1033) +++ pkg/RobLox/man/finiteSampleCorrection.Rd 2018-07-23 20:21:14 UTC (rev 1034) @@ -36,7 +36,7 @@ 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} + Extended version: \url{http://r-kurs.de/RRlong.pdf} } \author{Matthias Kohl \email{Matthias.Kohl at stamats.de}} %\note{} Modified: pkg/RobLox/man/roblox.Rd =================================================================== --- pkg/RobLox/man/roblox.Rd 2018-07-23 20:19:55 UTC (rev 1033) +++ pkg/RobLox/man/roblox.Rd 2018-07-23 20:21:14 UTC (rev 1034) @@ -77,7 +77,7 @@ 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} + Extended version: \url{http://r-kurs.de/RRlong.pdf} M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. \emph{Statistical Methods and Application}, Modified: pkg/RobLox/man/rowRoblox.Rd =================================================================== --- pkg/RobLox/man/rowRoblox.Rd 2018-07-23 20:19:55 UTC (rev 1033) +++ pkg/RobLox/man/rowRoblox.Rd 2018-07-23 20:21:14 UTC (rev 1034) @@ -87,7 +87,7 @@ 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} + Extended version: \url{http://r-kurs.de/RRlong.pdf} M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. \emph{Statistical Methods and Application}, Modified: pkg/RobLox/man/showdown.Rd =================================================================== --- pkg/RobLox/man/showdown.Rd 2018-07-23 20:19:55 UTC (rev 1033) +++ pkg/RobLox/man/showdown.Rd 2018-07-23 20:21:14 UTC (rev 1034) @@ -57,7 +57,7 @@ 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} + Extended version: \url{http://r-kurs.de/RRlong.pdf} M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in General Smoothly Parametrized Models. \emph{Statistical Methods and Application}, From noreply at r-forge.r-project.org Mon Jul 23 22:28:27 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 22:28:27 +0200 (CEST) Subject: [Robast-commits] r1035 - in pkg/RobLoxBioC: . inst Message-ID: <20180723202827.B712D18A031@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 22:28:27 +0200 (Mon, 23 Jul 2018) New Revision: 1035 Modified: pkg/RobLoxBioC/DESCRIPTION pkg/RobLoxBioC/NAMESPACE pkg/RobLoxBioC/inst/NEWS Log: [RobLox] merged branch 1.1 into trunk Modified: pkg/RobLoxBioC/DESCRIPTION =================================================================== --- pkg/RobLoxBioC/DESCRIPTION 2018-07-23 20:21:14 UTC (rev 1034) +++ pkg/RobLoxBioC/DESCRIPTION 2018-07-23 20:28:27 UTC (rev 1035) @@ -1,18 +1,19 @@ -Package: RobLoxBioC -Version: 0.9 -Date: 2013-09-12 -Title: Infinitesimally robust estimators for preprocessing omics data +Package: RobLox +Version: 1.1.0 +Date: 2018-07-17 +Title: Optimally Robust Influence Curves and Estimators for Location and Scale Description: Functions for the determination of optimally robust influence curves and - estimators for preprocessing omics data, in particular gene expression data. -Depends: R(>= 2.14.0), methods, RobLox(>= 0.9), affy -Imports: BiocGenerics, Biobase, beadarray, lattice, RColorBrewer, distr(>= 2.5.2) -Author: Matthias Kohl -Maintainer: Matthias Kohl -LazyLoad: yes + estimators in case of normal location and/or scale. +Depends: R(>= 2.14.0), stats, distrMod(>= 2.5.2), RobAStBase(>= 0.9) +Imports: methods, lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2) +Suggests: MASS +Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph"), + email="Matthias.Kohl at stamats.de"), person("Peter", "Ruckdeschel", role=c("aut", + "cph"))) ByteCompile: yes License: LGPL-3 +Encoding: latin1 URL: http://robast.r-forge.r-project.org/ -Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 696 +VCS/SVNRevision: 940 Modified: pkg/RobLoxBioC/NAMESPACE =================================================================== --- pkg/RobLoxBioC/NAMESPACE 2018-07-23 20:21:14 UTC (rev 1034) +++ pkg/RobLoxBioC/NAMESPACE 2018-07-23 20:28:27 UTC (rev 1035) @@ -1,15 +1,48 @@ -import("methods", "distr") -importMethodsFrom("BiocGenerics","append","annotation") -importFrom("Biobase","assayDataNew") +importFrom("Biobase", "rowMedians") importFrom("lattice","stripplot") importFrom("RColorBrewer","brewer.pal") -importClassesFrom("Biobase","ExpressionSet","AssayData","AnnotatedDataFrame") -importMethodsFrom("Biobase", "rowMedians", "featureNames", "sampleNames", - "phenoData", "experimentData", "exprs", "exprs<-", "assayData","assayData<-") -importFrom("affy","bg.correct.mas","getCdfInfo","tukey.biweight") -importMethodsFrom("affy","intensity") -import("beadarray") -importFrom("RobLox", "rowRoblox", "finiteSampleCorrection") +importFrom("distr", "p", "q", "r", "q.l", "Reals") +importClassesFrom("distr","Reals") +importFrom("RandVar", "EuclRandVarList", "RealRandVariable") +importClassesFrom("RandVar", "EuclRandVarList", "RealRandVariable") +importFrom("distrMod", "NormLocationFamily", "NormLocationScaleFamily", "symmetricBias", "NormType") +importClassesFrom("distrMod", "L2LocationFamily", "NormLocationFamily", "NormLocationScaleFamily") +importMethodsFrom("distrMod", "distribution", "main", "addInfo<-", "Infos", "Infos<-", + "normtype", "biastype","normtype<-","biastype<-", "estimate") +importFrom("RobAStBase","generateIC","ContNeighborhood", "IC") +importFrom("grDevices", "dev.new") +importFrom("graphics", "abline", "boxplot", "curve", "layout", + "legend", "par", "plot") +importFrom("methods", "is", "new") +importFrom("stats", "approx", "complete.cases", "dnorm", "integrate", + "mad", "median", "na.omit", "optim", "optimize", "pnorm", + "qnorm", "rbinom", "rnorm", "uniroot") +importClassesFrom("RobAStBase", "HampelWeight", "ALEstimate", "kStepEstimate", "ContNeighborhood") +importMethodsFrom("RobAStBase", "clip", "cent", "stand", "weight", "clip<-", "cent<-", "stand<-", "weight<-", + "getweight", "makeIC", "CallL2Fam", "CallL2Fam<-", "neighborRadius", "modifyIC", "addInfo<-") -exportMethods("robloxbioc", "KolmogorovMinDist") -export("AffySimStudy", "IlluminaSimStudy") +export(finiteSampleCorrection, + rlsOptIC.AL, + rlsOptIC.M, + rlsOptIC.BM, + rlsOptIC.Hu1, + rlsOptIC.Hu2a, + rlsOptIC.Hu2, + rlsOptIC.Hu3, + rlsOptIC.HuMad, + rlsOptIC.Ha3, + rlsOptIC.Ha4, + rlsOptIC.HaMad, + rlsOptIC.An1, + rlsOptIC.An2, + rlsOptIC.AnMad, + rlsOptIC.Tu1, + rlsOptIC.Tu2, + rlsOptIC.TuMad, + rlsOptIC.MM2, + rlOptIC, + rsOptIC, + roblox, + rowRoblox, + colRoblox, + showdown) Modified: pkg/RobLoxBioC/inst/NEWS =================================================================== --- pkg/RobLoxBioC/inst/NEWS 2018-07-23 20:21:14 UTC (rev 1034) +++ pkg/RobLoxBioC/inst/NEWS 2018-07-23 20:28:27 UTC (rev 1035) @@ -1,5 +1,5 @@ ############################################################################### -## News: to package RobLoxBioC +## News: to package RobLox ############################################################################### (first two numbers of package versions do not necessarily reflect @@ -8,11 +8,27 @@ information) ####################################### -version 0.9 +version 1.1 ####################################### user-visible CHANGES: ++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision +under the hood: ++ wherever possible also use q.l internally instead of q to + provide functionality in IRKernel + +####################################### +version 1.0 +####################################### + +user-visible CHANGES: ++ title changed to title style / capitalization + +####################################### +version 0.9 +####################################### + GENERAL ENHANCEMENTS: + cleaned DESCRIPTION and NAMESPACE file as to Imports/Depends @@ -24,35 +40,38 @@ ####################################### -version 0.8.3 +version 0.8.1 ####################################### -+ update for beadarray versions >= 2.0.0 with support by Mark Dunnings and - Andy Lynch -+ some changes for internal functions due to changes in R 2.16.0 regarding - .C and .Call ++ new internal functions due to changes to .C() and .Call() calls + ####################################### version 0.8 ####################################### -+ renamed AffySimStudy.R to AffymetrixSimStudy.R -+ update of Figure numbers in IlluminaExample.R -+ added scripts AffymetrixReproducibility.R and IlluminaReproducibility.R -+ DESCRIPTION files and package-help files gain a tag SVNRevision +BUG FIX: ++ roblox(): if only sd or mean is to be estimated, starting + value mean.sd was not; similarly, in case only mean is of + interest, robEst had no component est... + + + DESCRIPTION files and package-help files gain a tag SVNRevision to be filled by get[All]RevNr.R from utils in distr ####################################### -## version 0.7.1 -####################################### -+ corrected bug in AffySimStudy and IlluminaSimStudy -+ minor modifications of scripts in scripts folder - -####################################### version 0.7 ####################################### + +user-visible CHANGES: + ++ Roblox,colRoblox,rowRoblox gain na.rm argument + and consistently fill new slot completecases ++ introduction of finite-sample correction ++ handle marginal cases n = 1 or 2 as well as eps = 0 and mad = 0 ++ package Rd-file added + GENERAL ENHANCEMENTS: -+ added tests/Examples folder with file RobLoxBioC-Ex.Rout.save to have ++ added tests/Examples folder with file RobLox-Ex.Rout.save to have some automatic testing + added TOBEDONE (sic!) files; in English (for possible collaborators) + added keyword robust and made some minor corrections ... @@ -72,51 +91,21 @@ + removed pdf-file from version control - Rnw-file is sufficient - INTERNALLY: -+ renamed AllGeneric.R to 0AllGeneric.R to be on first position ... -+ in robloxAffyBatch.R return se not sd ... -+ some modifications for Figure 2 in IlluminaExample.R -+ set default to 3-step estimation ... -+ changed return value of KolmogorovMinDist, now also returns the corresponding sample sizes. -+ Added file for Illumina simulation study and renamed file AffySimStudy.Rd to SimStudies.Rd. -+ reduced the Illumina example code to relevant part ... ++ gains new slots of kStepEstimator - BUGFIXES: -+ code seems to work correctly, affycompTable in AffymetrixExample does - not work yet (because of missing dilution data). ++ corrected small bug in computation of bias in case of TuMad IC ... ++ small correction in finiteSampleCorrection ... ++ forgot to include correction for 50% or more outliers ####################################### -version 0.5 +version 0.6.1 ####################################### -+ added example code for Illumina data -+ function to perform Monte-Carlo studies for comparison with Illumina's - default method - -####################################### -version 0.4 -####################################### -+ added finite-sample correction -+ handle cases with sample size <= 2 and contamination eps = 0 -+ moved function AffySimStudy from folder inst/scripts to folder R as - exported and documented function to perform Monte-Carlo studies. - -####################################### -version 0.3 -####################################### -+ added KolmogorovMinDist methods for matrix, AffyBatch and BeadLevelList - -####################################### -version 0.2 -####################################### -+ robloxbioc methods for AffyBatch and BeadLevelList - -####################################### -version 0.1 -####################################### -+ start of development - ++ bug in computation of as. covariance in roblox corrected. ++ bug in rsOptIC corrected. ++ introduction of NEWS-file ++ update of CITATION-file (based on code provided by A. Zeileis on R help) From noreply at r-forge.r-project.org Mon Jul 23 22:29:47 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 22:29:47 +0200 (CEST) Subject: [Robast-commits] r1036 - in pkg/RobRex: . inst Message-ID: <20180723202947.AA69918A034@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 22:29:47 +0200 (Mon, 23 Jul 2018) New Revision: 1036 Modified: pkg/RobRex/DESCRIPTION pkg/RobRex/NAMESPACE pkg/RobRex/inst/NEWS Log: [RobRex] merged branch 1.1 into trunk Modified: pkg/RobRex/DESCRIPTION =================================================================== --- pkg/RobRex/DESCRIPTION 2018-07-23 20:28:27 UTC (rev 1035) +++ pkg/RobRex/DESCRIPTION 2018-07-23 20:29:47 UTC (rev 1036) @@ -1,18 +1,17 @@ Package: RobRex -Version: 0.9 -Date: 2013-09-12 -Title: Optimally robust influence curves for regression and scale +Version: 1.1.0 +Date: 2018-07-17 +Title: Optimally Robust Influence Curves for Regression and Scale Description: Functions for the determination of optimally robust influence curves in case of linear regression with unknown scale and standard normal distributed errors where the regressor is random. -Depends: R (>= 2.14.0), ROptRegTS(>= 0.9) -Author: Matthias Kohl -Maintainer: Matthias Kohl -LazyLoad: yes +Depends: R (>= 2.14.0), ROptRegTS(>= 0.9.2) +Imports: distr(>= 2.5.2), RandVar(>= 0.9.2), RobAStBase(>= 0.9), methods +Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") ByteCompile: yes License: LGPL-3 Encoding: latin1 URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 696 +VCS/SVNRevision: 940 Modified: pkg/RobRex/NAMESPACE =================================================================== --- pkg/RobRex/NAMESPACE 2018-07-23 20:28:27 UTC (rev 1035) +++ pkg/RobRex/NAMESPACE 2018-07-23 20:29:47 UTC (rev 1036) @@ -1,3 +1,10 @@ +import(distr) +import(RandVar) +importFrom("RobAStBase", "IC", "ContNeighborhood") +importFrom("methods", "is") +importFrom("stats", "dnorm", "integrate", "optim", "optimize", "pnorm", + "stepfun", "uniroot") +import(ROptRegTS) export(rgsOptIC.AL, rgsOptIC.M, rgsOptIC.MK, Modified: pkg/RobRex/inst/NEWS =================================================================== --- pkg/RobRex/inst/NEWS 2018-07-23 20:28:27 UTC (rev 1035) +++ pkg/RobRex/inst/NEWS 2018-07-23 20:29:47 UTC (rev 1036) @@ -8,6 +8,13 @@ information) ####################################### +version 1.1 +####################################### + +user-visible CHANGES: ++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision + +####################################### version 0.9 ####################################### @@ -79,4 +86,4 @@ ####################################### + 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) From noreply at r-forge.r-project.org Mon Jul 23 22:31:11 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 22:31:11 +0200 (CEST) Subject: [Robast-commits] r1037 - in pkg/RobLoxBioC: . R man Message-ID: <20180723203111.3230D18A034@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 22:31:10 +0200 (Mon, 23 Jul 2018) New Revision: 1037 Modified: pkg/RobLoxBioC/DESCRIPTION pkg/RobLoxBioC/NAMESPACE pkg/RobLoxBioC/R/AffySimStudyFunction.R pkg/RobLoxBioC/R/IlluminaSimStudyFunction.R pkg/RobLoxBioC/R/robloxbiocBeadLevelData.R pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd pkg/RobLoxBioC/man/robloxbioc.Rd Log: [RobLoxBioC] merged branch 1.1 into trunk Modified: pkg/RobLoxBioC/DESCRIPTION =================================================================== --- pkg/RobLoxBioC/DESCRIPTION 2018-07-23 20:29:47 UTC (rev 1036) +++ pkg/RobLoxBioC/DESCRIPTION 2018-07-23 20:31:10 UTC (rev 1037) @@ -1,19 +1,18 @@ -Package: RobLox +Package: RobLoxBioC Version: 1.1.0 Date: 2018-07-17 -Title: Optimally Robust Influence Curves and Estimators for Location and Scale +Title: Infinitesimally Robust Estimators for Preprocessing -Omics Data Description: Functions for the determination of optimally robust influence curves and - estimators in case of normal location and/or scale. -Depends: R(>= 2.14.0), stats, distrMod(>= 2.5.2), RobAStBase(>= 0.9) -Imports: methods, lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2) -Suggests: MASS -Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph"), - email="Matthias.Kohl at stamats.de"), person("Peter", "Ruckdeschel", role=c("aut", - "cph"))) + estimators for preprocessing omics data, in particular gene expression data. +Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), affy +Imports: Biobase, BiocGenerics, beadarray, RobLox(>= 0.9.2), distrMod(>= 2.5.2), lattice, + RColorBrewer, AnnotationDbi +Suggests: affydata, hgu95av2cdf, beadarrayExampleData, illuminaHumanv3.db +Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") ByteCompile: yes License: LGPL-3 -Encoding: latin1 URL: http://robast.r-forge.r-project.org/ +Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} VCS/SVNRevision: 940 Modified: pkg/RobLoxBioC/NAMESPACE =================================================================== --- pkg/RobLoxBioC/NAMESPACE 2018-07-23 20:29:47 UTC (rev 1036) +++ pkg/RobLoxBioC/NAMESPACE 2018-07-23 20:31:10 UTC (rev 1037) @@ -1,48 +1,23 @@ -importFrom("Biobase", "rowMedians") -importFrom("lattice","stripplot") +import("methods", "distr") +importMethodsFrom("distrMod","estimate") importFrom("RColorBrewer","brewer.pal") -importFrom("distr", "p", "q", "r", "q.l", "Reals") -importClassesFrom("distr","Reals") -importFrom("RandVar", "EuclRandVarList", "RealRandVariable") -importClassesFrom("RandVar", "EuclRandVarList", "RealRandVariable") -importFrom("distrMod", "NormLocationFamily", "NormLocationScaleFamily", "symmetricBias", "NormType") -importClassesFrom("distrMod", "L2LocationFamily", "NormLocationFamily", "NormLocationScaleFamily") -importMethodsFrom("distrMod", "distribution", "main", "addInfo<-", "Infos", "Infos<-", - "normtype", "biastype","normtype<-","biastype<-", "estimate") -importFrom("RobAStBase","generateIC","ContNeighborhood", "IC") +importFrom("lattice","stripplot") +importMethodsFrom("BiocGenerics","append","annotation") +importFrom("Biobase","assayDataNew") +importFrom("AnnotationDbi", "revmap") +importClassesFrom("Biobase","ExpressionSet","AssayData","AnnotatedDataFrame") +importMethodsFrom("Biobase", "rowMedians", "featureNames", "sampleNames", + "phenoData", "experimentData", "exprs", "exprs<-", "assayData","assayData<-", + "featureData<-", "phenoData<-") +importFrom("affy","bg.correct.mas","getCdfInfo", "tukey.biweight") +importMethodsFrom("affy","intensity") +importMethodsFrom("AnnotationDbi", "mappedkeys") +import("beadarray") +importFrom("RobLox", "rowRoblox", "finiteSampleCorrection") importFrom("grDevices", "dev.new") -importFrom("graphics", "abline", "boxplot", "curve", "layout", - "legend", "par", "plot") -importFrom("methods", "is", "new") -importFrom("stats", "approx", "complete.cases", "dnorm", "integrate", - "mad", "median", "na.omit", "optim", "optimize", "pnorm", - "qnorm", "rbinom", "rnorm", "uniroot") -importClassesFrom("RobAStBase", "HampelWeight", "ALEstimate", "kStepEstimate", "ContNeighborhood") -importMethodsFrom("RobAStBase", "clip", "cent", "stand", "weight", "clip<-", "cent<-", "stand<-", "weight<-", - "getweight", "makeIC", "CallL2Fam", "CallL2Fam<-", "neighborRadius", "modifyIC", "addInfo<-") - -export(finiteSampleCorrection, - rlsOptIC.AL, - rlsOptIC.M, - rlsOptIC.BM, - rlsOptIC.Hu1, - rlsOptIC.Hu2a, - rlsOptIC.Hu2, - rlsOptIC.Hu3, - rlsOptIC.HuMad, - rlsOptIC.Ha3, - rlsOptIC.Ha4, - rlsOptIC.HaMad, - rlsOptIC.An1, - rlsOptIC.An2, - rlsOptIC.AnMad, - rlsOptIC.Tu1, - rlsOptIC.Tu2, - rlsOptIC.TuMad, - rlsOptIC.MM2, - rlOptIC, - rsOptIC, - roblox, - rowRoblox, - colRoblox, - showdown) +importFrom("graphics", "abline", "curve", "layout", "legend", "par") +importFrom("stats", "optim", "pnorm", "qnorm", "rbinom", "rnorm", + "uniroot") +importFrom("utils", "packageDescription") +exportMethods("robloxbioc", "KolmogorovMinDist") +export("AffySimStudy", "IlluminaSimStudy") Modified: pkg/RobLoxBioC/R/AffySimStudyFunction.R =================================================================== --- pkg/RobLoxBioC/R/AffySimStudyFunction.R 2018-07-23 20:29:47 UTC (rev 1036) +++ pkg/RobLoxBioC/R/AffySimStudyFunction.R 2018-07-23 20:31:10 UTC (rev 1037) @@ -1,120 +1,120 @@ -############################################################################### -## Function to perform simulation study comparing Tukey's biweight with -## rmx estimators -############################################################################### -AffySimStudy <- function(n, M, eps, seed = 123, eps.lower = 0, eps.upper = 0.05, - steps = 3L, fsCor = TRUE, contD, - plot1 = FALSE, plot2 = FALSE, plot3 = FALSE){ - stopifnot(n >= 3) - stopifnot(eps >= 0, eps <= 0.5) - if(plot1){ - from <- min(-6, q(contD)(1e-15)) - to <- max(6, q(contD)(1-1e-15)) - curve(pnorm, from = from, to = to, lwd = 2, n = 201, - main = "Comparison: ideal vs. real", ylab = "cdf") - fun <- function(x) (1-eps)*pnorm(x) + eps*p(contD)(x) - curve(fun, from = from, to = to, add = TRUE, col = "orange", - lwd = 2, n = 201, ylab = "cdf") - legend("topleft", legend = c("ideal", "real"), - fill = c("black", "orange")) - } - - set.seed(seed) - r <- rbinom(n*M, prob = eps, size = 1) - Mid <- rnorm(n*M) - Mcont <- r(contD)(n*M) - Mre <- matrix((1-r)*Mid + r*Mcont, ncol = n) - ind <- rowSums(matrix(r, ncol = n)) >= n/2 - while(any(ind)){ - M1 <- sum(ind) - cat("Samples to re-simulate:\t", M1, "\n") - r <- rbinom(n*M1, prob = eps, size = 1) - Mid <- rnorm(n*M1) - Mcont <- r(contD)(n*M1) - Mre[ind,] <- (1-r)*Mid + r*Mcont - ind[ind] <- rowSums(matrix(r, ncol = n)) >= n/2 - } - rm(Mid, Mcont, r, ind) - - - if(plot2){ - ind <- if(M <= 20) 1:M else sample(1:M, 20) - if(plot1) dev.new() - M1 <- min(M, 20) - print( - stripplot(rep(1:M1, each = n) ~ as.vector(Mre[ind,]), - ylab = "samples", xlab = "x", pch = 20, - main = ifelse(M <= 20, "Samples", "20 randomly chosen samples")) - ) - } - - ## ML-estimator: mean and sd - Mean <- rowMeans(Mre) - Sd <- sqrt(rowMeans((Mre-Mean)^2)) - ## Median and MAD - Median <- rowMedians(Mre) - Mad <- rowMedians(abs(Mre - Median))/qnorm(0.75) - ## Tukey 1-step + MAD - Tukey <- apply(Mre, 1, function(x) tukey.biweight(x)) - Tukey <- cbind(Tukey, Mad) - - ## Radius-minimax estimator - RadMinmax <- estimate(rowRoblox(Mre, eps.lower = eps.lower, - eps.upper = eps.upper, k = steps, - fsCor = fsCor)) - - if(plot3){ - Ergebnis1 <- list(Mean, Median, Tukey[,1], RadMinmax[,1]) - Ergebnis2 <- list(Sd, Mad, RadMinmax[,2]) - myCol <- brewer.pal(4, "Dark2") - if(plot1 || plot2) dev.new() - layout(matrix(c(1, 1, 1, 1, 3, 2, 2, 2, 2, 3), ncol = 2)) - boxplot(Ergebnis1, col = myCol, pch = 20, main = "Location") - abline(h = 0) - boxplot(Ergebnis2, col = myCol[c(1,2,4)], pch = 20, main = "Scale") - abline(h = 1) - op <- par(mar = rep(2, 4)) - plot(c(0,1), c(1, 0), type = "n", axes = FALSE) - legend("center", c("ML", "Med/MAD", "biweight", "rmx"), - fill = myCol, ncol = 4, cex = 1.5) - on.exit(par(op)) - } - - ## ML-estimator - MSE1.1 <- n*mean(Mean^2) - ## Median + MAD - MSE2.1 <- n*mean(Median^2) - ## Tukey - MSE3.1 <- n*mean(Tukey[,1]^2) - ## Radius-minimax - MSE4.1 <- n*mean(RadMinmax[,1]^2) - empMSE <- data.frame(ML = MSE1.1, Med = MSE2.1, Tukey = MSE3.1, "rmx" = MSE4.1) - rownames(empMSE) <- "n x empMSE (loc)" - relMSE <- empMSE[1,]/empMSE[1,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[2] <- "relMSE (loc)" - - ## ML-estimator - MSE1.2 <- n*mean((Sd-1)^2) - ## Median + MAD - MSE2.2 <- n*mean((Mad-1)^2) - ## Tukey - MSE3.2 <- MSE2.2 - ## Radius-minimax - MSE4.2 <- n*mean((RadMinmax[,2]-1)^2) - empMSE <- rbind(empMSE, c(MSE1.2, MSE2.2, MSE3.2, MSE4.2)) - rownames(empMSE)[3] <- "n x empMSE (scale)" - relMSE <- empMSE[3,]/empMSE[3,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[4] <- "relMSE (scale)" - empMSE <- rbind(empMSE, c(MSE1.1 + MSE1.2, MSE2.1 + MSE2.2, MSE3.1 + MSE3.2, - MSE4.1 + MSE4.2)) - rownames(empMSE)[5] <- "n x empMSE (loc + scale)" - relMSE <- empMSE[5,]/empMSE[5,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[6] <- "relMSE (loc + scale)" - - empMSE -} - - +############################################################################### +## Function to perform simulation study comparing Tukey's biweight with +## rmx estimators +############################################################################### +AffySimStudy <- function(n, M, eps, seed = 123, eps.lower = 0, eps.upper = 0.05, + steps = 3L, fsCor = TRUE, contD, + plot1 = FALSE, plot2 = FALSE, plot3 = FALSE){ + stopifnot(n >= 3) + stopifnot(eps >= 0, eps <= 0.5) + if(plot1){ + from <- min(-6, q.l(contD)(1e-15)) + to <- max(6, q.l(contD)(1-1e-15)) + curve(pnorm, from = from, to = to, lwd = 2, n = 201, + main = "Comparison: ideal vs. real", ylab = "cdf") + fun <- function(x) (1-eps)*pnorm(x) + eps*p(contD)(x) + curve(fun, from = from, to = to, add = TRUE, col = "orange", + lwd = 2, n = 201, ylab = "cdf") + legend("topleft", legend = c("ideal", "real"), + fill = c("black", "orange")) + } + + set.seed(seed) + r <- rbinom(n*M, prob = eps, size = 1) + Mid <- rnorm(n*M) + Mcont <- r(contD)(n*M) + Mre <- matrix((1-r)*Mid + r*Mcont, ncol = n) + ind <- rowSums(matrix(r, ncol = n)) >= n/2 + while(any(ind)){ + M1 <- sum(ind) + cat("Samples to re-simulate:\t", M1, "\n") + r <- rbinom(n*M1, prob = eps, size = 1) + Mid <- rnorm(n*M1) + Mcont <- r(contD)(n*M1) + Mre[ind,] <- (1-r)*Mid + r*Mcont + ind[ind] <- rowSums(matrix(r, ncol = n)) >= n/2 + } + rm(Mid, Mcont, r, ind) + + + if(plot2){ + ind <- if(M <= 20) 1:M else sample(1:M, 20) + if(plot1) dev.new() + M1 <- min(M, 20) + print( + stripplot(rep(1:M1, each = n) ~ as.vector(Mre[ind,]), + ylab = "samples", xlab = "x", pch = 20, + main = ifelse(M <= 20, "Samples", "20 randomly chosen samples")) + ) + } + + ## ML-estimator: mean and sd + Mean <- rowMeans(Mre) + Sd <- sqrt(rowMeans((Mre-Mean)^2)) + ## Median and MAD + Median <- rowMedians(Mre) + Mad <- rowMedians(abs(Mre - Median))/qnorm(0.75) + ## Tukey 1-step + MAD + Tukey <- apply(Mre, 1, function(x) tukey.biweight(x)) + Tukey <- cbind(Tukey, Mad) + + ## Radius-minimax estimator + RadMinmax <- estimate(rowRoblox(Mre, eps.lower = eps.lower, + eps.upper = eps.upper, k = steps, + fsCor = fsCor)) + + if(plot3){ + Ergebnis1 <- list(Mean, Median, Tukey[,1], RadMinmax[,1]) + Ergebnis2 <- list(Sd, Mad, RadMinmax[,2]) + myCol <- brewer.pal(4, "Dark2") + if(plot1 || plot2) dev.new() + layout(matrix(c(1, 1, 1, 1, 3, 2, 2, 2, 2, 3), ncol = 2)) + boxplot(Ergebnis1, col = myCol, pch = 20, main = "Location") + abline(h = 0) + boxplot(Ergebnis2, col = myCol[c(1,2,4)], pch = 20, main = "Scale") + abline(h = 1) + op <- par(mar = rep(2, 4)) + plot(c(0,1), c(1, 0), type = "n", axes = FALSE) + legend("center", c("ML", "Med/MAD", "biweight", "rmx"), + fill = myCol, ncol = 4, cex = 1.5) + on.exit(par(op)) + } + + ## ML-estimator + MSE1.1 <- n*mean(Mean^2) + ## Median + MAD + MSE2.1 <- n*mean(Median^2) + ## Tukey + MSE3.1 <- n*mean(Tukey[,1]^2) + ## Radius-minimax + MSE4.1 <- n*mean(RadMinmax[,1]^2) + empMSE <- data.frame(ML = MSE1.1, Med = MSE2.1, Tukey = MSE3.1, "rmx" = MSE4.1) + rownames(empMSE) <- "n x empMSE (loc)" + relMSE <- empMSE[1,]/empMSE[1,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[2] <- "relMSE (loc)" + + ## ML-estimator + MSE1.2 <- n*mean((Sd-1)^2) + ## Median + MAD + MSE2.2 <- n*mean((Mad-1)^2) + ## Tukey + MSE3.2 <- MSE2.2 + ## Radius-minimax + MSE4.2 <- n*mean((RadMinmax[,2]-1)^2) + empMSE <- rbind(empMSE, c(MSE1.2, MSE2.2, MSE3.2, MSE4.2)) + rownames(empMSE)[3] <- "n x empMSE (scale)" + relMSE <- empMSE[3,]/empMSE[3,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[4] <- "relMSE (scale)" + empMSE <- rbind(empMSE, c(MSE1.1 + MSE1.2, MSE2.1 + MSE2.2, MSE3.1 + MSE3.2, + MSE4.1 + MSE4.2)) + rownames(empMSE)[5] <- "n x empMSE (loc + scale)" + relMSE <- empMSE[5,]/empMSE[5,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[6] <- "relMSE (loc + scale)" + + empMSE +} + + Modified: pkg/RobLoxBioC/R/IlluminaSimStudyFunction.R =================================================================== --- pkg/RobLoxBioC/R/IlluminaSimStudyFunction.R 2018-07-23 20:29:47 UTC (rev 1036) +++ pkg/RobLoxBioC/R/IlluminaSimStudyFunction.R 2018-07-23 20:31:10 UTC (rev 1037) @@ -1,128 +1,128 @@ -############################################################################### -## Function to perform simulation study comparing Illumina's default method -## with rmx estimators -############################################################################### -IlluminaSimStudy <- function(n, M, eps, seed = 123, - eps.lower = 0, eps.upper = 0.05, - steps = 3L, fsCor = TRUE, contD, - plot1 = FALSE, plot2 = FALSE, plot3 = FALSE){ - stopifnot(n >= 3) - stopifnot(eps >= 0, eps <= 0.5) - if(plot1){ - from <- min(-6, q(contD)(1e-15)) - to <- max(6, q(contD)(1-1e-15)) - curve(pnorm, from = from, to = to, lwd = 2, n = 201, - main = "Comparison: ideal vs. real", ylab = "cdf") - fun <- function(x) (1-eps)*pnorm(x) + eps*p(contD)(x) - curve(fun, from = from, to = to, add = TRUE, col = "orange", - lwd = 2, n = 201, ylab = "cdf") - legend("topleft", legend = c("ideal", "real"), - fill = c("black", "orange")) - } - - set.seed(seed) - r <- rbinom(n*M, prob = eps, size = 1) - Mid <- rnorm(n*M) - Mcont <- r(contD)(n*M) - Mre <- matrix((1-r)*Mid + r*Mcont, ncol = n) - ind <- rowSums(matrix(r, ncol = n)) >= n/2 - while(any(ind)){ - M1 <- sum(ind) - cat("Samples to re-simulate:\t", M1, "\n") - r <- rbinom(n*M1, prob = eps, size = 1) - Mid <- rnorm(n*M1) - Mcont <- r(contD)(n*M1) - Mre[ind,] <- (1-r)*Mid + r*Mcont - ind[ind] <- rowSums(matrix(r, ncol = n)) >= n/2 - } - rm(Mid, Mcont, r, ind) - - - if(plot2){ - ind <- if(M <= 20) 1:M else sample(1:M, 20) - if(plot1) dev.new() - M1 <- min(M, 20) - print( - stripplot(rep(1:M1, each = n) ~ as.vector(Mre[ind,]), - ylab = "samples", xlab = "x", pch = 20, - main = ifelse(M <= 20, "Samples", "20 randomly chosen samples")) - ) - } - - ## ML-estimator: mean and sd - Mean <- rowMeans(Mre) - Sd <- sqrt(rowMeans((Mre-Mean)^2)) - ## Median and MAD - Median <- rowMedians(Mre) - Mad <- rowMedians(abs(Mre - Median))/qnorm(0.75) - ## Illumina method - ind <- (Mre < (Median - 3*Mad)) | (Mre > (Median + 3*Mad)) - x.ill <- Mre - x.ill[ind] <- NA - Illum.mean <- rowMeans(x.ill, na.rm = TRUE) - n.ill <- rowSums(!is.na(x.ill)) - n.ill[n.ill < 1] <- NA - Illum.sd <- sqrt(rowSums((x.ill - Illum.mean)^2, na.rm = TRUE)/(n.ill-1)) - Illum <- cbind(Illum.mean, Illum.sd) - - ## Radius-minimax estimator - RadMinmax <- estimate(rowRoblox(Mre, eps.lower = eps.lower, - eps.upper = eps.upper, k = steps, - fsCor = fsCor)) - - if(plot3){ - Ergebnis1 <- list(Mean, Median, Illum[,1], RadMinmax[,1]) - Ergebnis2 <- list(Sd, Mad, Illum[,2], RadMinmax[,2]) - myCol <- brewer.pal(4, "Dark2") - if(plot1 || plot2) dev.new() - layout(matrix(c(1, 1, 1, 1, 3, 2, 2, 2, 2, 3), ncol = 2)) - boxplot(Ergebnis1, col = myCol, pch = 20, main = "Location") - abline(h = 0) - boxplot(Ergebnis2, col = myCol, pch = 20, main = "Scale") - abline(h = 1) - op <- par(mar = rep(2, 4)) - plot(c(0,1), c(1, 0), type = "n", axes = FALSE) - legend("center", c("ML", "Med/MAD", "Illumina", "rmx"), - fill = myCol, ncol = 4, cex = 1.5) - op$cin <- op$cra <- op$csi <- op$cxy <- op$din <- NULL - on.exit(par(op)) - } - - ## ML-estimator - MSE1.1 <- n*mean(Mean^2) - ## Median + MAD - MSE2.1 <- n*mean(Median^2) - ## Illumina's default method - MSE3.1 <- n*mean(Illum[,1]^2) - ## Radius-minimax - MSE4.1 <- n*mean(RadMinmax[,1]^2) - empMSE <- data.frame(ML = MSE1.1, Med = MSE2.1, Illumina = MSE3.1, "rmx" = MSE4.1) - rownames(empMSE) <- "n x empMSE (loc)" - relMSE <- empMSE[1,]/empMSE[1,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[2] <- "relMSE (loc)" - - ## ML-estimator - MSE1.2 <- n*mean((Sd-1)^2) - ## Median + MAD - MSE2.2 <- n*mean((Mad-1)^2) - ## Illumina's default method - MSE3.2 <- n*mean((Illum[,2]-1)^2) - ## Radius-minimax - MSE4.2 <- n*mean((RadMinmax[,2]-1)^2) - empMSE <- rbind(empMSE, c(MSE1.2, MSE2.2, MSE3.2, MSE4.2)) - rownames(empMSE)[3] <- "n x empMSE (scale)" - relMSE <- empMSE[3,]/empMSE[3,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[4] <- "relMSE (scale)" - empMSE <- rbind(empMSE, c(MSE1.1 + MSE1.2, MSE2.1 + MSE2.2, MSE3.1 + MSE3.2, - MSE4.1 + MSE4.2)) - rownames(empMSE)[5] <- "n x empMSE (loc + scale)" - relMSE <- empMSE[5,]/empMSE[5,4] - empMSE <- rbind(empMSE, relMSE) - rownames(empMSE)[6] <- "relMSE (loc + scale)" - - empMSE -} - - +############################################################################### +## Function to perform simulation study comparing Illumina's default method +## with rmx estimators +############################################################################### +IlluminaSimStudy <- function(n, M, eps, seed = 123, + eps.lower = 0, eps.upper = 0.05, + steps = 3L, fsCor = TRUE, contD, + plot1 = FALSE, plot2 = FALSE, plot3 = FALSE){ + stopifnot(n >= 3) + stopifnot(eps >= 0, eps <= 0.5) + if(plot1){ + from <- min(-6, q.l(contD)(1e-15)) + to <- max(6, q.l(contD)(1-1e-15)) + curve(pnorm, from = from, to = to, lwd = 2, n = 201, + main = "Comparison: ideal vs. real", ylab = "cdf") + fun <- function(x) (1-eps)*pnorm(x) + eps*p(contD)(x) + curve(fun, from = from, to = to, add = TRUE, col = "orange", + lwd = 2, n = 201, ylab = "cdf") + legend("topleft", legend = c("ideal", "real"), + fill = c("black", "orange")) + } + + set.seed(seed) + r <- rbinom(n*M, prob = eps, size = 1) + Mid <- rnorm(n*M) + Mcont <- r(contD)(n*M) + Mre <- matrix((1-r)*Mid + r*Mcont, ncol = n) + ind <- rowSums(matrix(r, ncol = n)) >= n/2 + while(any(ind)){ + M1 <- sum(ind) + cat("Samples to re-simulate:\t", M1, "\n") + r <- rbinom(n*M1, prob = eps, size = 1) + Mid <- rnorm(n*M1) + Mcont <- r(contD)(n*M1) + Mre[ind,] <- (1-r)*Mid + r*Mcont + ind[ind] <- rowSums(matrix(r, ncol = n)) >= n/2 + } + rm(Mid, Mcont, r, ind) + + + if(plot2){ + ind <- if(M <= 20) 1:M else sample(1:M, 20) + if(plot1) dev.new() + M1 <- min(M, 20) + print( + stripplot(rep(1:M1, each = n) ~ as.vector(Mre[ind,]), + ylab = "samples", xlab = "x", pch = 20, + main = ifelse(M <= 20, "Samples", "20 randomly chosen samples")) + ) + } + + ## ML-estimator: mean and sd + Mean <- rowMeans(Mre) + Sd <- sqrt(rowMeans((Mre-Mean)^2)) + ## Median and MAD + Median <- rowMedians(Mre) + Mad <- rowMedians(abs(Mre - Median))/qnorm(0.75) + ## Illumina method + ind <- (Mre < (Median - 3*Mad)) | (Mre > (Median + 3*Mad)) + x.ill <- Mre + x.ill[ind] <- NA + Illum.mean <- rowMeans(x.ill, na.rm = TRUE) + n.ill <- rowSums(!is.na(x.ill)) + n.ill[n.ill < 1] <- NA + Illum.sd <- sqrt(rowSums((x.ill - Illum.mean)^2, na.rm = TRUE)/(n.ill-1)) + Illum <- cbind(Illum.mean, Illum.sd) + + ## Radius-minimax estimator + RadMinmax <- estimate(rowRoblox(Mre, eps.lower = eps.lower, + eps.upper = eps.upper, k = steps, + fsCor = fsCor)) + + if(plot3){ + Ergebnis1 <- list(Mean, Median, Illum[,1], RadMinmax[,1]) + Ergebnis2 <- list(Sd, Mad, Illum[,2], RadMinmax[,2]) + myCol <- brewer.pal(4, "Dark2") + if(plot1 || plot2) dev.new() + layout(matrix(c(1, 1, 1, 1, 3, 2, 2, 2, 2, 3), ncol = 2)) + boxplot(Ergebnis1, col = myCol, pch = 20, main = "Location") + abline(h = 0) + boxplot(Ergebnis2, col = myCol, pch = 20, main = "Scale") + abline(h = 1) + op <- par(mar = rep(2, 4)) + plot(c(0,1), c(1, 0), type = "n", axes = FALSE) + legend("center", c("ML", "Med/MAD", "Illumina", "rmx"), + fill = myCol, ncol = 4, cex = 1.5) + op$cin <- op$cra <- op$csi <- op$cxy <- op$din <- NULL + on.exit(par(op)) + } + + ## ML-estimator + MSE1.1 <- n*mean(Mean^2) + ## Median + MAD + MSE2.1 <- n*mean(Median^2) + ## Illumina's default method + MSE3.1 <- n*mean(Illum[,1]^2) + ## Radius-minimax + MSE4.1 <- n*mean(RadMinmax[,1]^2) + empMSE <- data.frame(ML = MSE1.1, Med = MSE2.1, Illumina = MSE3.1, "rmx" = MSE4.1) + rownames(empMSE) <- "n x empMSE (loc)" + relMSE <- empMSE[1,]/empMSE[1,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[2] <- "relMSE (loc)" + + ## ML-estimator + MSE1.2 <- n*mean((Sd-1)^2) + ## Median + MAD + MSE2.2 <- n*mean((Mad-1)^2) + ## Illumina's default method + MSE3.2 <- n*mean((Illum[,2]-1)^2) + ## Radius-minimax + MSE4.2 <- n*mean((RadMinmax[,2]-1)^2) + empMSE <- rbind(empMSE, c(MSE1.2, MSE2.2, MSE3.2, MSE4.2)) + rownames(empMSE)[3] <- "n x empMSE (scale)" + relMSE <- empMSE[3,]/empMSE[3,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[4] <- "relMSE (scale)" + empMSE <- rbind(empMSE, c(MSE1.1 + MSE1.2, MSE2.1 + MSE2.2, MSE3.1 + MSE3.2, + MSE4.1 + MSE4.2)) + rownames(empMSE)[5] <- "n x empMSE (loc + scale)" + relMSE <- empMSE[5,]/empMSE[5,4] + empMSE <- rbind(empMSE, relMSE) + rownames(empMSE)[6] <- "relMSE (loc + scale)" + + empMSE +} + + Modified: pkg/RobLoxBioC/R/robloxbiocBeadLevelData.R =================================================================== --- pkg/RobLoxBioC/R/robloxbiocBeadLevelData.R 2018-07-23 20:29:47 UTC (rev 1036) +++ pkg/RobLoxBioC/R/robloxbiocBeadLevelData.R 2018-07-23 20:31:10 UTC (rev 1037) @@ -181,7 +181,7 @@ rownames(eMat) <- rownames(varMat) <- rownames(nObs) <- as.character(IlluminaIDs) status <- rep("Unknown", length(probeIDs)) annoPkg <- paste("illumina", annoName, ".db", sep = "") - annoVers <- packageDescription(annoPkg, field = "Version") + annoVers <- packageDescription(annoPkg, fields = "Version") message(paste("Annotating control probes using package ", annoPkg, " Version:", annoVers, "\n", sep = "")) mapEnv <- as.name(paste("illumina", annoName, "REPORTERGROUPNAME", sep = "")) t <- try(eval(mapEnv), silent = TRUE) Modified: pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd =================================================================== --- pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd 2018-07-23 20:29:47 UTC (rev 1036) +++ pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd 2018-07-23 20:31:10 UTC (rev 1037) @@ -12,15 +12,15 @@ \details{ \tabular{ll}{ Package: \tab RobLoxBioC \cr -Version: \tab 0.9 \cr -Date: \tab 2013-09-12 \cr -Depends: \tab R(>= 2.14.0), methods, Biobase, affy, beadarray, distr, RobLox, -lattice, RColorBrewer \cr -LazyLoad: \tab yes \cr +Version: \tab 1.1.0 \cr +Date: \tab 2018-07-17 \cr +Depends:\tab R(>= 2.14.0), methods, distr(>= 2.5.2), affy \cr +Imports:\tab Biobase, BiocGenerics, beadarray, RobLox(>= 0.9.2), distrMod(>= 2.5.2), lattice, RColorBrewer \cr +Suggests:\tab affydata, hgu95av2cdf, beadarrayExampleData, illuminaHumanv3.db \cr ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -SVNRevision: \tab 696 \cr +VCS/SVNRevision: \tab 940 \cr Encoding: \tab latin1 \cr } } @@ -43,7 +43,7 @@ Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing the Radius. \emph{Statistical Methods and Applications} \bold{17}(1) 13-40. - Extended version: \url{http://www.stamats.de/RRlong.pdf} + Extended version: \url{http://r-kurs.de/RRlong.pdf} } \seealso{ \code{\link[RobLox]{roblox}}, \code{\link[RobLox]{rowRoblox}} Modified: pkg/RobLoxBioC/man/robloxbioc.Rd =================================================================== --- pkg/RobLoxBioC/man/robloxbioc.Rd 2018-07-23 20:29:47 UTC (rev 1036) +++ pkg/RobLoxBioC/man/robloxbioc.Rd 2018-07-23 20:31:10 UTC (rev 1037) @@ -125,7 +125,7 @@ Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing the Radius. \emph{Statistical Methods and Applications} \bold{17}(1) 13-40. - Extended version: \url{http://www.stamats.de/RRlong.pdf} + Extended version: \url{http://r-kurs.de/RRlong.pdf} } \author{Matthias Kohl \email{Matthias.Kohl at stamats.de}, @@ -147,13 +147,13 @@ robloxbioc(X, eps = 0.05) robloxbioc(X, eps = 0.05, steps = 5) -## Don't run to reduce check time on CRAN -\dontrun{ +\donttest{ +## \donttest to reduce check time ## the function is designed for large scale problems X <- matrix(rnorm(50000*20, mean = 1), nrow = 50000) system.time(robloxbioc(X)) -## using Affymetrix-Data +## using Affymetrix data ## confer example to generateExprVal.method.mas ## A more worked out example can be found in the scripts folder ## of the package. @@ -167,13 +167,15 @@ points(concentrations, rl[,1], pch = 20, col="orange", type="b") legend("topleft", c("MAS", "roblox"), pch = c(1, 20)) -require(affydata) +## Affymetrix dilution data +library(affydata) data(Dilution) eset <- robloxbioc(Dilution) ## Affymetrix scale normalization eset1 <- robloxbioc(Dilution, normalize = TRUE) -## "Not run" just because of computation time -require(beadarrayExampleData) + +## Illumina bead level data +library(beadarrayExampleData) data(exampleBLData) res <- robloxbioc(exampleBLData, eps.upper = 0.5) res From noreply at r-forge.r-project.org Mon Jul 23 22:47:20 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 22:47:20 +0200 (CEST) Subject: [Robast-commits] r1038 - in pkg/ROptEst: . R inst man Message-ID: <20180723204720.39736180A98@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 22:47:19 +0200 (Mon, 23 Jul 2018) New Revision: 1038 Modified: pkg/ROptEst/DESCRIPTION pkg/ROptEst/NAMESPACE pkg/ROptEst/R/AllPlot.R pkg/ROptEst/R/cniperCont.R pkg/ROptEst/R/comparePlot.R pkg/ROptEst/R/getAsRisk.R pkg/ROptEst/R/getInfRobIC_asAnscombe.R pkg/ROptEst/R/getInfRobIC_asBias.R pkg/ROptEst/R/getInfRobIC_asCov.R pkg/ROptEst/R/getInfRobIC_asHampel.R pkg/ROptEst/R/getRiskIC.R pkg/ROptEst/R/getStartIC.R pkg/ROptEst/R/internal.roptest.R pkg/ROptEst/R/internalutilsFromRobAStBase.R pkg/ROptEst/R/lowerCaseRadius.R pkg/ROptEst/R/optIC.R pkg/ROptEst/R/plotWrapper.R pkg/ROptEst/R/roptest.new.R pkg/ROptEst/inst/NEWS pkg/ROptEst/man/0ROptEst-package.Rd pkg/ROptEst/man/cniperCont.Rd pkg/ROptEst/man/getMaxIneff.Rd pkg/ROptEst/man/getReq.Rd pkg/ROptEst/man/getRiskIC.Rd pkg/ROptEst/man/getStartIC-methods.Rd pkg/ROptEst/man/inputGenerator.Rd pkg/ROptEst/man/internal_Cniperplots.Rd pkg/ROptEst/man/optIC.Rd pkg/ROptEst/man/plot-methods.Rd pkg/ROptEst/man/robest.Rd pkg/ROptEst/man/roptest.Rd Log: [ROptEst] merged branch 1.1 to trunk Modified: pkg/ROptEst/DESCRIPTION =================================================================== --- pkg/ROptEst/DESCRIPTION 2018-07-23 20:31:10 UTC (rev 1037) +++ pkg/ROptEst/DESCRIPTION 2018-07-23 20:47:19 UTC (rev 1038) @@ -1,18 +1,22 @@ Package: ROptEst -Version: 1.0.1 -Date: 2017-04-23 +Version: 1.1.0 +Date: 2018-07-17 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(>= 2.5), 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: 930 +VCS/SVNRevision: 940 Modified: pkg/ROptEst/NAMESPACE =================================================================== --- pkg/ROptEst/NAMESPACE 2018-07-23 20:31:10 UTC (rev 1037) +++ pkg/ROptEst/NAMESPACE 2018-07-23 20:47:19 UTC (rev 1038) @@ -46,4 +46,4 @@ export("cniperCont", "cniperPoint", "cniperPointPlot") export(".generateInterpGrid",".getLMGrid",".saveGridToCSV", ".readGridFromCSV") export(".RMXE.th",".OMSE.th", ".MBRE.th") -export("CniperPointPlot") \ No newline at end of file +export("CniperPointPlot") Modified: pkg/ROptEst/R/AllPlot.R =================================================================== --- pkg/ROptEst/R/AllPlot.R 2018-07-23 20:31:10 UTC (rev 1037) +++ pkg/ROptEst/R/AllPlot.R 2018-07-23 20:47:19 UTC (rev 1038) @@ -3,6 +3,7 @@ main = FALSE, inner = TRUE, sub = FALSE, col.inner = par("col.main"), cex.inner = 0.8, bmar = par("mar")[1], tmar = par("mar")[3], + with.automatic.grid = TRUE, with.legend = FALSE, legend = NULL, legend.bg = "white", legend.location = "bottomright", legend.cex = 0.8, withMBR = FALSE, MBRB = NA, MBR.fac = 2, col.MBR = par("col"), @@ -12,6 +13,27 @@ scaleN = 9, x.ticks = NULL, y.ticks = NULL, mfColRow = TRUE, to.draw.arg = NULL, withSubst = TRUE){ + args0 <- list(x = x, withSweave = withSweave, + main = main, inner = inner, sub = sub, + col.inner = col.inner, cex.inner = cex.inner, + bmar = bmar, tmar = tmar, with.automatic.grid = with.automatic.grid, + with.legend = with.legend, legend = legend, legend.bg = legend.bg, + legend.location = legend.location, legend.cex = legend.cex, + withMBR = withMBR, MBRB = MBRB, MBR.fac = MBR.fac, col.MBR = col.MBR, + lty.MBR = lty.MBR, lwd.MBR = lwd.MBR, n.MBR = n.MBR, + x.vec = x.vec, scaleX = scaleX, + scaleX.fct = if(!missing(scaleX.fct)) scaleX.fct else NULL, + scaleX.inv = if(!missing(scaleX.inv)) scaleX.inv else NULL, + scaleY = scaleY, + scaleY.fct = scaleY.fct, + scaleY.inv = scaleY.inv, scaleN = scaleN, x.ticks = x.ticks, + y.ticks = y.ticks, mfColRow = mfColRow, to.draw.arg = to.draw.arg, + withSubst = withSubst) + mc <- match.call(call = sys.call(sys.parent(1))) + dots <- match.call(call = sys.call(sys.parent(1)), + expand.dots = FALSE)$"..." + plotInfo <- list(call = mc, dots=dots, args=args0) + mcl <- match.call(call = sys.call(sys.parent(1)), expand.dots = TRUE) L2Fam <- eval(x at CallL2Fam); trafO <- trafo(L2Fam at param) @@ -41,12 +63,17 @@ mcl$withMBR <- withMBR plm <- getMethod("plot", signature(x = "IC", y = "missing"), where="RobAStBase") - do.call(plm, as.list(mcl[-1]), envir=parent.frame(2)) - return(invisible()) + + ret <- do.call(plm, as.list(mcl[-1]), envir=parent.frame(2)) + ret$dots <- ret$args <- ret$call <- NULL + plotInfo <- c(plotInfo, ret) + class(plotInfo) <- c("plotInfo","DiagnInfo") + + return(invisible(plotInfo)) }) .getExtremeCoordIC <- function(IC, D, indi, n = 10000){ - x <- q(D)(seq(1/2/n,1-1/2/n, length=n)) + x <- q.l(D)(seq(1/2/n,1-1/2/n, length=n)) y <- (matrix(evalIC(IC,matrix(x,ncol=1)),ncol=n))[indi,,drop=FALSE] return(cbind(min=apply(y,1,min),max=apply(y,1,max))) -} \ No newline at end of file +} Modified: pkg/ROptEst/R/cniperCont.R =================================================================== --- pkg/ROptEst/R/cniperCont.R 2018-07-23 20:31:10 UTC (rev 1037) +++ pkg/ROptEst/R/cniperCont.R 2018-07-23 20:47:19 UTC (rev 1038) @@ -12,9 +12,11 @@ L2Fam, # L2Family IC, # IC1 in cniperContPlot and eta in cniperPointPlot jit.fac, - jit.tol + jit.tol, + plotInfo ){ dotsP <- .makedotsP(dots) + dotsP$attr.pre <- NULL al <- dotsP$alpha.trsp if(!is.null(al)) if(!is.na(al)) @@ -27,22 +29,73 @@ sel <- .SelectOrderData(data, function(x)sapply(x,fun), - dots$which.lbs, dots$which.Order) + dots$which.lbs, dots$which.Order, + dots$which.nonlbs) i.d <- sel$ind i0.d <- sel$ind1 y.d <- sel$y x.d <- sel$data n <- length(i.d) + i.d.ns <- sel$ind.ns + y.d.ns <- sel$y.ns + x.d.ns <- sel$data.ns + n.ns <- length(i.d.ns) + if(dots$attr.pre){ + col.pts <- col.pts[sel$ind] + col.npts <- col.pts[sel$ind.ns] + pch.pts <- pch.pts[sel$ind] + pch.npts <- pch.pts[sel$ind.ns] + cex.pts <- cex.pts[sel$ind] + cex.npts <- cex.pts[sel$ind.ns] + lab.pts <- lab.pts[sel$ind] + }else{ + if(missing(pch.pts)) pch.pts <- 1 + if(!length(pch.pts)==n) + pch.pts <- rep(pch.pts, length.out= n) + if(missing(col.pts)) col.pts <- par("col") + if(!length(col.pts)==n) + col.pts <- rep(col.pts, length.out= n) + if(missing(cex.pts)) cex.pts <- 1 + if(!length(cex.pts)==n) + cex.pts <- rep(cex.pts, length.out= n) + lab.pts <- if(is.null(lab.pts)) paste(1:n) else rep(lab.pts,length.out=n) + + if(missing(pch.npts)) pch.npts <- 1 + if(!length(pch.npts)==n.ns) + pch.npts <- rep(pch.npts, length.out= n.ns) + if(missing(col.npts)) col.npts <- par("col") + if(!length(col.npts)==n.ns) + col.npts <- rep(col.npts, length.out= n.ns) + if(missing(cex.npts)) cex.npts <- 1 + if(!length(cex.npts)==n.ns) + cex.npts <- rep(cex.npts, length.out= n.ns) + } + pL <- dots$panel.last + dotsP$panel.last <- NULL + + resc.dat <- .rescalefct(x.d, function(x) sapply(x,fun), dots$scaleX, dots$scaleX.fct, dots$scaleX.inv, dots$scaleY, dots$scaleY.fct, dots$xlim, dots$ylim, dots) + plotInfo$resc.dat <- resc.dat + resc.dat.ns <- .rescalefct(x.d.ns, function(x) sapply(x,fun), + dots$scaleX, dots$scaleX.fct, dots$scaleX.inv, + dots$scaleY, dots$scaleY.fct, + dots$xlim, dots$ylim, dots) + + plotInfo$resc.dat.ns <- resc.dat.ns + if(any(.isReplicated(resc.dat$X, jit.tol))&&jit.fac>0) resc.dat$X <- jitter(resc.dat$X, factor = jit.fac) if(any(.isReplicated(resc.dat$Y, jit.tol))&&jit.fac>0) resc.dat$Y <- jitter(resc.dat$Y, factor = jit.fac) + if(any(.isReplicated(resc.dat.ns$X, jit.tol))&&jit.fac>0) + resc.dat.ns$X <- jitter(resc.dat.ns$X, factor = jit.fac) + if(any(.isReplicated(resc.dat.ns$Y, jit.tol))&&jit.fac>0) + resc.dat.ns$Y <- jitter(resc.dat.ns$Y, factor = jit.fac) dotsP$scaleX <- dotsP$scaleY <- dotsP$scaleN <-NULL dotsP$scaleX.fct <- dotsP$scaleY.fct <- NULL @@ -52,7 +105,7 @@ dotsP$return.Order <- dotsP$cex.pts.fun <- NULL dotsP$x.ticks <- dotsP$y.ticks <- NULL dotsP$lab.font <- dotsP$which.lbs <- dotsP$which.lbs <- NULL - + dotsP$which.nonlbs <- dotsP$attr.pre <- NULL dotsP$x <- resc.dat$X dotsP$y <- resc.dat$Y @@ -74,15 +127,31 @@ dotsT$cex <- dotsP$cex/2 dotsP$cex <- .cexscale(absy,absy,cex=dots$cex.pts, fun = dots$cex.pts.fun) dotsP$col <- dots$col.pts + dotsP$pch <- dots$pch.pts dotsT$pch <- NULL dotsT$labels <- if(is.null(dots$lab.pts)) i.d else dots$lab.pts[i.d] do.call(points,dotsP) + plotInfo$PointSArg <- dotsP + dotsP$x <- resc.dat.ns$X + dotsP$y <- resc.dat.ns$Y + dotsP$cex <- .cexscale(absy,absy,cex=dots$cex.npts, fun = dots$cex.npts.fun) + dotsP$col <- dots$col.npts + dotsP$pch <- dots$pch.npts + do.call(points,dotsP) + plotInfo$PointSnsArg <- dotsP + + plotInfo$labArg <- dotsT + if(!is.null(dots$with.lab)) if(dots$with.lab) do.call(text,dotsT) + + plotInfo$retV <- i0.d + if(!is.null(dots$return.Order)) if(dots$return.Order) return(i0.d) - return(invisible(NULL)) + + return(invisible(plotInfo)) } @@ -123,21 +192,52 @@ cniperCont <- function(IC1, IC2, data = NULL, ..., neighbor, risk, lower=getdistrOption("DistrResolution"), upper=1-getdistrOption("DistrResolution"), n = 101, + with.automatic.grid = TRUE, scaleX = FALSE, scaleX.fct, scaleX.inv, scaleY = FALSE, scaleY.fct = pnorm, scaleY.inv=qnorm, scaleN = 9, x.ticks = NULL, y.ticks = NULL, cex.pts = 1, cex.pts.fun = NULL, col.pts = par("col"), - pch.pts = 19, jit.fac = 1, jit.tol = .Machine$double.eps, with.lab = FALSE, + pch.pts = 19, cex.npts = 0.6, cex.npts.fun = NULL, + col.npts = "red", pch.npts = 20, jit.fac = 1, + jit.tol = .Machine$double.eps, with.lab = FALSE, lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, which.lbs = NULL, which.Order = NULL, - return.Order = FALSE, - draw.nonlbl = TRUE, ## should non-labelled observations also be drawn? - cex.nonlbl = 0.3, ## character expansion(s) for non-labelled observations - pch.nonlbl = ".", ## plotting symbol(s) for non-labelled observations + which.nonlbs = NULL, attr.pre = FALSE, + return.Order = FALSE, withSubst = TRUE){ + args0 <- list(IC1 = IC1, IC2 = IC2, data = data, + neighbor = if(missing(neighbor)) NULL else neighbor, + risk= if(missing(risk)) NULL else risk, + lower=lower, upper=upper, n = n, + with.automatic.grid = with.automatic.grid, + scaleX = scaleX, + scaleX.fct = if(missing(scaleX.fct)) NULL else scaleX.fct, + scaleX.inv = if(missing(scaleX.inv)) NULL else scaleX.inv, + scaleY = scaleY, + scaleY.fct = scaleY.fct, + scaleY.inv = scaleY.inv, scaleN = scaleN, + x.ticks = x.ticks, y.ticks = y.ticks, + cex.pts = cex.pts, cex.pts.fun = cex.pts.fun, + col.pts = col.pts, pch.pts = pch.pts, + cex.npts = cex.npts, cex.npts.fun = cex.npts.fun, + col.npts = col.npts, pch.npts = pch.npts, + jit.fac = jit.fac, jit.tol = jit.tol, + with.lab = with.lab, + lab.pts = lab.pts, lab.font = lab.font, + alpha.trsp = alpha.trsp, + which.lbs = which.lbs, which.Order = which.Order, + which.nonlbs = which.nonlbs, attr.pre = attr.pre, + return.Order = return.Order, withSubst = withSubst) + + mcD <- match.call(expand.dots = FALSE) + mc <- match.call(expand.dots = TRUE) dots <- as.list(mcD$"...") + plotInfo <- list(call = mc, dots=dots, args=args0) + + mcD <- match.call(expand.dots = FALSE) + dots <- as.list(mcD$"...") mc <- match.call(#call = sys.call(sys.parent(1)), expand.dots = TRUE) mcl <- as.list(mc[-1]) @@ -155,6 +255,8 @@ )) }else function(inx)inx + plotInfo$.mpresubs <- .mpresubs + if(!is.null(dots$main)) dots$main <- .mpresubs(dots$main) if(!is.null(dots$sub)) dots$sub <- .mpresubs(dots$sub) if(!is.null(dots$xlab)) dots$xlab <- .mpresubs(dots$xlab) @@ -174,21 +276,23 @@ dots$fromCniperPlot <- NULL fun <- .getFunCnip(IC1,IC2, risk, L2Fam, neighbor at radius, b20) + plotInfo$CnipFun <- fun if(missing(scaleX.fct)){ scaleX.fct <- p(L2Fam) - scaleX.inv <- q(L2Fam) + scaleX.inv <- q.l(L2Fam) } if("lower" %in% names(as.list(mc))) lower <- p(L2Fam)(lower) if("upper" %in% names(as.list(mc))) upper <- p(L2Fam)(upper) - x <- q(L2Fam)(seq(lower,upper,length=n)) + x <- q.l(L2Fam)(seq(lower,upper,length=n)) if(is(distribution(L2Fam), "DiscreteDistribution")) - x <- seq(q(L2Fam)(lower),q(L2Fam)(upper),length=n) + x <- seq(q.l(L2Fam)(lower),q.l(L2Fam)(upper),length=n) resc <- .rescalefct(x, fun, scaleX, scaleX.fct, scaleX.inv, scaleY, scaleY.fct, dots$xlim, dots$ylim, dots) + plotInfo$resc <- resc dotsPl <- dots dotsPl$x <- resc$X @@ -219,8 +323,12 @@ dotsPl$lty <- ltyo[[1]] } } + + plotInfo$plotArgs <- dotsPl do.call(plot,dotsPl) + plotInfo$usr <- par("usr") + dots$x <- dots$y <- NULL dotsl <- .makedotsLowLevel(dots) if(colSet) dotsl$col <- colo[2] @@ -229,10 +337,15 @@ dotsl$h <- if(scaleY) scaleY.fct(0) else 0 do.call(abline, dotsl) + plotInfo$abline <- dotsl .plotRescaledAxis(scaleX, scaleX.fct, scaleX.inv, scaleY,scaleY.fct, scaleY.inv, dots$xlim, dots$ylim, resc$X, ypts = 400, n = scaleN, x.ticks = x.ticks, y.ticks = y.ticks) + plotInfo$Axis <- list(scaleX, scaleX.fct, scaleX.inv, scaleY,scaleY.fct, + scaleY.inv, dots$xlim, dots$ylim, resc$X, ypts = 400, + n = scaleN, x.ticks = x.ticks, y.ticks = y.ticks) + if(!is.null(data)){ dots$scaleX <- scaleX dots$scaleX.fct <- scaleX.fct @@ -247,19 +360,31 @@ dots$cex.pts.fun <- cex.pts.fun dots$col.pts <- col.pts dots$pch.pts <- pch.pts - dots$jit.fac <- jit.fac - dots$jit.tol <- jit.tol + dots$cex.npts <- cex.npts + dots$cex.npts.fun <- cex.npts.fun + dots$col.npts <- col.npts + dots$pch.npts <- pch.npts dots$with.lab <- with.lab dots$lab.pts <- lab.pts dots$lab.font <- lab.font dots$alpha.trsp <- alpha.trsp dots$which.lbs <- which.lbs + dots$which.nonlbs <- which.nonlbs dots$which.Order <- which.Order dots$return.Order <- return.Order + dots$attr.pre <- attr.pre - return(.plotData(data=data, dots=dots, fun=fun, L2Fam=L2Fam, IC=IC1, jit.fac=jit.fac, jit.tol=jit.tol)) + dots$return.Order <- FALSE + plotInfo$PlotData <- list(data=data, dots=dots, fun=fun, L2Fam=L2Fam, + IC=IC1, jit.fac=jit.fac, jit.tol=jit.tol) + retV <- .plotData(data=data, dots=dots, fun=fun, L2Fam=L2Fam, + IC=IC1, jit.fac=jit.fac, jit.tol=jit.tol, plotInfo) + + plotInfo <- c(plotInfo,retV) } - invisible(NULL) + class(plotInfo) <- c("plotInfo","DiagnInfo") + if(return.Order){return(plotInfo)} + invisible(plotInfo) } cniperPoint <- function(L2Fam, neighbor, risk= asMSE(), @@ -269,8 +394,8 @@ mc <- match.call(expand.dots = FALSE) - if(is.null(as.list(mc)$lower)) lower <- q(L2Fam)(lower) - if(is.null(as.list(mc)$upper)) upper <- q(L2Fam)(upper) + if(is.null(as.list(mc)$lower)) lower <- q.l(L2Fam)(lower) + if(is.null(as.list(mc)$upper)) upper <- q.l(L2Fam)(upper) # lower <- q(L2Fam)(lower) # upper <- q(L2Fam)(upper) @@ -289,24 +414,54 @@ lower=getdistrOption("DistrResolution"), upper=1-getdistrOption("DistrResolution"), n = 101, withMaxRisk = TRUE, + with.automatic.grid = TRUE, scaleX = FALSE, scaleX.fct, scaleX.inv, scaleY = FALSE, scaleY.fct = pnorm, scaleY.inv=qnorm, scaleN = 9, x.ticks = NULL, y.ticks = NULL, cex.pts = 1, cex.pts.fun = NULL, col.pts = par("col"), - pch.pts = 19, jit.fac = 1, jit.tol = .Machine$double.eps, + pch.pts = 19, + cex.npts = 1, cex.npts.fun = NULL, col.npts = par("col"), + pch.npts = 19, + jit.fac = 1, jit.tol = .Machine$double.eps, with.lab = FALSE, lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, - which.lbs = NULL, which.Order = NULL, - return.Order = FALSE, - draw.nonlbl = TRUE, ## should non-labelled observations also be drawn? - cex.nonlbl = 0.3, ## character expansion(s) for non-labelled observations - pch.nonlbl = ".", ## plotting symbol(s) for non-labelled observations - withSubst = TRUE){ + which.lbs = NULL, which.nonlbs = NULL, + which.Order = NULL, attr.pre = FALSE, return.Order = FALSE, + withSubst = TRUE, withMakeIC = FALSE){ + args0 <- list(L2Fam = L2Fam, data=data, + neighbor = if(missing(neighbor)) NULL else neighbor, + risk= risk, lower=lower, upper=upper, n = n, + withMaxRisk = withMaxRisk, + with.automatic.grid = with.automatic.grid, + scaleX = scaleX, + scaleX.fct = if(missing(scaleX.fct)) NULL else scaleX.fct, + scaleX.inv = if(missing(scaleX.inv)) NULL else scaleX.inv, + scaleY = scaleY, + scaleY.fct = scaleY.fct, + scaleY.inv = scaleY.inv, scaleN = scaleN, + x.ticks = x.ticks, y.ticks = y.ticks, + cex.pts = cex.pts, cex.pts.fun = cex.pts.fun, + col.pts = col.pts, pch.pts = pch.pts, + cex.npts = cex.npts, cex.npts.fun = cex.npts.fun, + col.npts = col.npts, pch.npts = pch.npts, + jit.fac = jit.fac, jit.tol = jit.tol, + with.lab = with.lab, + lab.pts = lab.pts, lab.font = lab.font, + alpha.trsp = alpha.trsp, + which.lbs = which.lbs, which.Order = which.Order, + which.nonlbs = which.nonlbs, attr.pre = attr.pre, + return.Order = return.Order, withSubst = withSubst, + withMakeIC = withMakeIC) + mc0 <- match.call(#call = sys.call(sys.parent(1)), expand.dots = FALSE) mc <- match.call(#call = sys.call(sys.parent(1)), expand.dots = TRUE) + dots <- match.call(expand.dots = FALSE)$"..." + plotInfo <- list(call = mc, dots=dots, args=args0) + + mcl <- as.list(mc[-1]) dots <- as.list(mc0$"...") L2Famc <- as.character(deparse(L2Fam)) @@ -319,6 +474,7 @@ as.character(date()) )) }else function(inx)inx + plotInfo$.mpresubs <- .mpresubs if(!is.null(dots$main)) dots$main <- .mpresubs(dots$main) if(!is.null(dots$sub)) dots$sub <- .mpresubs(dots$sub) @@ -328,9 +484,9 @@ robMod <- InfRobModel(center = L2Fam, neighbor = neighbor) - mcl$IC1 <- optIC(model = L2Fam, risk = asCov()) + mcl$IC1 <- optIC(model = L2Fam, risk = asCov(), withMakeIC = withMakeIC) mcl$IC2 <- if(is(risk,"interpolRisk")){ - getStartIC(model=L2Fam, risk = risk) + getStartIC(model=L2Fam, risk = risk, withMakeIC = withMakeIC) }else optIC(model = robMod, risk = risk) mcl$L2Fam <- NULL if(is.null(dots$ylab)) @@ -341,18 +497,29 @@ if(withMaxRisk) mcl$fromCniperPlot <- TRUE mcl$withMaxRisk <- NULL mcl$withSubst <- FALSE - do.call(cniperCont, mcl) + mcl$return.Order <- FALSE + plotInfo$PlotCall <- mcl + ret <- do.call(cniperCont, mcl) + ret$args <- ret$dots <- ret$call <- NULL + ret$.mpresubs <- NULL + plotInfo <- c(plotInfo, ret) + class(plotInfo) <- c("plotInfo","DiagnInfo") + if(return.Order){return(plotInfo)} + invisible(plotInfo) } .cexscale <- function(y, y1=y, maxcex=4,mincex=0.05,cex, fun=NULL){ + if(length(y)==0||is.null(y)) return(NA) + if(is.list(y)) if(is.null(y[[1]])) return(NA) if(is.null(fun)) fun <- function(x) log(1+abs(x)) ly <- fun(y) ly1 <- fun(unique(c(y,y1))) my <- min(ly1,na.rm=TRUE) My <- max(ly1,na.rm=TRUE) - ly0 <- (ly-my)/My + ly0 <- (ly-my)/(My-my) ly1 <- ly0*(maxcex-mincex)+mincex return(cex*ly1) } + Modified: pkg/ROptEst/R/comparePlot.R =================================================================== --- pkg/ROptEst/R/comparePlot.R 2018-07-23 20:31:10 UTC (rev 1037) +++ pkg/ROptEst/R/comparePlot.R 2018-07-23 20:47:19 UTC (rev 1038) @@ -3,23 +3,59 @@ setMethod("comparePlot", signature("IC","IC"), function(obj1,obj2, obj3 = NULL, obj4 = NULL, data = NULL, ..., withSweave = getdistrOption("withSweave"), + forceSameModel = FALSE, main = FALSE, inner = TRUE, sub = FALSE, col = par("col"), lwd = par("lwd"), lty, col.inner = par("col.main"), cex.inner = 0.8, bmar = par("mar")[1], tmar = par("mar")[3], + with.automatic.grid = TRUE, with.legend = FALSE, legend = NULL, legend.bg = "white", legend.location = "bottomright", legend.cex = 0.8, withMBR = FALSE, MBRB = NA, MBR.fac = 2, col.MBR = par("col"), lty.MBR = "dashed", lwd.MBR = 0.8, n.MBR = 10000, - scaleX = FALSE, scaleX.fct, scaleX.inv, + x.vec = NULL, scaleX = FALSE, scaleX.fct, scaleX.inv, scaleY = FALSE, scaleY.fct = pnorm, scaleY.inv=qnorm, scaleN = 9, x.ticks = NULL, y.ticks = NULL, mfColRow = TRUE, to.draw.arg = NULL, - cex.pts = 1, col.pts = par("col"), - pch.pts = 1, jitter.fac = 1, with.lab = FALSE, + cex.pts = 1, cex.pts.fun = NULL, + col.pts = par("col"), pch.pts = 1, + cex.npts = 1, cex.npts.fun = NULL, + col.npts = par("col"), pch.npts = 2, + jitter.fac = 1, with.lab = FALSE, lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, - which.lbs = NULL, which.Order = NULL, return.Order = FALSE){ + which.lbs = NULL, which.Order = NULL, which.nonlbs = NULL, + attr.pre = FALSE, return.Order = FALSE, withSubst = TRUE){ + args0 <- list(obj1 = obj1, obj2 = obj2, obj3 = obj3, obj4 = obj4, + data = data, withSweave = withSweave, forceSameModel = forceSameModel, + main = main, inner = inner, sub = sub, col = col, lwd = lwd, + lty = if(!missing(lty)) lty else NULL, + col.inner = col.inner, cex.inner = cex.inner, + bmar = bmar, tmar = tmar, with.automatic.grid = with.automatic.grid, + with.legend = with.legend, legend = legend, legend.bg = legend.bg, + legend.location = legend.location, legend.cex = legend.cex, + withMBR = withMBR, MBRB = MBRB, MBR.fac = MBR.fac, col.MBR = col.MBR, + lty.MBR = lty.MBR, lwd.MBR = lwd.MBR, n.MBR = n.MBR, + x.vec = x.vec, scaleX = scaleX, + scaleX.fct = if(!missing(scaleX.fct)) scaleX.fct else NULL, + scaleX.inv = if(!missing(scaleX.inv)) scaleX.inv else NULL, + scaleY = scaleY, scaleY.fct = scaleY.fct, + scaleY.inv = scaleY.inv, scaleN = scaleN, x.ticks = x.ticks, + y.ticks = y.ticks, mfColRow = mfColRow, to.draw.arg = to.draw.arg, + cex.pts = cex.pts, cex.pts.fun = cex.pts.fun, col.pts = col.pts, + pch.pts = pch.pts, cex.npts = cex.npts, cex.npts.fun = cex.npts.fun, + col.npts = col.npts, pch.npts = pch.npts, + jitter.fac = jitter.fac, with.lab = with.lab, lab.pts = lab.pts, + lab.font = lab.font, alpha.trsp = alpha.trsp, + which.lbs = which.lbs, which.Order = which.Order, + which.nonlbs = which.nonlbs, attr.pre = attr.pre, + return.Order = return.Order, withSubst = withSubst) + + .mc <- match.call(call = sys.call(sys.parent(1))) + dots <- match.call(call = sys.call(sys.parent(1)), + expand.dots = FALSE)$"..." + plotInfo <- list(call = .mc, dots=dots, args=args0) + mcl <- match.call(call = sys.call(sys.parent(1)), expand.dots = TRUE) L2Fam <- eval(obj1 at CallL2Fam); trafO <- trafo(L2Fam at param) @@ -47,7 +83,11 @@ } mcl$MBRB <- MBRB mcl$withMBR <- withMBR - do.call(.oldcomparePlot, as.list(mcl[-1]), - envir=parent.frame(2)) - return(invisible()) + ret <- do.call(.oldcomparePlot, as.list(mcl[-1]), + envir=parent.frame(2)) + ret$dots <- ret$args <- ret$call <- NULL + plotInfo <- c(plotInfo, ret) + class(plotInfo) <- c("plotInfo","DiagnInfo") + + return(invisible(plotInfo)) }) Modified: pkg/ROptEst/R/getAsRisk.R =================================================================== --- pkg/ROptEst/R/getAsRisk.R 2018-07-23 20:31:10 UTC (rev 1037) +++ pkg/ROptEst/R/getAsRisk.R 2018-07-23 20:47:19 UTC (rev 1038) @@ -38,7 +38,7 @@ neighbor = "ContNeighborhood", biastype = "ANY"), function(risk, L2deriv, neighbor, biastype, normtype = NULL, clip = NULL, cent = NULL, stand = NULL, trafo, ...){ - z <- q(L2deriv)(0.5) + z <- q.l(L2deriv)(0.5) bias <- abs(as.vector(trafo))/E(L2deriv, function(x, z){abs(x - z)}, useApply = FALSE, z = z) @@ -321,7 +321,7 @@ nu1 <- nu(biastype)[1] nu2 <- nu(biastype)[2] num <- nu2/(nu1+nu2) - z <- q(L2deriv)(num) + z <- q.l(L2deriv)(num) Int <- E(L2deriv, function(x, m){abs(x-m)}, m = z) omega <- 2/(Int/nu1+Int/nu2) bias <- abs(as.vector(trafo))*omega Modified: pkg/ROptEst/R/getInfRobIC_asAnscombe.R =================================================================== --- pkg/ROptEst/R/getInfRobIC_asAnscombe.R 2018-07-23 20:31:10 UTC (rev 1037) +++ pkg/ROptEst/R/getInfRobIC_asAnscombe.R 2018-07-23 20:47:19 UTC (rev 1038) @@ -47,7 +47,7 @@ } else f.low <- NULL if(is.null(upper)) - upper <- max(4*lower,q(L2deriv)(eff^.5)*3) + upper <- max(4*lower,q.l(L2deriv)(eff^.5)*3) e.up <- 0 while(e.up < eff){ Modified: pkg/ROptEst/R/getInfRobIC_asBias.R =================================================================== --- pkg/ROptEst/R/getInfRobIC_asBias.R 2018-07-23 20:31:10 UTC (rev 1037) +++ pkg/ROptEst/R/getInfRobIC_asBias.R 2018-07-23 20:47:19 UTC (rev 1038) @@ -119,7 +119,7 @@ trafo, maxiter, tol, warn, Finfo, verbose = NULL){ zi <- sign(as.vector(trafo)) A <- as.matrix(zi) - z <- q(L2deriv)(0.5) + z <- q.l(L2deriv)(0.5) b <- zi*as.vector(trafo)/E(L2deriv, function(x, z){abs(x - z)}, z = z) if(is(L2deriv, "AbscontDistribution")) @@ -320,7 +320,7 @@ nu2 <- nu(biastype)[2] zi <- sign(as.vector(trafo)) A <- as.matrix(zi) - z <- q(L2deriv)(nu1/(nu1+nu2)) + z <- q.l(L2deriv)(nu1/(nu1+nu2)) b <- zi*as.vector(trafo)/E(L2deriv, function(x, z){(x - z)*(x>z)/nu2 + (z-x)*(z>x)/nu1}, z = z) @@ -370,7 +370,7 @@ gettext( "'tol'+ w_inf, w_inf = -1/inf_P psi or 1/sup_P psi).\n" )) - w <- if(sign(biastype)>0) -1/q(L2deriv)(0) else 1/q(L2deriv)(1) + w <- if(sign(biastype)>0) -1/q.l(L2deriv)(0) else 1/q.l(L2deriv)(1) if(warn) cat(warntxt) bd <- tol + w while (!is.list(try( Modified: pkg/ROptEst/R/getInfRobIC_asCov.R =================================================================== --- pkg/ROptEst/R/getInfRobIC_asCov.R 2018-07-23 20:31:10 UTC (rev 1037) +++ pkg/ROptEst/R/getInfRobIC_asCov.R 2018-07-23 20:47:19 UTC (rev 1038) @@ -12,7 +12,7 @@ info <- c("optimal IC in sense of Cramer-Rao bound") A <- trafo %*% solve(Finfo) - b <- abs(as.vector(A))*max(abs(q(L2deriv)(1)),abs(q(L2deriv)(0))) + b <- abs(as.vector(A))*max(abs(q.l(L2deriv)(1)),abs(q.l(L2deriv)(0))) asCov <- A %*% t(trafo) r <- neighbor at radius @@ -44,8 +44,8 @@ info <- c("optimal IC in sense of Cramer-Rao bound") A <- trafo %*% solve(Finfo) - b <- abs(as.vector(A))*(q(L2deriv)(1)-q(L2deriv)(0)) - a <- -abs(as.vector(A))*q(L2deriv)(0) + b <- abs(as.vector(A))*(q.l(L2deriv)(1)-q.l(L2deriv)(0)) + a <- -abs(as.vector(A))*q.l(L2deriv)(0) asCov <- A %*% t(trafo) r <- neighbor at radius Risk <- list(asCov = asCov, @@ -83,8 +83,8 @@ A <- trafo %*% solve(Finfo) IC <- A %*% L2deriv if(is(Distr, "UnivariateDistribution")){ - lower <- ifelse(is.finite(q(Distr)(0)), q(Distr)(1e-8), q(Distr)(0)) - upper <- ifelse(is.finite(q(Distr)(1)), q(Distr)(1-1e-8), q(Distr)(1)) + lower <- ifelse(is.finite(q.l(Distr)(0)), q.l(Distr)(1e-8), q.l(Distr)(0)) + upper <- ifelse(is.finite(q.l(Distr)(1)), q.l(Distr)(1-1e-8), q.l(Distr)(1)) x <- seq(from = lower, to = upper, length = 1e5) x <- x[x!=0] # problems with NaN=log(0)! ICx <- evalRandVar(IC, as.matrix(x)) Modified: pkg/ROptEst/R/getInfRobIC_asHampel.R =================================================================== [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1038 From noreply at r-forge.r-project.org Mon Jul 23 22:48:43 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 22:48:43 +0200 (CEST) Subject: [Robast-commits] r1039 - in pkg/ROptEstOld: . R inst Message-ID: <20180723204843.40934180A98@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 22:48:42 +0200 (Mon, 23 Jul 2018) New Revision: 1039 Modified: pkg/ROptEstOld/DESCRIPTION pkg/ROptEstOld/NAMESPACE pkg/ROptEstOld/R/AllInitialize.R pkg/ROptEstOld/R/AllPlot.R pkg/ROptEstOld/R/ContIC.R pkg/ROptEstOld/R/getAsRisk.R pkg/ROptEstOld/R/getIneffDiff.R pkg/ROptEstOld/R/getInfCent.R pkg/ROptEstOld/R/getInfRobIC_asBias.R pkg/ROptEstOld/R/getInfRobIC_asCov.R pkg/ROptEstOld/R/getInfRobIC_asHampel.R pkg/ROptEstOld/R/infoPlot.R pkg/ROptEstOld/R/ksEstimator.R pkg/ROptEstOld/R/leastFavorableRadius.R pkg/ROptEstOld/R/lowerCaseRadius.R pkg/ROptEstOld/R/radiusMinimaxIC.R pkg/ROptEstOld/inst/NEWS pkg/ROptEstOld/inst/TOBEDONE Log: [ROptEstOld] merged branch 1.1 to trunk Modified: pkg/ROptEstOld/DESCRIPTION =================================================================== --- pkg/ROptEstOld/DESCRIPTION 2018-07-23 20:47:19 UTC (rev 1038) +++ pkg/ROptEstOld/DESCRIPTION 2018-07-23 20:48:42 UTC (rev 1039) @@ -1,17 +1,15 @@ Package: ROptEstOld -Version: 0.9.2 -Date: 2013-09-12 -Title: Optimally robust estimation - old version +Version: 1.1.0 +Date: 2018-07-17 +Title: Optimally Robust Estimation - Old Version Description: Optimally robust estimation using S4 classes and methods. Old version still needed for current versions of ROptRegTS and RobRex. -Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.4), RandVar(>= 0.9.2), evd -Author: Matthias Kohl -Maintainer: Matthias Kohl -LazyLoad: yes +Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.2), RandVar(>= 0.9.2), evd +Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") ByteCompile: yes License: LGPL-3 URL: http://robast.r-forge.r-project.org/ Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 696 +VCS/SVNRevision: 940 Modified: pkg/ROptEstOld/NAMESPACE =================================================================== --- pkg/ROptEstOld/NAMESPACE 2018-07-23 20:47:19 UTC (rev 1038) +++ pkg/ROptEstOld/NAMESPACE 2018-07-23 20:48:42 UTC (rev 1039) @@ -3,6 +3,11 @@ import("distrEx") import("RandVar") import("evd") +importFrom("grDevices", "grey") +importFrom("graphics", "legend", "lines", "par", "title") +importFrom("stats", "approxfun", "dbinom", "ecdf", "fft", "ks.test", + "optim", "optimize", "pbinom", "pnorm", "ppois", "qpois", + "uniroot") exportClasses("FunctionSymmetry", "NonSymmetric", Modified: pkg/ROptEstOld/R/AllInitialize.R =================================================================== --- pkg/ROptEstOld/R/AllInitialize.R 2018-07-23 20:47:19 UTC (rev 1038) +++ pkg/ROptEstOld/R/AllInitialize.R 2018-07-23 20:48:42 UTC (rev 1039) @@ -14,6 +14,7 @@ body(.Object at p) <- substitute({p1 <- pgumbel(q, loc = loc1, scale = scale1, lower.tail = lower.tail) return(if(log.p) log(p1) else p1)}, list(loc1 = loc, scale1 = scale)) + loc1 <- loc; scale1 <- scale .Object at q <- function(p, loc = loc1, scale = scale1, lower.tail = TRUE, log.p = FALSE){} body(.Object at q) <- substitute({ ## P.R.: changed to vectorized form Modified: pkg/ROptEstOld/R/AllPlot.R =================================================================== --- pkg/ROptEstOld/R/AllPlot.R 2018-07-23 20:47:19 UTC (rev 1038) +++ pkg/ROptEstOld/R/AllPlot.R 2018-07-23 20:48:42 UTC (rev 1039) @@ -13,8 +13,8 @@ plot(e1) if(is(e1, "AbscontDistribution")){ - lower <- ifelse(is.finite(q(e1)(0)), q(e1)(0), q(e1)(getdistrOption("TruncQuantile"))) - upper <- ifelse(is.finite(q(e1)(1)), q(e1)(1), q(e1)(1 - getdistrOption("TruncQuantile"))) + lower <- ifelse(is.finite(q.l(e1)(0)), q.l(e1)(0), q.l(e1)(getdistrOption("TruncQuantile"))) + upper <- ifelse(is.finite(q.l(e1)(1)), q.l(e1)(1), q.l(e1)(1 - getdistrOption("TruncQuantile"))) h <- upper - lower x.vec <- seq(from = lower - 0.1*h, to = upper + 0.1*h, length = 1000) plty <- "l" @@ -69,8 +69,8 @@ if(!is(e1, "UnivariateDistribution")) stop("not yet implemented") if(is(e1, "AbscontDistribution")){ - lower <- ifelse(is.finite(q(e1)(0)), q(e1)(0), q(e1)(getdistrOption("TruncQuantile"))) - upper <- ifelse(is.finite(q(e1)(1)), q(e1)(1), q(e1)(1 - getdistrOption("TruncQuantile"))) + lower <- ifelse(is.finite(q.l(e1)(0)), q.l(e1)(0), q.l(e1)(getdistrOption("TruncQuantile"))) + upper <- ifelse(is.finite(q.l(e1)(1)), q.l(e1)(1), q.l(e1)(1 - getdistrOption("TruncQuantile"))) h <- upper - lower x.vec <- seq(from = lower - 0.1*h, to = upper + 0.1*h, length = 1000) plty <- "l" Modified: pkg/ROptEstOld/R/ContIC.R =================================================================== --- pkg/ROptEstOld/R/ContIC.R 2018-07-23 20:47:19 UTC (rev 1038) +++ pkg/ROptEstOld/R/ContIC.R 2018-07-23 20:48:42 UTC (rev 1039) @@ -56,17 +56,17 @@ Y <- as(A %*% L2Fam at L2deriv - a, "EuclRandVariable") if(nrvalues == 1){ if(!is.null(d)){ - ICfct[[1]] <- function(x){ - ind <- (Y(x) != 0) - b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) - } + ICfct[[1]] <- function(x){}# + #ind <- (Y(x) != 0) + # b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) + #} body(ICfct[[1]]) <- substitute( { ind <- (Y(x) != 0) b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b, d = d, zi = sign(L2Fam at param@trafo))) }else{ - ICfct[[1]] <- function(x){ Y(x)*pmin(1, b/absY(x)) } + ICfct[[1]] <- function(x){}# Y(x)*pmin(1, b/absY(x)) } body(ICfct[[1]]) <- substitute({ Y(x)*pmin(1, b/absY(x)) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b)) } @@ -74,13 +74,13 @@ absY <- sqrt(Y %*% Y) if(!is.null(d)) for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d } + ICfct[[i]] <- function(x){}# ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d } body(ICfct[[i]]) <- substitute({ ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = b, d = d[i])) } else for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ Yi(x)*pmin(1, b/absY(x)) } + ICfct[[i]] <- function(x){}# Yi(x)*pmin(1, b/absY(x)) } body(ICfct[[i]]) <- substitute({ Yi(x)*pmin(1, b/absY(x)) }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = b)) } Modified: pkg/ROptEstOld/R/getAsRisk.R =================================================================== --- pkg/ROptEstOld/R/getAsRisk.R 2018-07-23 20:47:19 UTC (rev 1038) +++ pkg/ROptEstOld/R/getAsRisk.R 2018-07-23 20:48:42 UTC (rev 1039) @@ -29,7 +29,7 @@ L2deriv = "UnivariateDistribution", neighbor = "ContNeighborhood"), function(risk, L2deriv, neighbor, trafo){ - z <- q(L2deriv)(0.5) + z <- q.l(L2deriv)(0.5) bias <- abs(as.vector(trafo))/E(L2deriv, function(x, z){abs(x - z)}, useApply = FALSE, z = z) @@ -120,7 +120,7 @@ nrvalues <- nrow(stand) ICfct <- vector(mode = "list", length = nrvalues) for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ Yi(x)*pmin(1, b/absY(x)) } + ICfct[[i]] <- function(x){}# Yi(x)*pmin(1, b/absY(x)) } body(ICfct[[i]]) <- substitute({ Yi(x)*pmin(1, b/absY(x)) }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = clip)) } Modified: pkg/ROptEstOld/R/getIneffDiff.R =================================================================== --- pkg/ROptEstOld/R/getIneffDiff.R 2018-07-23 20:47:19 UTC (rev 1038) +++ pkg/ROptEstOld/R/getIneffDiff.R 2018-07-23 20:48:42 UTC (rev 1039) @@ -20,10 +20,11 @@ ineffUp <- res$b^2/upRisk else ineffUp <- (as.vector(res$A)*trafo - res$b^2*(radius^2-upRad^2))/upRisk - assign("ineff", ineffUp, envir = sys.frame(which = -4)) +## changed: shakey... assign("ineff", ineffUp, envir = sys.frame(which = -4)) +# return(ineffUp - ineffLo) + return(c(ineff=ineffUp,ineffDiff=ineffUp - ineffLo)) + }else{ - return(ineffUp - ineffLo) - }else{ if(is(L2Fam at distribution, "UnivariateDistribution")){ if((length(L2Fam at L2deriv) == 1) & is(L2Fam at L2deriv[[1]], "RealRandVariable")){ L2deriv <- L2Fam at L2deriv[[1]] @@ -57,10 +58,11 @@ ineffUp <- res$b^2/upRisk else ineffUp <- (sum(diag(res$A%*%t(trafo))) - res$b^2*(radius^2-upRad^2))/upRisk - assign("ineff", ineffUp, envir = sys.frame(which = -4)) + ## changed: shakey assign("ineff", ineffUp, envir = sys.frame(which = -4)) cat("current radius:\t", radius, "\tMSE-inefficiency difference:\t", ineffUp - ineffLo, "\n") - return(ineffUp - ineffLo) + ## return(ineffUp - ineffLo) + return(c(ineff=ineffUp,ineffDiff=ineffUp - ineffLo)) }else{ stop("not yet implemented") } Modified: pkg/ROptEstOld/R/getInfCent.R =================================================================== --- pkg/ROptEstOld/R/getInfCent.R 2018-07-23 20:47:19 UTC (rev 1038) +++ pkg/ROptEstOld/R/getInfCent.R 2018-07-23 20:48:42 UTC (rev 1039) @@ -9,8 +9,8 @@ z.fct <- function(z, c0, D1){ return(c0 + (z-c0)*p(D1)(z-c0) - (z+c0)*p(D1)(z+c0) + m1df(D1, z+c0) - m1df(D1, z-c0)) } - lower <- q(L2deriv)(getdistrOption("TruncQuantile")) - upper <- q(L2deriv)(1-getdistrOption("TruncQuantile")) + lower <- q.l(L2deriv)(getdistrOption("TruncQuantile")) + upper <- q.l(L2deriv)(1-getdistrOption("TruncQuantile")) return(uniroot(z.fct, lower = lower, upper = upper, tol = tol.z, c0=clip, D1=L2deriv)$root) @@ -24,8 +24,8 @@ g.fct <- function(g, c0, D1){ return(g*p(D1)(g) + (g+c0)*(1-p(D1)(g+c0)) - m1df(D1, g) + m1df(D1, g+c0)) } - lower <- q(L2deriv)(getdistrOption("TruncQuantile")) - upper <- q(L2deriv)(1-getdistrOption("TruncQuantile")) + lower <- q.l(L2deriv)(getdistrOption("TruncQuantile")) + upper <- q.l(L2deriv)(1-getdistrOption("TruncQuantile")) return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, c0 = clip, D1 = D1)$root) Modified: pkg/ROptEstOld/R/getInfRobIC_asBias.R =================================================================== --- pkg/ROptEstOld/R/getInfRobIC_asBias.R 2018-07-23 20:47:19 UTC (rev 1038) +++ pkg/ROptEstOld/R/getInfRobIC_asBias.R 2018-07-23 20:48:42 UTC (rev 1039) @@ -8,7 +8,7 @@ upper, maxiter, tol, warn){ zi <- sign(as.vector(trafo)) A <- as.matrix(zi) - z <- q(L2deriv)(0.5) + z <- q.l(L2deriv)(0.5) b <- zi*as.vector(trafo)/E(L2deriv, function(x, z){abs(x - z)}, z = z) if(is(L2deriv, "AbscontDistribution")) Modified: pkg/ROptEstOld/R/getInfRobIC_asCov.R =================================================================== --- pkg/ROptEstOld/R/getInfRobIC_asCov.R 2018-07-23 20:47:19 UTC (rev 1038) +++ pkg/ROptEstOld/R/getInfRobIC_asCov.R 2018-07-23 20:48:42 UTC (rev 1039) @@ -7,7 +7,7 @@ function(L2deriv, risk, neighbor, Finfo, trafo){ info <- c("optimal IC in sense of Cramer-Rao bound") A <- trafo %*% solve(Finfo) - b <- abs(as.vector(A))*max(abs(q(L2deriv)(1)),abs(q(L2deriv)(0))) + b <- abs(as.vector(A))*max(abs(q.l(L2deriv)(1)),abs(q.l(L2deriv)(0))) Risk <- list(asCov = A %*% t(trafo), asBias = b) return(list(A = A, a = 0, b = b, d = NULL, risk = Risk, info = info)) @@ -18,7 +18,7 @@ function(L2deriv, risk, neighbor, Finfo, trafo){ info <- c("optimal IC in sense of Cramer-Rao bound") A <- trafo %*% solve(Finfo) - b <- abs(as.vector(A))*(q(L2deriv)(1)-q(L2deriv)(0)) + b <- abs(as.vector(A))*(q.l(L2deriv)(1)-q.l(L2deriv)(0)) Risk <- list(asCov = A %*% t(trafo), asBias = b) return(list(A = A, a = -b/2, b = b, d = NULL, risk = Risk, info = info)) @@ -31,8 +31,8 @@ A <- trafo %*% solve(Finfo) IC <- A %*% L2deriv if(is(Distr, "UnivariateDistribution")){ - lower <- ifelse(is.finite(q(Distr)(0)), q(Distr)(1e-8), q(Distr)(0)) - upper <- ifelse(is.finite(q(Distr)(1)), q(Distr)(1-1e-8), q(Distr)(1)) + lower <- ifelse(is.finite(q.l(Distr)(0)), q.l(Distr)(1e-8), q.l(Distr)(0)) + upper <- ifelse(is.finite(q.l(Distr)(1)), q.l(Distr)(1-1e-8), q.l(Distr)(1)) x <- seq(from = lower, to = upper, length = 1e5) x <- x[x!=0] # problems with NaN=log(0)! b <- evalRandVar(IC, as.matrix(x))^2 Modified: pkg/ROptEstOld/R/getInfRobIC_asHampel.R =================================================================== --- pkg/ROptEstOld/R/getInfRobIC_asHampel.R 2018-07-23 20:47:19 UTC (rev 1038) +++ pkg/ROptEstOld/R/getInfRobIC_asHampel.R 2018-07-23 20:48:42 UTC (rev 1039) @@ -8,7 +8,7 @@ upper, maxiter, tol, warn){ A <- trafo / E(L2deriv, function(x){x^2}) b <- risk at bound - bmax <- abs(as.vector(A))*max(abs(q(L2deriv)(0)), q(L2deriv)(1)) + bmax <- abs(as.vector(A))*max(abs(q.l(L2deriv)(0)), q.l(L2deriv)(1)) if(b >= bmax){ if(warn) cat("'b >= maximum asymptotic bias' => (classical) optimal IC\n", "in sense of Cramer-Rao bound is returned\n") @@ -70,8 +70,8 @@ if(is.null(A.start)) A.start <- trafo ClassIC <- trafo %*% solve(Finfo) %*% L2deriv - lower <- q(Distr)(getdistrOption("TruncQuantile")) - upper <- q(Distr)(1-getdistrOption("TruncQuantile")) + lower <- q.l(Distr)(getdistrOption("TruncQuantile")) + upper <- q.l(Distr)(1-getdistrOption("TruncQuantile")) x <- seq(from = lower, to = upper, by = 0.01) bmax <- evalRandVar(ClassIC, as.matrix(x))^2 bmax <- sqrt(max(colSums(bmax))) Modified: pkg/ROptEstOld/R/infoPlot.R =================================================================== --- pkg/ROptEstOld/R/infoPlot.R 2018-07-23 20:47:19 UTC (rev 1038) +++ pkg/ROptEstOld/R/infoPlot.R 2018-07-23 20:48:42 UTC (rev 1039) @@ -7,8 +7,8 @@ if(is(e1, "UnivariateDistribution")){ if(is(e1, "AbscontDistribution")){ - ifelse(is.finite(q(e1)(0)), lower <- q(e1)(0), lower <- q(e1)(getdistrOption("TruncQuantile"))) - ifelse(is.finite(q(e1)(1)), upper <- q(e1)(1), upper <- q(e1)(1 - getdistrOption("TruncQuantile"))) + ifelse(is.finite(q.l(e1)(0)), lower <- q.l(e1)(0), lower <- q.l(e1)(getdistrOption("TruncQuantile"))) + ifelse(is.finite(q.l(e1)(1)), upper <- q.l(e1)(1), upper <- q.l(e1)(1 - getdistrOption("TruncQuantile"))) h <- upper - lower x.vec <- seq(from = lower - 0.1*h, to = upper + 0.1*h, length = 1000) plty <- "l" Modified: pkg/ROptEstOld/R/ksEstimator.R =================================================================== --- pkg/ROptEstOld/R/ksEstimator.R 2018-07-23 20:47:19 UTC (rev 1038) +++ pkg/ROptEstOld/R/ksEstimator.R 2018-07-23 20:48:42 UTC (rev 1039) @@ -22,23 +22,23 @@ if(param == "prob"){ if(max(x) > size(distribution)) stop("maximum of 'x' > 'size' of distribution") - KSdist <- function(prob, x, size){ + KSdist.p <- function(prob, x, size){ supp <- 0:size edf <- ecdf(x) return(max(abs(edf(supp)-pbinom(supp, size = size, prob = prob)))) } - res <- optimize(f = KSdist, interval = c(0, 1), tol = eps, + res <- optimize(f = KSdist.p, interval = c(0, 1), tol = eps, x = x, size = size(distribution))$minimum return(list(size = size(distribution), prob = res)) } if(param == "size"){ - KSdist <- function(size, x, prob){ + KSdist.s <- function(size, x, prob){ supp <- 0:size edf <- ecdf(x) return(max(abs(edf(supp)-pbinom(supp, size = size, prob = prob)))) } size <- max(x):(max(x) + 100) - ind <- which.min(sapply(size, KSdist, x = x, prob = prob(distribution))) + ind <- which.min(sapply(size, KSdist.s, x = x, prob = prob(distribution))) return(list(size = size[ind], prob = prob(distribution))) } @@ -70,24 +70,24 @@ if(param[2] <= 0) return(Inf) return(ks.test(x, "pnorm", mean = param[1], sd = param[2])$statistic) } - res <- optim(c(mean(distribution), sd(distribution)), f = KSdist, + res <- optim(c(mean(distribution), sd(distribution)), fn = KSdist, method = "Nelder-Mead", control=list(reltol=eps), x = x)$par return(list(mean = res[1], sd = res[2])) } if(param == "mean"){ - KSdist <- function(mean, x, sd){ + KSdist.m <- function(mean, x, sd){ return(ks.test(x, "pnorm", mean = mean, sd = sd)$statistic) } - res <- optimize(f = KSdist, interval = c(min(x), max(x)), + res <- optimize(f = KSdist.m, interval = c(min(x), max(x)), tol = eps, x = x, sd = sd(distribution))$minimum return(list(mean = res, sd = sd(distribution))) } if(param == "sd"){ - KSdist <- function(sd, x, mean){ + KSdist.s <- function(sd, x, mean){ return(ks.test(x, "pnorm", mean = mean, sd = sd)$statistic) } - res <- optimize(f = KSdist, + res <- optimize(f = KSdist.s, interval = c(.Machine$double.eps^0.5, max(x)-min(x)), tol = eps, x = x, mean = mean(distribution))$minimum return(list(mean = mean(distribution), sd = res)) @@ -105,24 +105,24 @@ if(param[2] <= 0) return(Inf) return(ks.test(x, "plnorm", meanlog = param[1], sdlog = param[2])$statistic) } - res <- optim(c(meanlog(distribution), sdlog(distribution)), f = KSdist, + res <- optim(c(meanlog(distribution), sdlog(distribution)), fn = KSdist, method = "Nelder-Mead", control=list(reltol=eps), x = x)$par return(list(meanlog = res[1], sdlog = res[2])) } if(param == "meanlog"){ - KSdist <- function(meanlog, x, sdlog){ + KSdist.m <- function(meanlog, x, sdlog){ return(ks.test(x, "plnorm", meanlog = meanlog, sdlog = sdlog)$statistic) } - res <- optimize(f = KSdist, interval = c(min(x), max(x)), + res <- optimize(f = KSdist.m, interval = c(min(x), max(x)), tol = eps, x = x, sdlog = sdlog(distribution))$minimum return(list(meanlog = res, sdlog = sdlog(distribution))) } if(param == "sdlog"){ - KSdist <- function(sdlog, x, meanlog){ + KSdist.s <- function(sdlog, x, meanlog){ return(ks.test(x, "plnorm", meanlog = meanlog, sdlog = sdlog)$statistic) } - res <- optimize(f = KSdist, + res <- optimize(f = KSdist.s, interval = c(.Machine$double.eps^0.5, max(x)-min(x)), tol = eps, x = x, meanlog = meanlog(distribution))$minimum return(list(meanlog = meanlog(distribution), sdlog = res)) @@ -140,24 +140,24 @@ if(param[2] <= 0) return(Inf) return(ks.test(x, "pgumbel", loc = param[1], scale = param[2])$statistic) } - res <- optim(c(mean(distribution), sd(distribution)), f = KSdist, + res <- optim(c(mean(distribution), sd(distribution)), fn = KSdist, method = "Nelder-Mead", control=list(reltol=eps), x = x)$par return(list(loc = res[1], scale = res[2])) } if(param == "loc"){ - KSdist <- function(loc, x, scale){ + KSdist.l <- function(loc, x, scale){ return(ks.test(x, "pgumbel", loc = loc, scale = scale)$statistic) } - res <- optimize(f = KSdist, interval = c(min(x), max(x)), + res <- optimize(f = KSdist.l, interval = c(min(x), max(x)), tol = eps, x = x, scale = scale(distribution))$minimum return(list(loc = res, scale = scale(distribution))) } if(param == "scale"){ - KSdist <- function(scale, x, loc){ + KSdist.s <- function(scale, x, loc){ return(ks.test(x, "pgumbel", loc = loc, scale = scale)$statistic) } - res <- optimize(f = KSdist, + res <- optimize(f = KSdist.s, interval = c(.Machine$double.eps^0.5, max(x)-min(x)), tol = eps, x = x, loc = loc(distribution))$minimum return(list(loc = loc(distribution), scale = res)) @@ -187,23 +187,23 @@ if((param[1] <= 0) || (param[2] <= 0)) return(Inf) return(ks.test(x, "pgamma", scale = param[1], shape = param[2])$statistic) } - res <- optim(c(scale(distribution), shape(distribution)), f = KSdist, method = "Nelder-Mead", + res <- optim(c(scale(distribution), shape(distribution)), fn = KSdist, method = "Nelder-Mead", control=list(reltol=eps), x = x)$par return(list(scale = res[1], shape = res[2])) } if(param == "scale"){ - KSdist <- function(scale, x, shape){ + KSdist.sc <- function(scale, x, shape){ return(ks.test(x, "pgamma", scale = scale, shape = shape)$statistic) } - res <- optimize(f = KSdist, interval = c(min(x), max(x)), + res <- optimize(f = KSdist.sc, interval = c(min(x), max(x)), tol = eps, x = x, shape = shape(distribution))$minimum return(list(scale = res, shape = shape(distribution))) } if(param == "shape"){ - KSdist <- function(shape, x, scale){ + KSdist.sh <- function(shape, x, scale){ return(ks.test(x, "pgamma", scale = scale, shape = shape)$statistic) } - res <- optimize(f = KSdist, + res <- optimize(f = KSdist.sh, interval = c(.Machine$double.eps^0.5, max(x)-min(x)), tol = eps, x = x, scale = scale(distribution))$minimum return(list(scale = scale(distribution), shape = res)) Modified: pkg/ROptEstOld/R/leastFavorableRadius.R =================================================================== --- pkg/ROptEstOld/R/leastFavorableRadius.R 2018-07-23 20:47:19 UTC (rev 1038) +++ pkg/ROptEstOld/R/leastFavorableRadius.R 2018-07-23 20:48:42 UTC (rev 1039) @@ -15,7 +15,7 @@ L2derivDim <- numberOfMaps(L2Fam at L2deriv) if(L2derivDim == 1){ - leastFavFct <- function(r, L2Fam, neighbor, risk, rho, + leastFavFct.1 <- function(r, L2Fam, neighbor, risk, rho, upper.b, MaxIter, eps, warn){ loRad <- r*rho upRad <- r/rho @@ -51,16 +51,23 @@ neighbor = neighbor, clip = resUp$b, cent = resUp$a, stand = resUp$A, trafo = L2Fam at param@trafo)[[1]] } - leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper, - tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor, - risk = risk, loRad = loRad, upRad = upRad, loRisk = loRisk, - upRisk = upRisk, upper.b = upper.b, eps = eps, MaxIter = MaxIter, - warn = warn)$root + + ineff <- NULL + getIneffDiff.1 <- function(x){ + res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, + upper.b = upper.b, risk = risk, loRad = loRad, upRad = upRad, + loRisk = loRisk, upRisk = upRisk, eps = .Machine$double.eps^0.25, + MaxIter = MaxIter, warn = warn) + ineff <<- res["ineff"] + return(res["ineffDiff"]) + } + leastFavR <- uniroot(getIneffDiff.1, lower = lower, upper = upper, + tol = .Machine$double.eps^0.25)$root options(ow) cat("current radius:\t", r, "\tinefficiency:\t", ineff, "\n") return(ineff) } - leastFavR <- optimize(leastFavFct, lower = 1e-4, upper = upRad, + leastFavR <- optimize(leastFavFct.1, lower = 1e-4, upper = upRad, tol = .Machine$double.eps^0.25, maximum = TRUE, L2Fam = L2Fam, neighbor = neighbor, risk = risk, rho = rho, upper.b = upper, MaxIter = maxiter, @@ -91,7 +98,7 @@ L2derivDistrSymm <- new("DistrSymmList", L2) } } - leastFavFct <- function(r, L2Fam, neighbor, risk, rho, + leastFavFct.p <- function(r, L2Fam, neighbor, risk, rho, z.start, A.start, upper.b, MaxIter, eps, warn){ loRad <- r*rho upRad <- r/rho @@ -132,18 +139,24 @@ upRisk <- getAsRisk(risk = risk, L2deriv = L2deriv, neighbor = neighbor, clip = resUp$b, cent = resUp$a, stand = resUp$A, trafo = trafo)[[1]] } - leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper, - tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor, - z.start = z.start, A.start = A.start, upper.b = upper.b, risk = risk, - loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk, - eps = eps, MaxIter = MaxIter, warn = warn)$root + ineff <- NULL + getIneffDiff.p <- function(x){ + res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, + z.start = z.start, A.start = A.start, upper.b = upper.b, risk = risk, + loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk, + eps = .Machine$double.eps^0.25, MaxIter = MaxIter, warn = warn) + ineff <<- res["ineff"] + return(res["ineffDiff"]) + } + leastFavR <- uniroot(getIneffDiff.p, lower = lower, upper = upper, + tol = .Machine$double.eps^0.25)$root options(ow) cat("current radius:\t", r, "\tinefficiency:\t", ineff, "\n") return(ineff) } if(is.null(z.start)) z.start <- numeric(L2derivDim) if(is.null(A.start)) A.start <- L2Fam at param@trafo - leastFavR <- optimize(leastFavFct, lower = 1e-4, upper = upRad, + leastFavR <- optimize(leastFavFct.p, lower = 1e-4, upper = upRad, tol = .Machine$double.eps^0.25, maximum = TRUE, L2Fam = L2Fam, neighbor = neighbor, risk = risk, rho = rho, z.start = z.start, A.start = A.start, Modified: pkg/ROptEstOld/R/lowerCaseRadius.R =================================================================== --- pkg/ROptEstOld/R/lowerCaseRadius.R 2018-07-23 20:47:19 UTC (rev 1038) +++ pkg/ROptEstOld/R/lowerCaseRadius.R 2018-07-23 20:48:42 UTC (rev 1039) @@ -13,7 +13,7 @@ w0 <- options("warn") options(warn = -1) L2deriv <- L2Fam at L2derivDistr[[1]] - m <- q(L2deriv)(0.5) + m <- q.l(L2deriv)(0.5) wsm <- d(L2deriv)(m) supp <- support(L2deriv) Modified: pkg/ROptEstOld/R/radiusMinimaxIC.R =================================================================== --- pkg/ROptEstOld/R/radiusMinimaxIC.R 2018-07-23 20:47:19 UTC (rev 1038) +++ pkg/ROptEstOld/R/radiusMinimaxIC.R 2018-07-23 20:48:42 UTC (rev 1039) @@ -50,11 +50,17 @@ stand = resUp$A, trafo = L2Fam at param@trafo)[[1]] } - leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper, - tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor, - upper.b = upper.b, risk = risk, loRad = loRad, upRad = upRad, - loRisk = loRisk, upRisk = upRisk, eps = tol, - MaxIter = maxiter, warn = warn)$root + ineff <- NULL + getIneffDiff.1 <- function(x){ + res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, + upper.b = upper.b, risk = risk, loRad = loRad, upRad = upRad, + loRisk = loRisk, upRisk = upRisk, eps = .Machine$double.eps^0.25, + MaxIter = maxiter, warn = warn) + ineff <<- res["ineff"] + return(res["ineffDiff"]) + } + leastFavR <- uniroot(getIneffDiff.1, lower = lower, upper = upper, + tol = .Machine$double.eps^0.25)$root neighbor at radius <- leastFavR res <- getInfRobIC(L2deriv = L2Fam at L2derivDistr[[1]], neighbor = neighbor, risk = risk, symm = L2Fam at L2derivSymm[[1]], @@ -130,11 +136,17 @@ clip = resUp$b, cent = resUp$a, stand = resUp$A, trafo = trafo)[[1]] } - leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper, - tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor, - z.start = z.start, A.start = A.start, upper.b = upper.b, risk = risk, - loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk, - eps = tol, MaxIter = maxiter, warn = warn)$root + ineff <- NULL + getIneffDiff.p <- function(x){ + res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, + z.start = z.start, A.start = A.start, upper.b = upper.b, risk = risk, + loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk, + eps = .Machine$double.eps^0.25, MaxIter = maxiter, warn = warn) + ineff <<- res["ineff"] + return(res["ineffDiff"]) + } + leastFavR <- uniroot(getIneffDiff.p, lower = lower, upper = upper, + tol = .Machine$double.eps^0.25)$root neighbor at radius <- leastFavR res <- getInfRobIC(L2deriv = L2deriv, neighbor = neighbor, risk = risk, Distr = L2Fam at distribution, DistrSymm = L2Fam at distrSymm, Modified: pkg/ROptEstOld/inst/NEWS =================================================================== --- pkg/ROptEstOld/inst/NEWS 2018-07-23 20:47:19 UTC (rev 1038) +++ pkg/ROptEstOld/inst/NEWS 2018-07-23 20:48:42 UTC (rev 1039) @@ -8,6 +8,24 @@ information) ####################################### +version 1.1 +####################################### + +user-visible CHANGES: ++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision + +under the hood: ++ wherever possible also use q.l internally instead of q to + provide functionality in IRKernel + +####################################### +version 1.0 +####################################### + +user-visible CHANGES: ++ title changed to title style / capitalization + +####################################### version 0.9 ####################################### Modified: pkg/ROptEstOld/inst/TOBEDONE [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1039 From noreply at r-forge.r-project.org Mon Jul 23 22:56:49 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 22:56:49 +0200 (CEST) Subject: [Robast-commits] r1040 - in pkg/ROptRegTS: . R inst Message-ID: <20180723205649.301A8180A98@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 22:56:48 +0200 (Mon, 23 Jul 2018) New Revision: 1040 Modified: pkg/ROptRegTS/DESCRIPTION pkg/ROptRegTS/NAMESPACE pkg/ROptRegTS/R/ContIC.R pkg/ROptRegTS/R/getIneffDiff.R pkg/ROptRegTS/R/leastFavorableRadius.R pkg/ROptRegTS/R/radiusMinimaxIC.R pkg/ROptRegTS/inst/NEWS pkg/ROptRegTS/inst/TOBEDONE Log: [ROptRegTS] merged branch 1.1 to trunk Modified: pkg/ROptRegTS/DESCRIPTION =================================================================== --- pkg/ROptRegTS/DESCRIPTION 2018-07-23 20:48:42 UTC (rev 1039) +++ pkg/ROptRegTS/DESCRIPTION 2018-07-23 20:56:48 UTC (rev 1040) @@ -1,18 +1,15 @@ -Package: ROptRegTS -Version: 0.9.1 -Date: 2013-09-12 -Title: Optimally robust estimation for regression-type models -Description: Optimally robust estimation for regression-type models using S4 classes and - methods -Depends: R (>= 2.14.0), ROptEstOld(>= 0.9.2) -Imports: methods, RandVar(>= 0.9.2), distr(>= 2.5.2), distrEx(>= 2.4) -Author: Matthias Kohl , Peter Ruckdeschel -Maintainer: Matthias Kohl -LazyLoad: yes +Package: ROptEstOld +Version: 1.1.0 +Date: 2018-07-17 +Title: Optimally Robust Estimation - Old Version +Description: Optimally robust estimation using S4 classes and methods. Old version still needed + for current versions of ROptRegTS and RobRex. +Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.2), RandVar(>= 0.9.2), evd +Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") ByteCompile: yes License: LGPL-3 -Encoding: latin1 URL: http://robast.r-forge.r-project.org/ +Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -SVNRevision: 696 +VCS/SVNRevision: 940 Modified: pkg/ROptRegTS/NAMESPACE =================================================================== --- pkg/ROptRegTS/NAMESPACE 2018-07-23 20:48:42 UTC (rev 1039) +++ pkg/ROptRegTS/NAMESPACE 2018-07-23 20:56:48 UTC (rev 1040) @@ -3,6 +3,11 @@ import("distrEx") import("RandVar") import("ROptEstOld") +importFrom("grDevices", "grey") +importFrom("graphics", "legend", "lines", "par", "title") +importFrom("stats", "approxfun", "dbinom", "ecdf", "fft", "ks.test", + "optim", "optimize", "pbinom", "pnorm", "ppois", "qpois", + "uniroot") exportClasses("RegTypeFamily", "L2RegTypeFamily") Modified: pkg/ROptRegTS/R/ContIC.R =================================================================== --- pkg/ROptRegTS/R/ContIC.R 2018-07-23 20:48:42 UTC (rev 1039) +++ pkg/ROptRegTS/R/ContIC.R 2018-07-23 20:56:48 UTC (rev 1040) @@ -1,7 +1,51 @@ +## Generating function +ContIC <- function(name, CallL2Fam = call("L2ParamFamily"), + Curve = EuclRandVarList(RealRandVariable(Map = c(function(x){x}), Domain = Reals())), + Risks, Infos, clip = Inf, cent = 0, stand = as.matrix(1), + lowerCase = NULL, neighborRadius = 0){ + if(missing(name)) + name <- "IC of contamination type" + if(missing(Risks)) + Risks <- list() + if(missing(Infos)) + Infos <- matrix(c(character(0),character(0)), ncol=2, + dimnames=list(character(0), c("method", "message"))) + + if(any(neighborRadius < 0)) # radius vector?! + stop("'neighborRadius' has to be in [0, Inf]") + if(length(cent) != nrow(stand)) + stop("length of centering constant != nrow of standardizing matrix") + if((length(clip) != 1) && (length(clip) != length(Curve))) + stop("length of clipping bound != 1 and != length of 'Curve'") + if(!is.null(lowerCase)) + if(length(lowerCase) != nrow(stand)) + stop("length of 'lowerCase' != nrow of standardizing matrix") + L2Fam <- eval(CallL2Fam) + if(!identical(dim(L2Fam at param@trafo), dim(stand))) + stop(paste("dimension of 'trafo' of 'param' != dimension of 'stand'")) + + contIC <- new("ContIC") + contIC at name <- name + contIC at Curve <- Curve + contIC at Risks <- Risks + contIC at Infos <- Infos + contIC at CallL2Fam <- CallL2Fam + contIC at clip <- clip + contIC at cent <- cent + contIC at stand <- stand + contIC at lowerCase <- lowerCase + contIC at neighborRadius <- neighborRadius + + return(contIC) +# return(new("ContIC", name = name, Curve = Curve, Risks = Risks, Infos = Infos, +# CallL2Fam = CallL2Fam, clip = clip, cent = cent, stand = stand, +# lowerCase = lowerCase, neighborRadius = neighborRadius)) +} + ## generate IC ## for internal use only! setMethod("generateIC", signature(neighbor = "ContNeighborhood", - L2Fam = "L2RegTypeFamily"), + L2Fam = "L2ParamFamily"), function(neighbor, L2Fam, res){ A <- res$A a <- res$a @@ -12,52 +56,47 @@ Y <- as(A %*% L2Fam at L2deriv - a, "EuclRandVariable") if(nrvalues == 1){ if(!is.null(d)){ - ICfct[[1]] <- function(x){ - ind <- (Y(x) != 0) - b*(ind*Y(x)/(ind*absY(x) + (1-ind)*1) + zi*(1-ind)*d) - } + ICfct[[1]] <- function(x){}# + #ind <- (Y(x) != 0) + # b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) + #} body(ICfct[[1]]) <- substitute( { ind <- (Y(x) != 0) - b*(ind*Y(x)/(ind*absY(x) + (1-ind)*1) + zi*(1-ind)*d) }, + b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b, d = d, zi = sign(L2Fam at param@trafo))) }else{ - ICfct[[1]] <- function(x){ Y(x)*pmin(1, b/absY(x)) } + ICfct[[1]] <- function(x){}# Y(x)*pmin(1, b/absY(x)) } body(ICfct[[1]]) <- substitute({ Y(x)*pmin(1, b/absY(x)) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b)) } - } - else{ + }else{ absY <- sqrt(Y %*% Y) if(!is.null(d)) for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d } + ICfct[[i]] <- function(x){}# ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d } body(ICfct[[i]]) <- substitute({ ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = b, d = d[i])) } else for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ Yi(x)*pmin(1, b/absY(x)) } + ICfct[[i]] <- function(x){}# Yi(x)*pmin(1, b/absY(x)) } body(ICfct[[i]]) <- substitute({ Yi(x)*pmin(1, b/absY(x)) }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = b)) } } return(ContIC( - name = "IC of contamination type", - CallL2Fam = call("L2RegTypeFamily", + name = "IC of contamination type", + CallL2Fam = call("L2ParamFamily", name = L2Fam at name, - distribution = L2Fam at distribution, + distribution = L2Fam at distribution, + distrSymm = L2Fam at distrSymm, param = L2Fam at param, props = L2Fam at props, - ErrorDistr = L2Fam at ErrorDistr, - ErrorSymm = L2Fam at ErrorSymm, - RegDistr = L2Fam at RegDistr, - RegSymm = L2Fam at RegSymm, - Regressor = L2Fam at Regressor, L2deriv = L2Fam at L2deriv, - ErrorL2deriv = L2Fam at ErrorL2deriv, - ErrorL2derivDistr = L2Fam at ErrorL2derivDistr, - ErrorL2derivSymm = L2Fam at ErrorL2derivSymm, + L2derivSymm = L2Fam at L2derivSymm, + L2derivDistr = L2Fam at L2derivDistr, + L2derivDistrSymm = L2Fam at L2derivDistrSymm, FisherInfo = L2Fam at FisherInfo), Curve = EuclRandVarList(EuclRandVariable(Map = ICfct, Domain = Y at Domain, Range = Y at Range)), @@ -70,3 +109,80 @@ Infos = matrix(res$info, ncol = 2, dimnames = list(character(0), c("method", "message"))))) }) + +## Access methods +setMethod("clip", "ContIC", function(object) object at clip) +setMethod("cent", "ContIC", function(object) object at cent) +setMethod("stand", "ContIC", function(object) object at stand) +setMethod("lowerCase", "ContIC", function(object) object at lowerCase) +setMethod("neighborRadius", "ContIC", function(object) object at neighborRadius) + +## replace methods +setReplaceMethod("clip", "ContIC", + function(object, value){ + stopifnot(is.numeric(value)) + L2Fam <- eval(object at CallL2Fam) + res <- list(A = object at stand, a = object at cent, b = value, d = object at lowerCase, + risk = object at Risks, info = object at Infos) + object <- generateIC(neighbor = ContNeighborhood(radius = object at neighborRadius), + L2Fam = L2Fam, res = res) + addInfo(object) <- c("clip<-", "The clipping bound has been changed") + addInfo(object) <- c("clip<-", "The entries in 'Risks' and 'Infos' may be wrong") + object + }) +setReplaceMethod("cent", "ContIC", + function(object, value){ + stopifnot(is.numeric(value)) + L2Fam <- eval(object at CallL2Fam) + res <- list(A = object at stand, a = value, b = object at clip, d = object at lowerCase, + risk = object at Risks, info = object at Infos) + object <- generateIC(neighbor = ContNeighborhood(radius = object at neighborRadius), + L2Fam = L2Fam, res = res) + addInfo(object) <- c("cent<-", "The centering constant has been changed") + addInfo(object) <- c("cent<-", "The entries in 'Risks' and 'Infos' may be wrong") + object + }) +setReplaceMethod("stand", "ContIC", + function(object, value){ + stopifnot(is.matrix(value)) + L2Fam <- eval(object at CallL2Fam) + res <- list(A = value, a = object at cent, b = object at clip, d = object at lowerCase, + risk = object at Risks, info = object at Infos) + object <- generateIC(neighbor = ContNeighborhood(radius = object at neighborRadius), + L2Fam = L2Fam, res = res) + addInfo(object) <- c("stand<-", "The standardizing matrix has been changed") + addInfo(object) <- c("stand<-", "The entries in 'Risks' and 'Infos' may be wrong") + object + }) +setReplaceMethod("lowerCase", "ContIC", + function(object, value){ + stopifnot(is.null(value)||is.numeric(value)) + L2Fam <- eval(object at CallL2Fam) + res <- list(A = object at stand, a = object at cent, b = object at clip, d = value, + risk = object at Risks, info = object at Infos) + object <- generateIC(neighbor = ContNeighborhood(radius = object at neighborRadius), + L2Fam = L2Fam, res = res) + addInfo(object) <- c("lowerCase<-", "The slot 'lowerCase' has been changed") + addInfo(object) <- c("lowerCase<-", "The entries in 'Risks' and 'Infos' may be wrong") + object + }) +setReplaceMethod("neighborRadius", "ContIC", + function(object, value){ + object at neighborRadius <- value + if(any(value < 0)) # radius vector?! + stop("'value' has to be in [0, Inf]") + addInfo(object) <- c("neighborRadius<-", "The slot 'neighborRadius' has been changed") + addInfo(object) <- c("neighborRadius<-", "The entries in 'Risks' and 'Infos' may be wrong") + object + }) +setReplaceMethod("CallL2Fam", "ContIC", + function(object, value){ + L2Fam <- eval(value) + res <- list(A = object at stand, a = object at cent, b = object at clip, d = object at lowerCase, + risk = object at Risks, info = object at Infos) + object <- generateIC(neighbor = ContNeighborhood(radius = object at neighborRadius), + L2Fam = L2Fam, res = res) + addInfo(object) <- c("CallL2Fam<-", "The slot 'CallL2Fam' has been changed") + addInfo(object) <- c("CallL2Fam<-", "The entries in 'Risks' and 'Infos' may be wrong") + object + }) Modified: pkg/ROptRegTS/R/getIneffDiff.R =================================================================== --- pkg/ROptRegTS/R/getIneffDiff.R 2018-07-23 20:48:42 UTC (rev 1039) +++ pkg/ROptRegTS/R/getIneffDiff.R 2018-07-23 20:56:48 UTC (rev 1040) @@ -22,12 +22,13 @@ ineffUp <- res$b^2/upRisk else ineffUp <- (sum(diag(res$A %*% t(trafo))) - res$b^2*(radius^2-upRad^2))/upRisk - assign("ineff", ineffUp, envir = sys.frame(which = -4)) +## changed: shakey... assign("ineff", ineffUp, envir = sys.frame(which = -4)) +# return(ineffUp - ineffLo) + return(c(ineff=ineffUp,ineffDiff=ineffUp - ineffLo)) + }else{ if(is(L2Fam at RegDistr, "MultivariateDistribution")) cat("current radius:\t", radius, "\tMSE-inefficiency difference:\t", ineffUp - ineffLo, "\n") - return(ineffUp - ineffLo) - }else{ if(is(L2Fam at ErrorDistr, "UnivariateDistribution")){ if((length(L2Fam at ErrorL2deriv) == 1) & is(L2Fam at ErrorL2deriv[[1]], "RealRandVariable")){ @@ -64,10 +65,11 @@ ineffUp <- res$b^2/upRisk else ineffUp <- (sum(diag(res$A%*%t(trafo))) - res$b^2*(radius^2-upRad^2))/upRisk - assign("ineff", ineffUp, envir = sys.frame(which = -4)) + ## changed: shakey assign("ineff", ineffUp, envir = sys.frame(which = -4)) cat("current radius:\t", radius, "\tMSE-inefficiency difference:\t", ineffUp - ineffLo, "\n") - return(ineffUp - ineffLo) + ## return(ineffUp - ineffLo) + return(c(ineff=ineffUp,ineffDiff=ineffUp - ineffLo)) }else{ stop("not yet implemented") } Modified: pkg/ROptRegTS/R/leastFavorableRadius.R =================================================================== --- pkg/ROptRegTS/R/leastFavorableRadius.R 2018-07-23 20:48:42 UTC (rev 1039) +++ pkg/ROptRegTS/R/leastFavorableRadius.R 2018-07-23 20:56:48 UTC (rev 1040) @@ -18,7 +18,7 @@ L2derivDim <- numberOfMaps(L2Fam at L2deriv) if(L2derivDim == 1){ - leastFavFct <- function(r, L2Fam, neighbor, risk, rho, + leastFavFct.1 <- function(r, L2Fam, neighbor, risk, rho, upper.b, MaxIter, eps, warn){ loRad <- r*rho upRad <- r/rho @@ -63,16 +63,23 @@ clip = resUp$b, cent = resUp$a, stand = resUp$A, trafo = L2Fam at param@trafo)[[1]] } - leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper, - tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor, - risk = risk, loRad = loRad, upRad = upRad, loRisk = loRisk, - upRisk = upRisk, upper.b = upper.b, eps = eps, MaxIter = MaxIter, - warn = warn)$root + + ineff <- NULL + getIneffDiff.1 <- function(x){ + res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, + upper.b = upper.b, risk = risk, loRad = loRad, upRad = upRad, + loRisk = loRisk, upRisk = upRisk, eps = .Machine$double.eps^0.25, + MaxIter = MaxIter, warn = warn) + ineff <<- res["ineff"] + return(res["ineffDiff"]) + } + leastFavR <- uniroot(getIneffDiff.1, lower = lower, upper = upper, + tol = .Machine$double.eps^0.25)$root options(ow) cat("current radius:\t", r, "\tinefficiency:\t", ineff, "\n") return(ineff) } - leastFavR <- optimize(leastFavFct, lower = 1e-4, upper = upRad, + leastFavR <- optimize(leastFavFct.1, lower = 1e-4, upper = upRad, tol = .Machine$double.eps^0.25, maximum = TRUE, L2Fam = L2Fam, neighbor = neighbor, risk = risk, rho = rho, upper.b = upper, MaxIter = maxiter, @@ -104,7 +111,7 @@ ErrorL2derivDistrSymm <- new("DistrSymmList", L2) } } - leastFavFct <- function(r, L2Fam, neighbor, risk, rho, + leastFavFct.p <- function(r, L2Fam, neighbor, risk, rho, z.start, A.start, upper.b, MaxIter, eps, warn){ loRad <- r*rho upRad <- r/rho @@ -155,11 +162,17 @@ clip = resUp$b, cent = resUp$a, stand = resUp$A, trafo = trafo)[[1]] } - leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper, - tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor, - z.start = z.start, A.start = A.start, upper.b = upper.b, risk = risk, - loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk, - eps = eps, MaxIter = MaxIter, warn = warn)$root + ineff <- NULL + getIneffDiff.p <- function(x){ + res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, + z.start = z.start, A.start = A.start, upper.b = upper.b, risk = risk, + loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk, + eps = .Machine$double.eps^0.25, MaxIter = MaxIter, warn = warn) + ineff <<- res["ineff"] + return(res["ineffDiff"]) + } + leastFavR <- uniroot(getIneffDiff.p, lower = lower, upper = upper, + tol = .Machine$double.eps^0.25)$root options(ow) cat("current radius:\t", r, "\tinefficiency:\t", ineff, "\n") return(ineff) @@ -175,7 +188,7 @@ } if(is.null(A.start)) A.start <- L2Fam at param@trafo - leastFavR <- optimize(leastFavFct, lower = 1e-4, upper = upRad, + leastFavR <- optimize(leastFavFct.p, lower = 1e-4, upper = upRad, tol = .Machine$double.eps^0.25, maximum = TRUE, L2Fam = L2Fam, neighbor = neighbor, risk = risk, rho = rho, z.start = z.start, A.start = A.start, Modified: pkg/ROptRegTS/R/radiusMinimaxIC.R =================================================================== --- pkg/ROptRegTS/R/radiusMinimaxIC.R 2018-07-23 20:48:42 UTC (rev 1039) +++ pkg/ROptRegTS/R/radiusMinimaxIC.R 2018-07-23 20:56:48 UTC (rev 1040) @@ -61,11 +61,17 @@ trafo = L2Fam at param@trafo)[[1]] } - leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper, - tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor, - upper.b = upper.b, risk = risk, loRad = loRad, upRad = upRad, - loRisk = loRisk, upRisk = upRisk, eps = tol, - MaxIter = maxiter, warn = warn)$root + ineff <- NULL + getIneffDiff.1 <- function(x){ + res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, + upper.b = upper.b, risk = risk, loRad = loRad, upRad = upRad, + loRisk = loRisk, upRisk = upRisk, eps = .Machine$double.eps^0.25, + MaxIter = maxiter, warn = warn) + ineff <<- res["ineff"] + return(res["ineffDiff"]) + } + leastFavR <- uniroot(getIneffDiff.1, lower = lower, upper = upper, + tol = .Machine$double.eps^0.25)$root neighbor at radius <- leastFavR res <- getInfRobRegTypeIC(ErrorL2deriv = L2Fam at ErrorL2derivDistr[[1]], Regressor = L2Fam at RegDistr, risk = risk, neighbor = neighbor, @@ -152,11 +158,17 @@ trafo = trafo)[[1]] } - leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper, - tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor, - z.start = z.start, A.start = A.start, upper.b = upper.b, risk = risk, - loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk, - eps = tol, MaxIter = maxiter, warn = warn)$root + ineff <- NULL + getIneffDiff.p <- function(x){ + res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, + z.start = z.start, A.start = A.start, upper.b = upper.b, risk = risk, + loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk, + eps = .Machine$double.eps^0.25, MaxIter = maxiter, warn = warn) + ineff <<- res["ineff"] + return(res["ineffDiff"]) + } + leastFavR <- uniroot(getIneffDiff.p, lower = lower, upper = upper, + tol = .Machine$double.eps^0.25)$root neighbor at radius <- leastFavR res <- getInfRobRegTypeIC(ErrorL2deriv = ErrorL2deriv, Regressor = L2Fam at RegDistr, risk = risk, neighbor = neighbor, Modified: pkg/ROptRegTS/inst/NEWS =================================================================== --- pkg/ROptRegTS/inst/NEWS 2018-07-23 20:48:42 UTC (rev 1039) +++ pkg/ROptRegTS/inst/NEWS 2018-07-23 20:56:48 UTC (rev 1040) @@ -1,5 +1,5 @@ ############################################################################### -## News: to package ROptRegTS +## News: to package ROptEstOld ############################################################################### (first two numbers of package versions do not necessarily reflect @@ -8,48 +8,56 @@ information) ####################################### -version 0.8 +version 1.1 ####################################### -no changes this time -+ DESCRIPTION files and package-help files gain a tag SVNRevision - to be filled by get[All]RevNr.R from utils in distr +user-visible CHANGES: ++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision +under the hood: ++ wherever possible also use q.l internally instead of q to + provide functionality in IRKernel + ####################################### -version 0.7 +version 1.0 ####################################### user-visible CHANGES: ++ title changed to title style / capitalization -+ now depends on ROptEstOld! +####################################### +version 0.9 +####################################### +user-visible CHANGES: ++ EVD functionality (including Gumbel distribution) has been +moved from distrEx to new pkg RobExtremes; to avoid failure +of ROptEstOld, this functionality has been copied to ROptEstOld +as well. + GENERAL ENHANCEMENTS: ++ cleaned DESCRIPTION and NAMESPACE file as to Imports/Depends -+ added tests/Examples folder with file ROptRegTS-Ex.Rout.save to have - some automatic testing -+ added TOBEDONE (sic!) files; in English (for possible collaborators) -+ added keyword robust and made some minor corrections ... -+ added/updated NEWS files, updated CITATION files using code by A. Zeileis +under the hood: -+ Rd-parsing: - * patch for Brian Ripley's - Re: [Rd] Warning: missing text for item ... in \describe? - * fixed errors / warnings in .Rd files detected by parser 2 - (c.f. [Rd] More intensive checking of R help files, Prof Brian Ripley, 09.01.2009 10:25) ++ added .Rbuildignore + +BUGFIXES -+ svn-revision-tags - * added in all DESCRIPTION files - * added field "Encoding: latin1" to all DESCRIPTION files because - substituting $LastChangedDate by svn would cause problems for - packages built under Windows (German) local when checking under Linux. -+ removed pdf-file from version control - Rnw-file is sufficient +####################################### +version 0.8 +####################################### +no changes this time ++ DESCRIPTION files and package-help files gain a tag SVNRevision + to be filled by get[All]RevNr.R from utils in distr + ####################################### -version 0.6.1 +version 0.7 ####################################### -+ introduced option("newDevice") to control new opening of graphic devices -+ 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 + +user-visible CHANGES: + ++ introduced package ROptEstOld for use with ROptRegTS and RobRex ++ removed symmetry and DistributionSymmetry implementation to make ROptEstOld compatible with distr 2.2 Modified: pkg/ROptRegTS/inst/TOBEDONE =================================================================== --- pkg/ROptRegTS/inst/TOBEDONE 2018-07-23 20:48:42 UTC (rev 1039) +++ pkg/ROptRegTS/inst/TOBEDONE 2018-07-23 20:56:48 UTC (rev 1040) @@ -1,3 +1,6 @@ ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ -to be done in package ROptRegTS +to be done in package RandVar ++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ + ++move symmetry slots/classes out of RobAStBase into RandVar ++automatic setting of symmetry slots for specific operations From noreply at r-forge.r-project.org Mon Jul 23 23:07:41 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 23:07:41 +0200 (CEST) Subject: [Robast-commits] r1041 - in pkg: ROptEst ROptEst/man ROptEstOld ROptRegTS RandVar RandVar/man RobAStBase RobAStBase/man RobAStRDA RobAStRDA/man RobExtremes RobExtremes/man RobLox RobLox/man RobLoxBioC RobLoxBioC/man RobRex Message-ID: <20180723210741.E73D218346F@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 23:07:41 +0200 (Mon, 23 Jul 2018) New Revision: 1041 Modified: pkg/ROptEst/DESCRIPTION pkg/ROptEst/man/0ROptEst-package.Rd pkg/ROptEstOld/DESCRIPTION pkg/ROptRegTS/DESCRIPTION pkg/RandVar/DESCRIPTION pkg/RandVar/man/0RandVar-package.Rd pkg/RobAStBase/DESCRIPTION pkg/RobAStBase/man/0RobAStBase-package.Rd pkg/RobAStRDA/DESCRIPTION pkg/RobAStRDA/man/0RobRDA-package.Rd pkg/RobExtremes/DESCRIPTION pkg/RobExtremes/man/0RobExtremes-package.Rd pkg/RobLox/DESCRIPTION pkg/RobLox/man/0RobLox-package.Rd pkg/RobLoxBioC/DESCRIPTION pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd pkg/RobRex/DESCRIPTION Log: updated Date and Version and SVNRevision info in trunk Modified: pkg/ROptEst/DESCRIPTION =================================================================== --- pkg/ROptEst/DESCRIPTION 2018-07-23 20:56:48 UTC (rev 1040) +++ pkg/ROptEst/DESCRIPTION 2018-07-23 21:07:41 UTC (rev 1041) @@ -1,22 +1,20 @@ Package: ROptEst Version: 1.1.0 -Date: 2018-07-17 +Date: 2018-07-23 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(>= 2.5), 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(>= 2.5), 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$} -VCS/SVNRevision: 940 +VCS/SVNRevision: 1040 Modified: pkg/ROptEst/man/0ROptEst-package.Rd =================================================================== --- pkg/ROptEst/man/0ROptEst-package.Rd 2018-07-23 20:56:48 UTC (rev 1040) +++ pkg/ROptEst/man/0ROptEst-package.Rd 2018-07-23 21:07:41 UTC (rev 1041) @@ -13,7 +13,7 @@ \tabular{ll}{ Package: \tab ROptEst \cr Version: \tab 1.1.0 \cr -Date: \tab 2018-07-16 \cr +Date: \tab 2018-07-23 \cr Depends: \tab R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.5), distrMod(>= 2.5.2), RandVar(>= 0.9.2), RobAStBase(>= 1.0) \cr Suggests: \tab RobLox, MASS \cr @@ -21,7 +21,7 @@ ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -VCS/SVNRevision: \tab 940 \cr +VCS/SVNRevision: \tab 1040 \cr } } \author{ Modified: pkg/ROptEstOld/DESCRIPTION =================================================================== --- pkg/ROptEstOld/DESCRIPTION 2018-07-23 20:56:48 UTC (rev 1040) +++ pkg/ROptEstOld/DESCRIPTION 2018-07-23 21:07:41 UTC (rev 1041) @@ -1,9 +1,9 @@ Package: ROptEstOld Version: 1.1.0 -Date: 2018-07-17 +Date: 2018-07-23 Title: Optimally Robust Estimation - Old Version -Description: Optimally robust estimation using S4 classes and methods. Old version still needed - for current versions of ROptRegTS and RobRex. +Description: Optimally robust estimation using S4 classes and methods. Old version still needed for current versions of + ROptRegTS and RobRex. Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.2), RandVar(>= 0.9.2), evd Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") ByteCompile: yes @@ -12,4 +12,4 @@ Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 940 +VCS/SVNRevision: 1040 Modified: pkg/ROptRegTS/DESCRIPTION =================================================================== --- pkg/ROptRegTS/DESCRIPTION 2018-07-23 20:56:48 UTC (rev 1040) +++ pkg/ROptRegTS/DESCRIPTION 2018-07-23 21:07:41 UTC (rev 1041) @@ -1,9 +1,9 @@ Package: ROptEstOld Version: 1.1.0 -Date: 2018-07-17 +Date: 2018-07-23 Title: Optimally Robust Estimation - Old Version -Description: Optimally robust estimation using S4 classes and methods. Old version still needed - for current versions of ROptRegTS and RobRex. +Description: Optimally robust estimation using S4 classes and methods. Old version still needed for current versions of + ROptRegTS and RobRex. Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.2), RandVar(>= 0.9.2), evd Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") ByteCompile: yes @@ -12,4 +12,4 @@ Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 940 +VCS/SVNRevision: 1040 Modified: pkg/RandVar/DESCRIPTION =================================================================== --- pkg/RandVar/DESCRIPTION 2018-07-23 20:56:48 UTC (rev 1040) +++ pkg/RandVar/DESCRIPTION 2018-07-23 21:07:41 UTC (rev 1041) @@ -1,13 +1,12 @@ Package: RandVar Version: 1.1.0 -Date: 2018-07-08 +Date: 2018-07-23 Title: Implementation of Random Variables Description: Implements random variables by means of S4 classes and methods. Depends: R (>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.5) Imports: startupmsg -Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph", "aut"), - email="Matthias.Kohl at stamats.de"), person("Peter", "Ruckdeschel", role=c("aut", - "cph"))) +Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph", "aut"), email="Matthias.Kohl at stamats.de"), person("Peter", + "Ruckdeschel", role=c("aut", "cph"))) ByteCompile: yes LazyLoad: yes License: LGPL-3 @@ -15,4 +14,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 940 +VCS/SVNRevision: 1040 Modified: pkg/RandVar/man/0RandVar-package.Rd =================================================================== --- pkg/RandVar/man/0RandVar-package.Rd 2018-07-23 20:56:48 UTC (rev 1040) +++ pkg/RandVar/man/0RandVar-package.Rd 2018-07-23 21:07:41 UTC (rev 1041) @@ -12,14 +12,14 @@ \tabular{ll}{ Package: \tab RandVar \cr Version: \tab 1.1.0 \cr -Date: \tab 2018-07-08 \cr +Date: \tab 2018-07-23 \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 -VCS/SVNRevision: \tab 940 \cr +VCS/SVNRevision: \tab 1040 \cr } } \author{ Modified: pkg/RobAStBase/DESCRIPTION =================================================================== --- pkg/RobAStBase/DESCRIPTION 2018-07-23 20:56:48 UTC (rev 1040) +++ pkg/RobAStBase/DESCRIPTION 2018-07-23 21:07:41 UTC (rev 1041) @@ -1,22 +1,19 @@ Package: RobAStBase Version: 1.1.0 -Date: 2018-07-08 +Date: 2018-07-23 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) +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", "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("R Core Team", role = c("ctb", "cph"), comment="for source - file 'format.perc'")) +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("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$} -VCS/SVNRevision: 940 +VCS/SVNRevision: 1040 Modified: pkg/RobAStBase/man/0RobAStBase-package.Rd =================================================================== --- pkg/RobAStBase/man/0RobAStBase-package.Rd 2018-07-23 20:56:48 UTC (rev 1040) +++ pkg/RobAStBase/man/0RobAStBase-package.Rd 2018-07-23 21:07:41 UTC (rev 1041) @@ -12,7 +12,7 @@ \tabular{ll}{ Package: \tab RobAStBase \cr Version: \tab 1.1.0 \cr -Date: \tab 2018-07-08 \cr +Date: \tab 2018-07-23 \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 @@ -20,7 +20,7 @@ ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -VCS/SVNRevision: \tab 940 \cr +VCS/SVNRevision: \tab 1040 \cr } } \author{ Modified: pkg/RobAStRDA/DESCRIPTION =================================================================== --- pkg/RobAStRDA/DESCRIPTION 2018-07-23 20:56:48 UTC (rev 1040) +++ pkg/RobAStRDA/DESCRIPTION 2018-07-23 21:07:41 UTC (rev 1041) @@ -1,25 +1,23 @@ Package: RobAStRDA Version: 1.1.0 -Date: 2018-07-18 +Date: 2018-07-23 Title: Interpolation Grids for Packages of the 'RobASt' - Family of Packages -Description: Includes 'sysdata.rda' file for packages of the 'RobASt' - family of packages; is - currently used by package 'RobExtremes' only. +Description: Includes 'sysdata.rda' file for packages of the 'RobASt' - family of packages; is currently used by package + 'RobExtremes' only. Depends: R (>= 2.3.0) -Authors at R: c(person("Matthias", "Kohl", role=c("aut", "cph")), person("Bernhard", - "Spangl",role="ctb", comment="contributed smoothed grid values of the Lagrange - multipliers"), person("Sascha", "Desmettre", role="ctb", comment="contributed smoothed - grid values of the Lagrange multipliers"), person("Eugen", "Massini", role="ctb", - comment="contributed an interactive smoothing routine for smoothing the Lagrange - multipliers and smoothed grid values of the Lagrange multipliers"), person("Mykhailo", - "Pupashenko", role="ctb", comment="helped with manual smoothing of the interpolators"), - person("Daria", "Pupashenko", role="ctb", comment="helped with manual smoothing of the - interpolators"), person("Gerald", "Kroisandt", role="ctb", comment="helped with manual - smoothing of the interpolators"), person("Peter", "Ruckdeschel", role=c("cre", "cph", - "aut"), email="peter.ruckdeschel at uni-oldenburg.de")) +Authors at R: c(person("Matthias", "Kohl", role=c("aut", "cph")), person("Bernhard", "Spangl",role="ctb", + comment="contributed smoothed grid values of the Lagrange multipliers"), person("Sascha", "Desmettre", + role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"), person("Eugen", + "Massini", role="ctb", comment="contributed an interactive smoothing routine for smoothing the Lagrange + multipliers and smoothed grid values of the Lagrange multipliers"), person("Mykhailo", "Pupashenko", + role="ctb", comment="helped with manual smoothing of the interpolators"), person("Daria", "Pupashenko", + role="ctb", comment="helped with manual smoothing of the interpolators"), person("Gerald", "Kroisandt", + role="ctb", comment="helped with manual smoothing of the interpolators"), person("Peter", "Ruckdeschel", + role=c("cre", "cph", "aut"), email="peter.ruckdeschel at uni-oldenburg.de")) LazyData: yes ByteCompile: yes License: LGPL-3 URL: http://robast.r-forge.r-project.org/ -LastChangedDate: {$LastChangedDate: 2011-09-30 11:10:33 +0200 (Fr, 30 Sep 2011) $} -LastChangedRevision: {$LastChangedRevision: 453 $} -VCS/SVNRevision: 940 +LastChangedDate: {$LastChangedDate$} +LastChangedRevision: {$LastChangedRevision$} +VCS/SVNRevision: 1040 Property changes on: pkg/RobAStRDA/DESCRIPTION ___________________________________________________________________ Added: svn:keywords + Author Date Id Revision URL Header Modified: pkg/RobAStRDA/man/0RobRDA-package.Rd =================================================================== --- pkg/RobAStRDA/man/0RobRDA-package.Rd 2018-07-23 20:56:48 UTC (rev 1040) +++ pkg/RobAStRDA/man/0RobRDA-package.Rd 2018-07-23 21:07:41 UTC (rev 1041) @@ -32,13 +32,13 @@ \tabular{ll}{ Package: \tab RobAStRDA \cr Version: \tab 1.1.0 \cr -Date: \tab 2018-07-18 \cr -Depends: \tab R (>= 3.3.0) \cr +Date: \tab 2018-07-23 \cr +Depends: \tab R (>= 2.3.0) \cr LazyData: \tab yes \cr ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -VCS/SVNRevision: \tab 940 \cr +VCS/SVNRevision: \tab 1040 \cr } } Modified: pkg/RobExtremes/DESCRIPTION =================================================================== --- pkg/RobExtremes/DESCRIPTION 2018-07-23 20:56:48 UTC (rev 1040) +++ pkg/RobExtremes/DESCRIPTION 2018-07-23 21:07:41 UTC (rev 1041) @@ -1,28 +1,26 @@ Package: RobExtremes Version: 1.1.0 -Date: 2018-07-19 +Date: 2018-07-23 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). +Description: Optimally robust estimation for extreme value distributions using S4 classes and methods (based on packages + distr, distrEx, distrMod, RobAStBase, and ROptEst). Depends: R (>= 2.14.0), methods, distrMod(>= 2.5.2), ROptEst(>= 1.0), robustbase, evd Suggests: RUnit (>= 0.4.26), ismev (>= 1.39) Imports: RobAStRDA, distr, distrEx, RandVar, RobAStBase, startupmsg, actuar -Authors at R: c(person("Nataliya", "Horbenko", role=c("aut","cph")), person("Bernhard", "Spangl", - role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"), - person("Sascha", "Desmettre", role="ctb", comment="contributed smoothed grid values of - the Lagrange multipliers"), person("Eugen", "Massini", role="ctb", comment="contributed - an interactive smoothing routine for smoothing the Lagrange multipliers and smoothed - grid values of the Lagrange multipliers"), person("Daria", "Pupashenko", role="ctb", - comment="contributed MDE-estimation for GEV distribution in the framework of her PhD - thesis 2011--14"), person("Gerald", "Kroisandt", role="ctb", comment="contributed - testing routines"), person("Matthias", "Kohl", role=c("aut", "cph")), person("Peter", - "Ruckdeschel", role=c("cre", "aut", "cph"), - email="peter.ruckdeschel at uni-oldenburg.de")) +Authors at R: c(person("Nataliya", "Horbenko", role=c("aut","cph")), person("Bernhard", "Spangl", role="ctb", + comment="contributed smoothed grid values of the Lagrange multipliers"), person("Sascha", "Desmettre", + role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"), person("Eugen", + "Massini", role="ctb", comment="contributed an interactive smoothing routine for smoothing the Lagrange + multipliers and smoothed grid values of the Lagrange multipliers"), person("Daria", "Pupashenko", role="ctb", + comment="contributed MDE-estimation for GEV distribution in the framework of her PhD thesis 2011--14"), + person("Gerald", "Kroisandt", role="ctb", comment="contributed testing routines"), person("Matthias", "Kohl", + role=c("aut", "cph")), person("Peter", "Ruckdeschel", role=c("cre", "aut", "cph"), + email="peter.ruckdeschel at uni-oldenburg.de")) ByteCompile: yes LazyLoad: yes License: LGPL-3 Encoding: latin1 URL: http://robast.r-forge.r-project.org/ -LastChangedDate: {$LastChangedDate: 2011-09-30 11:10:33 +0200 (Fr, 30 Sep 2011) $} -LastChangedRevision: {$LastChangedRevision: 453 $} -VCS/SVNRevision: 990 +LastChangedDate: {$LastChangedDate$} +LastChangedRevision: {$LastChangedRevision$} +VCS/SVNRevision: 1040 Property changes on: pkg/RobExtremes/DESCRIPTION ___________________________________________________________________ Added: svn:keywords + Author Date Id Revision URL Header Modified: pkg/RobExtremes/man/0RobExtremes-package.Rd =================================================================== --- pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-23 20:56:48 UTC (rev 1040) +++ pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-23 21:07:41 UTC (rev 1041) @@ -39,7 +39,7 @@ \tabular{ll}{ Package: \tab RobExtremes \cr Version: \tab 1.1.0 \cr -Date: \tab 2018-07-19 \cr +Date: \tab 2018-07-23 \cr Title: \tab Optimally Robust Estimation for Extreme Value Distributions\cr Description: \tab Optimally robust estimation for extreme value distributions using S4 classes and methods \cr @@ -65,7 +65,7 @@ License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr Encoding: \tab latin1 \cr -VCS/SVNRevision: \tab 940 \cr +VCS/SVNRevision: \tab 1040 \cr } } \section{Classes}{ Modified: pkg/RobLox/DESCRIPTION =================================================================== --- pkg/RobLox/DESCRIPTION 2018-07-23 20:56:48 UTC (rev 1040) +++ pkg/RobLox/DESCRIPTION 2018-07-23 21:07:41 UTC (rev 1041) @@ -1,19 +1,18 @@ Package: RobLox Version: 1.1.0 -Date: 2018-07-17 +Date: 2018-07-23 Title: Optimally Robust Influence Curves and Estimators for Location and Scale -Description: Functions for the determination of optimally robust influence curves and - estimators in case of normal location and/or scale. +Description: Functions for the determination of optimally robust influence curves and estimators in case of normal + location and/or scale. Depends: R(>= 2.14.0), stats, distrMod(>= 2.5.2), RobAStBase(>= 0.9) Imports: methods, lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2) Suggests: MASS -Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph"), - email="Matthias.Kohl at stamats.de"), 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("Peter", + "Ruckdeschel", role=c("aut", "cph"))) ByteCompile: yes License: LGPL-3 Encoding: latin1 URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 940 +VCS/SVNRevision: 1040 Modified: pkg/RobLox/man/0RobLox-package.Rd =================================================================== --- pkg/RobLox/man/0RobLox-package.Rd 2018-07-23 20:56:48 UTC (rev 1040) +++ pkg/RobLox/man/0RobLox-package.Rd 2018-07-23 21:07:41 UTC (rev 1041) @@ -13,14 +13,14 @@ \tabular{ll}{ Package: \tab RobLox \cr Version: \tab 1.1.0 \cr -Date: \tab 2018-07-08 \cr +Date: \tab 2018-07-23 \cr Depends: \tab R(>= 2.14.0), stats, distrMod(>= 2.5.2), RobAStBase(>= 0.9) \cr Imports: \tab lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2) \cr Suggests: \tab MASS\cr ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -VCS/SVNRevision: \tab 940 \cr +VCS/SVNRevision: \tab 1040 \cr } } \author{Matthias Kohl \email{matthias.kohl at stamats.de}} Modified: pkg/RobLoxBioC/DESCRIPTION =================================================================== --- pkg/RobLoxBioC/DESCRIPTION 2018-07-23 20:56:48 UTC (rev 1040) +++ pkg/RobLoxBioC/DESCRIPTION 2018-07-23 21:07:41 UTC (rev 1041) @@ -1,12 +1,11 @@ Package: RobLoxBioC Version: 1.1.0 -Date: 2018-07-17 +Date: 2018-07-23 Title: Infinitesimally Robust Estimators for Preprocessing -Omics Data -Description: Functions for the determination of optimally robust influence curves and - estimators for preprocessing omics data, in particular gene expression data. +Description: Functions for the determination of optimally robust influence curves and estimators for preprocessing omics + data, in particular gene expression data. Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), affy -Imports: Biobase, BiocGenerics, beadarray, RobLox(>= 0.9.2), distrMod(>= 2.5.2), lattice, - RColorBrewer, AnnotationDbi +Imports: Biobase, BiocGenerics, beadarray, RobLox(>= 0.9.2), distrMod(>= 2.5.2), lattice, RColorBrewer, AnnotationDbi Suggests: affydata, hgu95av2cdf, beadarrayExampleData, illuminaHumanv3.db Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") ByteCompile: yes @@ -15,4 +14,4 @@ Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 940 +VCS/SVNRevision: 1040 Modified: pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd =================================================================== --- pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd 2018-07-23 20:56:48 UTC (rev 1040) +++ pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd 2018-07-23 21:07:41 UTC (rev 1041) @@ -13,14 +13,14 @@ \tabular{ll}{ Package: \tab RobLoxBioC \cr Version: \tab 1.1.0 \cr -Date: \tab 2018-07-17 \cr +Date: \tab 2018-07-23 \cr Depends:\tab R(>= 2.14.0), methods, distr(>= 2.5.2), affy \cr Imports:\tab Biobase, BiocGenerics, beadarray, RobLox(>= 0.9.2), distrMod(>= 2.5.2), lattice, RColorBrewer \cr Suggests:\tab affydata, hgu95av2cdf, beadarrayExampleData, illuminaHumanv3.db \cr ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -VCS/SVNRevision: \tab 940 \cr +VCS/SVNRevision: \tab 1040 \cr Encoding: \tab latin1 \cr } } Modified: pkg/RobRex/DESCRIPTION =================================================================== --- pkg/RobRex/DESCRIPTION 2018-07-23 20:56:48 UTC (rev 1040) +++ pkg/RobRex/DESCRIPTION 2018-07-23 21:07:41 UTC (rev 1041) @@ -1,10 +1,9 @@ Package: RobRex Version: 1.1.0 -Date: 2018-07-17 +Date: 2018-07-23 Title: Optimally Robust Influence Curves for Regression and Scale -Description: Functions for the determination of optimally robust influence curves in case of - linear regression with unknown scale and standard normal distributed errors where the - regressor is random. +Description: Functions for the determination of optimally robust influence curves in case of linear regression with + unknown scale and standard normal distributed errors where the regressor is random. Depends: R (>= 2.14.0), ROptRegTS(>= 0.9.2) Imports: distr(>= 2.5.2), RandVar(>= 0.9.2), RobAStBase(>= 0.9), methods Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") @@ -14,4 +13,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 940 +VCS/SVNRevision: 1040 From noreply at r-forge.r-project.org Mon Jul 23 23:09:39 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 23:09:39 +0200 (CEST) Subject: [Robast-commits] r1042 - branches Message-ID: <20180723210939.A86C618A013@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 23:09:39 +0200 (Mon, 23 Jul 2018) New Revision: 1042 Added: branches/robast-1.2/ Log: create folder robast-1.2 From noreply at r-forge.r-project.org Mon Jul 23 23:11:47 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Mon, 23 Jul 2018 23:11:47 +0200 (CEST) Subject: [Robast-commits] r1043 - branches/robast-1.2 Message-ID: <20180723211147.326DC180083@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-23 23:11:46 +0200 (Mon, 23 Jul 2018) New Revision: 1043 Added: branches/robast-1.2/pkg/ Log: created branch 1.2 From noreply at r-forge.r-project.org Tue Jul 24 11:53:47 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 24 Jul 2018 11:53:47 +0200 (CEST) Subject: [Robast-commits] r1044 - pkg/RobAStBase/R Message-ID: <20180724095348.0B605184378@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-24 11:53:47 +0200 (Tue, 24 Jul 2018) New Revision: 1044 Modified: pkg/RobAStBase/R/getFiRisk.R Log: [RobAStBase] trunk : some leftover from merge... Modified: pkg/RobAStBase/R/getFiRisk.R =================================================================== --- pkg/RobAStBase/R/getFiRisk.R 2018-07-23 21:11:46 UTC (rev 1043) +++ pkg/RobAStBase/R/getFiRisk.R 2018-07-24 09:53:47 UTC (rev 1044) @@ -1,4 +1,4 @@ -<<<<<<< .mine############################################################################### +############################################################################### ## finite-sample under-/overshoot risk ############################################################################### @@ -38,7 +38,7 @@ return(pnfun2(z)) } - + setMethod("getFiRisk", signature(risk = "fiUnOvShoot", Distr = "Norm", neighbor = "ContNeighborhood" @@ -165,208 +165,13 @@ 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)) - }) -=======############################################################################### -## 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 @@ -392,4 +197,3 @@ return(list(fiUnOvShoot = erg)) }) ->>>>>>> .theirs \ No newline at end of file From noreply at r-forge.r-project.org Tue Jul 24 11:54:45 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 24 Jul 2018 11:54:45 +0200 (CEST) Subject: [Robast-commits] r1045 - branches/robast-1.2/pkg/RobAStBase/R Message-ID: <20180724095445.EC2A5184378@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-24 11:54:45 +0200 (Tue, 24 Jul 2018) New Revision: 1045 Modified: branches/robast-1.2/pkg/RobAStBase/R/getFiRisk.R Log: [RobAStBase] branch 1.2 : some leftover from merge... Modified: branches/robast-1.2/pkg/RobAStBase/R/getFiRisk.R =================================================================== --- branches/robast-1.2/pkg/RobAStBase/R/getFiRisk.R 2018-07-24 09:53:47 UTC (rev 1044) +++ branches/robast-1.2/pkg/RobAStBase/R/getFiRisk.R 2018-07-24 09:54:45 UTC (rev 1045) @@ -1,4 +1,4 @@ -<<<<<<< .mine############################################################################### +############################################################################### ## finite-sample under-/overshoot risk ############################################################################### @@ -38,7 +38,7 @@ return(pnfun2(z)) } - + setMethod("getFiRisk", signature(risk = "fiUnOvShoot", Distr = "Norm", neighbor = "ContNeighborhood" @@ -165,208 +165,13 @@ 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$double.eps)*pn - pn <- cumsum(pn) - - k <- n*(M-1)/2 - erg <- ifelse(n%%2 == 0, (pn[k]+pn[k+1])/2, pn[k+1]) - if(cont == "right") erg <- 1-erg - } - - return(list(fiUnOvShoot = erg)) - }) -=======############################################################################### -## finite-sample under-/overshoot risk -############################################################################### - -# cdf of truncated normal distribution -ptnorm <- function(x, mu, A, B){ - ((A <= x)*(x <= B)*(pnorm(x-mu)-pnorm(A-mu))/(pnorm(B-mu)-pnorm(A-mu)) - + (x > B)) -} - -# n-fold convolution for truncated normal distributions -conv.tnorm <- function(z, A, B, mu, n, m){ - if(n == 1) return(ptnorm(z, mu = mu, A = A, B = B)) - if(z <= n*A) return(0) - if(z >= n*B) return(1) - - M <- 2^m - h <- (B-A)/M - x <- seq(from = A, to = B, by = h) - p1 <- ptnorm(x, mu = mu, A = A, B = B) - p1 <- p1[2:(M + 1)] - p1[1:M] - - ## FFT - pn <- c(p1, numeric((n-1)*M)) - - ## convolution theorem for DFTs - pn <- Re(fft(fft(pn)^n, inverse = TRUE)) / (n*M) - pn <- (abs(pn) >= .Machine$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 @@ -392,4 +197,3 @@ return(list(fiUnOvShoot = erg)) }) ->>>>>>> .theirs \ No newline at end of file From noreply at r-forge.r-project.org Tue Jul 24 12:45:01 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 24 Jul 2018 12:45:01 +0200 (CEST) Subject: [Robast-commits] r1046 - branches/robast-1.2/pkg/RobLoxBioC/R branches/robast-1.2/pkg/RobLoxBioC/man pkg/RobLoxBioC/R pkg/RobLoxBioC/man Message-ID: <20180724104501.CC4E1184378@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-24 12:45:01 +0200 (Tue, 24 Jul 2018) New Revision: 1046 Modified: branches/robast-1.2/pkg/RobLoxBioC/R/KolmogorovMinDist.R branches/robast-1.2/pkg/RobLoxBioC/man/KolmogorovMinDist.Rd pkg/RobLoxBioC/R/KolmogorovMinDist.R pkg/RobLoxBioC/man/KolmogorovMinDist.Rd Log: [RobLoxBioC] cleaned leftovers from mergen in trunk and branch 1.2 Modified: branches/robast-1.2/pkg/RobLoxBioC/R/KolmogorovMinDist.R =================================================================== --- branches/robast-1.2/pkg/RobLoxBioC/R/KolmogorovMinDist.R 2018-07-24 09:54:45 UTC (rev 1045) +++ branches/robast-1.2/pkg/RobLoxBioC/R/KolmogorovMinDist.R 2018-07-24 10:45:01 UTC (rev 1046) @@ -88,136 +88,59 @@ list("dist" = kmd.mat, "n" = ns.mat) }) -setMethod("KolmogorovMinDist", signature(x = "BeadLevelList", +setMethod("KolmogorovMinDist", signature(x = "beadLevelData", D = "AbscontDistribution"), - function(x, D, log = FALSE, imagesPerArray = 1, what = "G", probes = NULL, arrays = NULL){ + function(x, D, log = FALSE, what = "Grn", probes = NULL, arrays = NULL){ BLData <- x - arraynms <- arrayNames(BLData) + arraynms <- sectionNames(BLData) if(!is.null(arrays) && !is.character(arrays)) arraynms <- arraynms[arrays] if(is.character(arrays)) arraynms <- which(arraynms %in% arrays) len <- length(arraynms) - what <- match.arg(what, c("G", "R", "RG", "M", "A", "beta")) - whatelse <- "" - if(what == "RG"){ - if(BLData at arrayInfo$channels == "two"){ - what <- "G" - whatelse <- "R" - }else{ - stop("Need two-channel data to calculate summary R and G values") - } - } - if(imagesPerArray == 1){ - sel <- getArrayData(BLData, what = "ProbeID", array = arraynms[1]) != 0 - pr <- getArrayData(BLData, what = "ProbeID", array = arraynms[1])[sel] - finten <- getArrayData(BLData, what = what, log = log, array = arraynms[1])[sel] - nasinf <- !is.finite(finten) | is.na(finten) - finten <- finten[!nasinf] - } - else if(imagesPerArray == 2){ - if(length(arraynms)%%2 != 0) - stop("Need an even number of arrays when 'imagesPerArray=2'") - arrayord <- order(arraynms) - arraynms <- arraynms[arrayord] - tmp <- unlist(strsplit(arraynms, "_")) - chipnums <- tmp[seq(1, length(tmp), by = 3)] - pos <- tmp[seq(2, length(tmp), by = 3)] - stripnum <- as.numeric(tmp[seq(3, length(tmp), by = 3)]) - check <- ((chipnums[seq(1, len, by = 2)] == chipnums[seq(2, len, by = 2)]) - & (pos[seq(1, len, by = 2)] == pos[seq(2, len, by = 2)]) - & (stripnum[seq(1, len, by = 2)] == stripnum[seq(2, len, by = 2)] - 1)) - if(sum(check) != length(check)) stop("Missing arrays") - sel1 <- getArrayData(BLData, what = "ProbeID", array = arraynms[1]) != 0 - sel2 <- getArrayData(BLData, what = "ProbeID", array = arraynms[2]) != 0 - pr <- append(getArrayData(BLData, what = "ProbeID", array = arraynms[1])[sel1], - getArrayData(BLData, what = "ProbeID", array = arraynms[2])[sel2]) - finten <- append(getArrayData(BLData, what = what, log = log, array = arraynms[1])[sel1], - getArrayData(BLData, what = what, log = log, array = arraynms[2])[sel2]) - nasinf <- !is.finite(finten) | is.na(finten) - finten <- finten[!nasinf] - }else{ - stop("You can only specify 1 or 2 images per array") - } + + tmp <- BLData[[1]] + what <- match.arg(what, colnames(tmp)) + if(is.na(what)) + stop("Could not find bead data of type ", what, "\n The available choices are: ", + paste(colnames(tmp)), "\n") + + pr <- getBeadData(BLData, what = "ProbeID", array = 1) + finten <- getBeadData(BLData, what = what, array = 1) + if(log) finten <- log2(finten) + nasinf <- !is.finite(finten) | is.na(finten) + finten <- finten[!nasinf] + if(is.null(probes)) probes <- sort(unique(pr)) probes <- probes[probes > 0 & !is.na(probes)] noprobes <- length(probes) pr <- pr[!nasinf] - if (imagesPerArray == 1) { - G.kmd <- matrix(0, nrow = noprobes, ncol = len) - G.ns <- matrix(0, nrow = noprobes, ncol = len) - colnames(G.kmd) <- colnames(G.ns) <- arraynms - if (BLData at arrayInfo$channels == "two" && !is.null(BLData[[arraynms[1]]]$R) && whatelse == "R") - R.kmd <- R.ns <- G.kmd - else R.kmd <- R.ns <- NULL - } - else if (imagesPerArray == 2) { - G.kmd <- matrix(0, nrow = noprobes, ncol = (len/2)) - G.ns <- matrix(0, nrow = noprobes, ncol = (len/2)) - colnames(G.kmd) <- colnames(G.ns) <- arraynms[seq(1, len, by = 2)] - if (BLData at arrayInfo$channels == "two" && !is.null(BLData[[arraynms[1]]]$R) && whatelse == "R") - R.kmd <- R.ns <- G.kmd - else R.kmd <- R.ns <- NULL - } - i <- j <- 1 - while (j <= len) { + G.kmd <- matrix(0, nrow = noprobes, ncol = len) + G.ns <- matrix(0, nrow = noprobes, ncol = len) + colnames(G.kmd) <- colnames(G.ns) <- arraynms + + i <- 1 + while (i <= len) { probeIDs <- as.integer(pr) start <- 0 G.res <- kmdBeadLevel(x = finten, D = D, probeIDs = probeIDs, probes = probes) G.kmd[,i] <- G.res[["dist"]] G.ns[,i] <- G.res[["n"]] - if (BLData at arrayInfo$channels == "two" && !is.null(BLData[[arraynms[i]]]$R) && whatelse == "R") { - if (imagesPerArray == 1) { - finten <- getArrayData(BLData, what = whatelse, log = log, array = arraynms[i])[sel] - nasinf <- !is.finite(finten) | is.na(finten) - finten <- finten[!nasinf] - binten <- rep(0, length(finten)) - } - else if (imagesPerArray == 2) { - finten <- append(getArrayData(BLData, what = whatelse, log = log, array = arraynms[j])[sel1], - getArrayData(BLData, what = whatelse, log = log, array = arraynms[j + 1])[sel2]) - nasinf <- !is.finite(finten) | is.na(finten) - finten <- finten[!nasinf] - binten <- rep(0, length(finten)) - } - start <- 0 - R.res[,i] <- kmdBeadLevel(x = finten, D = D, probeIDs = probeIDs, probes = probes) - R.kmd[,i] <- R.res[["dist"]] - R.ns[,i] <- R.res[["n"]] - } - j <- j + imagesPerArray + i <- i + 1 rm(probeIDs) gc() - if ((imagesPerArray == 1) && (i <= len)) { - sel <- getArrayData(BLData, what = "ProbeID", array = arraynms[i]) != 0 - pr <- getArrayData(BLData, what = "ProbeID", array = arraynms[i])[sel] - finten <- getArrayData(BLData, what = what, log = log, array = arraynms[i])[sel] - nasinf <- !is.finite(finten) | is.na(finten) - pr <- pr[!nasinf] - finten <- finten[!nasinf] - } - else if ((imagesPerArray == 2) && (j < len)) { - sel1 <- getArrayData(BLData, what = "ProbeID", array = arraynms[j]) != 0 - sel2 <- getArrayData(BLData, what = "ProbeID", array = arraynms[j + 1]) != 0 - pr <- append(getArrayData(BLData, what = "ProbeID", array = arraynms[j])[sel1], - getArrayData(BLData, what = "ProbeID", array = arraynms[j + 1])[sel2]) - finten <- append(getArrayData(BLData, what = what, log = log, array = arraynms[j])[sel1], - getArrayData(BLData, what = what, log = log, array = arraynms[j + 1])[sel2]) - nasinf <- !is.finite(finten) | is.na(finten) - pr <- pr[!nasinf] - finten <- finten[!nasinf] - } + + pr <- getBeadData(BLData, what = "ProbeID", array = i) + finten <- getBeadData(BLData, what = what, array = i) + if(log) finten <- log2(finten) + nasinf <- !is.finite(finten) | is.na(finten) + pr <- pr[!nasinf] + finten <- finten[!nasinf] } - if (whatelse == "R") { - rownames(G.kmd) <- rownames(G.ns) <- rownames(R.kmd) <- rownames(R.ns) <- probes - res <- list(G = list("dist" = G.kmd, "n" = G.ns), - R = list("dist" = R.kmd, "n" = R.ns)) - } - else { - rownames(G.kmd) <- rownames(G.ns) <- probes - res <- list("dist" = G.kmd, "n" = G.ns) - } + rownames(G.kmd) <- rownames(G.ns) <- probes + res <- list("dist" = G.kmd, "n" = G.ns) return(res) }) + kmdBeadLevel <- function(x, D, probeIDs, probes){ comIDs <- intersect(probeIDs, probes) x <- x[probeIDs %in% comIDs] @@ -239,7 +162,7 @@ kmd1[index] <- res[["dist"]] ns1[index] <- res[["n"]] } - } + } len <- length(probes) kmd <- numeric(len) ns <- numeric(len) @@ -251,3 +174,170 @@ list("dist" = kmd, "n" = ns) } + +## leftover in trunk from revision 824 .... + +# setMethod("KolmogorovMinDist", signature(x = "BeadLevelList", +# D = "AbscontDistribution"), +# function(x, D, log = FALSE, imagesPerArray = 1, what = "G", probes = NULL, arrays = NULL){ +# BLData <- x +# arraynms <- arrayNames(BLData) +# if(!is.null(arrays) && !is.character(arrays)) arraynms <- arraynms[arrays] +# if(is.character(arrays)) arraynms <- which(arraynms %in% arrays) +# len <- length(arraynms) +# what <- match.arg(what, c("G", "R", "RG", "M", "A", "beta")) +# whatelse <- "" +# if(what == "RG"){ +# if(BLData at arrayInfo$channels == "two"){ +# what <- "G" +# whatelse <- "R" +# }else{ +# stop("Need two-channel data to calculate summary R and G values") +# } +# } +# if(imagesPerArray == 1){ +# sel <- getArrayData(BLData, what = "ProbeID", array = arraynms[1]) != 0 +# pr <- getArrayData(BLData, what = "ProbeID", array = arraynms[1])[sel] +# finten <- getArrayData(BLData, what = what, log = log, array = arraynms[1])[sel] +# nasinf <- !is.finite(finten) | is.na(finten) +# finten <- finten[!nasinf] +# } +# else if(imagesPerArray == 2){ +# if(length(arraynms)%%2 != 0) +# stop("Need an even number of arrays when 'imagesPerArray=2'") +# arrayord <- order(arraynms) +# arraynms <- arraynms[arrayord] +# tmp <- unlist(strsplit(arraynms, "_")) +# chipnums <- tmp[seq(1, length(tmp), by = 3)] +# pos <- tmp[seq(2, length(tmp), by = 3)] +# stripnum <- as.numeric(tmp[seq(3, length(tmp), by = 3)]) +# check <- ((chipnums[seq(1, len, by = 2)] == chipnums[seq(2, len, by = 2)]) +# & (pos[seq(1, len, by = 2)] == pos[seq(2, len, by = 2)]) +# & (stripnum[seq(1, len, by = 2)] == stripnum[seq(2, len, by = 2)] - 1)) +# if(sum(check) != length(check)) stop("Missing arrays") +# sel1 <- getArrayData(BLData, what = "ProbeID", array = arraynms[1]) != 0 +# sel2 <- getArrayData(BLData, what = "ProbeID", array = arraynms[2]) != 0 +# pr <- append(getArrayData(BLData, what = "ProbeID", array = arraynms[1])[sel1], +# getArrayData(BLData, what = "ProbeID", array = arraynms[2])[sel2]) +# finten <- append(getArrayData(BLData, what = what, log = log, array = arraynms[1])[sel1], +# getArrayData(BLData, what = what, log = log, array = arraynms[2])[sel2]) +# nasinf <- !is.finite(finten) | is.na(finten) +# finten <- finten[!nasinf] +# }else{ +# stop("You can only specify 1 or 2 images per array") +# } +# if(is.null(probes)) probes <- sort(unique(pr)) +# probes <- probes[probes > 0 & !is.na(probes)] +# noprobes <- length(probes) +# pr <- pr[!nasinf] +# if (imagesPerArray == 1) { +# G.kmd <- matrix(0, nrow = noprobes, ncol = len) +# G.ns <- matrix(0, nrow = noprobes, ncol = len) +# colnames(G.kmd) <- colnames(G.ns) <- arraynms +# if (BLData at arrayInfo$channels == "two" && !is.null(BLData[[arraynms[1]]]$R) && whatelse == "R") +# R.kmd <- R.ns <- G.kmd +# else R.kmd <- R.ns <- NULL +# } +# else if (imagesPerArray == 2) { +# G.kmd <- matrix(0, nrow = noprobes, ncol = (len/2)) +# G.ns <- matrix(0, nrow = noprobes, ncol = (len/2)) +# colnames(G.kmd) <- colnames(G.ns) <- arraynms[seq(1, len, by = 2)] +# if (BLData at arrayInfo$channels == "two" && !is.null(BLData[[arraynms[1]]]$R) && whatelse == "R") +# R.kmd <- R.ns <- G.kmd +# else R.kmd <- R.ns <- NULL +# } +# i <- j <- 1 +# while (j <= len) { +# probeIDs <- as.integer(pr) +# start <- 0 +# G.res <- kmdBeadLevel(x = finten, D = D, probeIDs = probeIDs, probes = probes) +# G.kmd[,i] <- G.res[["dist"]] +# G.ns[,i] <- G.res[["n"]] +# if (BLData at arrayInfo$channels == "two" && !is.null(BLData[[arraynms[i]]]$R) && whatelse == "R") { +# if (imagesPerArray == 1) { +# finten <- getArrayData(BLData, what = whatelse, log = log, array = arraynms[i])[sel] +# nasinf <- !is.finite(finten) | is.na(finten) +# finten <- finten[!nasinf] +# binten <- rep(0, length(finten)) +# } +# else if (imagesPerArray == 2) { +# finten <- append(getArrayData(BLData, what = whatelse, log = log, array = arraynms[j])[sel1], +# getArrayData(BLData, what = whatelse, log = log, array = arraynms[j + 1])[sel2]) +# nasinf <- !is.finite(finten) | is.na(finten) +# finten <- finten[!nasinf] +# binten <- rep(0, length(finten)) +# } +# start <- 0 +# R.res[,i] <- kmdBeadLevel(x = finten, D = D, probeIDs = probeIDs, probes = probes) +# R.kmd[,i] <- R.res[["dist"]] +# R.ns[,i] <- R.res[["n"]] +# } +# j <- j + imagesPerArray +# i <- i + 1 +# rm(probeIDs) +# gc() +# if ((imagesPerArray == 1) && (i <= len)) { +# sel <- getArrayData(BLData, what = "ProbeID", array = arraynms[i]) != 0 +# pr <- getArrayData(BLData, what = "ProbeID", array = arraynms[i])[sel] +# finten <- getArrayData(BLData, what = what, log = log, array = arraynms[i])[sel] +# nasinf <- !is.finite(finten) | is.na(finten) +# pr <- pr[!nasinf] +# finten <- finten[!nasinf] +# } +# else if ((imagesPerArray == 2) && (j < len)) { +# sel1 <- getArrayData(BLData, what = "ProbeID", array = arraynms[j]) != 0 +# sel2 <- getArrayData(BLData, what = "ProbeID", array = arraynms[j + 1]) != 0 +# pr <- append(getArrayData(BLData, what = "ProbeID", array = arraynms[j])[sel1], +# getArrayData(BLData, what = "ProbeID", array = arraynms[j + 1])[sel2]) +# finten <- append(getArrayData(BLData, what = what, log = log, array = arraynms[j])[sel1], +# getArrayData(BLData, what = what, log = log, array = arraynms[j + 1])[sel2]) +# nasinf <- !is.finite(finten) | is.na(finten) +# pr <- pr[!nasinf] +# finten <- finten[!nasinf] +# } +# } +# if (whatelse == "R") { +# rownames(G.kmd) <- rownames(G.ns) <- rownames(R.kmd) <- rownames(R.ns) <- probes +# res <- list(G = list("dist" = G.kmd, "n" = G.ns), +# R = list("dist" = R.kmd, "n" = R.ns)) +# } +# else { +# rownames(G.kmd) <- rownames(G.ns) <- probes +# res <- list("dist" = G.kmd, "n" = G.ns) +# } +# return(res) +# }) + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + Modified: branches/robast-1.2/pkg/RobLoxBioC/man/KolmogorovMinDist.Rd =================================================================== --- branches/robast-1.2/pkg/RobLoxBioC/man/KolmogorovMinDist.Rd 2018-07-24 09:54:45 UTC (rev 1045) +++ branches/robast-1.2/pkg/RobLoxBioC/man/KolmogorovMinDist.Rd 2018-07-24 10:45:01 UTC (rev 1046) @@ -3,7 +3,7 @@ \alias{KolmogorovMinDist-methods} \alias{KolmogorovMinDist,matrix,Norm-method} \alias{KolmogorovMinDist,AffyBatch,AbscontDistribution-method} -\alias{KolmogorovMinDist,BeadLevelList,AbscontDistribution-method} +\alias{KolmogorovMinDist,beadLevelData,AbscontDistribution-method} \title{Generic Function for Computing Minimum Kolmogorov Distance for Biological Data} \description{ @@ -17,7 +17,7 @@ \S4method{KolmogorovMinDist}{AffyBatch,AbscontDistribution}(x, D, bg.correct = TRUE, pmcorrect = TRUE, verbose = TRUE) -\S4method{KolmogorovMinDist}{BeadLevelList,AbscontDistribution}(x, D, log = FALSE, imagesPerArray = 1, what = "G", +\S4method{KolmogorovMinDist}{beadLevelData,AbscontDistribution}(x, D, log = FALSE, what = "Grn", probes = NULL, arrays = NULL) } \arguments{ @@ -32,10 +32,8 @@ If \code{FALSE} only \code{log2(PM)} is used. } \item{verbose}{ logical: if \code{TRUE}, some messages are printed. } \item{log}{ if \code{TRUE}, then the log2 intensities for each bead-type are summarized. } - \item{imagesPerArray}{ Specifies how many images (strips) there are per array. - Normally 1 for a SAM and 1 or 2 for a BeadChip. The images (strips) from the same array - will be combined so that each column in the output represents a sample. } - \item{what}{ character string specifying which intensities/values to summarize. } + \item{what}{ character string specifying which intensities/values to summarize; + see \code{\link[beadarray]{getBeadData}}. } \item{probes}{ Specify particular probes to summarize. If left \code{NULL} then all the probes on the first array are used. } \item{arrays}{ integer (scalar or vector) specifying the strips/arrays to summarize. @@ -67,15 +65,16 @@ X <- matrix(rnorm(200, mean=ind*3, sd=(1-ind) + ind*9), nrow = 2) KolmogorovMinDist(X, D = Norm()) -## using Affymetrix-Data +## using Affymetrix data data(SpikeIn) probes <- log2(pm(SpikeIn)) (res <- KolmogorovMinDist(probes, Norm())) boxplot(res$dist) -\dontrun{ -## "Not run" just because of computation time -require(affydata) +\donttest{ +## \donttest because of check time +## using Affymetrix data +library(affydata) data(Dilution) res <- KolmogorovMinDist(Dilution[,1], Norm()) summary(res$dist) @@ -86,14 +85,12 @@ uni.n <- min(res$n):max(res$n) lines(uni.n, 1/(2*uni.n), col = "orange", lwd = 2) legend("topright", legend = "minimal possible distance", fill = "orange") -} -## using Illumina-Data -\dontrun{ -## "Not run" just because of computation time -data(BLData) -res <- KolmogorovMinDist(BLData, Norm(), arrays = 1) -res1 <- KolmogorovMinDist(BLData, log = TRUE, Norm(), arrays = 1) +## Illumina bead level data +library(beadarrayExampleData) +data(exampleBLData) +res <- KolmogorovMinDist(exampleBLData, Norm(), arrays = 1) +res1 <- KolmogorovMinDist(exampleBLData, Norm(), log = TRUE, arrays = 1) summary(cbind(res$dist, res1$dist)) boxplot(list(res$dist, res1$dist), names = c("raw", "log-raw")) sort(unique(res1$n)) Modified: pkg/RobLoxBioC/R/KolmogorovMinDist.R =================================================================== --- pkg/RobLoxBioC/R/KolmogorovMinDist.R 2018-07-24 09:54:45 UTC (rev 1045) +++ pkg/RobLoxBioC/R/KolmogorovMinDist.R 2018-07-24 10:45:01 UTC (rev 1046) @@ -88,136 +88,59 @@ list("dist" = kmd.mat, "n" = ns.mat) }) -setMethod("KolmogorovMinDist", signature(x = "BeadLevelList", +setMethod("KolmogorovMinDist", signature(x = "beadLevelData", D = "AbscontDistribution"), - function(x, D, log = FALSE, imagesPerArray = 1, what = "G", probes = NULL, arrays = NULL){ + function(x, D, log = FALSE, what = "Grn", probes = NULL, arrays = NULL){ BLData <- x - arraynms <- arrayNames(BLData) + arraynms <- sectionNames(BLData) if(!is.null(arrays) && !is.character(arrays)) arraynms <- arraynms[arrays] if(is.character(arrays)) arraynms <- which(arraynms %in% arrays) len <- length(arraynms) - what <- match.arg(what, c("G", "R", "RG", "M", "A", "beta")) - whatelse <- "" - if(what == "RG"){ - if(BLData at arrayInfo$channels == "two"){ - what <- "G" - whatelse <- "R" - }else{ - stop("Need two-channel data to calculate summary R and G values") - } - } - if(imagesPerArray == 1){ - sel <- getArrayData(BLData, what = "ProbeID", array = arraynms[1]) != 0 - pr <- getArrayData(BLData, what = "ProbeID", array = arraynms[1])[sel] - finten <- getArrayData(BLData, what = what, log = log, array = arraynms[1])[sel] - nasinf <- !is.finite(finten) | is.na(finten) - finten <- finten[!nasinf] - } - else if(imagesPerArray == 2){ - if(length(arraynms)%%2 != 0) - stop("Need an even number of arrays when 'imagesPerArray=2'") - arrayord <- order(arraynms) - arraynms <- arraynms[arrayord] - tmp <- unlist(strsplit(arraynms, "_")) - chipnums <- tmp[seq(1, length(tmp), by = 3)] - pos <- tmp[seq(2, length(tmp), by = 3)] - stripnum <- as.numeric(tmp[seq(3, length(tmp), by = 3)]) - check <- ((chipnums[seq(1, len, by = 2)] == chipnums[seq(2, len, by = 2)]) - & (pos[seq(1, len, by = 2)] == pos[seq(2, len, by = 2)]) - & (stripnum[seq(1, len, by = 2)] == stripnum[seq(2, len, by = 2)] - 1)) - if(sum(check) != length(check)) stop("Missing arrays") - sel1 <- getArrayData(BLData, what = "ProbeID", array = arraynms[1]) != 0 - sel2 <- getArrayData(BLData, what = "ProbeID", array = arraynms[2]) != 0 - pr <- append(getArrayData(BLData, what = "ProbeID", array = arraynms[1])[sel1], - getArrayData(BLData, what = "ProbeID", array = arraynms[2])[sel2]) - finten <- append(getArrayData(BLData, what = what, log = log, array = arraynms[1])[sel1], - getArrayData(BLData, what = what, log = log, array = arraynms[2])[sel2]) - nasinf <- !is.finite(finten) | is.na(finten) - finten <- finten[!nasinf] - }else{ - stop("You can only specify 1 or 2 images per array") - } + + tmp <- BLData[[1]] + what <- match.arg(what, colnames(tmp)) + if(is.na(what)) + stop("Could not find bead data of type ", what, "\n The available choices are: ", + paste(colnames(tmp)), "\n") + + pr <- getBeadData(BLData, what = "ProbeID", array = 1) + finten <- getBeadData(BLData, what = what, array = 1) + if(log) finten <- log2(finten) + nasinf <- !is.finite(finten) | is.na(finten) + finten <- finten[!nasinf] + if(is.null(probes)) probes <- sort(unique(pr)) probes <- probes[probes > 0 & !is.na(probes)] noprobes <- length(probes) pr <- pr[!nasinf] - if (imagesPerArray == 1) { - G.kmd <- matrix(0, nrow = noprobes, ncol = len) - G.ns <- matrix(0, nrow = noprobes, ncol = len) - colnames(G.kmd) <- colnames(G.ns) <- arraynms - if (BLData at arrayInfo$channels == "two" && !is.null(BLData[[arraynms[1]]]$R) && whatelse == "R") - R.kmd <- R.ns <- G.kmd - else R.kmd <- R.ns <- NULL - } - else if (imagesPerArray == 2) { - G.kmd <- matrix(0, nrow = noprobes, ncol = (len/2)) - G.ns <- matrix(0, nrow = noprobes, ncol = (len/2)) - colnames(G.kmd) <- colnames(G.ns) <- arraynms[seq(1, len, by = 2)] - if (BLData at arrayInfo$channels == "two" && !is.null(BLData[[arraynms[1]]]$R) && whatelse == "R") - R.kmd <- R.ns <- G.kmd - else R.kmd <- R.ns <- NULL - } - i <- j <- 1 - while (j <= len) { + G.kmd <- matrix(0, nrow = noprobes, ncol = len) + G.ns <- matrix(0, nrow = noprobes, ncol = len) + colnames(G.kmd) <- colnames(G.ns) <- arraynms + + i <- 1 + while (i <= len) { probeIDs <- as.integer(pr) start <- 0 G.res <- kmdBeadLevel(x = finten, D = D, probeIDs = probeIDs, probes = probes) G.kmd[,i] <- G.res[["dist"]] G.ns[,i] <- G.res[["n"]] - if (BLData at arrayInfo$channels == "two" && !is.null(BLData[[arraynms[i]]]$R) && whatelse == "R") { - if (imagesPerArray == 1) { - finten <- getArrayData(BLData, what = whatelse, log = log, array = arraynms[i])[sel] - nasinf <- !is.finite(finten) | is.na(finten) - finten <- finten[!nasinf] - binten <- rep(0, length(finten)) - } - else if (imagesPerArray == 2) { - finten <- append(getArrayData(BLData, what = whatelse, log = log, array = arraynms[j])[sel1], - getArrayData(BLData, what = whatelse, log = log, array = arraynms[j + 1])[sel2]) - nasinf <- !is.finite(finten) | is.na(finten) - finten <- finten[!nasinf] - binten <- rep(0, length(finten)) - } - start <- 0 - R.res[,i] <- kmdBeadLevel(x = finten, D = D, probeIDs = probeIDs, probes = probes) - R.kmd[,i] <- R.res[["dist"]] - R.ns[,i] <- R.res[["n"]] - } - j <- j + imagesPerArray + i <- i + 1 rm(probeIDs) gc() - if ((imagesPerArray == 1) && (i <= len)) { - sel <- getArrayData(BLData, what = "ProbeID", array = arraynms[i]) != 0 - pr <- getArrayData(BLData, what = "ProbeID", array = arraynms[i])[sel] - finten <- getArrayData(BLData, what = what, log = log, array = arraynms[i])[sel] - nasinf <- !is.finite(finten) | is.na(finten) - pr <- pr[!nasinf] - finten <- finten[!nasinf] - } - else if ((imagesPerArray == 2) && (j < len)) { - sel1 <- getArrayData(BLData, what = "ProbeID", array = arraynms[j]) != 0 - sel2 <- getArrayData(BLData, what = "ProbeID", array = arraynms[j + 1]) != 0 - pr <- append(getArrayData(BLData, what = "ProbeID", array = arraynms[j])[sel1], - getArrayData(BLData, what = "ProbeID", array = arraynms[j + 1])[sel2]) - finten <- append(getArrayData(BLData, what = what, log = log, array = arraynms[j])[sel1], - getArrayData(BLData, what = what, log = log, array = arraynms[j + 1])[sel2]) - nasinf <- !is.finite(finten) | is.na(finten) - pr <- pr[!nasinf] - finten <- finten[!nasinf] - } + + pr <- getBeadData(BLData, what = "ProbeID", array = i) + finten <- getBeadData(BLData, what = what, array = i) + if(log) finten <- log2(finten) + nasinf <- !is.finite(finten) | is.na(finten) + pr <- pr[!nasinf] + finten <- finten[!nasinf] } - if (whatelse == "R") { - rownames(G.kmd) <- rownames(G.ns) <- rownames(R.kmd) <- rownames(R.ns) <- probes - res <- list(G = list("dist" = G.kmd, "n" = G.ns), - R = list("dist" = R.kmd, "n" = R.ns)) - } - else { - rownames(G.kmd) <- rownames(G.ns) <- probes - res <- list("dist" = G.kmd, "n" = G.ns) - } + rownames(G.kmd) <- rownames(G.ns) <- probes + res <- list("dist" = G.kmd, "n" = G.ns) return(res) }) + kmdBeadLevel <- function(x, D, probeIDs, probes){ comIDs <- intersect(probeIDs, probes) x <- x[probeIDs %in% comIDs] @@ -239,7 +162,7 @@ kmd1[index] <- res[["dist"]] ns1[index] <- res[["n"]] } - } + } len <- length(probes) kmd <- numeric(len) ns <- numeric(len) @@ -251,3 +174,170 @@ list("dist" = kmd, "n" = ns) } + +## leftover in trunk from revision 824 .... + +# setMethod("KolmogorovMinDist", signature(x = "BeadLevelList", +# D = "AbscontDistribution"), +# function(x, D, log = FALSE, imagesPerArray = 1, what = "G", probes = NULL, arrays = NULL){ +# BLData <- x +# arraynms <- arrayNames(BLData) +# if(!is.null(arrays) && !is.character(arrays)) arraynms <- arraynms[arrays] +# if(is.character(arrays)) arraynms <- which(arraynms %in% arrays) +# len <- length(arraynms) +# what <- match.arg(what, c("G", "R", "RG", "M", "A", "beta")) +# whatelse <- "" +# if(what == "RG"){ +# if(BLData at arrayInfo$channels == "two"){ +# what <- "G" +# whatelse <- "R" +# }else{ +# stop("Need two-channel data to calculate summary R and G values") +# } +# } +# if(imagesPerArray == 1){ +# sel <- getArrayData(BLData, what = "ProbeID", array = arraynms[1]) != 0 +# pr <- getArrayData(BLData, what = "ProbeID", array = arraynms[1])[sel] +# finten <- getArrayData(BLData, what = what, log = log, array = arraynms[1])[sel] +# nasinf <- !is.finite(finten) | is.na(finten) +# finten <- finten[!nasinf] +# } +# else if(imagesPerArray == 2){ +# if(length(arraynms)%%2 != 0) +# stop("Need an even number of arrays when 'imagesPerArray=2'") +# arrayord <- order(arraynms) +# arraynms <- arraynms[arrayord] +# tmp <- unlist(strsplit(arraynms, "_")) +# chipnums <- tmp[seq(1, length(tmp), by = 3)] +# pos <- tmp[seq(2, length(tmp), by = 3)] +# stripnum <- as.numeric(tmp[seq(3, length(tmp), by = 3)]) +# check <- ((chipnums[seq(1, len, by = 2)] == chipnums[seq(2, len, by = 2)]) +# & (pos[seq(1, len, by = 2)] == pos[seq(2, len, by = 2)]) +# & (stripnum[seq(1, len, by = 2)] == stripnum[seq(2, len, by = 2)] - 1)) +# if(sum(check) != length(check)) stop("Missing arrays") +# sel1 <- getArrayData(BLData, what = "ProbeID", array = arraynms[1]) != 0 +# sel2 <- getArrayData(BLData, what = "ProbeID", array = arraynms[2]) != 0 +# pr <- append(getArrayData(BLData, what = "ProbeID", array = arraynms[1])[sel1], +# getArrayData(BLData, what = "ProbeID", array = arraynms[2])[sel2]) +# finten <- append(getArrayData(BLData, what = what, log = log, array = arraynms[1])[sel1], +# getArrayData(BLData, what = what, log = log, array = arraynms[2])[sel2]) +# nasinf <- !is.finite(finten) | is.na(finten) +# finten <- finten[!nasinf] +# }else{ +# stop("You can only specify 1 or 2 images per array") +# } +# if(is.null(probes)) probes <- sort(unique(pr)) +# probes <- probes[probes > 0 & !is.na(probes)] +# noprobes <- length(probes) +# pr <- pr[!nasinf] +# if (imagesPerArray == 1) { +# G.kmd <- matrix(0, nrow = noprobes, ncol = len) +# G.ns <- matrix(0, nrow = noprobes, ncol = len) +# colnames(G.kmd) <- colnames(G.ns) <- arraynms +# if (BLData at arrayInfo$channels == "two" && !is.null(BLData[[arraynms[1]]]$R) && whatelse == "R") +# R.kmd <- R.ns <- G.kmd +# else R.kmd <- R.ns <- NULL +# } +# else if (imagesPerArray == 2) { +# G.kmd <- matrix(0, nrow = noprobes, ncol = (len/2)) +# G.ns <- matrix(0, nrow = noprobes, ncol = (len/2)) +# colnames(G.kmd) <- colnames(G.ns) <- arraynms[seq(1, len, by = 2)] +# if (BLData at arrayInfo$channels == "two" && !is.null(BLData[[arraynms[1]]]$R) && whatelse == "R") +# R.kmd <- R.ns <- G.kmd +# else R.kmd <- R.ns <- NULL +# } +# i <- j <- 1 +# while (j <= len) { +# probeIDs <- as.integer(pr) +# start <- 0 +# G.res <- kmdBeadLevel(x = finten, D = D, probeIDs = probeIDs, probes = probes) [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1046 From noreply at r-forge.r-project.org Tue Jul 24 13:09:50 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 24 Jul 2018 13:09:50 +0200 (CEST) Subject: [Robast-commits] r1047 - pkg/ROptRegTS Message-ID: <20180724110950.22A8518004C@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-24 13:09:49 +0200 (Tue, 24 Jul 2018) New Revision: 1047 Modified: pkg/ROptRegTS/DESCRIPTION Log: [ROptRegTS] somehow the wrong DESCRIPTION file got into trunk -> changed this Modified: pkg/ROptRegTS/DESCRIPTION =================================================================== --- pkg/ROptRegTS/DESCRIPTION 2018-07-24 10:45:01 UTC (rev 1046) +++ pkg/ROptRegTS/DESCRIPTION 2018-07-24 11:09:49 UTC (rev 1047) @@ -1,15 +1,18 @@ -Package: ROptEstOld +Package: ROptRegTS Version: 1.1.0 -Date: 2018-07-23 -Title: Optimally Robust Estimation - Old Version -Description: Optimally robust estimation using S4 classes and methods. Old version still needed for current versions of - ROptRegTS and RobRex. -Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.2), RandVar(>= 0.9.2), evd -Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") +Date: 2018-07-17 +Title: Optimally Robust Estimation for Regression-Type Models +Description: Optimally robust estimation for regression-type models using S4 classes and + methods. +Depends: R (>= 2.14.0), methods, ROptEstOld(>= 0.9.1) +Imports: distr(>= 2.5.2), distrEx(>= 2.5), RandVar(>= 0.9.2) +Authors at R: c(person("Matthias", "Kohl", role=c("cre", "aut", "cph"), + email="Matthias.Kohl at stamats.de"), person("Peter", "Ruckdeschel", role=c("aut", + "cph"))) ByteCompile: yes License: LGPL-3 +Encoding: latin1 URL: http://robast.r-forge.r-project.org/ -Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 940 From noreply at r-forge.r-project.org Tue Jul 24 13:11:04 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 24 Jul 2018 13:11:04 +0200 (CEST) Subject: [Robast-commits] r1048 - pkg/ROptRegTS Message-ID: <20180724111104.1065918004C@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-24 13:11:03 +0200 (Tue, 24 Jul 2018) New Revision: 1048 Modified: pkg/ROptRegTS/DESCRIPTION Log: [ROptRegTS] somehow the wrong DESCRIPTION file got into trunk -> update Date and SVNRevision Modified: pkg/ROptRegTS/DESCRIPTION =================================================================== --- pkg/ROptRegTS/DESCRIPTION 2018-07-24 11:09:49 UTC (rev 1047) +++ pkg/ROptRegTS/DESCRIPTION 2018-07-24 11:11:03 UTC (rev 1048) @@ -1,6 +1,6 @@ Package: ROptRegTS Version: 1.1.0 -Date: 2018-07-17 +Date: 2018-07-23 Title: Optimally Robust Estimation for Regression-Type Models Description: Optimally robust estimation for regression-type models using S4 classes and methods. @@ -15,4 +15,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 940 +VCS/SVNRevision: 1040 From noreply at r-forge.r-project.org Tue Jul 24 13:12:17 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 24 Jul 2018 13:12:17 +0200 (CEST) Subject: [Robast-commits] r1049 - branches/robast-1.2/pkg/ROptRegTS Message-ID: <20180724111217.B8C1C18434E@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-24 13:12:17 +0200 (Tue, 24 Jul 2018) New Revision: 1049 Modified: branches/robast-1.2/pkg/ROptRegTS/DESCRIPTION Log: [ROptRegTS] somehow the wrong DESCRIPTION file got into trunk -> corrected this in branch 1.2 Modified: branches/robast-1.2/pkg/ROptRegTS/DESCRIPTION =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/DESCRIPTION 2018-07-24 11:11:03 UTC (rev 1048) +++ branches/robast-1.2/pkg/ROptRegTS/DESCRIPTION 2018-07-24 11:12:17 UTC (rev 1049) @@ -1,15 +1,18 @@ -Package: ROptEstOld +Package: ROptRegTS Version: 1.1.0 Date: 2018-07-23 -Title: Optimally Robust Estimation - Old Version -Description: Optimally robust estimation using S4 classes and methods. Old version still needed for current versions of - ROptRegTS and RobRex. -Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.2), RandVar(>= 0.9.2), evd -Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") +Title: Optimally Robust Estimation for Regression-Type Models +Description: Optimally robust estimation for regression-type models using S4 classes and + methods. +Depends: R (>= 2.14.0), methods, ROptEstOld(>= 0.9.1) +Imports: distr(>= 2.5.2), distrEx(>= 2.5), RandVar(>= 0.9.2) +Authors at R: c(person("Matthias", "Kohl", role=c("cre", "aut", "cph"), + email="Matthias.Kohl at stamats.de"), person("Peter", "Ruckdeschel", role=c("aut", + "cph"))) ByteCompile: yes License: LGPL-3 +Encoding: latin1 URL: http://robast.r-forge.r-project.org/ -Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} VCS/SVNRevision: 1040 From noreply at r-forge.r-project.org Tue Jul 24 13:17:23 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 24 Jul 2018 13:17:23 +0200 (CEST) Subject: [Robast-commits] r1050 - branches/robast-1.1/pkg/RobLox/inst/scripts branches/robast-1.2/pkg/RobLox/inst/scripts pkg/RobLox/inst/scripts Message-ID: <20180724111723.52D5D1898DD@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-24 13:17:22 +0200 (Tue, 24 Jul 2018) New Revision: 1050 Modified: branches/robast-1.1/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactor.R branches/robast-1.1/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorLocation.R branches/robast-1.1/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorScale.R branches/robast-1.2/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactor.R branches/robast-1.2/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorLocation.R branches/robast-1.2/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorScale.R pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactor.R pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorLocation.R pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorScale.R Log: [RobLox] added RobLox::: to access non exported variables in scripts in RobLox Modified: branches/robast-1.1/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactor.R =================================================================== --- branches/robast-1.1/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactor.R 2018-07-24 11:12:17 UTC (rev 1049) +++ branches/robast-1.1/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactor.R 2018-07-24 11:17:22 UTC (rev 1050) @@ -18,10 +18,10 @@ a <- -0.6277527697*A2/sd mse <- A1 + A2 }else{ - A1 <- sd^2*.getA1.locsc(r) - A2 <- sd^2*.getA2.locsc(r) - a <- sd*.geta.locsc(r) - b <- sd*.getb.locsc(r) + A1 <- sd^2*RobLox:::.getA1.locsc(r) + A2 <- sd^2*RobLox:::.getA2.locsc(r) + a <- sd*RobLox:::.geta.locsc(r) + b <- sd*RobLox:::.getb.locsc(r) mse <- A1 + A2 } robEst <- .kstep.locsc.matrix(x = x, initial.est = cbind(mean, sd), Modified: branches/robast-1.1/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorLocation.R =================================================================== --- branches/robast-1.1/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorLocation.R 2018-07-24 11:12:17 UTC (rev 1049) +++ branches/robast-1.1/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorLocation.R 2018-07-24 11:17:22 UTC (rev 1050) @@ -15,10 +15,10 @@ b <- sd*sqrt(pi/2) A <- b^2*(1+r^2) }else{ - A <- sd^2*.getA.loc(r) - b <- sd*.getb.loc(r) + A <- sd^2*RobLox:::.getA.loc(r) + b <- sd*RobLox:::.getb.loc(r) } - robEst <- as.matrix(.kstep.loc.matrix(x = x, initial.est = mean, A = A, b = b, sd = sd, k = k)) + robEst <- as.matrix(RobLox:::.kstep.loc.matrix(x = x, initial.est = mean, A = A, b = b, sd = sd, k = k)) colnames(robEst) <- "mean" return(robEst) } Modified: branches/robast-1.1/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorScale.R =================================================================== --- branches/robast-1.1/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorScale.R 2018-07-24 11:12:17 UTC (rev 1049) +++ branches/robast-1.1/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorScale.R 2018-07-24 11:17:22 UTC (rev 1050) @@ -15,11 +15,11 @@ A <- b^2*(1+r^2) a <- (qnorm(0.75)^2 - 1)/sd*A }else{ - A <- sd^2*.getA.sc(r) - a <- sd*.geta.sc(r) - b <- sd*.getb.sc(r) + A <- sd^2*RobLox:::.getA.sc(r) + a <- sd*RobLox:::.geta.sc(r) + b <- sd*RobLox:::.getb.sc(r) } - robEst <- .kstep.sc.matrix(x = x, initial.est = sd, A = A, a = a, b = b, mean = mean, k = k) + robEst <- RobLox:::.kstep.sc.matrix(x = x, initial.est = sd, A = A, a = a, b = b, mean = mean, k = k) robEst$est <- as.matrix(robEst$est) colnames(robEst$est) <- "sd" return(robEst$est) @@ -104,7 +104,7 @@ gc() if(round(r.fi[i,j], 2) > 3 | i == length(eps)) break } - save.image(file = "FiniteSampleScale1.RData") +# save.image(file = "FiniteSampleScale1.RData") cat("Dauer:\t", proc.time() - ptm, "\n") } Modified: branches/robast-1.2/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactor.R =================================================================== --- branches/robast-1.2/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactor.R 2018-07-24 11:12:17 UTC (rev 1049) +++ branches/robast-1.2/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactor.R 2018-07-24 11:17:22 UTC (rev 1050) @@ -18,10 +18,10 @@ a <- -0.6277527697*A2/sd mse <- A1 + A2 }else{ - A1 <- sd^2*.getA1.locsc(r) - A2 <- sd^2*.getA2.locsc(r) - a <- sd*.geta.locsc(r) - b <- sd*.getb.locsc(r) + A1 <- sd^2*RobLox:::.getA1.locsc(r) + A2 <- sd^2*RobLox:::.getA2.locsc(r) + a <- sd*RobLox:::.geta.locsc(r) + b <- sd*RobLox:::.getb.locsc(r) mse <- A1 + A2 } robEst <- .kstep.locsc.matrix(x = x, initial.est = cbind(mean, sd), Modified: branches/robast-1.2/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorLocation.R =================================================================== --- branches/robast-1.2/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorLocation.R 2018-07-24 11:12:17 UTC (rev 1049) +++ branches/robast-1.2/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorLocation.R 2018-07-24 11:17:22 UTC (rev 1050) @@ -15,10 +15,10 @@ b <- sd*sqrt(pi/2) A <- b^2*(1+r^2) }else{ - A <- sd^2*.getA.loc(r) - b <- sd*.getb.loc(r) + A <- sd^2*RobLox:::.getA.loc(r) + b <- sd*RobLox:::.getb.loc(r) } - robEst <- as.matrix(.kstep.loc.matrix(x = x, initial.est = mean, A = A, b = b, sd = sd, k = k)) + robEst <- as.matrix(RobLox:::.kstep.loc.matrix(x = x, initial.est = mean, A = A, b = b, sd = sd, k = k)) colnames(robEst) <- "mean" return(robEst) } Modified: branches/robast-1.2/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorScale.R =================================================================== --- branches/robast-1.2/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorScale.R 2018-07-24 11:12:17 UTC (rev 1049) +++ branches/robast-1.2/pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorScale.R 2018-07-24 11:17:22 UTC (rev 1050) @@ -15,11 +15,11 @@ A <- b^2*(1+r^2) a <- (qnorm(0.75)^2 - 1)/sd*A }else{ - A <- sd^2*.getA.sc(r) - a <- sd*.geta.sc(r) - b <- sd*.getb.sc(r) + A <- sd^2*RobLox:::.getA.sc(r) + a <- sd*RobLox:::.geta.sc(r) + b <- sd*RobLox:::.getb.sc(r) } - robEst <- .kstep.sc.matrix(x = x, initial.est = sd, A = A, a = a, b = b, mean = mean, k = k) + robEst <- RobLox:::.kstep.sc.matrix(x = x, initial.est = sd, A = A, a = a, b = b, mean = mean, k = k) robEst$est <- as.matrix(robEst$est) colnames(robEst$est) <- "sd" return(robEst$est) @@ -104,7 +104,7 @@ gc() if(round(r.fi[i,j], 2) > 3 | i == length(eps)) break } - save.image(file = "FiniteSampleScale1.RData") +# save.image(file = "FiniteSampleScale1.RData") cat("Dauer:\t", proc.time() - ptm, "\n") } Modified: pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactor.R =================================================================== --- pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactor.R 2018-07-24 11:12:17 UTC (rev 1049) +++ pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactor.R 2018-07-24 11:17:22 UTC (rev 1050) @@ -18,10 +18,10 @@ a <- -0.6277527697*A2/sd mse <- A1 + A2 }else{ - A1 <- sd^2*.getA1.locsc(r) - A2 <- sd^2*.getA2.locsc(r) - a <- sd*.geta.locsc(r) - b <- sd*.getb.locsc(r) + A1 <- sd^2*RobLox:::.getA1.locsc(r) + A2 <- sd^2*RobLox:::.getA2.locsc(r) + a <- sd*RobLox:::.geta.locsc(r) + b <- sd*RobLox:::.getb.locsc(r) mse <- A1 + A2 } robEst <- .kstep.locsc.matrix(x = x, initial.est = cbind(mean, sd), Modified: pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorLocation.R =================================================================== --- pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorLocation.R 2018-07-24 11:12:17 UTC (rev 1049) +++ pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorLocation.R 2018-07-24 11:17:22 UTC (rev 1050) @@ -15,10 +15,10 @@ b <- sd*sqrt(pi/2) A <- b^2*(1+r^2) }else{ - A <- sd^2*.getA.loc(r) - b <- sd*.getb.loc(r) + A <- sd^2*RobLox:::.getA.loc(r) + b <- sd*RobLox:::.getb.loc(r) } - robEst <- as.matrix(.kstep.loc.matrix(x = x, initial.est = mean, A = A, b = b, sd = sd, k = k)) + robEst <- as.matrix(RobLox:::.kstep.loc.matrix(x = x, initial.est = mean, A = A, b = b, sd = sd, k = k)) colnames(robEst) <- "mean" return(robEst) } Modified: pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorScale.R =================================================================== --- pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorScale.R 2018-07-24 11:12:17 UTC (rev 1049) +++ pkg/RobLox/inst/scripts/FiniteSampleCorrectionFactorScale.R 2018-07-24 11:17:22 UTC (rev 1050) @@ -15,11 +15,11 @@ A <- b^2*(1+r^2) a <- (qnorm(0.75)^2 - 1)/sd*A }else{ - A <- sd^2*.getA.sc(r) - a <- sd*.geta.sc(r) - b <- sd*.getb.sc(r) + A <- sd^2*RobLox:::.getA.sc(r) + a <- sd*RobLox:::.geta.sc(r) + b <- sd*RobLox:::.getb.sc(r) } - robEst <- .kstep.sc.matrix(x = x, initial.est = sd, A = A, a = a, b = b, mean = mean, k = k) + robEst <- RobLox:::.kstep.sc.matrix(x = x, initial.est = sd, A = A, a = a, b = b, mean = mean, k = k) robEst$est <- as.matrix(robEst$est) colnames(robEst$est) <- "sd" return(robEst$est) @@ -104,7 +104,7 @@ gc() if(round(r.fi[i,j], 2) > 3 | i == length(eps)) break } - save.image(file = "FiniteSampleScale1.RData") +# save.image(file = "FiniteSampleScale1.RData") cat("Dauer:\t", proc.time() - ptm, "\n") } From noreply at r-forge.r-project.org Tue Jul 24 13:48:47 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 24 Jul 2018 13:48:47 +0200 (CEST) Subject: [Robast-commits] r1051 - branches/robast-1.1/pkg/RobRex/inst/scripts branches/robast-1.2/pkg/RobRex/inst/scripts pkg/RobRex/inst/scripts Message-ID: <20180724114847.9839218707B@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-24 13:48:47 +0200 (Tue, 24 Jul 2018) New Revision: 1051 Modified: branches/robast-1.1/pkg/RobRex/inst/scripts/ExamplesEstimation.R branches/robast-1.1/pkg/RobRex/inst/scripts/ExamplesIC.R branches/robast-1.2/pkg/RobRex/inst/scripts/ExamplesEstimation.R branches/robast-1.2/pkg/RobRex/inst/scripts/ExamplesIC.R pkg/RobRex/inst/scripts/ExamplesEstimation.R pkg/RobRex/inst/scripts/ExamplesIC.R Log: [RobRex] fixed some minor things in scripts in RobRex (a wrong color argument and a new calling paradigm for distrExOptions) Modified: branches/robast-1.1/pkg/RobRex/inst/scripts/ExamplesEstimation.R =================================================================== --- branches/robast-1.1/pkg/RobRex/inst/scripts/ExamplesEstimation.R 2018-07-24 11:17:22 UTC (rev 1050) +++ branches/robast-1.1/pkg/RobRex/inst/scripts/ExamplesEstimation.R 2018-07-24 11:48:47 UTC (rev 1051) @@ -81,7 +81,7 @@ ## Plot plot(calls ~ year, ylab = "phone calls [Mio.]", xlab = "year", main = "Belgium Phone Calls 1950-1973", pch = 20) -abline(fit2.LS, lwd = 2, col = "black", col = myCol[1]) +abline(fit2.LS, lwd = 2, col = myCol[1]) abline(fit2.M, lwd = 2, col = myCol[2]) abline(fit2.MM, lwd = 2, col = myCol[3]) abline(fit2.LTS, lwd = 2, col = myCol[4], lty = 2) Modified: branches/robast-1.1/pkg/RobRex/inst/scripts/ExamplesIC.R =================================================================== --- branches/robast-1.1/pkg/RobRex/inst/scripts/ExamplesIC.R 2018-07-24 11:17:22 UTC (rev 1050) +++ branches/robast-1.1/pkg/RobRex/inst/scripts/ExamplesIC.R 2018-07-24 11:48:47 UTC (rev 1051) @@ -12,9 +12,9 @@ # AL-estimator system.time(IC.AL1 <- rgsOptIC.AL(r = 0.1, K = K1, check = TRUE), gcFirst = TRUE) -distrExOptions(ErelativeTolerance, 1e-10) +distrExOptions("ErelativeTolerance"= 1e-10) checkIC(IC.AL1) -distrExOptions(ErelativeTolerance, .Machine$double.eps^0.25) +distrExOptions("ErelativeTolerance"= .Machine$double.eps^0.25) Risks(IC.AL1) # M-estimator Modified: branches/robast-1.2/pkg/RobRex/inst/scripts/ExamplesEstimation.R =================================================================== --- branches/robast-1.2/pkg/RobRex/inst/scripts/ExamplesEstimation.R 2018-07-24 11:17:22 UTC (rev 1050) +++ branches/robast-1.2/pkg/RobRex/inst/scripts/ExamplesEstimation.R 2018-07-24 11:48:47 UTC (rev 1051) @@ -81,7 +81,7 @@ ## Plot plot(calls ~ year, ylab = "phone calls [Mio.]", xlab = "year", main = "Belgium Phone Calls 1950-1973", pch = 20) -abline(fit2.LS, lwd = 2, col = "black", col = myCol[1]) +abline(fit2.LS, lwd = 2, col = myCol[1]) abline(fit2.M, lwd = 2, col = myCol[2]) abline(fit2.MM, lwd = 2, col = myCol[3]) abline(fit2.LTS, lwd = 2, col = myCol[4], lty = 2) Modified: branches/robast-1.2/pkg/RobRex/inst/scripts/ExamplesIC.R =================================================================== --- branches/robast-1.2/pkg/RobRex/inst/scripts/ExamplesIC.R 2018-07-24 11:17:22 UTC (rev 1050) +++ branches/robast-1.2/pkg/RobRex/inst/scripts/ExamplesIC.R 2018-07-24 11:48:47 UTC (rev 1051) @@ -12,9 +12,9 @@ # AL-estimator system.time(IC.AL1 <- rgsOptIC.AL(r = 0.1, K = K1, check = TRUE), gcFirst = TRUE) -distrExOptions(ErelativeTolerance, 1e-10) +distrExOptions("ErelativeTolerance"= 1e-10) checkIC(IC.AL1) -distrExOptions(ErelativeTolerance, .Machine$double.eps^0.25) +distrExOptions("ErelativeTolerance"= .Machine$double.eps^0.25) Risks(IC.AL1) # M-estimator Modified: pkg/RobRex/inst/scripts/ExamplesEstimation.R =================================================================== --- pkg/RobRex/inst/scripts/ExamplesEstimation.R 2018-07-24 11:17:22 UTC (rev 1050) +++ pkg/RobRex/inst/scripts/ExamplesEstimation.R 2018-07-24 11:48:47 UTC (rev 1051) @@ -81,7 +81,7 @@ ## Plot plot(calls ~ year, ylab = "phone calls [Mio.]", xlab = "year", main = "Belgium Phone Calls 1950-1973", pch = 20) -abline(fit2.LS, lwd = 2, col = "black", col = myCol[1]) +abline(fit2.LS, lwd = 2, col = myCol[1]) abline(fit2.M, lwd = 2, col = myCol[2]) abline(fit2.MM, lwd = 2, col = myCol[3]) abline(fit2.LTS, lwd = 2, col = myCol[4], lty = 2) Modified: pkg/RobRex/inst/scripts/ExamplesIC.R =================================================================== --- pkg/RobRex/inst/scripts/ExamplesIC.R 2018-07-24 11:17:22 UTC (rev 1050) +++ pkg/RobRex/inst/scripts/ExamplesIC.R 2018-07-24 11:48:47 UTC (rev 1051) @@ -12,9 +12,9 @@ # AL-estimator system.time(IC.AL1 <- rgsOptIC.AL(r = 0.1, K = K1, check = TRUE), gcFirst = TRUE) -distrExOptions(ErelativeTolerance, 1e-10) +distrExOptions("ErelativeTolerance"= 1e-10) checkIC(IC.AL1) -distrExOptions(ErelativeTolerance, .Machine$double.eps^0.25) +distrExOptions("ErelativeTolerance"= .Machine$double.eps^0.25) Risks(IC.AL1) # M-estimator From noreply at r-forge.r-project.org Tue Jul 24 14:19:48 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 24 Jul 2018 14:19:48 +0200 (CEST) Subject: [Robast-commits] r1052 - branches/robast-1.2/pkg/ROptRegTS/R pkg/ROptRegTS/R Message-ID: <20180724121948.D0C3C1897BA@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-24 14:19:48 +0200 (Tue, 24 Jul 2018) New Revision: 1052 Modified: branches/robast-1.2/pkg/ROptRegTS/R/AllClass.R branches/robast-1.2/pkg/ROptRegTS/R/Av1CondContIC.R branches/robast-1.2/pkg/ROptRegTS/R/Av1CondTotalVarIC.R branches/robast-1.2/pkg/ROptRegTS/R/Av2CondContIC.R branches/robast-1.2/pkg/ROptRegTS/R/CondContIC.R branches/robast-1.2/pkg/ROptRegTS/R/CondIC.R branches/robast-1.2/pkg/ROptRegTS/R/CondTotalVarIC.R branches/robast-1.2/pkg/ROptRegTS/R/getAsRiskRegTS.R branches/robast-1.2/pkg/ROptRegTS/R/getFiRiskRegTS.R branches/robast-1.2/pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R branches/robast-1.2/pkg/ROptRegTS/R/getInfCentRegTS.R branches/robast-1.2/pkg/ROptRegTS/R/getInfClipRegTS.R branches/robast-1.2/pkg/ROptRegTS/R/getInfGammaRegTS.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_c1.R branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_v1.R branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asUnOvShoot.R branches/robast-1.2/pkg/ROptRegTS/R/getInfStandRegTS.R pkg/ROptRegTS/R/AllClass.R pkg/ROptRegTS/R/Av1CondContIC.R pkg/ROptRegTS/R/Av1CondTotalVarIC.R pkg/ROptRegTS/R/Av2CondContIC.R pkg/ROptRegTS/R/CondContIC.R pkg/ROptRegTS/R/CondIC.R pkg/ROptRegTS/R/CondTotalVarIC.R pkg/ROptRegTS/R/getAsRiskRegTS.R pkg/ROptRegTS/R/getFiRiskRegTS.R pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R pkg/ROptRegTS/R/getInfCentRegTS.R pkg/ROptRegTS/R/getInfClipRegTS.R pkg/ROptRegTS/R/getInfGammaRegTS.R pkg/ROptRegTS/R/getInfRobRegTypeIC_asBias.R pkg/ROptRegTS/R/getInfRobRegTypeIC_asCov.R pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c1.R pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_v1.R pkg/ROptRegTS/R/getInfRobRegTypeIC_asUnOvShoot.R pkg/ROptRegTS/R/getInfStandRegTS.R Log: [ROptRegTS] fixed yet another problem with merge... not all new files were transported... (fixed in trunk and in branch 1.2) Modified: branches/robast-1.2/pkg/ROptRegTS/R/AllClass.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/AllClass.R 2018-07-24 11:48:47 UTC (rev 1051) +++ branches/robast-1.2/pkg/ROptRegTS/R/AllClass.R 2018-07-24 12:19:48 UTC (rev 1052) @@ -160,8 +160,8 @@ radCurve <- object at neighbor@radiusCurve if(is(D1, "UnivariateDistribution")){ if(is(D1, "AbscontDistribution")){ - xlo <- ifelse(is.finite(q(D1)(0)), q(D1)(0), q(D1)(distr::TruncQuantile)) - xup <- ifelse(is.finite(q(D1)(1)), q(D1)(1), q(D1)(1 - distr::TruncQuantile)) + xlo <- ifelse(is.finite(q.l(D1)(0)), q.l(D1)(0), q.l(D1)(distr::TruncQuantile)) + xup <- ifelse(is.finite(q.l(D1)(1)), q.l(D1)(1), q.l(D1)(1 - distr::TruncQuantile)) x <- seq(from = xlo, to = xup, by = 1e-3) }else{ if(is(Regressor, "DiscreteDistribution")) @@ -210,8 +210,8 @@ radCurve <- object at neighbor@radiusCurve if(is(D1, "UnivariateDistribution")){ if(is(D1, "AbscontDistribution")){ - xlo <- ifelse(is.finite(q(D1)(0)), q(D1)(0), q(D1)(distr::TruncQuantile)) - xup <- ifelse(is.finite(q(D1)(1)), q(D1)(1), q(D1)(1 - distr::TruncQuantile)) + xlo <- ifelse(is.finite(q.l(D1)(0)), q.l(D1)(0), q.l(D1)(distr::TruncQuantile)) + xup <- ifelse(is.finite(q.l(D1)(1)), q.l(D1)(1), q.l(D1)(1 - distr::TruncQuantile)) x <- seq(from = xlo, to = xup, by = 1e-3) }else{ if(is(Regressor, "DiscreteDistribution")) Modified: branches/robast-1.2/pkg/ROptRegTS/R/Av1CondContIC.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/Av1CondContIC.R 2018-07-24 11:48:47 UTC (rev 1051) +++ branches/robast-1.2/pkg/ROptRegTS/R/Av1CondContIC.R 2018-07-24 12:19:48 UTC (rev 1052) @@ -34,17 +34,17 @@ Y <- as(A %*% L2Fam at L2deriv, "EuclRandVariable") - a1 if(nrvalues == 1){ if(!is.null(d)){ - ICfct[[1]] <- function(x){ - ind <- (Y(x) != 0) - b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) - } + ICfct[[1]] <- function(x){} + # ind <- (Y(x) != 0) + # b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) + # } body(ICfct[[1]]) <- substitute( { ind <- (Y(x) != 0) b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b, d = d, zi = sign(L2Fam at param@trafo))) }else{ - ICfct[[1]] <- function(x){ Y(x)*pmin(1, b/absY(x)) } + ICfct[[1]] <- function(x){}# Y(x)*pmin(1, b/absY(x)) } body(ICfct[[1]]) <- substitute({ Y(x)*pmin(1, b/absY(x)) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b)) } @@ -52,13 +52,13 @@ absY <- sqrt(Y %*% Y) if(!is.null(d)) for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d } + ICfct[[i]] <- function(x){}# ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d } body(ICfct[[i]]) <- substitute({ ind <- (Yi(x) != 0) ; ind*b*Yi(x)/absY(x) + (1-ind)*d }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = b, d = d[i])) } else for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ Yi(x)*pmin(1, b/absY(x)) } + ICfct[[i]] <- function(x){}# Yi(x)*pmin(1, b/absY(x)) } body(ICfct[[i]]) <- substitute({ Yi(x)*pmin(1, b/absY(x)) }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = b)) } Modified: branches/robast-1.2/pkg/ROptRegTS/R/Av1CondTotalVarIC.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/Av1CondTotalVarIC.R 2018-07-24 11:48:47 UTC (rev 1051) +++ branches/robast-1.2/pkg/ROptRegTS/R/Av1CondTotalVarIC.R 2018-07-24 12:19:48 UTC (rev 1052) @@ -32,13 +32,13 @@ L2 <- L2Fam at ErrorL2deriv[[1]] k <- dimension(img(L2Fam at RegDistr)) if(!is.null(d)){ - ICfct[[1]] <- function(x){ ind1 <- (L2(x[k+1]) > 0); ind2 <- (L2(x[k+1]) < 0) - A <- matrix(A.vec, ncol = k) - Y <- as.vector(A %*% x[1:k]) - v <- sqrt(sum(Y^2)) - ax <- a(x[1:k]) - Y/v*((ax+b)*ind1 + ax*ind2) - } + ICfct[[1]] <- function(x){}# ind1 <- (L2(x[k+1]) > 0); ind2 <- (L2(x[k+1]) < 0) + # A <- matrix(A.vec, ncol = k) + # Y <- as.vector(A %*% x[1:k]) + # v <- sqrt(sum(Y^2)) + # ax <- a(x[1:k]) + # Y/v*((ax+b)*ind1 + ax*ind2) + # } body(ICfct[[1]]) <- substitute({ ind1 <- (L2(x[k+1]) > 0); ind2 <- (L2(x[k+1]) < 0) A <- matrix(A.vec, ncol = k) Y <- as.vector(A %*% x[1:k]) @@ -49,13 +49,13 @@ b = b, k = k)) }else{ if(b == Inf){ - ICfct[[1]]<- function(x){ A <- matrix(A.vec, ncol = k) - v <- as.vector(sqrt(sum((A %*% x[1:k])^2))) - ax <- a(x[1:k]) - if(ax == -Inf) - as.vector(A %*% x[1:k])*L2(x[k+1]) - else - as.vector(A %*% x[1:k])*max(a(x[1:k])/v, L2(x[k+1])) } + ICfct[[1]]<- function(x){}# A <- matrix(A.vec, ncol = k) + # v <- as.vector(sqrt(sum((A %*% x[1:k])^2))) + # ax <- a(x[1:k]) + # if(ax == -Inf) + # as.vector(A %*% x[1:k])*L2(x[k+1]) + # else + # as.vector(A %*% x[1:k])*max(a(x[1:k])/v, L2(x[k+1])) } body(ICfct[[1]]) <- substitute({ A <- matrix(A.vec, ncol = k) v <- as.vector(sqrt(sum((A %*% x[1:k])^2))) ax <- a(x[1:k]) @@ -66,10 +66,10 @@ list(A.vec = as.vector(A), L2 = L2 at Map[[1]], a = a at Map[[1]], b = b, k = k)) }else{ - ICfct[[1]] <- function(x){ A <- matrix(A.vec, ncol = k) - v <- as.vector(sqrt(sum((A %*% x[1:k])^2))) - ax <- a(x[1:k]) - as.vector(A %*% x[1:k])*min(max(a(x[1:k])/v, L2(x[k+1])), (ax+b)/v) } + ICfct[[1]] <- function(x){}# A <- matrix(A.vec, ncol = k) + # v <- as.vector(sqrt(sum((A %*% x[1:k])^2))) + # ax <- a(x[1:k]) + # as.vector(A %*% x[1:k])*min(max(a(x[1:k])/v, L2(x[k+1])), (ax+b)/v) } body(ICfct[[1]]) <- substitute({ A <- matrix(A.vec, ncol = k) v <- as.vector(sqrt(sum((A %*% x[1:k])^2))) ax <- a(x[1:k]) Modified: branches/robast-1.2/pkg/ROptRegTS/R/Av2CondContIC.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/Av2CondContIC.R 2018-07-24 11:48:47 UTC (rev 1051) +++ branches/robast-1.2/pkg/ROptRegTS/R/Av2CondContIC.R 2018-07-24 12:19:48 UTC (rev 1052) @@ -34,12 +34,12 @@ if(!is.null(d)){ b0 <- b/sqrt(sum(diag(trafo %*% K.inv %*% t(trafo)))) - ICfct[[1]] <- function(x){ - ind <- (L2(x[k+1]) != z) - D <- matrix(D.vec, ncol = k) - K.inv <- matrix(K.vec, ncol = k) - b0*D %*% K.inv %*% x[1:k]*(sign(L2(x[k+1]) - z) + (1-ind)*d) - } + ICfct[[1]] <- function(x){} + # ind <- (L2(x[k+1]) != z) + # D <- matrix(D.vec, ncol = k) + # K.inv <- matrix(K.vec, ncol = k) + # b0*D %*% K.inv %*% x[1:k]*(sign(L2(x[k+1]) - z) + (1-ind)*d) + # } body(ICfct[[1]]) <- substitute( { ind <- (L2(x[k+1]) != z) D <- matrix(D.vec, ncol = k) @@ -49,10 +49,10 @@ K.vec = as.vector(K.inv), b0 = b0, d = d, k = k)) }else{ c0 <- b/(A*sqrt(sum(diag(K.inv)))) - ICfct[[1]] <- function(x){ D <- matrix(D.vec, ncol = k) - K.inv <- matrix(K.vec, ncol = k) - A*D %*% K.inv %*% x[1:k]*(L2(x[k+1]) - z)*pmin(1, c0/abs(L2(x[k+1]) - z)) - } + ICfct[[1]] <- function(x){}# D <- matrix(D.vec, ncol = k) + # K.inv <- matrix(K.vec, ncol = k) + # A*D %*% K.inv %*% x[1:k]*(L2(x[k+1]) - z)*pmin(1, c0/abs(L2(x[k+1]) - z)) + #} body(ICfct[[1]]) <- substitute({ D <- matrix(D.vec, ncol = k) K.inv <- matrix(K.vec, ncol = k) A*D %*% K.inv %*% x[1:k]*(L2(x[k+1]) - z)*pmin(1, c0/abs(L2(x[k+1]) - z)) }, Modified: branches/robast-1.2/pkg/ROptRegTS/R/CondContIC.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/CondContIC.R 2018-07-24 11:48:47 UTC (rev 1051) +++ branches/robast-1.2/pkg/ROptRegTS/R/CondContIC.R 2018-07-24 12:19:48 UTC (rev 1052) @@ -38,17 +38,17 @@ k <- dimension(img(L2Fam at RegDistr)) if(nrvalues == 1){ if(!is.null(d)){ - ICfct[[1]] <- function(x){ - ind <- (Y(x) != 0) - b(x[1:k])*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) - } + ICfct[[1]] <- function(x){} + # ind <- (Y(x) != 0) + # b(x[1:k])*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) + #} body(ICfct[[1]]) <- substitute( { ind <- (Y(x) != 0) b(x[1:k])*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b at Map[[1]], d = d, zi = sign(L2Fam at param@trafo), k = k)) }else{ - ICfct[[1]] <- function(x){ Y(x)*pmin(1, b(x[1:k])/absY(x)) } + ICfct[[1]] <- function(x){}# Y(x)*pmin(1, b(x[1:k])/absY(x)) } body(ICfct[[1]]) <- substitute({ Y(x)*pmin(1, b(x[1:k])/absY(x)) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b at Map[[1]], k = k)) @@ -57,14 +57,14 @@ absY <- sqrt(Y %*% Y) if(!is.null(d)) for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ ind <- (Yi(x) != 0) ; ind*b(x[1:k])*Yi(x)/absY(x) + (1-ind)*d } + ICfct[[i]] <- function(x){}# ind <- (Yi(x) != 0) ; ind*b(x[1:k])*Yi(x)/absY(x) + (1-ind)*d } body(ICfct[[i]]) <- substitute({ ind <- (Yi(x) != 0) ; ind*b(x[1:k])*Yi(x)/absY(x) + (1-ind)*d }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = b at Map[[1]], d = d[i], k = k)) } else for(i in 1:nrvalues){ - ICfct[[i]] <- function(x){ Yi(x)*pmin(1, b(x[1:k])/absY(x)) } + ICfct[[i]] <- function(x){}# Yi(x)*pmin(1, b(x[1:k])/absY(x)) } body(ICfct[[i]]) <- substitute({ Yi(x)*pmin(1, b(x[1:k])/absY(x)) }, list(Yi = Y at Map[[i]], absY = absY at Map[[1]], b = b at Map[[1]], k = k)) } Modified: branches/robast-1.2/pkg/ROptRegTS/R/CondIC.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/CondIC.R 2018-07-24 11:48:47 UTC (rev 1051) +++ branches/robast-1.2/pkg/ROptRegTS/R/CondIC.R 2018-07-24 12:19:48 UTC (rev 1052) @@ -26,11 +26,12 @@ function(IC, out = TRUE){ L2Fam <- eval(IC at CallL2Fam) K <- L2Fam at RegDistr + TruncQuantile <- getdistrOption("TruncQuantile") if(is(K, "DiscreteDistribution") || is(K, "DiscreteMVDistribution")) cond <- as.matrix(support(K)) else{ if(is(K, "AbscontDistribution")) - cond <- as.matrix(seq(from = q(K)(TruncQuantile), to = q(K)(1-TruncQuantile), + cond <- as.matrix(seq(from = q.l(K)(TruncQuantile), to = q.l(K)(1-TruncQuantile), length = 100)) else cond <- as.matrix(r(K)(1000)) @@ -74,11 +75,12 @@ setMethod("checkIC", signature(IC = "CondIC", L2Fam = "L2RegTypeFamily"), function(IC, L2Fam, out = TRUE){ K <- L2Fam at RegDistr + TruncQuantile <- getdistrOption("TruncQuantile") if(is(K, "DiscreteDistribution") || is(K, "DiscreteMVDistribution")) cond <- as.matrix(support(K)) else{ if(is(K, "AbscontDistribution")) - cond <- as.matrix(seq(from = q(K)(TruncQuantile), to = q(K)(1-TruncQuantile), + cond <- as.matrix(seq(from = q.l(K)(TruncQuantile), to = q.l(K)(1-TruncQuantile), length = 100)) else cond <- as.matrix(r(K)(1000)) Modified: branches/robast-1.2/pkg/ROptRegTS/R/CondTotalVarIC.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/CondTotalVarIC.R 2018-07-24 11:48:47 UTC (rev 1051) +++ branches/robast-1.2/pkg/ROptRegTS/R/CondTotalVarIC.R 2018-07-24 12:19:48 UTC (rev 1052) @@ -34,11 +34,11 @@ L2 <- L2Fam at ErrorL2deriv[[1]] k <- dimension(img(L2Fam at RegDistr)) if(!is.null(d)){ - ICfct[[1]] <- function(x){ A <- matrix(A.vec, ncol = k) - Y <- as.vector(A %*% x[1:k]) * L2(x[k+1]) - ind1 <- (Y > 0); ind2 <- (Y < 0) - b(x[1:k])*ind1 + a(x[1:k])*ind2 - } + ICfct[[1]] <- function(x){}# A <- matrix(A.vec, ncol = k) + # Y <- as.vector(A %*% x[1:k]) * L2(x[k+1]) + # ind1 <- (Y > 0); ind2 <- (Y < 0) + # b(x[1:k])*ind1 + a(x[1:k])*ind2 + # } body(ICfct[[1]]) <- substitute({ A <- matrix(A.vec, ncol = k) Y <- as.vector(A %*% x[1:k]) * L2(x[k+1]) ind1 <- (Y > 0); ind2 <- (Y < 0) @@ -46,9 +46,9 @@ list(A.vec = as.vector(A), L2 = L2 at Map[[1]], a = a at Map[[1]], b = b at Map[[1]], k = k)) }else{ - ICfct[[1]]<- function(x){ A <- matrix(A.vec, ncol = k) - Y <- as.vector(A %*% x[1:k]) * L2(x[k+1]) - min(max(a(x[1:k]), Y), b(x[1:k])) } + ICfct[[1]]<- function(x){}# A <- matrix(A.vec, ncol = k) + # Y <- as.vector(A %*% x[1:k]) * L2(x[k+1]) + # min(max(a(x[1:k]), Y), b(x[1:k])) } body(ICfct[[1]]) <- substitute({ A <- matrix(A.vec, ncol = k) Y <- as.vector(A %*% x[1:k]) * L2(x[k+1]) min(max(a(x[1:k]), Y), b(x[1:k])) }, Modified: branches/robast-1.2/pkg/ROptRegTS/R/getAsRiskRegTS.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/getAsRiskRegTS.R 2018-07-24 11:48:47 UTC (rev 1051) +++ branches/robast-1.2/pkg/ROptRegTS/R/getAsRiskRegTS.R 2018-07-24 12:19:48 UTC (rev 1052) @@ -50,6 +50,7 @@ zi <- sign(as.vector(trafo)) A <- as.matrix(zi) + upper <- q.l(ErrorL2deriv)(1-getdistrOption("TruncQuantile")) if(z.comp){ abs.fct <- function(x, ErrorL2deriv, cent){ abs(x)*E(ErrorL2deriv, function(u, xx, cent){abs(u - cent/x)}, xx = x, cent = cent) @@ -74,7 +75,7 @@ ErrorL2derivDistrSymm, trafo, maxiter, tol){ zi <- sign(as.vector(trafo)) A <- as.matrix(zi) - z <- q(ErrorL2deriv)(0.5) + z <- q.l(ErrorL2deriv)(0.5) Eu <- E(ErrorL2deriv, function(x, z){abs(x - z)}, z = z) Ex <- E(Regressor, function(x){abs(x)}) b <- zi*as.vector(trafo)/(Ex*Eu) @@ -113,7 +114,7 @@ E(ErrorL2deriv, abs.fctu, xx = x, A = A, a0 = a0) } - bmin.fct <- function(param, ErrorL2deriv, Regressor, trafo){ + bmin.fct.z <- function(param, ErrorL2deriv, Regressor, trafo){ p <- nrow(trafo) k <- ncol(trafo) A <- matrix(param[1:(p*k)], ncol=k, nrow=p) @@ -122,7 +123,7 @@ return(E(Regressor, abs.fctx, ErrorL2deriv = ErrorL2deriv, A = A, a0 = a)/sum(diag(A %*% t(trafo)))) } - erg <- optim(c(as.vector(trafo), numeric(nrow(trafo))), bmin.fct, method = "Nelder-Mead", + erg <- optim(c(as.vector(trafo), numeric(nrow(trafo))), bmin.fct.z, method = "Nelder-Mead", control=list(reltol=tol, maxit=100*maxiter), Regressor = Regressor, ErrorL2deriv = ErrorL2deriv, trafo = trafo) b <- 1/erg$value @@ -163,7 +164,7 @@ erg <- optim(as.vector(trafo), bmin.fct, method = "Nelder-Mead", control = list(reltol = tol, maxit = 100*maxiter), Regressor = Regressor, trafo = trafo) - z <- q(ErrorL2deriv)(0.5) + z <- q.l(ErrorL2deriv)(0.5) b <- 1/(erg$value*E(ErrorL2deriv, function(x, z){abs(x - z)}, z = z)) return(list(asBias = b)) @@ -175,7 +176,7 @@ function(risk, ErrorL2deriv, Regressor, neighbor, ErrorL2derivDistrSymm, trafo, maxiter, tol){ K <- E(Regressor, fun = function(x){ x %*% t(x) }) - z <- q(ErrorL2deriv)(0.5) + 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 @@ -252,7 +253,7 @@ stop("not yet implemented") - return(list(asBias = b)) + return(list(asBias = NULL)) }) setMethod("getAsRiskRegTS", signature(risk = "asUnOvShoot", ErrorL2deriv = "UnivariateDistribution", @@ -281,8 +282,8 @@ neighbor = "CondNeighborhood"), function(risk, ErrorL2deriv, Regressor, neighbor, clip, cent, stand){ if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q(Regressor)(0)), q(Regressor)(0), q(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q(Regressor)(1)), q(Regressor)(1), q(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) x.vec <- seq(from = xlower, to = xupper, by = 0.01) }else{ if(is(Regressor, "DiscreteDistribution")) Modified: branches/robast-1.2/pkg/ROptRegTS/R/getFiRiskRegTS.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/getFiRiskRegTS.R 2018-07-24 11:48:47 UTC (rev 1051) +++ branches/robast-1.2/pkg/ROptRegTS/R/getFiRiskRegTS.R 2018-07-24 12:19:48 UTC (rev 1052) @@ -292,8 +292,8 @@ m <- distr::DefaultNrFFTGridPointsExponent if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q(Regressor)(0)), q(Regressor)(0), q(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q(Regressor)(1)), q(Regressor)(1), q(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) @@ -366,8 +366,8 @@ m <- distr::DefaultNrFFTGridPointsExponent if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q(Regressor)(0)), q(Regressor)(0), q(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q(Regressor)(1)), q(Regressor)(1), q(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) Modified: branches/robast-1.2/pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R 2018-07-24 11:48:47 UTC (rev 1051) +++ branches/robast-1.2/pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R 2018-07-24 12:19:48 UTC (rev 1052) @@ -53,8 +53,8 @@ tol, warn, Algo, cont){ radiusCurve <- neighbor at radiusCurve if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q(Regressor)(0)), q(Regressor)(0), q(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q(Regressor)(1)), q(Regressor)(1), q(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) @@ -100,11 +100,11 @@ return(NA) } }else{ - if(is.finite(q(Regressor)(0))) + if(is.finite(q.l(Regressor)(0))) yleft <- NA else yleft <- b[1] - if(is.finite(q(Regressor)(1))) + if(is.finite(q.l(Regressor)(1))) yright <- NA else yright <- b.vec[length(b.vec)] Modified: branches/robast-1.2/pkg/ROptRegTS/R/getInfCentRegTS.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/getInfCentRegTS.R 2018-07-24 11:48:47 UTC (rev 1051) +++ branches/robast-1.2/pkg/ROptRegTS/R/getInfCentRegTS.R 2018-07-24 12:19:48 UTC (rev 1052) @@ -23,6 +23,7 @@ Regressor = "UnivariateDistribution", neighbor = "TotalVarNeighborhood"), function(ErrorL2deriv, Regressor, neighbor, clip, cent, z.comp){ + tol.z <- .Machine$double.eps^.25 if(!z.comp) return(-clip/2) g.fct <- function(z, c0, D1, K){ @@ -39,11 +40,11 @@ } return(E(K, gu.fct, z = z, c0 = c0, D1 = D1)) } - lower <- q(ErrorL2deriv)(distr::TruncQuantile) - upper <- q(ErrorL2deriv)(1-distr::TruncQuantile) + lower <- q.l(ErrorL2deriv)(distr::TruncQuantile) + upper <- q.l(ErrorL2deriv)(1-distr::TruncQuantile) - return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, - c0 = clip, D1 = D1, K = Regressor)$root) + return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, + c0 = clip, D1 = ErrorL2deriv, K = Regressor)$root) }) setMethod("getInfCentRegTS", signature(ErrorL2deriv = "UnivariateDistribution", Regressor = "MultivariateDistribution", @@ -83,8 +84,13 @@ Regressor = "numeric", neighbor = "CondTotalVarNeighborhood"), function(ErrorL2deriv, Regressor, neighbor, clip, cent, z.comp){ + + tol.z <- .Machine$double.eps^.25 + if(!z.comp) return(-clip) + x <- Regressor + b <- clip/2 if(x > 0){ g.fct <- function(z, c0, D1, x){ z*p(D1)(z/x) - x*(m1df(D1, z/x) - m1df(D1, b/x)) + b*(1-p(D1)(b/x)) @@ -94,11 +100,11 @@ z*(1-p(D1)(z/x)) + x*(m1df(D1, z/x) - m1df(D1, b/x)) + b*p(D1)(b/x) } } - lower <- q(ErrorL2deriv)(distr::TruncQuantile) - upper <- q(ErrorL2deriv)(1-distr::TruncQuantile) + lower <- q.l(ErrorL2deriv)(distr::TruncQuantile) + upper <- q.l(ErrorL2deriv)(1-distr::TruncQuantile) - return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, - c0 = clip, D1 = D1, x = Regressor)$root) + return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, + c0 = clip, D1 = ErrorL2deriv, x = Regressor)$root) }) setMethod("getInfCentRegTS", signature(ErrorL2deriv = "UnivariateDistribution", Regressor = "UnivariateDistribution", @@ -130,11 +136,11 @@ return(NA) } }else{ - if(is.finite(q(Regressor)(0))) + if(is.finite(q.l(Regressor)(0))) yleft <- NA else yleft <- z.vec[1] - if(is.finite(q(Regressor)(1))) + if(is.finite(q.l(Regressor)(1))) yright <- NA else yright <- z.vec[length(z.vec)] @@ -181,7 +187,7 @@ z.vec <- res2/res1 k <- dimension(img(Regressor)) if(is(Regressor, "DiscreteMVDistribution")){ - z.fct <- function(x){ + z.fct <- function(x){ ind <- colSums(apply(round(x.vec, 8), 1, "==", round(x, 8))) == k if(any(ind)) return(z.vec[ind]) @@ -203,8 +209,8 @@ z.fct <- function(z, c0, D1){ return(c0 + (z-c0)*p(D1)(z-c0) - (z+c0)*p(D1)(z+c0) + m1df(D1, z+c0) - m1df(D1, z-c0)) } - lower <- q(ErrorL2deriv)(distr::TruncQuantile) - upper <- q(ErrorL2deriv)(1-distr::TruncQuantile) + lower <- q.l(ErrorL2deriv)(distr::TruncQuantile) + upper <- q.l(ErrorL2deriv)(1-distr::TruncQuantile) return(uniroot(z.fct, lower = lower, upper = upper, tol = tol.z, c0=clip, D1=ErrorL2deriv)$root) @@ -214,7 +220,7 @@ neighbor = "Av1CondTotalVarNeighborhood"), function(ErrorL2deriv, Regressor, neighbor, clip, cent, stand, z.comp, x.vec, tol.z){ if(!z.comp){ - z.fct <- function(x){-b/2} + z.fct <- function(x){}#-b/2} body(z.fct) <- substitute({-b/2}, list(b = clip)) z.vec <- numeric(length(x.vec)) - clip/2 return(list(z.fct = z.fct, z.vec = z.vec)) @@ -228,8 +234,8 @@ zfun <- function(x, z0, c0, D1, tol.z){ if(x == 0) return(0) - lower <- q(D1)(distr::TruncQuantile) - upper <- q(D1)(1-distr::TruncQuantile) + lower <- q.l(D1)(distr::TruncQuantile) + upper <- q.l(D1)(1-distr::TruncQuantile) return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, c0 = c0, xx = x, D1 = D1)$root) @@ -245,11 +251,11 @@ return(NA) } }else{ - if(is.finite(q(Regressor)(0))) + if(is.finite(q.l(Regressor)(0))) yleft <- NA else yleft <- z.vec[1] - if(is.finite(q(Regressor)(1))) + if(is.finite(q.l(Regressor)(1))) yright <- NA else yright <- z.vec[length(z.vec)] @@ -263,7 +269,7 @@ neighbor = "Av1CondTotalVarNeighborhood"), function(ErrorL2deriv, Regressor, neighbor, clip, cent, stand, z.comp, x.vec, tol.z){ if(!z.comp){ - z.fct <- function(x){ -b/2 } + z.fct <- function(x){}# -b/2 } body(z.fct) <- substitute({ -b/2 }, list(b = clip)) z.vec <- numeric(nrow(as.matrix(x.vec))) - clip/2 return(list(z.fct = z.fct, z.vec = z.vec)) @@ -278,8 +284,8 @@ zfun <- function(x, z0, c0, A0, D1, tol.z){ if(all(x == numeric(length(x)))) return(0) - lower <- q(D1)(distr::TruncQuantile) - upper <- q(D1)(1-distr::TruncQuantile) + lower <- q.l(D1)(distr::TruncQuantile) + upper <- q.l(D1)(1-distr::TruncQuantile) return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, c0 = c0, A0 = A0, xx = x, D1 = D1)$root) Modified: branches/robast-1.2/pkg/ROptRegTS/R/getInfClipRegTS.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/getInfClipRegTS.R 2018-07-24 11:48:47 UTC (rev 1051) +++ branches/robast-1.2/pkg/ROptRegTS/R/getInfClipRegTS.R 2018-07-24 12:19:48 UTC (rev 1052) @@ -19,7 +19,7 @@ neighbor = "Av1CondTotalVarNeighborhood"), function(clip, ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent){ if(!z.comp){ - cent <- function(x){-b/2} + cent <- function(x){}#-b/2} body(cent) <- substitute({-b/2}, list(b = clip)) return(neighbor at radius^2*clip + getInfGammaRegTS(ErrorL2deriv = ErrorL2deriv, Modified: branches/robast-1.2/pkg/ROptRegTS/R/getInfGammaRegTS.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/getInfGammaRegTS.R 2018-07-24 11:48:47 UTC (rev 1051) +++ branches/robast-1.2/pkg/ROptRegTS/R/getInfGammaRegTS.R 2018-07-24 12:19:48 UTC (rev 1052) @@ -24,7 +24,7 @@ neighbor = "ContNeighborhood"), function(ErrorL2deriv, Regressor, risk, neighbor, z.comp, stand, cent, clip){ if(z.comp){ - Gfct <- function(x, stand, cent, clip, D1){ + Gfct.z <- function(x, stand, cent, clip, D1){ Gfctu <- function(u, xx, stand, cent, clip){ v <- as.vector(stand %*% (xx*u - cent)) res <- as.vector(sqrt(v %*% v)) - clip @@ -32,7 +32,7 @@ } E(D1, Gfctu, xx = x, stand = stand, cent = cent, clip = clip) } [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1052 From noreply at r-forge.r-project.org Tue Jul 24 14:36:46 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 24 Jul 2018 14:36:46 +0200 (CEST) Subject: [Robast-commits] r1053 - branches/robast-1.2/pkg/ROptRegTS/R pkg/ROptRegTS/R Message-ID: <20180724123646.9F97218A328@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-24 14:36:46 +0200 (Tue, 24 Jul 2018) New Revision: 1053 Modified: branches/robast-1.2/pkg/ROptRegTS/R/ContIC.R branches/robast-1.2/pkg/ROptRegTS/R/getIneffDiff.R branches/robast-1.2/pkg/ROptRegTS/R/leastFavorableRadius.R branches/robast-1.2/pkg/ROptRegTS/R/radiusMinimaxIC.R pkg/ROptRegTS/R/ContIC.R pkg/ROptRegTS/R/getIneffDiff.R pkg/ROptRegTS/R/leastFavorableRadius.R pkg/ROptRegTS/R/radiusMinimaxIC.R Log: [ROptRegTS] fixed yet yet another problem with merge... not all new files were transported... (fixed in trunk and in branch 1.2) Modified: branches/robast-1.2/pkg/ROptRegTS/R/ContIC.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/ContIC.R 2018-07-24 12:19:48 UTC (rev 1052) +++ branches/robast-1.2/pkg/ROptRegTS/R/ContIC.R 2018-07-24 12:36:46 UTC (rev 1053) @@ -1,51 +1,7 @@ -## Generating function -ContIC <- function(name, CallL2Fam = call("L2ParamFamily"), - Curve = EuclRandVarList(RealRandVariable(Map = c(function(x){x}), Domain = Reals())), - Risks, Infos, clip = Inf, cent = 0, stand = as.matrix(1), - lowerCase = NULL, neighborRadius = 0){ - if(missing(name)) - name <- "IC of contamination type" - if(missing(Risks)) - Risks <- list() - if(missing(Infos)) - Infos <- matrix(c(character(0),character(0)), ncol=2, - dimnames=list(character(0), c("method", "message"))) - - if(any(neighborRadius < 0)) # radius vector?! - stop("'neighborRadius' has to be in [0, Inf]") - if(length(cent) != nrow(stand)) - stop("length of centering constant != nrow of standardizing matrix") - if((length(clip) != 1) && (length(clip) != length(Curve))) - stop("length of clipping bound != 1 and != length of 'Curve'") - if(!is.null(lowerCase)) - if(length(lowerCase) != nrow(stand)) - stop("length of 'lowerCase' != nrow of standardizing matrix") - L2Fam <- eval(CallL2Fam) - if(!identical(dim(L2Fam at param@trafo), dim(stand))) - stop(paste("dimension of 'trafo' of 'param' != dimension of 'stand'")) - - contIC <- new("ContIC") - contIC at name <- name - contIC at Curve <- Curve - contIC at Risks <- Risks - contIC at Infos <- Infos - contIC at CallL2Fam <- CallL2Fam - contIC at clip <- clip - contIC at cent <- cent - contIC at stand <- stand - contIC at lowerCase <- lowerCase - contIC at neighborRadius <- neighborRadius - - return(contIC) -# return(new("ContIC", name = name, Curve = Curve, Risks = Risks, Infos = Infos, -# CallL2Fam = CallL2Fam, clip = clip, cent = cent, stand = stand, -# lowerCase = lowerCase, neighborRadius = neighborRadius)) -} - ## generate IC ## for internal use only! setMethod("generateIC", signature(neighbor = "ContNeighborhood", - L2Fam = "L2ParamFamily"), + L2Fam = "L2RegTypeFamily"), function(neighbor, L2Fam, res){ A <- res$A a <- res$a @@ -56,13 +12,13 @@ Y <- as(A %*% L2Fam at L2deriv - a, "EuclRandVariable") if(nrvalues == 1){ if(!is.null(d)){ - ICfct[[1]] <- function(x){}# - #ind <- (Y(x) != 0) - # b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) - #} + ICfct[[1]] <- function(x){} + # ind <- (Y(x) != 0) + # b*(ind*Y(x)/(ind*absY(x) + (1-ind)*1) + zi*(1-ind)*d) + # } body(ICfct[[1]]) <- substitute( { ind <- (Y(x) != 0) - b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) }, + b*(ind*Y(x)/(ind*absY(x) + (1-ind)*1) + zi*(1-ind)*d) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b, d = d, zi = sign(L2Fam at param@trafo))) }else{ @@ -70,7 +26,8 @@ body(ICfct[[1]]) <- substitute({ Y(x)*pmin(1, b/absY(x)) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b)) } - }else{ + } + else{ absY <- sqrt(Y %*% Y) if(!is.null(d)) for(i in 1:nrvalues){ @@ -86,17 +43,21 @@ } } return(ContIC( - name = "IC of contamination type", - CallL2Fam = call("L2ParamFamily", + name = "IC of contamination type", + CallL2Fam = call("L2RegTypeFamily", name = L2Fam at name, - distribution = L2Fam at distribution, - distrSymm = L2Fam at distrSymm, + distribution = L2Fam at distribution, param = L2Fam at param, props = L2Fam at props, + ErrorDistr = L2Fam at ErrorDistr, + ErrorSymm = L2Fam at ErrorSymm, + RegDistr = L2Fam at RegDistr, + RegSymm = L2Fam at RegSymm, + Regressor = L2Fam at Regressor, L2deriv = L2Fam at L2deriv, - L2derivSymm = L2Fam at L2derivSymm, - L2derivDistr = L2Fam at L2derivDistr, - L2derivDistrSymm = L2Fam at L2derivDistrSymm, + ErrorL2deriv = L2Fam at ErrorL2deriv, + ErrorL2derivDistr = L2Fam at ErrorL2derivDistr, + ErrorL2derivSymm = L2Fam at ErrorL2derivSymm, FisherInfo = L2Fam at FisherInfo), Curve = EuclRandVarList(EuclRandVariable(Map = ICfct, Domain = Y at Domain, Range = Y at Range)), @@ -109,80 +70,3 @@ Infos = matrix(res$info, ncol = 2, dimnames = list(character(0), c("method", "message"))))) }) - -## Access methods -setMethod("clip", "ContIC", function(object) object at clip) -setMethod("cent", "ContIC", function(object) object at cent) -setMethod("stand", "ContIC", function(object) object at stand) -setMethod("lowerCase", "ContIC", function(object) object at lowerCase) -setMethod("neighborRadius", "ContIC", function(object) object at neighborRadius) - -## replace methods -setReplaceMethod("clip", "ContIC", - function(object, value){ - stopifnot(is.numeric(value)) - L2Fam <- eval(object at CallL2Fam) - res <- list(A = object at stand, a = object at cent, b = value, d = object at lowerCase, - risk = object at Risks, info = object at Infos) - object <- generateIC(neighbor = ContNeighborhood(radius = object at neighborRadius), - L2Fam = L2Fam, res = res) - addInfo(object) <- c("clip<-", "The clipping bound has been changed") - addInfo(object) <- c("clip<-", "The entries in 'Risks' and 'Infos' may be wrong") - object - }) -setReplaceMethod("cent", "ContIC", - function(object, value){ - stopifnot(is.numeric(value)) - L2Fam <- eval(object at CallL2Fam) - res <- list(A = object at stand, a = value, b = object at clip, d = object at lowerCase, - risk = object at Risks, info = object at Infos) - object <- generateIC(neighbor = ContNeighborhood(radius = object at neighborRadius), - L2Fam = L2Fam, res = res) - addInfo(object) <- c("cent<-", "The centering constant has been changed") - addInfo(object) <- c("cent<-", "The entries in 'Risks' and 'Infos' may be wrong") - object - }) -setReplaceMethod("stand", "ContIC", - function(object, value){ - stopifnot(is.matrix(value)) - L2Fam <- eval(object at CallL2Fam) - res <- list(A = value, a = object at cent, b = object at clip, d = object at lowerCase, - risk = object at Risks, info = object at Infos) - object <- generateIC(neighbor = ContNeighborhood(radius = object at neighborRadius), - L2Fam = L2Fam, res = res) - addInfo(object) <- c("stand<-", "The standardizing matrix has been changed") - addInfo(object) <- c("stand<-", "The entries in 'Risks' and 'Infos' may be wrong") - object - }) -setReplaceMethod("lowerCase", "ContIC", - function(object, value){ - stopifnot(is.null(value)||is.numeric(value)) - L2Fam <- eval(object at CallL2Fam) - res <- list(A = object at stand, a = object at cent, b = object at clip, d = value, - risk = object at Risks, info = object at Infos) - object <- generateIC(neighbor = ContNeighborhood(radius = object at neighborRadius), - L2Fam = L2Fam, res = res) - addInfo(object) <- c("lowerCase<-", "The slot 'lowerCase' has been changed") - addInfo(object) <- c("lowerCase<-", "The entries in 'Risks' and 'Infos' may be wrong") - object - }) -setReplaceMethod("neighborRadius", "ContIC", - function(object, value){ - object at neighborRadius <- value - if(any(value < 0)) # radius vector?! - stop("'value' has to be in [0, Inf]") - addInfo(object) <- c("neighborRadius<-", "The slot 'neighborRadius' has been changed") - addInfo(object) <- c("neighborRadius<-", "The entries in 'Risks' and 'Infos' may be wrong") - object - }) -setReplaceMethod("CallL2Fam", "ContIC", - function(object, value){ - L2Fam <- eval(value) - res <- list(A = object at stand, a = object at cent, b = object at clip, d = object at lowerCase, - risk = object at Risks, info = object at Infos) - object <- generateIC(neighbor = ContNeighborhood(radius = object at neighborRadius), - L2Fam = L2Fam, res = res) - addInfo(object) <- c("CallL2Fam<-", "The slot 'CallL2Fam' has been changed") - addInfo(object) <- c("CallL2Fam<-", "The entries in 'Risks' and 'Infos' may be wrong") - object - }) Modified: branches/robast-1.2/pkg/ROptRegTS/R/getIneffDiff.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/getIneffDiff.R 2018-07-24 12:19:48 UTC (rev 1052) +++ branches/robast-1.2/pkg/ROptRegTS/R/getIneffDiff.R 2018-07-24 12:36:46 UTC (rev 1053) @@ -22,13 +22,12 @@ ineffUp <- res$b^2/upRisk else ineffUp <- (sum(diag(res$A %*% t(trafo))) - res$b^2*(radius^2-upRad^2))/upRisk -## changed: shakey... assign("ineff", ineffUp, envir = sys.frame(which = -4)) -# return(ineffUp - ineffLo) - return(c(ineff=ineffUp,ineffDiff=ineffUp - ineffLo)) - }else{ + assign("ineff", ineffUp, envir = sys.frame(which = -4)) if(is(L2Fam at RegDistr, "MultivariateDistribution")) cat("current radius:\t", radius, "\tMSE-inefficiency difference:\t", ineffUp - ineffLo, "\n") + return(ineffUp - ineffLo) + }else{ if(is(L2Fam at ErrorDistr, "UnivariateDistribution")){ if((length(L2Fam at ErrorL2deriv) == 1) & is(L2Fam at ErrorL2deriv[[1]], "RealRandVariable")){ @@ -65,11 +64,11 @@ ineffUp <- res$b^2/upRisk else ineffUp <- (sum(diag(res$A%*%t(trafo))) - res$b^2*(radius^2-upRad^2))/upRisk - ## changed: shakey assign("ineff", ineffUp, envir = sys.frame(which = -4)) +# assign("ineff", ineffUp, envir = sys.frame(which = -4)) + cat("current radius:\t", radius, "\tMSE-inefficiency difference:\t", ineffUp - ineffLo, "\n") - - ## return(ineffUp - ineffLo) - return(c(ineff=ineffUp,ineffDiff=ineffUp - ineffLo)) + return(c(ineff=ineffUp, ineffDiff=ineffUp-ineffLo)) +# return(ineffUp - ineffLo) }else{ stop("not yet implemented") } @@ -97,10 +96,11 @@ ineffUp <- res$b^2/upRisk else ineffUp <- (res$A*sum(diag(t(trafo) %*% K.inv)) - res$b^2*(radius^2-upRad^2))/upRisk - assign("ineff", ineffUp, envir = sys.frame(which = -4)) +# assign("ineff", ineffUp, envir = sys.frame(which = -4)) # cat("current radius:\t", radius, "\tMSE-inefficiency difference:\t", ineffUp - ineffLo, "\n") - return(ineffUp - ineffLo) + return(c(ineff=ineffUp, ineffDiff=ineffUp-ineffLo)) +# return(ineffUp - ineffLo) }else{ stop("not yet implemented") } Modified: branches/robast-1.2/pkg/ROptRegTS/R/leastFavorableRadius.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/leastFavorableRadius.R 2018-07-24 12:19:48 UTC (rev 1052) +++ branches/robast-1.2/pkg/ROptRegTS/R/leastFavorableRadius.R 2018-07-24 12:36:46 UTC (rev 1053) @@ -63,12 +63,11 @@ clip = resUp$b, cent = resUp$a, stand = resUp$A, trafo = L2Fam at param@trafo)[[1]] } - ineff <- NULL getIneffDiff.1 <- function(x){ res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, upper.b = upper.b, risk = risk, loRad = loRad, upRad = upRad, - loRisk = loRisk, upRisk = upRisk, eps = .Machine$double.eps^0.25, + loRisk = loRisk, upRisk = upRisk, eps = eps, MaxIter = MaxIter, warn = warn) ineff <<- res["ineff"] return(res["ineffDiff"]) @@ -111,7 +110,7 @@ ErrorL2derivDistrSymm <- new("DistrSymmList", L2) } } - leastFavFct.p <- function(r, L2Fam, neighbor, risk, rho, + leastFavFct <- function(r, L2Fam, neighbor, risk, rho, z.start, A.start, upper.b, MaxIter, eps, warn){ loRad <- r*rho upRad <- r/rho @@ -167,7 +166,7 @@ res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, z.start = z.start, A.start = A.start, upper.b = upper.b, risk = risk, loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk, - eps = .Machine$double.eps^0.25, MaxIter = MaxIter, warn = warn) + eps = eps, MaxIter = MaxIter, warn = warn) ineff <<- res["ineff"] return(res["ineffDiff"]) } @@ -188,7 +187,7 @@ } if(is.null(A.start)) A.start <- L2Fam at param@trafo - leastFavR <- optimize(leastFavFct.p, lower = 1e-4, upper = upRad, + leastFavR <- optimize(leastFavFct, lower = 1e-4, upper = upRad, tol = .Machine$double.eps^0.25, maximum = TRUE, L2Fam = L2Fam, neighbor = neighbor, risk = risk, rho = rho, z.start = z.start, A.start = A.start, Modified: branches/robast-1.2/pkg/ROptRegTS/R/radiusMinimaxIC.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/radiusMinimaxIC.R 2018-07-24 12:19:48 UTC (rev 1052) +++ branches/robast-1.2/pkg/ROptRegTS/R/radiusMinimaxIC.R 2018-07-24 12:36:46 UTC (rev 1053) @@ -63,15 +63,15 @@ ineff <- NULL getIneffDiff.1 <- function(x){ - res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, + res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, upper.b = upper.b, risk = risk, loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk, eps = .Machine$double.eps^0.25, MaxIter = maxiter, warn = warn) - ineff <<- res["ineff"] - return(res["ineffDiff"]) + ineff <<- res["ineff"] + return(res["ineffDiff"]) } leastFavR <- uniroot(getIneffDiff.1, lower = lower, upper = upper, - tol = .Machine$double.eps^0.25)$root + tol = .Machine$double.eps^0.25)$root neighbor at radius <- leastFavR res <- getInfRobRegTypeIC(ErrorL2deriv = L2Fam at ErrorL2derivDistr[[1]], Regressor = L2Fam at RegDistr, risk = risk, neighbor = neighbor, @@ -160,15 +160,15 @@ ineff <- NULL getIneffDiff.p <- function(x){ - res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, + res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, z.start = z.start, A.start = A.start, upper.b = upper.b, risk = risk, loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk, eps = .Machine$double.eps^0.25, MaxIter = maxiter, warn = warn) - ineff <<- res["ineff"] - return(res["ineffDiff"]) - } + ineff <<- res["ineff"] + return(res["ineffDiff"]) + } leastFavR <- uniroot(getIneffDiff.p, lower = lower, upper = upper, - tol = .Machine$double.eps^0.25)$root + tol = .Machine$double.eps^0.25)$root neighbor at radius <- leastFavR res <- getInfRobRegTypeIC(ErrorL2deriv = ErrorL2deriv, Regressor = L2Fam at RegDistr, risk = risk, neighbor = neighbor, Modified: pkg/ROptRegTS/R/ContIC.R =================================================================== --- pkg/ROptRegTS/R/ContIC.R 2018-07-24 12:19:48 UTC (rev 1052) +++ pkg/ROptRegTS/R/ContIC.R 2018-07-24 12:36:46 UTC (rev 1053) @@ -1,51 +1,7 @@ -## Generating function -ContIC <- function(name, CallL2Fam = call("L2ParamFamily"), - Curve = EuclRandVarList(RealRandVariable(Map = c(function(x){x}), Domain = Reals())), - Risks, Infos, clip = Inf, cent = 0, stand = as.matrix(1), - lowerCase = NULL, neighborRadius = 0){ - if(missing(name)) - name <- "IC of contamination type" - if(missing(Risks)) - Risks <- list() - if(missing(Infos)) - Infos <- matrix(c(character(0),character(0)), ncol=2, - dimnames=list(character(0), c("method", "message"))) - - if(any(neighborRadius < 0)) # radius vector?! - stop("'neighborRadius' has to be in [0, Inf]") - if(length(cent) != nrow(stand)) - stop("length of centering constant != nrow of standardizing matrix") - if((length(clip) != 1) && (length(clip) != length(Curve))) - stop("length of clipping bound != 1 and != length of 'Curve'") - if(!is.null(lowerCase)) - if(length(lowerCase) != nrow(stand)) - stop("length of 'lowerCase' != nrow of standardizing matrix") - L2Fam <- eval(CallL2Fam) - if(!identical(dim(L2Fam at param@trafo), dim(stand))) - stop(paste("dimension of 'trafo' of 'param' != dimension of 'stand'")) - - contIC <- new("ContIC") - contIC at name <- name - contIC at Curve <- Curve - contIC at Risks <- Risks - contIC at Infos <- Infos - contIC at CallL2Fam <- CallL2Fam - contIC at clip <- clip - contIC at cent <- cent - contIC at stand <- stand - contIC at lowerCase <- lowerCase - contIC at neighborRadius <- neighborRadius - - return(contIC) -# return(new("ContIC", name = name, Curve = Curve, Risks = Risks, Infos = Infos, -# CallL2Fam = CallL2Fam, clip = clip, cent = cent, stand = stand, -# lowerCase = lowerCase, neighborRadius = neighborRadius)) -} - ## generate IC ## for internal use only! setMethod("generateIC", signature(neighbor = "ContNeighborhood", - L2Fam = "L2ParamFamily"), + L2Fam = "L2RegTypeFamily"), function(neighbor, L2Fam, res){ A <- res$A a <- res$a @@ -56,13 +12,13 @@ Y <- as(A %*% L2Fam at L2deriv - a, "EuclRandVariable") if(nrvalues == 1){ if(!is.null(d)){ - ICfct[[1]] <- function(x){}# - #ind <- (Y(x) != 0) - # b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) - #} + ICfct[[1]] <- function(x){} + # ind <- (Y(x) != 0) + # b*(ind*Y(x)/(ind*absY(x) + (1-ind)*1) + zi*(1-ind)*d) + # } body(ICfct[[1]]) <- substitute( { ind <- (Y(x) != 0) - b*(ind*Y(x)/(ind*absY(x) + (1-ind)) + zi*(1-ind)*d) }, + b*(ind*Y(x)/(ind*absY(x) + (1-ind)*1) + zi*(1-ind)*d) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b, d = d, zi = sign(L2Fam at param@trafo))) }else{ @@ -70,7 +26,8 @@ body(ICfct[[1]]) <- substitute({ Y(x)*pmin(1, b/absY(x)) }, list(Y = Y at Map[[1]], absY = abs(Y)@Map[[1]], b = b)) } - }else{ + } + else{ absY <- sqrt(Y %*% Y) if(!is.null(d)) for(i in 1:nrvalues){ @@ -86,17 +43,21 @@ } } return(ContIC( - name = "IC of contamination type", - CallL2Fam = call("L2ParamFamily", + name = "IC of contamination type", + CallL2Fam = call("L2RegTypeFamily", name = L2Fam at name, - distribution = L2Fam at distribution, - distrSymm = L2Fam at distrSymm, + distribution = L2Fam at distribution, param = L2Fam at param, props = L2Fam at props, + ErrorDistr = L2Fam at ErrorDistr, + ErrorSymm = L2Fam at ErrorSymm, + RegDistr = L2Fam at RegDistr, + RegSymm = L2Fam at RegSymm, + Regressor = L2Fam at Regressor, L2deriv = L2Fam at L2deriv, - L2derivSymm = L2Fam at L2derivSymm, - L2derivDistr = L2Fam at L2derivDistr, - L2derivDistrSymm = L2Fam at L2derivDistrSymm, + ErrorL2deriv = L2Fam at ErrorL2deriv, + ErrorL2derivDistr = L2Fam at ErrorL2derivDistr, + ErrorL2derivSymm = L2Fam at ErrorL2derivSymm, FisherInfo = L2Fam at FisherInfo), Curve = EuclRandVarList(EuclRandVariable(Map = ICfct, Domain = Y at Domain, Range = Y at Range)), @@ -109,80 +70,3 @@ Infos = matrix(res$info, ncol = 2, dimnames = list(character(0), c("method", "message"))))) }) - -## Access methods -setMethod("clip", "ContIC", function(object) object at clip) -setMethod("cent", "ContIC", function(object) object at cent) -setMethod("stand", "ContIC", function(object) object at stand) -setMethod("lowerCase", "ContIC", function(object) object at lowerCase) -setMethod("neighborRadius", "ContIC", function(object) object at neighborRadius) - -## replace methods -setReplaceMethod("clip", "ContIC", - function(object, value){ - stopifnot(is.numeric(value)) - L2Fam <- eval(object at CallL2Fam) - res <- list(A = object at stand, a = object at cent, b = value, d = object at lowerCase, - risk = object at Risks, info = object at Infos) - object <- generateIC(neighbor = ContNeighborhood(radius = object at neighborRadius), - L2Fam = L2Fam, res = res) - addInfo(object) <- c("clip<-", "The clipping bound has been changed") - addInfo(object) <- c("clip<-", "The entries in 'Risks' and 'Infos' may be wrong") - object - }) -setReplaceMethod("cent", "ContIC", - function(object, value){ - stopifnot(is.numeric(value)) - L2Fam <- eval(object at CallL2Fam) - res <- list(A = object at stand, a = value, b = object at clip, d = object at lowerCase, - risk = object at Risks, info = object at Infos) - object <- generateIC(neighbor = ContNeighborhood(radius = object at neighborRadius), - L2Fam = L2Fam, res = res) - addInfo(object) <- c("cent<-", "The centering constant has been changed") - addInfo(object) <- c("cent<-", "The entries in 'Risks' and 'Infos' may be wrong") - object - }) -setReplaceMethod("stand", "ContIC", - function(object, value){ - stopifnot(is.matrix(value)) - L2Fam <- eval(object at CallL2Fam) - res <- list(A = value, a = object at cent, b = object at clip, d = object at lowerCase, - risk = object at Risks, info = object at Infos) - object <- generateIC(neighbor = ContNeighborhood(radius = object at neighborRadius), - L2Fam = L2Fam, res = res) - addInfo(object) <- c("stand<-", "The standardizing matrix has been changed") - addInfo(object) <- c("stand<-", "The entries in 'Risks' and 'Infos' may be wrong") - object - }) -setReplaceMethod("lowerCase", "ContIC", - function(object, value){ - stopifnot(is.null(value)||is.numeric(value)) - L2Fam <- eval(object at CallL2Fam) - res <- list(A = object at stand, a = object at cent, b = object at clip, d = value, - risk = object at Risks, info = object at Infos) - object <- generateIC(neighbor = ContNeighborhood(radius = object at neighborRadius), - L2Fam = L2Fam, res = res) - addInfo(object) <- c("lowerCase<-", "The slot 'lowerCase' has been changed") - addInfo(object) <- c("lowerCase<-", "The entries in 'Risks' and 'Infos' may be wrong") - object - }) -setReplaceMethod("neighborRadius", "ContIC", - function(object, value){ - object at neighborRadius <- value - if(any(value < 0)) # radius vector?! - stop("'value' has to be in [0, Inf]") - addInfo(object) <- c("neighborRadius<-", "The slot 'neighborRadius' has been changed") - addInfo(object) <- c("neighborRadius<-", "The entries in 'Risks' and 'Infos' may be wrong") - object - }) -setReplaceMethod("CallL2Fam", "ContIC", - function(object, value){ - L2Fam <- eval(value) - res <- list(A = object at stand, a = object at cent, b = object at clip, d = object at lowerCase, - risk = object at Risks, info = object at Infos) - object <- generateIC(neighbor = ContNeighborhood(radius = object at neighborRadius), - L2Fam = L2Fam, res = res) - addInfo(object) <- c("CallL2Fam<-", "The slot 'CallL2Fam' has been changed") - addInfo(object) <- c("CallL2Fam<-", "The entries in 'Risks' and 'Infos' may be wrong") - object - }) Modified: pkg/ROptRegTS/R/getIneffDiff.R =================================================================== --- pkg/ROptRegTS/R/getIneffDiff.R 2018-07-24 12:19:48 UTC (rev 1052) +++ pkg/ROptRegTS/R/getIneffDiff.R 2018-07-24 12:36:46 UTC (rev 1053) @@ -22,13 +22,12 @@ ineffUp <- res$b^2/upRisk else ineffUp <- (sum(diag(res$A %*% t(trafo))) - res$b^2*(radius^2-upRad^2))/upRisk -## changed: shakey... assign("ineff", ineffUp, envir = sys.frame(which = -4)) -# return(ineffUp - ineffLo) - return(c(ineff=ineffUp,ineffDiff=ineffUp - ineffLo)) - }else{ + assign("ineff", ineffUp, envir = sys.frame(which = -4)) if(is(L2Fam at RegDistr, "MultivariateDistribution")) cat("current radius:\t", radius, "\tMSE-inefficiency difference:\t", ineffUp - ineffLo, "\n") + return(ineffUp - ineffLo) + }else{ if(is(L2Fam at ErrorDistr, "UnivariateDistribution")){ if((length(L2Fam at ErrorL2deriv) == 1) & is(L2Fam at ErrorL2deriv[[1]], "RealRandVariable")){ @@ -65,11 +64,11 @@ ineffUp <- res$b^2/upRisk else ineffUp <- (sum(diag(res$A%*%t(trafo))) - res$b^2*(radius^2-upRad^2))/upRisk - ## changed: shakey assign("ineff", ineffUp, envir = sys.frame(which = -4)) +# assign("ineff", ineffUp, envir = sys.frame(which = -4)) + cat("current radius:\t", radius, "\tMSE-inefficiency difference:\t", ineffUp - ineffLo, "\n") - - ## return(ineffUp - ineffLo) - return(c(ineff=ineffUp,ineffDiff=ineffUp - ineffLo)) + return(c(ineff=ineffUp, ineffDiff=ineffUp-ineffLo)) +# return(ineffUp - ineffLo) }else{ stop("not yet implemented") } @@ -97,10 +96,11 @@ ineffUp <- res$b^2/upRisk else ineffUp <- (res$A*sum(diag(t(trafo) %*% K.inv)) - res$b^2*(radius^2-upRad^2))/upRisk - assign("ineff", ineffUp, envir = sys.frame(which = -4)) +# assign("ineff", ineffUp, envir = sys.frame(which = -4)) # cat("current radius:\t", radius, "\tMSE-inefficiency difference:\t", ineffUp - ineffLo, "\n") - return(ineffUp - ineffLo) + return(c(ineff=ineffUp, ineffDiff=ineffUp-ineffLo)) +# return(ineffUp - ineffLo) }else{ stop("not yet implemented") } Modified: pkg/ROptRegTS/R/leastFavorableRadius.R =================================================================== --- pkg/ROptRegTS/R/leastFavorableRadius.R 2018-07-24 12:19:48 UTC (rev 1052) +++ pkg/ROptRegTS/R/leastFavorableRadius.R 2018-07-24 12:36:46 UTC (rev 1053) @@ -63,12 +63,11 @@ clip = resUp$b, cent = resUp$a, stand = resUp$A, trafo = L2Fam at param@trafo)[[1]] } - ineff <- NULL getIneffDiff.1 <- function(x){ res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, upper.b = upper.b, risk = risk, loRad = loRad, upRad = upRad, - loRisk = loRisk, upRisk = upRisk, eps = .Machine$double.eps^0.25, + loRisk = loRisk, upRisk = upRisk, eps = eps, MaxIter = MaxIter, warn = warn) ineff <<- res["ineff"] return(res["ineffDiff"]) @@ -111,7 +110,7 @@ ErrorL2derivDistrSymm <- new("DistrSymmList", L2) } } - leastFavFct.p <- function(r, L2Fam, neighbor, risk, rho, + leastFavFct <- function(r, L2Fam, neighbor, risk, rho, z.start, A.start, upper.b, MaxIter, eps, warn){ loRad <- r*rho upRad <- r/rho @@ -167,7 +166,7 @@ res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, z.start = z.start, A.start = A.start, upper.b = upper.b, risk = risk, loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk, - eps = .Machine$double.eps^0.25, MaxIter = MaxIter, warn = warn) + eps = eps, MaxIter = MaxIter, warn = warn) ineff <<- res["ineff"] return(res["ineffDiff"]) } @@ -188,7 +187,7 @@ } if(is.null(A.start)) A.start <- L2Fam at param@trafo - leastFavR <- optimize(leastFavFct.p, lower = 1e-4, upper = upRad, + leastFavR <- optimize(leastFavFct, lower = 1e-4, upper = upRad, tol = .Machine$double.eps^0.25, maximum = TRUE, L2Fam = L2Fam, neighbor = neighbor, risk = risk, rho = rho, z.start = z.start, A.start = A.start, Modified: pkg/ROptRegTS/R/radiusMinimaxIC.R =================================================================== --- pkg/ROptRegTS/R/radiusMinimaxIC.R 2018-07-24 12:19:48 UTC (rev 1052) +++ pkg/ROptRegTS/R/radiusMinimaxIC.R 2018-07-24 12:36:46 UTC (rev 1053) @@ -63,15 +63,15 @@ ineff <- NULL getIneffDiff.1 <- function(x){ - res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, + res <- getIneffDiff(x, L2Fam = L2Fam, neighbor = neighbor, [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1053 From noreply at r-forge.r-project.org Tue Jul 24 15:05:38 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 24 Jul 2018 15:05:38 +0200 (CEST) Subject: [Robast-commits] r1054 - branches/robast-1.1/pkg/ROptEst/R branches/robast-1.1/pkg/RobAStBase/R branches/robast-1.2/pkg/ROptEst/R branches/robast-1.2/pkg/RobAStBase/R pkg/ROptEst/R pkg/RobAStBase/R Message-ID: <20180724130538.489D718A328@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-24 15:05:37 +0200 (Tue, 24 Jul 2018) New Revision: 1054 Modified: branches/robast-1.1/pkg/ROptEst/R/getInfLM.R branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asAnscombe.R branches/robast-1.1/pkg/ROptEst/R/getRiskIC.R branches/robast-1.1/pkg/RobAStBase/R/getBiasIC.R branches/robast-1.1/pkg/RobAStBase/R/getRiskIC.R branches/robast-1.2/pkg/ROptEst/R/getInfLM.R branches/robast-1.2/pkg/ROptEst/R/getInfRobIC_asAnscombe.R branches/robast-1.2/pkg/ROptEst/R/getRiskIC.R branches/robast-1.2/pkg/RobAStBase/R/getBiasIC.R branches/robast-1.2/pkg/RobAStBase/R/getRiskIC.R pkg/ROptEst/R/getInfLM.R pkg/ROptEst/R/getInfRobIC_asAnscombe.R pkg/ROptEst/R/getRiskIC.R pkg/RobAStBase/R/getBiasIC.R pkg/RobAStBase/R/getRiskIC.R Log: [RobAStBase], [ROptEst] + buglets in getRiskIC, getBiasIC -> lacked treatment of case that default of withCheck is not transmitted in method dispatch + in getLagrangeMultByIter and in "getInfRobIC", signature(L2deriv = "UnivariateDistribution", risk = "asAnscombe") catch NA return values Modified: branches/robast-1.1/pkg/ROptEst/R/getInfLM.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/getInfLM.R 2018-07-24 12:36:46 UTC (rev 1053) +++ branches/robast-1.1/pkg/ROptEst/R/getInfLM.R 2018-07-24 13:05:37 UTC (rev 1054) @@ -77,7 +77,7 @@ cat("current precision in IC algo:\t", prec, "\n") print(round(c(A=prec[1],a=prec[2]),3)) } - if(prec < tol) break + if(!is.na(prec)) if(prec < tol) break if(iter > maxiter){ if(warnit) cat("maximum iterations reached!\n", Modified: branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asAnscombe.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asAnscombe.R 2018-07-24 12:36:46 UTC (rev 1053) +++ branches/robast-1.1/pkg/ROptEst/R/getInfRobIC_asAnscombe.R 2018-07-24 13:05:37 UTC (rev 1054) @@ -58,7 +58,7 @@ tol = toli, warn, noLow = noLow, verbose = FALSE, checkBounds = FALSE) trV <- upBerg$risk$trAsCov$value - e.up <- FI/trV + if(!is.na(trV)) e.up <- FI/trV upper <- upper * 3 } upper <- upper / 3 Modified: branches/robast-1.1/pkg/ROptEst/R/getRiskIC.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/getRiskIC.R 2018-07-24 12:36:46 UTC (rev 1053) +++ branches/robast-1.1/pkg/ROptEst/R/getRiskIC.R 2018-07-24 13:05:37 UTC (rev 1054) @@ -7,6 +7,7 @@ L2Fam = "missing"), function(IC, risk, withCheck= TRUE){ L2Fam <- force(eval(IC at CallL2Fam)) + if(missing(withCheck)) withCheck <- TRUE getRiskIC(IC = IC, risk = risk, L2Fam = L2Fam, withCheck= withCheck) }) @@ -15,6 +16,7 @@ neighbor = "missing", L2Fam = "L2ParamFamily"), function(IC, risk, L2Fam, withCheck= TRUE){ + if(missing(withCheck)) withCheck <- TRUE Cov <- eval(IC at Risks[["asCov"]]) if(is.null(Cov)){ if(numberOfMaps(L2Fam at L2deriv)==1){ ## L2derivDim <- L2Fam at L2deriv Modified: branches/robast-1.1/pkg/RobAStBase/R/getBiasIC.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/getBiasIC.R 2018-07-24 12:36:46 UTC (rev 1053) +++ branches/robast-1.1/pkg/RobAStBase/R/getBiasIC.R 2018-07-24 13:05:37 UTC (rev 1054) @@ -12,6 +12,8 @@ misF <- TRUE L2Fam <- eval(IC at CallL2Fam) } + if(missing(withCheck)) withCheck <- TRUE + D1 <- L2Fam at distribution if(dimension(Domain(IC at Curve[[1]])) != dimension(img(D1))) stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'") Modified: branches/robast-1.1/pkg/RobAStBase/R/getRiskIC.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/getRiskIC.R 2018-07-24 12:36:46 UTC (rev 1053) +++ branches/robast-1.1/pkg/RobAStBase/R/getRiskIC.R 2018-07-24 13:05:37 UTC (rev 1054) @@ -16,9 +16,11 @@ risk = "asCov", neighbor = "missing", L2Fam = "missing"), - function(IC, risk, tol = .Machine$double.eps^0.25, withCheck = TRUE) - getRiskIC(IC = IC, risk = risk, L2Fam = eval(IC at CallL2Fam), + function(IC, risk, tol = .Machine$double.eps^0.25, withCheck = TRUE){ + if(missing(withCheck)) withCheck <- TRUE + return(getRiskIC(IC = IC, risk = risk, L2Fam = eval(IC at CallL2Fam), tol = tol, withCheck = withCheck)) + }) setMethod("getRiskIC", signature(IC = "IC", risk = "asCov", @@ -28,6 +30,7 @@ if(dimension(Domain(IC at Curve[[1]])) != dimension(img(L2Fam at distribution))) stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'") + if(missing(withCheck)) withCheck <- TRUE IC1 <- as(diag(dimension(IC at Curve)) %*% IC at Curve, "EuclRandVariable") bias <- E(L2Fam, IC1) @@ -46,8 +49,9 @@ neighbor = "missing", L2Fam = "missing"), function(IC, risk, tol = .Machine$double.eps^0.25, withCheck = TRUE){ - getRiskIC(IC = IC, risk = risk, L2Fam = eval(IC at CallL2Fam), - tol = tol, withCheck = withCheck) + if(missing(withCheck)) withCheck <- TRUE + return(getRiskIC(IC = IC, risk = risk, L2Fam = eval(IC at CallL2Fam), + tol = tol, withCheck = withCheck)) }) setMethod("getRiskIC", signature(IC = "IC", @@ -58,6 +62,8 @@ if(dimension(Domain(IC at Curve[[1]])) != dimension(img(L2Fam at distribution))) stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'") + if(missing(withCheck)) withCheck <- TRUE + trCov <- getRiskIC(IC, risk = asCov(), L2Fam = L2Fam, withCheck = withCheck)$asCov trCov$value <- sum(diag(as.matrix(trCov$value))) @@ -73,7 +79,10 @@ neighbor = "UncondNeighborhood", L2Fam = "missing"), function(IC, risk, neighbor, tol = .Machine$double.eps^0.25, withCheck = TRUE){ - getBiasIC(IC = IC, neighbor = neighbor, + + if(missing(withCheck)) withCheck <- TRUE + + getBiasIC(IC = IC, neighbor = neighbor, biastype = biastype(risk), normtype = normtype(risk), tol = tol, withCheck = withCheck) }) @@ -82,7 +91,8 @@ neighbor = "UncondNeighborhood", L2Fam = "L2ParamFamily"), function(IC, risk, neighbor, L2Fam, tol = .Machine$double.eps^0.25, withCheck = TRUE){ - getBiasIC(IC = IC, neighbor = neighbor, L2Fam = L2Fam, + if(missing(withCheck)) withCheck <- TRUE + getBiasIC(IC = IC, neighbor = neighbor, L2Fam = L2Fam, biastype = biastype(risk), normtype = normtype(risk), tol = tol, withCheck = withCheck) }) @@ -94,6 +104,7 @@ neighbor = "UncondNeighborhood", L2Fam = "missing"), function(IC, risk, neighbor, tol = .Machine$double.eps^0.25, withCheck = TRUE){ + if(missing(withCheck)) withCheck <- TRUE L2Fam <- eval(IC at CallL2Fam) getRiskIC(IC = IC, risk = risk, neighbor = neighbor, L2Fam = L2Fam, tol = tol, withCheck = withCheck) @@ -107,6 +118,7 @@ if(dimension(Domain(IC at Curve[[1]])) != dimension(img(L2Fam at distribution))) stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'") + if(missing(withCheck)) withCheck <- TRUE rad <- neighbor at radius if(rad == Inf) return(Inf) Modified: branches/robast-1.2/pkg/ROptEst/R/getInfLM.R =================================================================== --- branches/robast-1.2/pkg/ROptEst/R/getInfLM.R 2018-07-24 12:36:46 UTC (rev 1053) +++ branches/robast-1.2/pkg/ROptEst/R/getInfLM.R 2018-07-24 13:05:37 UTC (rev 1054) @@ -77,7 +77,7 @@ cat("current precision in IC algo:\t", prec, "\n") print(round(c(A=prec[1],a=prec[2]),3)) } - if(prec < tol) break + if(!is.na(prec)) if(prec < tol) break if(iter > maxiter){ if(warnit) cat("maximum iterations reached!\n", Modified: branches/robast-1.2/pkg/ROptEst/R/getInfRobIC_asAnscombe.R =================================================================== --- branches/robast-1.2/pkg/ROptEst/R/getInfRobIC_asAnscombe.R 2018-07-24 12:36:46 UTC (rev 1053) +++ branches/robast-1.2/pkg/ROptEst/R/getInfRobIC_asAnscombe.R 2018-07-24 13:05:37 UTC (rev 1054) @@ -58,7 +58,7 @@ tol = toli, warn, noLow = noLow, verbose = FALSE, checkBounds = FALSE) trV <- upBerg$risk$trAsCov$value - e.up <- FI/trV + if(!is.na(trV)) e.up <- FI/trV upper <- upper * 3 } upper <- upper / 3 Modified: branches/robast-1.2/pkg/ROptEst/R/getRiskIC.R =================================================================== --- branches/robast-1.2/pkg/ROptEst/R/getRiskIC.R 2018-07-24 12:36:46 UTC (rev 1053) +++ branches/robast-1.2/pkg/ROptEst/R/getRiskIC.R 2018-07-24 13:05:37 UTC (rev 1054) @@ -7,6 +7,7 @@ L2Fam = "missing"), function(IC, risk, withCheck= TRUE){ L2Fam <- force(eval(IC at CallL2Fam)) + if(missing(withCheck)) withCheck <- TRUE getRiskIC(IC = IC, risk = risk, L2Fam = L2Fam, withCheck= withCheck) }) @@ -15,6 +16,7 @@ neighbor = "missing", L2Fam = "L2ParamFamily"), function(IC, risk, L2Fam, withCheck= TRUE){ + if(missing(withCheck)) withCheck <- TRUE Cov <- eval(IC at Risks[["asCov"]]) if(is.null(Cov)){ if(numberOfMaps(L2Fam at L2deriv)==1){ ## L2derivDim <- L2Fam at L2deriv Modified: branches/robast-1.2/pkg/RobAStBase/R/getBiasIC.R =================================================================== --- branches/robast-1.2/pkg/RobAStBase/R/getBiasIC.R 2018-07-24 12:36:46 UTC (rev 1053) +++ branches/robast-1.2/pkg/RobAStBase/R/getBiasIC.R 2018-07-24 13:05:37 UTC (rev 1054) @@ -12,6 +12,8 @@ misF <- TRUE L2Fam <- eval(IC at CallL2Fam) } + if(missing(withCheck)) withCheck <- TRUE + D1 <- L2Fam at distribution if(dimension(Domain(IC at Curve[[1]])) != dimension(img(D1))) stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'") Modified: branches/robast-1.2/pkg/RobAStBase/R/getRiskIC.R =================================================================== --- branches/robast-1.2/pkg/RobAStBase/R/getRiskIC.R 2018-07-24 12:36:46 UTC (rev 1053) +++ branches/robast-1.2/pkg/RobAStBase/R/getRiskIC.R 2018-07-24 13:05:37 UTC (rev 1054) @@ -16,9 +16,11 @@ risk = "asCov", neighbor = "missing", L2Fam = "missing"), - function(IC, risk, tol = .Machine$double.eps^0.25, withCheck = TRUE) - getRiskIC(IC = IC, risk = risk, L2Fam = eval(IC at CallL2Fam), + function(IC, risk, tol = .Machine$double.eps^0.25, withCheck = TRUE){ + if(missing(withCheck)) withCheck <- TRUE + return(getRiskIC(IC = IC, risk = risk, L2Fam = eval(IC at CallL2Fam), tol = tol, withCheck = withCheck)) + }) setMethod("getRiskIC", signature(IC = "IC", risk = "asCov", @@ -28,6 +30,7 @@ if(dimension(Domain(IC at Curve[[1]])) != dimension(img(L2Fam at distribution))) stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'") + if(missing(withCheck)) withCheck <- TRUE IC1 <- as(diag(dimension(IC at Curve)) %*% IC at Curve, "EuclRandVariable") bias <- E(L2Fam, IC1) @@ -46,8 +49,9 @@ neighbor = "missing", L2Fam = "missing"), function(IC, risk, tol = .Machine$double.eps^0.25, withCheck = TRUE){ - getRiskIC(IC = IC, risk = risk, L2Fam = eval(IC at CallL2Fam), - tol = tol, withCheck = withCheck) + if(missing(withCheck)) withCheck <- TRUE + return(getRiskIC(IC = IC, risk = risk, L2Fam = eval(IC at CallL2Fam), + tol = tol, withCheck = withCheck)) }) setMethod("getRiskIC", signature(IC = "IC", @@ -58,6 +62,8 @@ if(dimension(Domain(IC at Curve[[1]])) != dimension(img(L2Fam at distribution))) stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'") + if(missing(withCheck)) withCheck <- TRUE + trCov <- getRiskIC(IC, risk = asCov(), L2Fam = L2Fam, withCheck = withCheck)$asCov trCov$value <- sum(diag(as.matrix(trCov$value))) @@ -73,7 +79,10 @@ neighbor = "UncondNeighborhood", L2Fam = "missing"), function(IC, risk, neighbor, tol = .Machine$double.eps^0.25, withCheck = TRUE){ - getBiasIC(IC = IC, neighbor = neighbor, + + if(missing(withCheck)) withCheck <- TRUE + + getBiasIC(IC = IC, neighbor = neighbor, biastype = biastype(risk), normtype = normtype(risk), tol = tol, withCheck = withCheck) }) @@ -82,7 +91,8 @@ neighbor = "UncondNeighborhood", L2Fam = "L2ParamFamily"), function(IC, risk, neighbor, L2Fam, tol = .Machine$double.eps^0.25, withCheck = TRUE){ - getBiasIC(IC = IC, neighbor = neighbor, L2Fam = L2Fam, + if(missing(withCheck)) withCheck <- TRUE + getBiasIC(IC = IC, neighbor = neighbor, L2Fam = L2Fam, biastype = biastype(risk), normtype = normtype(risk), tol = tol, withCheck = withCheck) }) @@ -94,6 +104,7 @@ neighbor = "UncondNeighborhood", L2Fam = "missing"), function(IC, risk, neighbor, tol = .Machine$double.eps^0.25, withCheck = TRUE){ + if(missing(withCheck)) withCheck <- TRUE L2Fam <- eval(IC at CallL2Fam) getRiskIC(IC = IC, risk = risk, neighbor = neighbor, L2Fam = L2Fam, tol = tol, withCheck = withCheck) @@ -107,6 +118,7 @@ if(dimension(Domain(IC at Curve[[1]])) != dimension(img(L2Fam at distribution))) stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'") + if(missing(withCheck)) withCheck <- TRUE rad <- neighbor at radius if(rad == Inf) return(Inf) Modified: pkg/ROptEst/R/getInfLM.R =================================================================== --- pkg/ROptEst/R/getInfLM.R 2018-07-24 12:36:46 UTC (rev 1053) +++ pkg/ROptEst/R/getInfLM.R 2018-07-24 13:05:37 UTC (rev 1054) @@ -77,7 +77,7 @@ cat("current precision in IC algo:\t", prec, "\n") print(round(c(A=prec[1],a=prec[2]),3)) } - if(prec < tol) break + if(!is.na(prec)) if(prec < tol) break if(iter > maxiter){ if(warnit) cat("maximum iterations reached!\n", Modified: pkg/ROptEst/R/getInfRobIC_asAnscombe.R =================================================================== --- pkg/ROptEst/R/getInfRobIC_asAnscombe.R 2018-07-24 12:36:46 UTC (rev 1053) +++ pkg/ROptEst/R/getInfRobIC_asAnscombe.R 2018-07-24 13:05:37 UTC (rev 1054) @@ -58,7 +58,7 @@ tol = toli, warn, noLow = noLow, verbose = FALSE, checkBounds = FALSE) trV <- upBerg$risk$trAsCov$value - e.up <- FI/trV + if(!is.na(trV)) e.up <- FI/trV upper <- upper * 3 } upper <- upper / 3 Modified: pkg/ROptEst/R/getRiskIC.R =================================================================== --- pkg/ROptEst/R/getRiskIC.R 2018-07-24 12:36:46 UTC (rev 1053) +++ pkg/ROptEst/R/getRiskIC.R 2018-07-24 13:05:37 UTC (rev 1054) @@ -7,6 +7,7 @@ L2Fam = "missing"), function(IC, risk, withCheck= TRUE){ L2Fam <- force(eval(IC at CallL2Fam)) + if(missing(withCheck)) withCheck <- TRUE getRiskIC(IC = IC, risk = risk, L2Fam = L2Fam, withCheck= withCheck) }) @@ -15,6 +16,7 @@ neighbor = "missing", L2Fam = "L2ParamFamily"), function(IC, risk, L2Fam, withCheck= TRUE){ + if(missing(withCheck)) withCheck <- TRUE Cov <- eval(IC at Risks[["asCov"]]) if(is.null(Cov)){ if(numberOfMaps(L2Fam at L2deriv)==1){ ## L2derivDim <- L2Fam at L2deriv Modified: pkg/RobAStBase/R/getBiasIC.R =================================================================== --- pkg/RobAStBase/R/getBiasIC.R 2018-07-24 12:36:46 UTC (rev 1053) +++ pkg/RobAStBase/R/getBiasIC.R 2018-07-24 13:05:37 UTC (rev 1054) @@ -12,6 +12,8 @@ misF <- TRUE L2Fam <- eval(IC at CallL2Fam) } + if(missing(withCheck)) withCheck <- TRUE + D1 <- L2Fam at distribution if(dimension(Domain(IC at Curve[[1]])) != dimension(img(D1))) stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'") Modified: pkg/RobAStBase/R/getRiskIC.R =================================================================== --- pkg/RobAStBase/R/getRiskIC.R 2018-07-24 12:36:46 UTC (rev 1053) +++ pkg/RobAStBase/R/getRiskIC.R 2018-07-24 13:05:37 UTC (rev 1054) @@ -16,9 +16,11 @@ risk = "asCov", neighbor = "missing", L2Fam = "missing"), - function(IC, risk, tol = .Machine$double.eps^0.25, withCheck = TRUE) - getRiskIC(IC = IC, risk = risk, L2Fam = eval(IC at CallL2Fam), + function(IC, risk, tol = .Machine$double.eps^0.25, withCheck = TRUE){ + if(missing(withCheck)) withCheck <- TRUE + return(getRiskIC(IC = IC, risk = risk, L2Fam = eval(IC at CallL2Fam), tol = tol, withCheck = withCheck)) + }) setMethod("getRiskIC", signature(IC = "IC", risk = "asCov", @@ -28,6 +30,7 @@ if(dimension(Domain(IC at Curve[[1]])) != dimension(img(L2Fam at distribution))) stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'") + if(missing(withCheck)) withCheck <- TRUE IC1 <- as(diag(dimension(IC at Curve)) %*% IC at Curve, "EuclRandVariable") bias <- E(L2Fam, IC1) @@ -46,8 +49,9 @@ neighbor = "missing", L2Fam = "missing"), function(IC, risk, tol = .Machine$double.eps^0.25, withCheck = TRUE){ - getRiskIC(IC = IC, risk = risk, L2Fam = eval(IC at CallL2Fam), - tol = tol, withCheck = withCheck) + if(missing(withCheck)) withCheck <- TRUE + return(getRiskIC(IC = IC, risk = risk, L2Fam = eval(IC at CallL2Fam), + tol = tol, withCheck = withCheck)) }) setMethod("getRiskIC", signature(IC = "IC", @@ -58,6 +62,8 @@ if(dimension(Domain(IC at Curve[[1]])) != dimension(img(L2Fam at distribution))) stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'") + if(missing(withCheck)) withCheck <- TRUE + trCov <- getRiskIC(IC, risk = asCov(), L2Fam = L2Fam, withCheck = withCheck)$asCov trCov$value <- sum(diag(as.matrix(trCov$value))) @@ -73,7 +79,10 @@ neighbor = "UncondNeighborhood", L2Fam = "missing"), function(IC, risk, neighbor, tol = .Machine$double.eps^0.25, withCheck = TRUE){ - getBiasIC(IC = IC, neighbor = neighbor, + + if(missing(withCheck)) withCheck <- TRUE + + getBiasIC(IC = IC, neighbor = neighbor, biastype = biastype(risk), normtype = normtype(risk), tol = tol, withCheck = withCheck) }) @@ -82,7 +91,8 @@ neighbor = "UncondNeighborhood", L2Fam = "L2ParamFamily"), function(IC, risk, neighbor, L2Fam, tol = .Machine$double.eps^0.25, withCheck = TRUE){ - getBiasIC(IC = IC, neighbor = neighbor, L2Fam = L2Fam, + if(missing(withCheck)) withCheck <- TRUE + getBiasIC(IC = IC, neighbor = neighbor, L2Fam = L2Fam, biastype = biastype(risk), normtype = normtype(risk), tol = tol, withCheck = withCheck) }) @@ -94,6 +104,7 @@ neighbor = "UncondNeighborhood", L2Fam = "missing"), function(IC, risk, neighbor, tol = .Machine$double.eps^0.25, withCheck = TRUE){ + if(missing(withCheck)) withCheck <- TRUE L2Fam <- eval(IC at CallL2Fam) getRiskIC(IC = IC, risk = risk, neighbor = neighbor, L2Fam = L2Fam, tol = tol, withCheck = withCheck) @@ -107,6 +118,7 @@ if(dimension(Domain(IC at Curve[[1]])) != dimension(img(L2Fam at distribution))) stop("dimension of 'Domain' of 'Curve' != dimension of 'img' of 'distribution' of 'L2Fam'") + if(missing(withCheck)) withCheck <- TRUE rad <- neighbor at radius if(rad == Inf) return(Inf) From noreply at r-forge.r-project.org Wed Jul 25 00:18:12 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 25 Jul 2018 00:18:12 +0200 (CEST) Subject: [Robast-commits] r1055 - branches/robast-1.1/pkg/ROptRegTS/R branches/robast-1.1/pkg/ROptRegTS/inst branches/robast-1.1/pkg/ROptRegTS/inst/scripts branches/robast-1.2/pkg/ROptRegTS/R branches/robast-1.2/pkg/ROptRegTS/inst branches/robast-1.2/pkg/ROptRegTS/inst/scripts pkg/ROptRegTS/R pkg/ROptRegTS/inst pkg/ROptRegTS/inst/scripts Message-ID: <20180724221812.7F472180920@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-25 00:18:11 +0200 (Wed, 25 Jul 2018) New Revision: 1055 Modified: branches/robast-1.1/pkg/ROptRegTS/R/AllClass.R branches/robast-1.1/pkg/ROptRegTS/R/getAsRiskRegTS.R branches/robast-1.1/pkg/ROptRegTS/R/getFiRiskRegTS.R branches/robast-1.1/pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R branches/robast-1.1/pkg/ROptRegTS/R/getInfCentRegTS.R branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c1.R branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_v1.R branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asUnOvShoot.R branches/robast-1.1/pkg/ROptRegTS/inst/NEWS branches/robast-1.1/pkg/ROptRegTS/inst/scripts/NormLinRegAdaption.R branches/robast-1.1/pkg/ROptRegTS/inst/scripts/NormLinRegScale.R branches/robast-1.1/pkg/ROptRegTS/inst/scripts/UnderOverShootRiskCond.R branches/robast-1.2/pkg/ROptRegTS/R/AllClass.R branches/robast-1.2/pkg/ROptRegTS/R/getAsRiskRegTS.R branches/robast-1.2/pkg/ROptRegTS/R/getFiRiskRegTS.R branches/robast-1.2/pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R branches/robast-1.2/pkg/ROptRegTS/R/getInfCentRegTS.R branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c1.R branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_v1.R branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asUnOvShoot.R branches/robast-1.2/pkg/ROptRegTS/inst/NEWS branches/robast-1.2/pkg/ROptRegTS/inst/scripts/NormLinRegAdaption.R branches/robast-1.2/pkg/ROptRegTS/inst/scripts/NormLinRegScale.R branches/robast-1.2/pkg/ROptRegTS/inst/scripts/UnderOverShootRiskCond.R pkg/ROptRegTS/R/AllClass.R pkg/ROptRegTS/R/getAsRiskRegTS.R pkg/ROptRegTS/R/getFiRiskRegTS.R pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R pkg/ROptRegTS/R/getInfCentRegTS.R pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c1.R pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_v1.R pkg/ROptRegTS/R/getInfRobRegTypeIC_asUnOvShoot.R pkg/ROptRegTS/inst/NEWS pkg/ROptRegTS/inst/scripts/NormLinRegAdaption.R pkg/ROptRegTS/inst/scripts/NormLinRegScale.R pkg/ROptRegTS/inst/scripts/UnderOverShootRiskCond.R Log: [ROptRegT] + fixed some issues in scripts and in code -- + mainly: replaced distr:: by getdistrOption("") resp. distr[Ex]options("", val) by distr[Ex]options(""= val) + a centering K3-E(K3) was needed to be allowed as error distribution + due to package clash distrMod/ROptEst and ROptEstOld call RobRex methods by RobRex:: and do not load the NAMESPACE Modified: branches/robast-1.1/pkg/ROptRegTS/R/AllClass.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/AllClass.R 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.1/pkg/ROptRegTS/R/AllClass.R 2018-07-24 22:18:11 UTC (rev 1055) @@ -160,8 +160,8 @@ radCurve <- object at neighbor@radiusCurve if(is(D1, "UnivariateDistribution")){ if(is(D1, "AbscontDistribution")){ - xlo <- ifelse(is.finite(q.l(D1)(0)), q.l(D1)(0), q.l(D1)(distr::TruncQuantile)) - xup <- ifelse(is.finite(q.l(D1)(1)), q.l(D1)(1), q.l(D1)(1 - distr::TruncQuantile)) + xlo <- ifelse(is.finite(q.l(D1)(0)), q.l(D1)(0), q.l(D1)(getdistrOption("TruncQuantile"))) + xup <- ifelse(is.finite(q.l(D1)(1)), q.l(D1)(1), q.l(D1)(1 - getdistrOption("TruncQuantile"))) x <- seq(from = xlo, to = xup, by = 1e-3) }else{ if(is(Regressor, "DiscreteDistribution")) @@ -210,8 +210,8 @@ radCurve <- object at neighbor@radiusCurve if(is(D1, "UnivariateDistribution")){ if(is(D1, "AbscontDistribution")){ - xlo <- ifelse(is.finite(q.l(D1)(0)), q.l(D1)(0), q.l(D1)(distr::TruncQuantile)) - xup <- ifelse(is.finite(q.l(D1)(1)), q.l(D1)(1), q.l(D1)(1 - distr::TruncQuantile)) + xlo <- ifelse(is.finite(q.l(D1)(0)), q.l(D1)(0), q.l(D1)(getdistrOption("TruncQuantile"))) + xup <- ifelse(is.finite(q.l(D1)(1)), q.l(D1)(1), q.l(D1)(1 - getdistrOption("TruncQuantile"))) x <- seq(from = xlo, to = xup, by = 1e-3) }else{ if(is(Regressor, "DiscreteDistribution")) Modified: branches/robast-1.1/pkg/ROptRegTS/R/getAsRiskRegTS.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getAsRiskRegTS.R 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.1/pkg/ROptRegTS/R/getAsRiskRegTS.R 2018-07-24 22:18:11 UTC (rev 1055) @@ -282,8 +282,8 @@ neighbor = "CondNeighborhood"), function(risk, ErrorL2deriv, Regressor, neighbor, clip, cent, stand){ if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(getdistrOption("TruncQuantile"))) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - getdistrOption("TruncQuantile"))) x.vec <- seq(from = xlower, to = xupper, by = 0.01) }else{ if(is(Regressor, "DiscreteDistribution")) Modified: branches/robast-1.1/pkg/ROptRegTS/R/getFiRiskRegTS.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getFiRiskRegTS.R 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.1/pkg/ROptRegTS/R/getFiRiskRegTS.R 2018-07-24 22:18:11 UTC (rev 1055) @@ -62,7 +62,7 @@ eps <- neighbor at radius tau <- risk at width n <- sampleSize - m <- distr::DefaultNrFFTGridPointsExponent + m <- getdistrOption("DefaultNrFFTGridPointsExponent") if(Algo != "A"){ if(cont == "left"){ @@ -173,7 +173,7 @@ delta <- neighbor at radius tau <- risk at width n <- sampleSize - m <- distr::DefaultNrFFTGridPointsExponent + m <- getdistrOption("DefaultNrFFTGridPointsExponent") if(Algo != "A"){ if(cont == "left"){ @@ -289,17 +289,17 @@ eps <- neighbor at radiusCurve tau <- risk at width n <- sampleSize - m <- distr::DefaultNrFFTGridPointsExponent + m <- getdistrOption("DefaultNrFFTGridPointsExponent") if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(getdistrOption("TruncQuantile"))) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - getdistrOption("TruncQuantile"))) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) x.vec <- support(Regressor) else - x.vec <- unique(r(Regressor)(distr::RtoDPQ.e)) + x.vec <- unique(r(Regressor)(getdistrOption("RtoDPQ.e"))) } b.vec <- sapply(x.vec, clip) @@ -363,17 +363,17 @@ delta <- neighbor at radiusCurve tau <- risk at width n <- sampleSize - m <- distr::DefaultNrFFTGridPointsExponent + m <- getdistrOption("DefaultNrFFTGridPointsExponent") if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(getdistrOption("TruncQuantile"))) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - getdistrOption("TruncQuantile"))) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) x.vec <- support(Regressor) else - x.vec <- unique(r(Regressor)(distr::RtoDPQ.e)) + x.vec <- unique(r(Regressor)(getdistrOption("RtoDPQ.e"))) } b.vec <- sapply(x.vec, clip) Modified: branches/robast-1.1/pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.1/pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R 2018-07-24 22:18:11 UTC (rev 1055) @@ -53,14 +53,14 @@ tol, warn, Algo, cont){ radiusCurve <- neighbor at radiusCurve if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(getdistrOption("TruncQuantile"))) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - getdistrOption("TruncQuantile"))) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) x.vec <- support(Regressor) else - x.vec <- unique(r(Regressor)(distr::RtoDPQ.e)) + x.vec <- unique(r(Regressor)(getdistrOption("RtoDPQ.e"))) } radCx <- radiusCurve(x.vec) Modified: branches/robast-1.1/pkg/ROptRegTS/R/getInfCentRegTS.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getInfCentRegTS.R 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.1/pkg/ROptRegTS/R/getInfCentRegTS.R 2018-07-24 22:18:11 UTC (rev 1055) @@ -40,8 +40,8 @@ } return(E(K, gu.fct, z = z, c0 = c0, D1 = D1)) } - lower <- q.l(ErrorL2deriv)(distr::TruncQuantile) - upper <- q.l(ErrorL2deriv)(1-distr::TruncQuantile) + lower <- q.l(ErrorL2deriv)(getdistrOption("TruncQuantile")) + upper <- q.l(ErrorL2deriv)(1-getdistrOption("TruncQuantile")) return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, c0 = clip, D1 = ErrorL2deriv, K = Regressor)$root) @@ -100,8 +100,8 @@ z*(1-p(D1)(z/x)) + x*(m1df(D1, z/x) - m1df(D1, b/x)) + b*p(D1)(b/x) } } - lower <- q.l(ErrorL2deriv)(distr::TruncQuantile) - upper <- q.l(ErrorL2deriv)(1-distr::TruncQuantile) + lower <- q.l(ErrorL2deriv)(getdistrOption("TruncQuantile")) + upper <- q.l(ErrorL2deriv)(1-getdistrOption("TruncQuantile")) return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, c0 = clip, D1 = ErrorL2deriv, x = Regressor)$root) @@ -209,8 +209,8 @@ z.fct <- function(z, c0, D1){ return(c0 + (z-c0)*p(D1)(z-c0) - (z+c0)*p(D1)(z+c0) + m1df(D1, z+c0) - m1df(D1, z-c0)) } - lower <- q.l(ErrorL2deriv)(distr::TruncQuantile) - upper <- q.l(ErrorL2deriv)(1-distr::TruncQuantile) + lower <- q.l(ErrorL2deriv)(getdistrOption("TruncQuantile")) + upper <- q.l(ErrorL2deriv)(1-getdistrOption("TruncQuantile")) return(uniroot(z.fct, lower = lower, upper = upper, tol = tol.z, c0=clip, D1=ErrorL2deriv)$root) @@ -234,8 +234,8 @@ zfun <- function(x, z0, c0, D1, tol.z){ if(x == 0) return(0) - lower <- q.l(D1)(distr::TruncQuantile) - upper <- q.l(D1)(1-distr::TruncQuantile) + lower <- q.l(D1)(getdistrOption("TruncQuantile")) + upper <- q.l(D1)(1-getdistrOption("TruncQuantile")) return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, c0 = c0, xx = x, D1 = D1)$root) @@ -284,8 +284,8 @@ zfun <- function(x, z0, c0, A0, D1, tol.z){ if(all(x == numeric(length(x)))) return(0) - lower <- q.l(D1)(distr::TruncQuantile) - upper <- q.l(D1)(1-distr::TruncQuantile) + lower <- q.l(D1)(getdistrOption("TruncQuantile")) + upper <- q.l(D1)(1-getdistrOption("TruncQuantile")) return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, c0 = c0, A0 = A0, xx = x, D1 = D1)$root) Modified: branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c1.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c1.R 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c1.R 2018-07-24 22:18:11 UTC (rev 1055) @@ -33,14 +33,14 @@ if(is(Regressor, "UnivariateDistribution")){ if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(getdistrOption("TruncQuantile"))) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - getdistrOption("TruncQuantile"))) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) x.vec <- support(Regressor) else - x.vec <- unique(r(Regressor)(distr::RtoDPQ.e)) + x.vec <- unique(r(Regressor)(getdistrOption("RtoDPQ.e"))) } z.vec <- numeric(length(x.vec)) }else{ @@ -150,14 +150,14 @@ z <- z.start if(is(Regressor, "UnivariateDistribution")){ if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(getdistrOption("TruncQuantile"))) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - getdistrOption("TruncQuantile"))) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) x.vec <- support(Regressor) else - x.vec <- unique(r(Regressor)(distr::RtoDPQ.e)) + x.vec <- unique(r(Regressor)(getdistrOption("RtoDPQ.e"))) } z.vec <- matrix(0, ncol = k, nrow = length(x.vec)) }else{ Modified: branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_v1.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_v1.R 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_v1.R 2018-07-24 22:18:11 UTC (rev 1055) @@ -33,14 +33,14 @@ if(is(Regressor, "UnivariateDistribution")){ if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(getdistrOption("TruncQuantile"))) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - getdistrOption("TruncQuantile"))) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) x.vec <- support(Regressor) else - x.vec <- unique(r(Regressor)(distr::RtoDPQ.e)) + x.vec <- unique(r(Regressor)(getdistrOption("RtoDPQ.e"))) } z.vec <- numeric(length(x.vec)) }else{ Modified: branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asUnOvShoot.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asUnOvShoot.R 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.1/pkg/ROptRegTS/R/getInfRobRegTypeIC_asUnOvShoot.R 2018-07-24 22:18:11 UTC (rev 1055) @@ -152,14 +152,14 @@ RegSymm, Finfo, trafo, upper, maxiter, tol, warn){ radiusCurve <- neighbor at radiusCurve if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(getdistrOption("TruncQuantile"))) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - getdistrOption("TruncQuantile"))) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) x.vec <- support(Regressor) else - x.vec <- unique(r(Regressor)(distr::RtoDPQ.e)) + x.vec <- unique(r(Regressor)(getdistrOption("RtoDPQ.e"))) } radCx <- radiusCurve(x.vec) Modified: branches/robast-1.1/pkg/ROptRegTS/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/inst/NEWS 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.1/pkg/ROptRegTS/inst/NEWS 2018-07-24 22:18:11 UTC (rev 1055) @@ -16,7 +16,9 @@ under the hood: + wherever possible also use q.l internally instead of q to provide functionality in IRKernel - ++ changed calls to formerly exported objects from NAMESPACE distr to getdistrOption("") ++ fixed large parts of the scripts + ####################################### version 1.0 ####################################### Modified: branches/robast-1.1/pkg/ROptRegTS/inst/scripts/NormLinRegAdaption.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/inst/scripts/NormLinRegAdaption.R 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.1/pkg/ROptRegTS/inst/scripts/NormLinRegAdaption.R 2018-07-24 22:18:11 UTC (rev 1055) @@ -69,8 +69,8 @@ checkL2deriv(LM31) distrExOptions(ErelativeTolerance, .Machine$double.eps^0.5) -(LM32 <- NormLinRegInterceptFamily(RegDistr = K3, trafo = matrix(c(1,0), nrow = 1), nuisance = TRUE)) -distrExOptions(ErelativeTolerance, .Machine$double.eps^0.25) +(LM32 <- NormLinRegInterceptFamily(RegDistr = K3-E(K3), trafo = matrix(c(1,0), nrow = 1), nuisance = TRUE)) +distrExOptions("ErelativeTolerance"= .Machine$double.eps^0.25) checkL2deriv(LM32) ## infinitesimal robust model Modified: branches/robast-1.1/pkg/ROptRegTS/inst/scripts/NormLinRegScale.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/inst/scripts/NormLinRegScale.R 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.1/pkg/ROptRegTS/inst/scripts/NormLinRegScale.R 2018-07-24 22:18:11 UTC (rev 1055) @@ -3,7 +3,6 @@ ############################################################################### require(ROptRegTS) -require(RobRex) ############################################################################### ## Example 1 (1-dim., discrete Regressor) @@ -39,7 +38,7 @@ Risks(IC21) # AL-estimator from package RobRex -system.time(IC.AL1 <- rgsOptIC.AL(r = 0.5, K = K1, check = TRUE), gcFirst = TRUE) +system.time(IC.AL1 <- RobRex::rgsOptIC.AL(r = 0.5, K = K1, check = TRUE), gcFirst = TRUE) checkIC(IC.AL1) Risks(IC.AL1) @@ -49,7 +48,7 @@ Risks(IC21c) # AL-estimator from package RobRex -system.time(IC.AL1c <- rgsOptIC.ALc(r = 0.5, K = K1, check = TRUE), gcFirst = TRUE) +system.time(IC.AL1c <- RobRex::rgsOptIC.ALc(r = 0.5, K = K1, check = TRUE), gcFirst = TRUE) checkIC(IC.AL1c) Risks(IC.AL1c) @@ -162,7 +161,7 @@ Risks(IC23) # AL-estimator from package RobRex -system.time(IC.AL3 <- rgsOptIC.AL(r = 0.5, K = K3, check = TRUE), gcFirst = TRUE) +system.time(IC.AL3 <- RobRex::rgsOptIC.AL(r = 0.5, K = K3, check = TRUE), gcFirst = TRUE) checkIC(IC.AL3) Risks(IC.AL3) @@ -172,7 +171,7 @@ Risks(IC23c) # AL-estimator from package RobRex -system.time(IC.AL3c <- rgsOptIC.ALc(r = 0.5, K = K3, check = TRUE), gcFirst = TRUE) +system.time(IC.AL3c <- RobRex::rgsOptIC.ALc(r = 0.5, K = K3, check = TRUE), gcFirst = TRUE) checkIC(IC.AL3c) Risks(IC.AL3c) Modified: branches/robast-1.1/pkg/ROptRegTS/inst/scripts/UnderOverShootRiskCond.R =================================================================== --- branches/robast-1.1/pkg/ROptRegTS/inst/scripts/UnderOverShootRiskCond.R 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.1/pkg/ROptRegTS/inst/scripts/UnderOverShootRiskCond.R 2018-07-24 22:18:11 UTC (rev 1055) @@ -90,7 +90,7 @@ checkIC(IC32v) # takes some time Risks(IC32v) -distroptions("DefaultNrFFTGridPointsExponent", 8) +distroptions("DefaultNrFFTGridPointsExponent"= 8) system.time(IC42c <- optIC(model=RobLM4c, risk=fiUnOvShoot(width = tau/sqrt(n)), sampleSize = n), gcFirst = TRUE) checkIC(IC42c) # takes some time Risks(IC42c) @@ -127,7 +127,7 @@ clipLo(IC13c) <- RealRandVariable(list(clipLo13), Domain=Reals()) stand(IC13c) <- as.matrix(stand3) checkIC(IC13c) -distroptions("DefaultNrFFTGridPointsExponent", 12) +distroptions("DefaultNrFFTGridPointsExponent"= 12) Risks(IC13c) <- getFiRiskRegTS(risk = fiUnOvShoot(width = tau/sqrt(n)), ErrorDistr = Norm(), Regressor = K1, neighbor = CondContNeighborhood(radius = 0, @@ -163,7 +163,7 @@ clipLo(IC23c) <- RealRandVariable(list(clipLo23), Domain=Reals()) stand(IC23c) <- as.matrix(stand3) checkIC(IC23c) -distroptions("DefaultNrFFTGridPointsExponent", 8) +distroptions("DefaultNrFFTGridPointsExponent"= 8) Risks(IC23c) <- getFiRiskRegTS(risk = fiUnOvShoot(width = tau/sqrt(n)), ErrorDistr = Norm(), Regressor = K2, neighbor = CondContNeighborhood(radius = 0, @@ -199,7 +199,7 @@ stand(IC13v) <- as.matrix(stand3) checkIC(IC13v) -distroptions("DefaultNrFFTGridPointsExponent", 12) +distroptions("DefaultNrFFTGridPointsExponent"= 12) Risks(IC13v) <- getFiRiskRegTS(risk = fiUnOvShoot(width = tau/sqrt(n)), ErrorDistr = Norm(), Regressor = K1, neighbor = CondTotalVarNeighborhood(radius = 0, @@ -234,7 +234,7 @@ stand(IC23v) <- as.matrix(stand3) checkIC(IC23v) -distroptions("DefaultNrFFTGridPointsExponent", 8) +distroptions("DefaultNrFFTGridPointsExponent"= 8) Risks(IC23v) <- getFiRiskRegTS(risk = fiUnOvShoot(width = tau/sqrt(n)), ErrorDistr = Norm(), Regressor = K2, neighbor = CondTotalVarNeighborhood(radius = 0, Modified: branches/robast-1.2/pkg/ROptRegTS/R/AllClass.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/AllClass.R 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.2/pkg/ROptRegTS/R/AllClass.R 2018-07-24 22:18:11 UTC (rev 1055) @@ -160,8 +160,8 @@ radCurve <- object at neighbor@radiusCurve if(is(D1, "UnivariateDistribution")){ if(is(D1, "AbscontDistribution")){ - xlo <- ifelse(is.finite(q.l(D1)(0)), q.l(D1)(0), q.l(D1)(distr::TruncQuantile)) - xup <- ifelse(is.finite(q.l(D1)(1)), q.l(D1)(1), q.l(D1)(1 - distr::TruncQuantile)) + xlo <- ifelse(is.finite(q.l(D1)(0)), q.l(D1)(0), q.l(D1)(getdistrOption("TruncQuantile"))) + xup <- ifelse(is.finite(q.l(D1)(1)), q.l(D1)(1), q.l(D1)(1 - getdistrOption("TruncQuantile"))) x <- seq(from = xlo, to = xup, by = 1e-3) }else{ if(is(Regressor, "DiscreteDistribution")) @@ -210,8 +210,8 @@ radCurve <- object at neighbor@radiusCurve if(is(D1, "UnivariateDistribution")){ if(is(D1, "AbscontDistribution")){ - xlo <- ifelse(is.finite(q.l(D1)(0)), q.l(D1)(0), q.l(D1)(distr::TruncQuantile)) - xup <- ifelse(is.finite(q.l(D1)(1)), q.l(D1)(1), q.l(D1)(1 - distr::TruncQuantile)) + xlo <- ifelse(is.finite(q.l(D1)(0)), q.l(D1)(0), q.l(D1)(getdistrOption("TruncQuantile"))) + xup <- ifelse(is.finite(q.l(D1)(1)), q.l(D1)(1), q.l(D1)(1 - getdistrOption("TruncQuantile"))) x <- seq(from = xlo, to = xup, by = 1e-3) }else{ if(is(Regressor, "DiscreteDistribution")) Modified: branches/robast-1.2/pkg/ROptRegTS/R/getAsRiskRegTS.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/getAsRiskRegTS.R 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.2/pkg/ROptRegTS/R/getAsRiskRegTS.R 2018-07-24 22:18:11 UTC (rev 1055) @@ -282,8 +282,8 @@ neighbor = "CondNeighborhood"), function(risk, ErrorL2deriv, Regressor, neighbor, clip, cent, stand){ if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(getdistrOption("TruncQuantile"))) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - getdistrOption("TruncQuantile"))) x.vec <- seq(from = xlower, to = xupper, by = 0.01) }else{ if(is(Regressor, "DiscreteDistribution")) Modified: branches/robast-1.2/pkg/ROptRegTS/R/getFiRiskRegTS.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/getFiRiskRegTS.R 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.2/pkg/ROptRegTS/R/getFiRiskRegTS.R 2018-07-24 22:18:11 UTC (rev 1055) @@ -62,7 +62,7 @@ eps <- neighbor at radius tau <- risk at width n <- sampleSize - m <- distr::DefaultNrFFTGridPointsExponent + m <- getdistrOption("DefaultNrFFTGridPointsExponent") if(Algo != "A"){ if(cont == "left"){ @@ -173,7 +173,7 @@ delta <- neighbor at radius tau <- risk at width n <- sampleSize - m <- distr::DefaultNrFFTGridPointsExponent + m <- getdistrOption("DefaultNrFFTGridPointsExponent") if(Algo != "A"){ if(cont == "left"){ @@ -289,17 +289,17 @@ eps <- neighbor at radiusCurve tau <- risk at width n <- sampleSize - m <- distr::DefaultNrFFTGridPointsExponent + m <- getdistrOption("DefaultNrFFTGridPointsExponent") if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(getdistrOption("TruncQuantile"))) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - getdistrOption("TruncQuantile"))) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) x.vec <- support(Regressor) else - x.vec <- unique(r(Regressor)(distr::RtoDPQ.e)) + x.vec <- unique(r(Regressor)(getdistrOption("RtoDPQ.e"))) } b.vec <- sapply(x.vec, clip) @@ -363,17 +363,17 @@ delta <- neighbor at radiusCurve tau <- risk at width n <- sampleSize - m <- distr::DefaultNrFFTGridPointsExponent + m <- getdistrOption("DefaultNrFFTGridPointsExponent") if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(getdistrOption("TruncQuantile"))) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - getdistrOption("TruncQuantile"))) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) x.vec <- support(Regressor) else - x.vec <- unique(r(Regressor)(distr::RtoDPQ.e)) + x.vec <- unique(r(Regressor)(getdistrOption("RtoDPQ.e"))) } b.vec <- sapply(x.vec, clip) Modified: branches/robast-1.2/pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.2/pkg/ROptRegTS/R/getFixRobRegTypeIC_fiUnOvShoot.R 2018-07-24 22:18:11 UTC (rev 1055) @@ -53,14 +53,14 @@ tol, warn, Algo, cont){ radiusCurve <- neighbor at radiusCurve if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(getdistrOption("TruncQuantile"))) + xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - getdistrOption("TruncQuantile"))) x.vec <- seq(from = xlower, to = xupper, length = 1000) }else{ if(is(Regressor, "DiscreteDistribution")) x.vec <- support(Regressor) else - x.vec <- unique(r(Regressor)(distr::RtoDPQ.e)) + x.vec <- unique(r(Regressor)(getdistrOption("RtoDPQ.e"))) } radCx <- radiusCurve(x.vec) Modified: branches/robast-1.2/pkg/ROptRegTS/R/getInfCentRegTS.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/getInfCentRegTS.R 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.2/pkg/ROptRegTS/R/getInfCentRegTS.R 2018-07-24 22:18:11 UTC (rev 1055) @@ -40,8 +40,8 @@ } return(E(K, gu.fct, z = z, c0 = c0, D1 = D1)) } - lower <- q.l(ErrorL2deriv)(distr::TruncQuantile) - upper <- q.l(ErrorL2deriv)(1-distr::TruncQuantile) + lower <- q.l(ErrorL2deriv)(getdistrOption("TruncQuantile")) + upper <- q.l(ErrorL2deriv)(1-getdistrOption("TruncQuantile")) return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, c0 = clip, D1 = ErrorL2deriv, K = Regressor)$root) @@ -100,8 +100,8 @@ z*(1-p(D1)(z/x)) + x*(m1df(D1, z/x) - m1df(D1, b/x)) + b*p(D1)(b/x) } } - lower <- q.l(ErrorL2deriv)(distr::TruncQuantile) - upper <- q.l(ErrorL2deriv)(1-distr::TruncQuantile) + lower <- q.l(ErrorL2deriv)(getdistrOption("TruncQuantile")) + upper <- q.l(ErrorL2deriv)(1-getdistrOption("TruncQuantile")) return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, c0 = clip, D1 = ErrorL2deriv, x = Regressor)$root) @@ -209,8 +209,8 @@ z.fct <- function(z, c0, D1){ return(c0 + (z-c0)*p(D1)(z-c0) - (z+c0)*p(D1)(z+c0) + m1df(D1, z+c0) - m1df(D1, z-c0)) } - lower <- q.l(ErrorL2deriv)(distr::TruncQuantile) - upper <- q.l(ErrorL2deriv)(1-distr::TruncQuantile) + lower <- q.l(ErrorL2deriv)(getdistrOption("TruncQuantile")) + upper <- q.l(ErrorL2deriv)(1-getdistrOption("TruncQuantile")) return(uniroot(z.fct, lower = lower, upper = upper, tol = tol.z, c0=clip, D1=ErrorL2deriv)$root) @@ -234,8 +234,8 @@ zfun <- function(x, z0, c0, D1, tol.z){ if(x == 0) return(0) - lower <- q.l(D1)(distr::TruncQuantile) - upper <- q.l(D1)(1-distr::TruncQuantile) + lower <- q.l(D1)(getdistrOption("TruncQuantile")) + upper <- q.l(D1)(1-getdistrOption("TruncQuantile")) return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, c0 = c0, xx = x, D1 = D1)$root) @@ -284,8 +284,8 @@ zfun <- function(x, z0, c0, A0, D1, tol.z){ if(all(x == numeric(length(x)))) return(0) - lower <- q.l(D1)(distr::TruncQuantile) - upper <- q.l(D1)(1-distr::TruncQuantile) + lower <- q.l(D1)(getdistrOption("TruncQuantile")) + upper <- q.l(D1)(1-getdistrOption("TruncQuantile")) return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z, c0 = c0, A0 = A0, xx = x, D1 = D1)$root) Modified: branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c1.R =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c1.R 2018-07-24 13:05:37 UTC (rev 1054) +++ branches/robast-1.2/pkg/ROptRegTS/R/getInfRobRegTypeIC_asGRisk_c1.R 2018-07-24 22:18:11 UTC (rev 1055) @@ -33,14 +33,14 @@ if(is(Regressor, "UnivariateDistribution")){ if(is(Regressor, "AbscontDistribution")){ - xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(distr::TruncQuantile)) - xupper <- ifelse(is.finite(q.l(Regressor)(1)), q.l(Regressor)(1), q.l(Regressor)(1 - distr::TruncQuantile)) + xlower <- ifelse(is.finite(q.l(Regressor)(0)), q.l(Regressor)(0), q.l(Regressor)(getdistrOption("TruncQuantile"))) [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1055 From noreply at r-forge.r-project.org Wed Jul 25 00:31:37 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 25 Jul 2018 00:31:37 +0200 (CEST) Subject: [Robast-commits] r1056 - branches/robast-1.1/pkg/RobAStBase branches/robast-1.1/pkg/RobAStBase/R branches/robast-1.1/pkg/RobAStBase/inst branches/robast-1.1/pkg/RobAStBase/man branches/robast-1.2/pkg/RobAStBase branches/robast-1.2/pkg/RobAStBase/R branches/robast-1.2/pkg/RobAStBase/inst branches/robast-1.2/pkg/RobAStBase/man pkg/RobAStBase pkg/RobAStBase/R pkg/RobAStBase/inst pkg/RobAStBase/man Message-ID: <20180724223137.766D3184DBC@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-25 00:31:37 +0200 (Wed, 25 Jul 2018) New Revision: 1056 Modified: branches/robast-1.1/pkg/RobAStBase/DESCRIPTION branches/robast-1.1/pkg/RobAStBase/NAMESPACE branches/robast-1.1/pkg/RobAStBase/R/AllClass.R branches/robast-1.1/pkg/RobAStBase/R/AllGeneric.R branches/robast-1.1/pkg/RobAStBase/R/kStepEstimate.R branches/robast-1.1/pkg/RobAStBase/R/kStepEstimator.R branches/robast-1.1/pkg/RobAStBase/inst/NEWS branches/robast-1.1/pkg/RobAStBase/man/kStepEstimate-class.Rd branches/robast-1.2/pkg/RobAStBase/DESCRIPTION branches/robast-1.2/pkg/RobAStBase/NAMESPACE branches/robast-1.2/pkg/RobAStBase/R/AllClass.R branches/robast-1.2/pkg/RobAStBase/R/AllGeneric.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/kStepEstimate-class.Rd pkg/RobAStBase/DESCRIPTION pkg/RobAStBase/NAMESPACE pkg/RobAStBase/R/AllClass.R pkg/RobAStBase/R/AllGeneric.R pkg/RobAStBase/R/kStepEstimate.R pkg/RobAStBase/R/kStepEstimator.R pkg/RobAStBase/inst/NEWS pkg/RobAStBase/man/kStepEstimate-class.Rd Log: [RobASt] At running scripts of ROptEst some bugs became apparent: + DESCRIPTION: we import graphics, grDevices, stats + the return value of roptest (of class kStepEstimate) had in slot estimate.call the call to roptest, but also, as an attribute the inner call to robest; subsequently, when printing the call this cluttered the output -> changed this: the call to robest is now in an extra slot robestCall of class OptionalCall which as a rule is NULL but is filled in roptest; it can be accessed by accessor robestCall + classUnion OptionalCall and S4method robestCall are exported + some (non-standard)-scalenames were not correctly found in kStepEstimator; in addition, for nuisances, the restriction to main coordinates idx was missing in kStepEstimator now have an internal function .fix.scalename to name the respective element as scale-coordinate Modified: branches/robast-1.1/pkg/RobAStBase/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobAStBase/DESCRIPTION 2018-07-24 22:18:11 UTC (rev 1055) +++ branches/robast-1.1/pkg/RobAStBase/DESCRIPTION 2018-07-24 22:31:37 UTC (rev 1056) @@ -6,7 +6,7 @@ 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 +Imports: startupmsg, graphics, grDevices, stats 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 Modified: branches/robast-1.1/pkg/RobAStBase/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/RobAStBase/NAMESPACE 2018-07-24 22:18:11 UTC (rev 1055) +++ branches/robast-1.1/pkg/RobAStBase/NAMESPACE 2018-07-24 22:31:37 UTC (rev 1056) @@ -28,7 +28,7 @@ exportClasses("ALEstimate", "kStepEstimate", "MEstimate") exportClasses("cutoff") exportClasses("interpolRisk", "OMSRRisk","MBRRisk","RMXRRisk") -exportClasses("StartClass", "pICList", "OptionalpICList") +exportClasses("StartClass", "pICList", "OptionalpICList", "OptionalCall") exportMethods("show", "plot") exportMethods("type", "radius", "radius<-") @@ -51,7 +51,8 @@ "neighborRadius", "neighborRadius<-", "clipLo", "clipLo<-", "clipUp", "clipUp<-", - "optIC", "start", "startval", "pICList") + "optIC", "start", "startval", "pICList", + "robestCall") exportMethods("locMEstimator") exportMethods("weight", "weight<-", "getweight", Modified: branches/robast-1.1/pkg/RobAStBase/R/AllClass.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/AllClass.R 2018-07-24 22:18:11 UTC (rev 1055) +++ branches/robast-1.1/pkg/RobAStBase/R/AllClass.R 2018-07-24 22:31:37 UTC (rev 1056) @@ -214,6 +214,7 @@ }) ## ALEstimate +setClassUnion("OptionalCall", c("call","NULL")) setClassUnion("OptionalInfluenceCurve", c("InfluenceCurve", "NULL")) setClassUnion("StartClass", c("numeric", "matrix", "function", "Estimate")) setClass("pICList", @@ -257,7 +258,8 @@ startval = "matrix", ustartval = "matrix", ksteps = "OptionalMatrix", - uksteps = "OptionalMatrix"), + uksteps = "OptionalMatrix", + robestCall = "OptionalCall"), prototype(name = "Asymptotically linear estimate", estimate = numeric(0), samplesize = numeric(0), @@ -281,7 +283,8 @@ Infos = matrix(c(character(0),character(0)), ncol=2, dimnames=list(character(0), c("method", "message"))), untransformed.estimate = NULL, - untransformed.asvar = NULL), + untransformed.asvar = NULL, + robestCall = NULL), contains = "ALEstimate") setClass("MEstimate", representation(Mroot = "numeric"), Modified: branches/robast-1.1/pkg/RobAStBase/R/AllGeneric.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/AllGeneric.R 2018-07-24 22:18:11 UTC (rev 1055) +++ branches/robast-1.1/pkg/RobAStBase/R/AllGeneric.R 2018-07-24 22:31:37 UTC (rev 1056) @@ -193,6 +193,9 @@ if(!isGeneric("pICList")){ setGeneric("pICList", function(object) standardGeneric("pICList")) } +if(!isGeneric("robestCall")){ + setGeneric("robestCall", function(object) standardGeneric("robestCall")) +} if(!isGeneric("Mroot")){ setGeneric("Mroot", function(object) standardGeneric("Mroot")) } Modified: branches/robast-1.1/pkg/RobAStBase/R/kStepEstimate.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/kStepEstimate.R 2018-07-24 22:18:11 UTC (rev 1055) +++ branches/robast-1.1/pkg/RobAStBase/R/kStepEstimate.R 2018-07-24 22:31:37 UTC (rev 1056) @@ -2,6 +2,7 @@ ## Functions and methods for "kStepEstimate" classes and subclasses ############################################################################### +setMethod("robestCall", "kStepEstimate", function(object) object at robestCall) setMethod("pICList", "kStepEstimate", function(object) object at pICList) setMethod("ICList", "kStepEstimate", function(object) object at ICList) setMethod("start", "kStepEstimate", function(x) x at start) Modified: branches/robast-1.1/pkg/RobAStBase/R/kStepEstimator.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/kStepEstimator.R 2018-07-24 22:18:11 UTC (rev 1055) +++ branches/robast-1.1/pkg/RobAStBase/R/kStepEstimator.R 2018-07-24 22:31:37 UTC (rev 1056) @@ -2,6 +2,26 @@ ## k-step estimator ############################################################################### +.fix.scalename <- function(obj, scalename, estname){ + hasdim <- !is.null(dim(obj)) + n.obj <- if(hasdim) rownames(obj) else names(obj) + if(!is.na(scalename)) if(scalename!="") { + if((! (scalename %in% estname)) && "scale" %in% estname) + estname[estname=="scale"] <- scalename + + if((! (scalename%in% n.obj)) && "scale" %in% n.obj){ + n.obj[n.obj=="scale"] <- scalename + if(hasdim) rownames(obj) <- n.obj else names(obj) <- n.obj + }else{ + if(length(n.obj)==0) n.obj <- rep("", length(estname)) + if(all(n.obj=="")) { + if(hasdim) rownames(obj) <- estname else names(obj) <- estname + } + } + } + return(obj) +} + setMethod("neighborRadius","ANY",function(object)NA) ### no dispatch on top layer -> keep product structure of dependence @@ -90,6 +110,12 @@ start.val <- matrix(theta,ncol=1) rownames(u.start.val) <- u.est.names rownames(start.val) <- est.names +# print(theta) + theta <- .fix.scalename(theta, sclname, est.names) +# print(theta) +# print(u.theta) + u.theta <- .fix.scalename(u.theta, sclname, u.est.names) +# print(u.theta) ### shall intermediate IC's / pIC's be stored? pICList <- if(withPICList) vector("list", steps) else NULL @@ -167,11 +193,14 @@ u.theta[sclname] <- scl * exp(correct[sclname]/scl) }else u.theta <- u.theta + correct - theta <- (tf$fct(u.theta))$fval + theta <- (tf$fct(u.theta[idx]))$fval }else{ # print("HU2!") correct <- rowMeans(evalRandVar(IC.c, x0), na.rm = na.rm ) iM <- is.matrix(theta) +# print(sclname) +# print(names(theta)) +# print(str(theta)) names(correct) <- if(iM) rownames(theta) else names(theta) if(logtrf){ scl <- if(iM) theta[sclname,1] else theta[sclname] @@ -255,6 +284,8 @@ withPostModif = (steps>i) | useLast, with.u.var = i==steps, oldmodifIC = modif.old) uksteps[,i] <- u.theta <- upd$u.theta +# print(str(upd$theta)) +# print(nrow(ksteps)) ksteps[,i] <- theta <- upd$theta if(withICList) ICList[[i]] <- new("InfluenceCurve", Modified: branches/robast-1.1/pkg/RobAStBase/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2018-07-24 22:18:11 UTC (rev 1055) +++ branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2018-07-24 22:31:37 UTC (rev 1056) @@ -27,6 +27,12 @@ + 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) +Return value of "roptest" ++ the return value of "roptest", an object of class "kStepEstimate" has a slot "estimate.call" which + contains the (matched) call to "roptest"; internally "roptest" calls "robest"; the call to "robest" + may be of interest, too, so we have a new slot "robestCall" of class "OptionalCall", ie a call + or NULL (default); it can be accessed via function robestCall() + bug fix: + slot modifyIC was set to a wrong value in makeIC / former (potential) move was overridden + in .preparePanelFirstLast if condition with.automatic.grid was (possibly) vector valued Modified: branches/robast-1.1/pkg/RobAStBase/man/kStepEstimate-class.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/kStepEstimate-class.Rd 2018-07-24 22:18:11 UTC (rev 1055) +++ branches/robast-1.1/pkg/RobAStBase/man/kStepEstimate-class.Rd 2018-07-24 22:31:37 UTC (rev 1056) @@ -1,5 +1,6 @@ \name{kStepEstimate-class} \docType{class} +\alias{OptionalCall-class} \alias{kStepEstimate-class} \alias{steps} \alias{steps,kStepEstimate-method} @@ -11,6 +12,8 @@ \alias{ICList,kStepEstimate-method} \alias{pICList} \alias{pICList,kStepEstimate-method} +\alias{robestCall} +\alias{robestCall,kStepEstimate-method} \alias{start,kStepEstimate-method} \alias{startval} \alias{startval,kStepEstimate-method} @@ -82,6 +85,9 @@ \item{\code{uksteps}}{Object of class \code{"OptionalMatrix"}: the intermediate estimates (in \eqn{k}-space) for the parameter; only filled when called from \code{kStepEstimator}. } + \item{\code{robestcall}}{Object of class \code{"OptionalCall"}, i.e., + a \code{call} or \code{NULL}: only filled when called from \code{roptest} + in package \pkg{ROptEst}.} } } \section{Extends}{ @@ -119,6 +125,8 @@ \item{pICList}{\code{signature(object = "kStepEstimate")}: accessor function for slot \code{pICList}. } + \item{robestCall}{\code{signature(object = "kStepEstimate")}: + accessor function for slot \code{robestCall}. } \item{show}{\code{signature(object = "kStepEstimate")}: a show method; } } Modified: branches/robast-1.2/pkg/RobAStBase/DESCRIPTION =================================================================== --- branches/robast-1.2/pkg/RobAStBase/DESCRIPTION 2018-07-24 22:18:11 UTC (rev 1055) +++ branches/robast-1.2/pkg/RobAStBase/DESCRIPTION 2018-07-24 22:31:37 UTC (rev 1056) @@ -1,19 +1,22 @@ Package: RobAStBase Version: 1.1.0 -Date: 2018-07-23 +Date: 2018-07-08 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", "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("R Core Team", role = c("ctb", "cph"), comment="for source file 'format.perc'")) +Imports: startupmsg, graphics, grDevices, stats +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("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$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 940 Modified: branches/robast-1.2/pkg/RobAStBase/NAMESPACE =================================================================== --- branches/robast-1.2/pkg/RobAStBase/NAMESPACE 2018-07-24 22:18:11 UTC (rev 1055) +++ branches/robast-1.2/pkg/RobAStBase/NAMESPACE 2018-07-24 22:31:37 UTC (rev 1056) @@ -28,7 +28,7 @@ exportClasses("ALEstimate", "kStepEstimate", "MEstimate") exportClasses("cutoff") exportClasses("interpolRisk", "OMSRRisk","MBRRisk","RMXRRisk") -exportClasses("StartClass", "pICList", "OptionalpICList") +exportClasses("StartClass", "pICList", "OptionalpICList", "OptionalCall") exportMethods("show", "plot") exportMethods("type", "radius", "radius<-") @@ -51,7 +51,8 @@ "neighborRadius", "neighborRadius<-", "clipLo", "clipLo<-", "clipUp", "clipUp<-", - "optIC", "start", "startval", "pICList") + "optIC", "start", "startval", "pICList", + "robestCall") exportMethods("locMEstimator") exportMethods("weight", "weight<-", "getweight", Modified: branches/robast-1.2/pkg/RobAStBase/R/AllClass.R =================================================================== --- branches/robast-1.2/pkg/RobAStBase/R/AllClass.R 2018-07-24 22:18:11 UTC (rev 1055) +++ branches/robast-1.2/pkg/RobAStBase/R/AllClass.R 2018-07-24 22:31:37 UTC (rev 1056) @@ -214,6 +214,7 @@ }) ## ALEstimate +setClassUnion("OptionalCall", c("call","NULL")) setClassUnion("OptionalInfluenceCurve", c("InfluenceCurve", "NULL")) setClassUnion("StartClass", c("numeric", "matrix", "function", "Estimate")) setClass("pICList", @@ -257,7 +258,8 @@ startval = "matrix", ustartval = "matrix", ksteps = "OptionalMatrix", - uksteps = "OptionalMatrix"), + uksteps = "OptionalMatrix", + robestCall = "OptionalCall"), prototype(name = "Asymptotically linear estimate", estimate = numeric(0), samplesize = numeric(0), @@ -281,7 +283,8 @@ Infos = matrix(c(character(0),character(0)), ncol=2, dimnames=list(character(0), c("method", "message"))), untransformed.estimate = NULL, - untransformed.asvar = NULL), + untransformed.asvar = NULL, + robestCall = NULL), contains = "ALEstimate") setClass("MEstimate", representation(Mroot = "numeric"), Modified: branches/robast-1.2/pkg/RobAStBase/R/AllGeneric.R =================================================================== --- branches/robast-1.2/pkg/RobAStBase/R/AllGeneric.R 2018-07-24 22:18:11 UTC (rev 1055) +++ branches/robast-1.2/pkg/RobAStBase/R/AllGeneric.R 2018-07-24 22:31:37 UTC (rev 1056) @@ -193,6 +193,9 @@ if(!isGeneric("pICList")){ setGeneric("pICList", function(object) standardGeneric("pICList")) } +if(!isGeneric("robestCall")){ + setGeneric("robestCall", function(object) standardGeneric("robestCall")) +} if(!isGeneric("Mroot")){ setGeneric("Mroot", function(object) standardGeneric("Mroot")) } Modified: branches/robast-1.2/pkg/RobAStBase/R/kStepEstimate.R =================================================================== --- branches/robast-1.2/pkg/RobAStBase/R/kStepEstimate.R 2018-07-24 22:18:11 UTC (rev 1055) +++ branches/robast-1.2/pkg/RobAStBase/R/kStepEstimate.R 2018-07-24 22:31:37 UTC (rev 1056) @@ -2,6 +2,7 @@ ## Functions and methods for "kStepEstimate" classes and subclasses ############################################################################### +setMethod("robestCall", "kStepEstimate", function(object) object at robestCall) setMethod("pICList", "kStepEstimate", function(object) object at pICList) setMethod("ICList", "kStepEstimate", function(object) object at ICList) setMethod("start", "kStepEstimate", function(x) x at start) Modified: branches/robast-1.2/pkg/RobAStBase/R/kStepEstimator.R =================================================================== --- branches/robast-1.2/pkg/RobAStBase/R/kStepEstimator.R 2018-07-24 22:18:11 UTC (rev 1055) +++ branches/robast-1.2/pkg/RobAStBase/R/kStepEstimator.R 2018-07-24 22:31:37 UTC (rev 1056) @@ -2,6 +2,26 @@ ## k-step estimator ############################################################################### +.fix.scalename <- function(obj, scalename, estname){ + hasdim <- !is.null(dim(obj)) + n.obj <- if(hasdim) rownames(obj) else names(obj) + if(!is.na(scalename)) if(scalename!="") { + if((! (scalename %in% estname)) && "scale" %in% estname) + estname[estname=="scale"] <- scalename + + if((! (scalename%in% n.obj)) && "scale" %in% n.obj){ + n.obj[n.obj=="scale"] <- scalename + if(hasdim) rownames(obj) <- n.obj else names(obj) <- n.obj + }else{ + if(length(n.obj)==0) n.obj <- rep("", length(estname)) + if(all(n.obj=="")) { + if(hasdim) rownames(obj) <- estname else names(obj) <- estname + } + } + } + return(obj) +} + setMethod("neighborRadius","ANY",function(object)NA) ### no dispatch on top layer -> keep product structure of dependence @@ -90,6 +110,12 @@ start.val <- matrix(theta,ncol=1) rownames(u.start.val) <- u.est.names rownames(start.val) <- est.names +# print(theta) + theta <- .fix.scalename(theta, sclname, est.names) +# print(theta) +# print(u.theta) + u.theta <- .fix.scalename(u.theta, sclname, u.est.names) +# print(u.theta) ### shall intermediate IC's / pIC's be stored? pICList <- if(withPICList) vector("list", steps) else NULL @@ -167,11 +193,14 @@ u.theta[sclname] <- scl * exp(correct[sclname]/scl) }else u.theta <- u.theta + correct - theta <- (tf$fct(u.theta))$fval + theta <- (tf$fct(u.theta[idx]))$fval }else{ # print("HU2!") correct <- rowMeans(evalRandVar(IC.c, x0), na.rm = na.rm ) iM <- is.matrix(theta) +# print(sclname) +# print(names(theta)) +# print(str(theta)) names(correct) <- if(iM) rownames(theta) else names(theta) if(logtrf){ scl <- if(iM) theta[sclname,1] else theta[sclname] @@ -255,6 +284,8 @@ withPostModif = (steps>i) | useLast, with.u.var = i==steps, oldmodifIC = modif.old) uksteps[,i] <- u.theta <- upd$u.theta +# print(str(upd$theta)) +# print(nrow(ksteps)) ksteps[,i] <- theta <- upd$theta if(withICList) ICList[[i]] <- new("InfluenceCurve", Modified: branches/robast-1.2/pkg/RobAStBase/inst/NEWS =================================================================== --- branches/robast-1.2/pkg/RobAStBase/inst/NEWS 2018-07-24 22:18:11 UTC (rev 1055) +++ branches/robast-1.2/pkg/RobAStBase/inst/NEWS 2018-07-24 22:31:37 UTC (rev 1056) @@ -27,6 +27,12 @@ + 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) +Return value of "roptest" ++ the return value of "roptest", an object of class "kStepEstimate" has a slot "estimate.call" which + contains the (matched) call to "roptest"; internally "roptest" calls "robest"; the call to "robest" + may be of interest, too, so we have a new slot "robestCall" of class "OptionalCall", ie a call + or NULL (default); it can be accessed via function robestCall() + bug fix: + slot modifyIC was set to a wrong value in makeIC / former (potential) move was overridden + in .preparePanelFirstLast if condition with.automatic.grid was (possibly) vector valued Modified: branches/robast-1.2/pkg/RobAStBase/man/kStepEstimate-class.Rd =================================================================== --- branches/robast-1.2/pkg/RobAStBase/man/kStepEstimate-class.Rd 2018-07-24 22:18:11 UTC (rev 1055) +++ branches/robast-1.2/pkg/RobAStBase/man/kStepEstimate-class.Rd 2018-07-24 22:31:37 UTC (rev 1056) @@ -1,5 +1,6 @@ \name{kStepEstimate-class} \docType{class} +\alias{OptionalCall-class} \alias{kStepEstimate-class} \alias{steps} \alias{steps,kStepEstimate-method} @@ -11,6 +12,8 @@ \alias{ICList,kStepEstimate-method} \alias{pICList} \alias{pICList,kStepEstimate-method} +\alias{robestCall} +\alias{robestCall,kStepEstimate-method} \alias{start,kStepEstimate-method} \alias{startval} \alias{startval,kStepEstimate-method} @@ -82,6 +85,9 @@ \item{\code{uksteps}}{Object of class \code{"OptionalMatrix"}: the intermediate estimates (in \eqn{k}-space) for the parameter; only filled when called from \code{kStepEstimator}. } + \item{\code{robestcall}}{Object of class \code{"OptionalCall"}, i.e., + a \code{call} or \code{NULL}: only filled when called from \code{roptest} + in package \pkg{ROptEst}.} } } \section{Extends}{ @@ -119,6 +125,8 @@ \item{pICList}{\code{signature(object = "kStepEstimate")}: accessor function for slot \code{pICList}. } + \item{robestCall}{\code{signature(object = "kStepEstimate")}: + accessor function for slot \code{robestCall}. } \item{show}{\code{signature(object = "kStepEstimate")}: a show method; } } Modified: pkg/RobAStBase/DESCRIPTION =================================================================== --- pkg/RobAStBase/DESCRIPTION 2018-07-24 22:18:11 UTC (rev 1055) +++ pkg/RobAStBase/DESCRIPTION 2018-07-24 22:31:37 UTC (rev 1056) @@ -1,19 +1,22 @@ Package: RobAStBase Version: 1.1.0 -Date: 2018-07-23 +Date: 2018-07-08 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", "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("R Core Team", role = c("ctb", "cph"), comment="for source file 'format.perc'")) +Imports: startupmsg, graphics, grDevices, stats +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("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: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 940 Modified: pkg/RobAStBase/NAMESPACE =================================================================== --- pkg/RobAStBase/NAMESPACE 2018-07-24 22:18:11 UTC (rev 1055) +++ pkg/RobAStBase/NAMESPACE 2018-07-24 22:31:37 UTC (rev 1056) @@ -28,7 +28,7 @@ exportClasses("ALEstimate", "kStepEstimate", "MEstimate") exportClasses("cutoff") exportClasses("interpolRisk", "OMSRRisk","MBRRisk","RMXRRisk") -exportClasses("StartClass", "pICList", "OptionalpICList") +exportClasses("StartClass", "pICList", "OptionalpICList", "OptionalCall") exportMethods("show", "plot") exportMethods("type", "radius", "radius<-") @@ -51,7 +51,8 @@ "neighborRadius", "neighborRadius<-", "clipLo", "clipLo<-", "clipUp", "clipUp<-", - "optIC", "start", "startval", "pICList") + "optIC", "start", "startval", "pICList", + "robestCall") exportMethods("locMEstimator") exportMethods("weight", "weight<-", "getweight", Modified: pkg/RobAStBase/R/AllClass.R =================================================================== --- pkg/RobAStBase/R/AllClass.R 2018-07-24 22:18:11 UTC (rev 1055) +++ pkg/RobAStBase/R/AllClass.R 2018-07-24 22:31:37 UTC (rev 1056) @@ -214,6 +214,7 @@ }) ## ALEstimate +setClassUnion("OptionalCall", c("call","NULL")) setClassUnion("OptionalInfluenceCurve", c("InfluenceCurve", "NULL")) setClassUnion("StartClass", c("numeric", "matrix", "function", "Estimate")) setClass("pICList", @@ -257,7 +258,8 @@ startval = "matrix", ustartval = "matrix", ksteps = "OptionalMatrix", - uksteps = "OptionalMatrix"), + uksteps = "OptionalMatrix", + robestCall = "OptionalCall"), prototype(name = "Asymptotically linear estimate", estimate = numeric(0), samplesize = numeric(0), @@ -281,7 +283,8 @@ Infos = matrix(c(character(0),character(0)), ncol=2, dimnames=list(character(0), c("method", "message"))), untransformed.estimate = NULL, - untransformed.asvar = NULL), + untransformed.asvar = NULL, + robestCall = NULL), contains = "ALEstimate") setClass("MEstimate", representation(Mroot = "numeric"), Modified: pkg/RobAStBase/R/AllGeneric.R =================================================================== --- pkg/RobAStBase/R/AllGeneric.R 2018-07-24 22:18:11 UTC (rev 1055) +++ pkg/RobAStBase/R/AllGeneric.R 2018-07-24 22:31:37 UTC (rev 1056) @@ -193,6 +193,9 @@ if(!isGeneric("pICList")){ setGeneric("pICList", function(object) standardGeneric("pICList")) } +if(!isGeneric("robestCall")){ + setGeneric("robestCall", function(object) standardGeneric("robestCall")) +} if(!isGeneric("Mroot")){ setGeneric("Mroot", function(object) standardGeneric("Mroot")) } Modified: pkg/RobAStBase/R/kStepEstimate.R =================================================================== --- pkg/RobAStBase/R/kStepEstimate.R 2018-07-24 22:18:11 UTC (rev 1055) +++ pkg/RobAStBase/R/kStepEstimate.R 2018-07-24 22:31:37 UTC (rev 1056) @@ -2,6 +2,7 @@ ## Functions and methods for "kStepEstimate" classes and subclasses ############################################################################### +setMethod("robestCall", "kStepEstimate", function(object) object at robestCall) setMethod("pICList", "kStepEstimate", function(object) object at pICList) setMethod("ICList", "kStepEstimate", function(object) object at ICList) setMethod("start", "kStepEstimate", function(x) x at start) Modified: pkg/RobAStBase/R/kStepEstimator.R =================================================================== --- pkg/RobAStBase/R/kStepEstimator.R 2018-07-24 22:18:11 UTC (rev 1055) +++ pkg/RobAStBase/R/kStepEstimator.R 2018-07-24 22:31:37 UTC (rev 1056) @@ -2,6 +2,26 @@ ## k-step estimator ############################################################################### +.fix.scalename <- function(obj, scalename, estname){ + hasdim <- !is.null(dim(obj)) + n.obj <- if(hasdim) rownames(obj) else names(obj) + if(!is.na(scalename)) if(scalename!="") { + if((! (scalename %in% estname)) && "scale" %in% estname) + estname[estname=="scale"] <- scalename + + if((! (scalename%in% n.obj)) && "scale" %in% n.obj){ + n.obj[n.obj=="scale"] <- scalename + if(hasdim) rownames(obj) <- n.obj else names(obj) <- n.obj + }else{ + if(length(n.obj)==0) n.obj <- rep("", length(estname)) + if(all(n.obj=="")) { + if(hasdim) rownames(obj) <- estname else names(obj) <- estname + } + } + } + return(obj) +} + setMethod("neighborRadius","ANY",function(object)NA) ### no dispatch on top layer -> keep product structure of dependence @@ -90,6 +110,12 @@ start.val <- matrix(theta,ncol=1) rownames(u.start.val) <- u.est.names rownames(start.val) <- est.names +# print(theta) + theta <- .fix.scalename(theta, sclname, est.names) +# print(theta) +# print(u.theta) + u.theta <- .fix.scalename(u.theta, sclname, u.est.names) +# print(u.theta) ### shall intermediate IC's / pIC's be stored? pICList <- if(withPICList) vector("list", steps) else NULL @@ -167,11 +193,14 @@ u.theta[sclname] <- scl * exp(correct[sclname]/scl) }else u.theta <- u.theta + correct - theta <- (tf$fct(u.theta))$fval + theta <- (tf$fct(u.theta[idx]))$fval }else{ # print("HU2!") correct <- rowMeans(evalRandVar(IC.c, x0), na.rm = na.rm ) iM <- is.matrix(theta) +# print(sclname) +# print(names(theta)) +# print(str(theta)) names(correct) <- if(iM) rownames(theta) else names(theta) if(logtrf){ scl <- if(iM) theta[sclname,1] else theta[sclname] @@ -255,6 +284,8 @@ withPostModif = (steps>i) | useLast, with.u.var = i==steps, oldmodifIC = modif.old) uksteps[,i] <- u.theta <- upd$u.theta +# print(str(upd$theta)) +# print(nrow(ksteps)) ksteps[,i] <- theta <- upd$theta if(withICList) ICList[[i]] <- new("InfluenceCurve", Modified: pkg/RobAStBase/inst/NEWS =================================================================== --- pkg/RobAStBase/inst/NEWS 2018-07-24 22:18:11 UTC (rev 1055) +++ pkg/RobAStBase/inst/NEWS 2018-07-24 22:31:37 UTC (rev 1056) @@ -27,6 +27,12 @@ + 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) +Return value of "roptest" ++ the return value of "roptest", an object of class "kStepEstimate" has a slot "estimate.call" which + contains the (matched) call to "roptest"; internally "roptest" calls "robest"; the call to "robest" + may be of interest, too, so we have a new slot "robestCall" of class "OptionalCall", ie a call + or NULL (default); it can be accessed via function robestCall() + bug fix: + slot modifyIC was set to a wrong value in makeIC / former (potential) move was overridden + in .preparePanelFirstLast if condition with.automatic.grid was (possibly) vector valued Modified: pkg/RobAStBase/man/kStepEstimate-class.Rd =================================================================== --- pkg/RobAStBase/man/kStepEstimate-class.Rd 2018-07-24 22:18:11 UTC (rev 1055) +++ pkg/RobAStBase/man/kStepEstimate-class.Rd 2018-07-24 22:31:37 UTC (rev 1056) @@ -1,5 +1,6 @@ \name{kStepEstimate-class} \docType{class} +\alias{OptionalCall-class} \alias{kStepEstimate-class} \alias{steps} \alias{steps,kStepEstimate-method} @@ -11,6 +12,8 @@ \alias{ICList,kStepEstimate-method} \alias{pICList} \alias{pICList,kStepEstimate-method} +\alias{robestCall} +\alias{robestCall,kStepEstimate-method} \alias{start,kStepEstimate-method} \alias{startval} \alias{startval,kStepEstimate-method} @@ -82,6 +85,9 @@ \item{\code{uksteps}}{Object of class \code{"OptionalMatrix"}: the intermediate estimates (in \eqn{k}-space) for the parameter; only filled when called from \code{kStepEstimator}. } + \item{\code{robestcall}}{Object of class \code{"OptionalCall"}, i.e., + a \code{call} or \code{NULL}: only filled when called from \code{roptest} + in package \pkg{ROptEst}.} } } \section{Extends}{ @@ -119,6 +125,8 @@ \item{pICList}{\code{signature(object = "kStepEstimate")}: accessor function for slot \code{pICList}. } + \item{robestCall}{\code{signature(object = "kStepEstimate")}: + accessor function for slot \code{robestCall}. } [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1056 From noreply at r-forge.r-project.org Wed Jul 25 00:44:57 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 25 Jul 2018 00:44:57 +0200 (CEST) Subject: [Robast-commits] r1057 - branches/robast-1.1/pkg/ROptEst branches/robast-1.1/pkg/ROptEst/R branches/robast-1.1/pkg/ROptEst/inst branches/robast-1.1/pkg/ROptEst/inst/scripts branches/robast-1.1/pkg/ROptEst/man branches/robast-1.2/pkg/ROptEst branches/robast-1.2/pkg/ROptEst/R branches/robast-1.2/pkg/ROptEst/inst branches/robast-1.2/pkg/ROptEst/inst/scripts branches/robast-1.2/pkg/ROptEst/man pkg/ROptEst pkg/ROptEst/R pkg/ROptEst/inst pkg/ROptEst/inst/scripts pkg/ROptEst/man Message-ID: <20180724224457.768B1181399@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-25 00:44:57 +0200 (Wed, 25 Jul 2018) New Revision: 1057 Modified: branches/robast-1.1/pkg/ROptEst/DESCRIPTION branches/robast-1.1/pkg/ROptEst/NAMESPACE branches/robast-1.1/pkg/ROptEst/R/getIneffDiff.R branches/robast-1.1/pkg/ROptEst/R/getInfV.R branches/robast-1.1/pkg/ROptEst/R/getModifyIC.R branches/robast-1.1/pkg/ROptEst/R/getRiskIC.R branches/robast-1.1/pkg/ROptEst/R/getStartIC.R branches/robast-1.1/pkg/ROptEst/R/roptest.new.R branches/robast-1.1/pkg/ROptEst/inst/NEWS branches/robast-1.1/pkg/ROptEst/inst/scripts/BinomialModel.R branches/robast-1.1/pkg/ROptEst/inst/scripts/GammaModel.R branches/robast-1.1/pkg/ROptEst/inst/scripts/MBRE.R branches/robast-1.1/pkg/ROptEst/inst/scripts/NbinomModel.R branches/robast-1.1/pkg/ROptEst/inst/scripts/NormalLocationScaleModel.R branches/robast-1.1/pkg/ROptEst/man/getBiasIC.Rd branches/robast-1.1/pkg/ROptEst/man/getRiskIC.Rd branches/robast-1.2/pkg/ROptEst/DESCRIPTION branches/robast-1.2/pkg/ROptEst/NAMESPACE branches/robast-1.2/pkg/ROptEst/R/getIneffDiff.R branches/robast-1.2/pkg/ROptEst/R/getInfV.R branches/robast-1.2/pkg/ROptEst/R/getModifyIC.R branches/robast-1.2/pkg/ROptEst/R/getRiskIC.R branches/robast-1.2/pkg/ROptEst/R/getStartIC.R branches/robast-1.2/pkg/ROptEst/R/roptest.new.R branches/robast-1.2/pkg/ROptEst/inst/NEWS branches/robast-1.2/pkg/ROptEst/inst/scripts/BinomialModel.R branches/robast-1.2/pkg/ROptEst/inst/scripts/GammaModel.R branches/robast-1.2/pkg/ROptEst/inst/scripts/MBRE.R branches/robast-1.2/pkg/ROptEst/inst/scripts/NbinomModel.R branches/robast-1.2/pkg/ROptEst/inst/scripts/NormalLocationScaleModel.R branches/robast-1.2/pkg/ROptEst/man/getBiasIC.Rd branches/robast-1.2/pkg/ROptEst/man/getRiskIC.Rd pkg/ROptEst/DESCRIPTION pkg/ROptEst/NAMESPACE pkg/ROptEst/R/getIneffDiff.R pkg/ROptEst/R/getInfV.R pkg/ROptEst/R/getModifyIC.R pkg/ROptEst/R/getRiskIC.R pkg/ROptEst/R/getStartIC.R pkg/ROptEst/R/roptest.new.R pkg/ROptEst/inst/NEWS pkg/ROptEst/inst/scripts/BinomialModel.R pkg/ROptEst/inst/scripts/GammaModel.R pkg/ROptEst/inst/scripts/MBRE.R pkg/ROptEst/inst/scripts/NbinomModel.R pkg/ROptEst/inst/scripts/NormalLocationScaleModel.R pkg/ROptEst/man/getBiasIC.Rd pkg/ROptEst/man/getRiskIC.Rd Log: [ROptEst] went through the scripts of ROptEst and where necessary fixed them... -> some bugfixes + DESCRIPTION now imports MASS, stats, graphics, utils + the return value of roptest (of class kStepEstimate) had in slot estimate.call the call to roptest, but also, as an attribute the inner call to robest; subsequently, when printing the call this cluttered the output -> changed this: the call to robest is now in an extra slot robestCall of class OptionalCall which as a rule is NULL but is filled in roptest; it can be accessed by accessor robestCall + some (non-standard)-scalenames were not correctly found in kStepEstimator; in addition, for nuisances, the restriction to main coordinates idx was missing in kStepEstimator now have an internal function .fix.scalename to name the respective element as scale-coordinate + getBiasIC and getRiskIC now have argument withCheck in all methods when checked, this is done through .checkICWithWarning (copied from RobAStBase) + in getStartIC when called from roptest / radiusMinimaxIC was missing argument debug + in getInvV.R we now need MASS::ginv to invert a non-square matrix (by using the generalized inverse) + in the self-standardized IC for radius minimax there was no mentioning of the radius to be searched for the lower BoundedWeight-class.R (getIneff.R) + in getModifyIC.R we matched ... wrongly Modified: branches/robast-1.1/pkg/ROptEst/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/ROptEst/DESCRIPTION 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.1/pkg/ROptEst/DESCRIPTION 2018-07-24 22:44:57 UTC (rev 1057) @@ -6,8 +6,8 @@ classes and methods. Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.5), distrMod(>= 2.5.2), RandVar(>= 0.9.2), RobAStBase(>= 1.0) -Imports: startupmsg -Suggests: RobLox, MASS +Imports: startupmsg, MASS, stats, graphics, utils +Suggests: RobLox 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", Modified: branches/robast-1.1/pkg/ROptEst/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/ROptEst/NAMESPACE 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.1/pkg/ROptEst/NAMESPACE 2018-07-24 22:44:57 UTC (rev 1057) @@ -12,6 +12,7 @@ "optimize", "pnorm", "qnorm", "uniroot") importFrom("utils", "read.csv", "read.table", "str", "write.table") importFrom("graphics", "abline") +importFrom("MASS", "ginv") exportClasses("asAnscombe", "asL1", "asL4") exportMethods("optIC", Modified: branches/robast-1.1/pkg/ROptEst/R/getIneffDiff.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/getIneffDiff.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.1/pkg/ROptEst/R/getIneffDiff.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -89,7 +89,7 @@ normtype = upNorm, tol = eps, numbeval = 1e4) biasUp <- biasUpE$asBias$value - ineffLo <- (p+biasLo^2*loRad^2)/loRisk + ineffLo <- (p+biasLo^2*radius^2)/loRisk ineffUp <- if(upRad == Inf) biasUp^2/upRisk else (p+biasUp^2*upRad^2)/upRisk }else{ @@ -110,6 +110,7 @@ collapse = ""),"\n",sep="") ) +# print(c(ineffLo,ineffUp)) if(withRetIneff) return(c(lo= ineffLo, up=ineffUp)) else return(ineffUp - ineffLo) }else{ Modified: branches/robast-1.1/pkg/ROptEst/R/getInfV.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/getInfV.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.1/pkg/ROptEst/R/getInfV.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -36,7 +36,12 @@ (weight(w)(evalRandVar(L2deriv, as.matrix(x)) [,,1]))^2 } - cent0 <- solve(stand, cent) + .solve <- function(A0, b0) solve(A0,b0) + if(is.matrix(stand)){ + if(nrow(stand)!=ncol(stand)) + .solve <- function(A0,b0) MASS::ginv(A0)%*%b0 + } + cent0 <- .solve(stand, cent) integrandV <- function(x, L2.i, L2.j, i, j){ Modified: branches/robast-1.1/pkg/ROptEst/R/getModifyIC.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/getModifyIC.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.1/pkg/ROptEst/R/getModifyIC.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -5,7 +5,7 @@ setMethod("getModifyIC", signature(L2FamIC = "L2ParamFamily", neighbor = "Neighborhood", risk = "asRisk"), function(L2FamIC, neighbor, risk, ...){ - dots <- list(...) + dots <- match.call(call = sys.call(sys.parent(1)), expand.dots=FALSE)[["..."]] dots$verbose <- NULL modIC <- function(L2Fam, IC){} body(modIC) <- substitute({ verbose <- getRobAStBaseOption("all.verbose") Modified: branches/robast-1.1/pkg/ROptEst/R/getRiskIC.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/getRiskIC.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.1/pkg/ROptEst/R/getRiskIC.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -1,3 +1,15 @@ +.checkICWithWarning <- function(IC, L2Fam, tol){ + if(!missing(L2Fam)){ + prec <- checkIC(IC, L2Fam, out = FALSE) + }else{ + prec <- checkIC(IC, out = FALSE) + } + if(prec > tol) + warning("The maximum deviation from the exact IC properties is ", prec, + "\nThis is larger than the specified 'tol' ", + "=> the result may be wrong") +} + ############################################################################### ## asymptotic covariance ############################################################################### @@ -27,6 +39,7 @@ neighbor <- ContNeighborhood(1) Cov <- getInfV(L2deriv = L2deriv, neighbor = neighbor, biastype = biastype(IC), clip = c0, cent = z, stand = A) + if(withCheck) .checkICWithWarning(IC, L2Fam, tol=.Machine$double.eps^.25) return(list(asCov = list(distribution = .getDistr(L2Fam), value = Cov))) } @@ -39,15 +52,17 @@ risk = "asCov", neighbor = "missing", L2Fam = "L2ParamFamily"), - function(IC, risk, L2Fam){ + function(IC, risk, L2Fam, withCheck = TRUE){ Cov <- eval(IC at Risks[["asCov"]]) + if(missing(withCheck)) withCheck <- TRUE if (is.null(Cov)){ L2deriv <- L2Fam at L2derivDistr[[1]] A <- as.vector(IC at stand) c0 <- (IC at clipUp-IC@clipLo)/abs(A) z <- IC at clipLo/abs(A) neighbor <- TotalVarNeighborhood(1) - Cov <- getInfV(L2deriv = L2deriv, neighbor = neighbor, + if(withCheck) .checkICWithWarning(IC, L2Fam, tol=.Machine$double.eps^.25) + Cov <- getInfV(L2deriv = L2deriv, neighbor = neighbor, biastype = biastype(IC), clip = c0, cent = z, stand = A) } return(list(asCov = list(distribution = .getDistr(L2Fam), value = Cov))) @@ -58,7 +73,7 @@ ############################################################################### setMethod("getBiasIC", signature(IC = "HampIC", neighbor = "UncondNeighborhood"), - function(IC, neighbor, L2Fam,...){ + function(IC, neighbor, L2Fam,..., withCheck = TRUE){ if(missing(L2Fam)) L2Fam <- force(eval(IC at CallL2Fam)) @@ -70,7 +85,7 @@ setMethod("getBiasIC", signature(IC = "TotalVarIC", neighbor = "UncondNeighborhood"), - function(IC, neighbor, L2Fam,...){ + function(IC, neighbor, L2Fam,..., withCheck = TRUE){ if(missing(L2Fam)) L2Fam <- force(eval(IC at CallL2Fam)) Modified: branches/robast-1.1/pkg/ROptEst/R/getStartIC.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/getStartIC.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.1/pkg/ROptEst/R/getStartIC.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -6,6 +6,8 @@ ..debug=FALSE){ mc <- match.call(expand.dots=FALSE, call = sys.call(sys.parent(1))) dots <- as.list(mc$"...") +# cat("HALLLO IN getstartIC\n"); print(..debug) + if(missing(..debug)||!is.logical(..debug)) ..debug <- FALSE if("fsCor" %in% names(dots)){ fsCor <- eval(dots[["fsCor"]]) dots$fsCor <- NULL Modified: branches/robast-1.1/pkg/ROptEst/R/roptest.new.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/roptest.new.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.1/pkg/ROptEst/R/roptest.new.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -123,7 +123,7 @@ startCtrl = startCtrl, kStepCtrl = kStepCtrl, na.rm = na.rm, ..., debug = ..withCheck, withTimings = withTimings) - attr(mc,"robest.call") <- retV at estimate.call + retV at robestCall <- retV at estimate.call retV at estimate.call <- mc return(retV) } @@ -231,6 +231,7 @@ startCtrl0 = startCtrl$initial.est.ArgList) )) }else{ + initial.est <- startCtrl$initial.est print(substitute(kStepEstimator.start(initial.est0, x = x0, nrvalues = nrvalues0, na.rm = na.rm0, L2Fam = L2Fam0),list(x0=x,L2Fam0=L2Fam, Modified: branches/robast-1.1/pkg/ROptEst/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/ROptEst/inst/NEWS 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.1/pkg/ROptEst/inst/NEWS 2018-07-24 22:44:57 UTC (rev 1057) @@ -26,12 +26,19 @@ + DESCRIPTION tag SVNRevision changed to VCS/SVNRevision + getRiskIC and getBiasIC gain argument withCheck to speed up things if one does not want to call checkIC +Return value of "roptest" ++ the return value of "roptest", an object of class "kStepEstimate" has a slot "estimate.call" which + contains the (matched) call to "roptest"; internally "roptest" calls "robest"; the call to "robest" + may be of interest, too, so we have a new slot "robestCall" of class "OptionalCall", ie a call + or NULL (default); it can be accessed via function robestCall() + Bugfix: + argument withMakeIC was not correctly used in roptest.new under the hood: + wherever possible also use q.l internally instead of q to provide functionality in IRKernel ++ fixed all scripts ####################################### version 1.0.1 Modified: branches/robast-1.1/pkg/ROptEst/inst/scripts/BinomialModel.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/inst/scripts/BinomialModel.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.1/pkg/ROptEst/inst/scripts/BinomialModel.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -1434,7 +1434,7 @@ #current radius: 0.6388282 inefficiency: 1.044571 #current radius: 0.6387762 inefficiency: 1.044584 # user system elapsed -# 437.47 0.09 438.58 +# 125.41 1.20 143.03 r.rho1 @@ -1464,8 +1464,7 @@ #current radius: 0.3104966 inefficiency: 1.043323 #current radius: 0.3105373 inefficiency: 1.043323 # user system elapsed -#2211.92 1.13 2235.70 - +# 431.94 2.64 483.05 r.rho2 #$rho Modified: branches/robast-1.1/pkg/ROptEst/inst/scripts/GammaModel.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/inst/scripts/GammaModel.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.1/pkg/ROptEst/inst/scripts/GammaModel.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -74,6 +74,7 @@ RobG1 # show RobB1 ## OBRE solution ARE 0.95 in ideal model +## really need distrExOptions(ErelativeTolerance = 1e-8) system.time(ICA <- optIC(model = RobG1, risk = asAnscombe(), upper=NULL,lower=NULL, verbose=TRUE)) checkIC(ICA) @@ -110,12 +111,12 @@ infoPlot(IC3) ## radius minimax IC -## takes quite some time - about 30 min. +## takes quite some time - about 180 sec. system.time(IC4 <- radiusMinimaxIC(L2Fam=G, neighbor=ContNeighborhood(), risk=asMSE(), loRad=0, upRad=Inf)) ## least favorable radius -## takes really long time - several hours! +## takes really long time - 33 min! #system.time(r.rho1 <- leastFavorableRadius(L2Fam=G, neighbor=ContNeighborhood(), # risk=asMSE(), rho=0.5)) Modified: branches/robast-1.1/pkg/ROptEst/inst/scripts/MBRE.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/inst/scripts/MBRE.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.1/pkg/ROptEst/inst/scripts/MBRE.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -6,16 +6,16 @@ ### checks for lower case in various standardizations N0 <- NormLocationScaleFamily(mean=-2, sd=3) N0.Rob1<- InfRobModel(center = N0, neighbor = ContNeighborhood(radius = 15)); -N0.IC2 <- optIC(model = N0.Rob1, risk = asBias(), tol = 1e-10);print(stand(N0.IC2));print(cent(N0.IC2));print(stand(N0.IC2)/max(stand(N0.IC2)));print(cent(N0.IC2)/max(stand(N0.IC2)));print(clip(N0.IC2)) -plot(N0.IC2) -N0.IC2.i <- optIC(model = N0.Rob1, risk = asMSE(), tol = 1e-10);print(stand(N0.IC2.i)/max(stand(N0.IC2.i)));print(cent(N0.IC2.i)/max(stand(N0.IC2.i)));print(clip(N0.IC2.i));print(stand(N0.IC2)/max(stand(N0.IC2)));print(cent(N0.IC2)/max(stand(N0.IC2)));print(clip(N0.IC2)) -plot(N0.IC2.i) -N0.IC2.i <- optIC(model = N0.Rob1, risk = asMSE(normtype=InfoNorm()), tol = 1e-10);print(stand(N0.IC2.i)/max(stand(N0.IC2.i)));print(cent(N0.IC2.i)/max(stand(N0.IC2.i)));print(clip(N0.IC2.i));print(stand(N0.IC2)/max(stand(N0.IC2)));print(cent(N0.IC2)/max(stand(N0.IC2)));print(clip(N0.IC2)) -plot(N0.IC2.i) -N0.IC2.i <- optIC(model = N0.Rob1, risk = asBias(normtype=InfoNorm()), tol = 1e-10);print(stand(N0.IC2.i));print(cent(N0.IC2.i));print(stand(N0.IC2.i)/max(stand(N0.IC2.i)));print(cent(N0.IC2.i)/max(stand(N0.IC2.i)));print(clip(N0.IC2.i));print(stand(N0.IC2)/max(stand(N0.IC2)));print(cent(N0.IC2)/max(stand(N0.IC2)));print(clip(N0.IC2)) -plot(N0.IC2.i) -N0.IC2.i <- optIC(model = N0.Rob1, risk = asMSE(normtype=SelfNorm()), tol = 1e-10);print(stand(N0.IC2.i)/max(stand(N0.IC2.i)));print(cent(N0.IC2.i)/max(stand(N0.IC2.i)));print(clip(N0.IC2.i));print(stand(N0.IC2)/max(stand(N0.IC2)));print(cent(N0.IC2)/max(stand(N0.IC2)));print(clip(N0.IC2)) -plot(N0.IC2.i) -N0.IC2.i <- optIC(model = N0.Rob1, risk = asBias(normtype=SelfNorm()), tol = 1e-10);print(stand(N0.IC2.i));print(cent(N0.IC2.i));print(stand(N0.IC2.i)/max(stand(N0.IC2.i)));print(cent(N0.IC2.i)/max(stand(N0.IC2.i)));print(clip(N0.IC2.i));print(stand(N0.IC2)/max(stand(N0.IC2)));print(cent(N0.IC2)/max(stand(N0.IC2)));print(clip(N0.IC2)) -plot(N0.IC2.i) +N0.IC2.MBRE <- optIC(model = N0.Rob1, risk = asBias(), tol = 1e-10);print(stand(N0.IC2));print(cent(N0.IC2));print(stand(N0.IC2)/max(stand(N0.IC2)));print(cent(N0.IC2)/max(stand(N0.IC2)));print(clip(N0.IC2)) +plot(N0.IC2.MBRE) +N0.IC2.OMSE <- optIC(model = N0.Rob1, risk = asMSE(), tol = 1e-10);print(stand(N0.IC2.i)/max(stand(N0.IC2.i)));print(cent(N0.IC2.i)/max(stand(N0.IC2.i)));print(clip(N0.IC2.i));print(stand(N0.IC2)/max(stand(N0.IC2)));print(cent(N0.IC2)/max(stand(N0.IC2)));print(clip(N0.IC2)) +plot(N0.IC2.OMSE) +N0.IC2.MBRE.i <- optIC(model = N0.Rob1, risk = asBias(normtype=InfoNorm()), tol = 1e-10);print(stand(N0.IC2.i));print(cent(N0.IC2.i));print(stand(N0.IC2.i)/max(stand(N0.IC2.i)));print(cent(N0.IC2.i)/max(stand(N0.IC2.i)));print(clip(N0.IC2.i));print(stand(N0.IC2)/max(stand(N0.IC2)));print(cent(N0.IC2)/max(stand(N0.IC2)));print(clip(N0.IC2)) +plot(N0.IC2.MBRE.i) +N0.IC2.OMSE.i <- optIC(model = N0.Rob1, risk = asMSE(normtype=InfoNorm()), tol = 1e-10);print(stand(N0.IC2.i)/max(stand(N0.IC2.i)));print(cent(N0.IC2.i)/max(stand(N0.IC2.i)));print(clip(N0.IC2.i));print(stand(N0.IC2)/max(stand(N0.IC2)));print(cent(N0.IC2)/max(stand(N0.IC2)));print(clip(N0.IC2)) +plot(N0.IC2.OMSE.i) +N0.IC2.MBRE.s <- optIC(model = N0.Rob1, risk = asBias(normtype=SelfNorm()), tol = 1e-10);print(stand(N0.IC2.i));print(cent(N0.IC2.i));print(stand(N0.IC2.i)/max(stand(N0.IC2.i)));print(cent(N0.IC2.i)/max(stand(N0.IC2.i)));print(clip(N0.IC2.i));print(stand(N0.IC2)/max(stand(N0.IC2)));print(cent(N0.IC2)/max(stand(N0.IC2)));print(clip(N0.IC2)) +plot(N0.IC2.MBRE.s) +N0.IC2.OMSE.s <- optIC(model = N0.Rob1, risk = asMSE(normtype=SelfNorm()), tol = 1e-10);print(stand(N0.IC2.i)/max(stand(N0.IC2.i)));print(cent(N0.IC2.i)/max(stand(N0.IC2.i)));print(clip(N0.IC2.i));print(stand(N0.IC2)/max(stand(N0.IC2)));print(cent(N0.IC2)/max(stand(N0.IC2)));print(clip(N0.IC2)) +plot(N0.IC2.OMSE.s) } Modified: branches/robast-1.1/pkg/ROptEst/inst/scripts/NbinomModel.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/inst/scripts/NbinomModel.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.1/pkg/ROptEst/inst/scripts/NbinomModel.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -156,14 +156,15 @@ system.time(ICA <- optIC(model=RobN1, risk=asAnscombe(), verbose=TRUE,lower=NULL,upper=10)) - +# user system elapsed +# 9.67 0.01 10.43 #------------------------------------------------------------------------------- ## MSE solution #------------------------------------------------------------------------------- system.time(IC1 <- optIC(model=RobN1, risk=asMSE())) # user system elapsed -# 10.53 0.02 11.21 +# 0.97 0.00 0.97 IC1 @@ -455,7 +456,7 @@ system.time(IC2 <- optIC(model=RobN2, risk=asMSE())) # user system elapsed -# 75.57 0.22 81.59 +# 2.46 0.00 2.46 IC2 @@ -1150,7 +1151,7 @@ system.time(IC7 <- radiusMinimaxIC(L2Fam=N, neighbor=ContNeighborhood(), risk=asMSE(), loRad=0.01, upRad=3.9)) # user system elapsed -# 33.26 0.02 33.64 +# 8.57 0.00 8.59 IC7 @@ -1267,7 +1268,7 @@ system.time(IC8 <- radiusMinimaxIC(L2Fam=N, neighbor=TotalVarNeighborhood(), risk=asMSE(), loRad=0.01, upRad=1.8)) # user system elapsed -# 565.58 0.21 586.05 +# 66.47 0.25 68.73 IC8 @@ -1405,7 +1406,7 @@ #current radius: 0.5626002 inefficiency: 1.044701 #current radius: 0.5625595 inefficiency: 1.044701 # user system elapsed -# 361.25 0.12 369.05 +# 141.37 0.84 150.89 ## same as for binomial???? @@ -1439,7 +1440,7 @@ #current radius: 0.2866482 inefficiency: 1.044425 #current radius: 0.2866889 inefficiency: 1.044456 # user system elapsed -# 4891.07 1.90 5063.44 +# 707.48 3.17 760.09 r.rho2 @@ -2563,6 +2564,7 @@ IC12 <- radiusMinimaxIC(L2Fam=NbinomFamily(size=25, prob=estimate(est0)), neighbor=TotalVarNeighborhood(), risk=asMSE(), loRad=0, upRad=Inf) +(est4v <- kStepEstimator(x, IC=IC12, start=est0, steps = 3L)) #Evaluations of 3-step estimate: #------------------------------- Modified: branches/robast-1.1/pkg/ROptEst/inst/scripts/NormalLocationScaleModel.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/inst/scripts/NormalLocationScaleModel.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.1/pkg/ROptEst/inst/scripts/NormalLocationScaleModel.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -81,16 +81,18 @@ plot(N0.IC4) infoPlot(N0.IC4) -(N0.IC4.i <- radiusMinimaxIC(L2Fam=N0, neighbor=ContNeighborhood(), +system.time(N0.IC4.i <- radiusMinimaxIC(L2Fam=N0, neighbor=ContNeighborhood(), risk=asMSE(normtype=InfoNorm()), loRad=0, upRad=Inf)) +print(N0.IC4.i) checkIC(N0.IC4.i) Risks(N0.IC4.i) plot(N0.IC4.i) infoPlot(N0.IC4.i) ## takes extremely long time: -(N0.IC4.s <- radiusMinimaxIC(L2Fam=N0, neighbor=ContNeighborhood(), +system.time(N0.IC4.s <- radiusMinimaxIC(L2Fam=N0, neighbor=ContNeighborhood(), risk=asMSE(normtype=SelfNorm()), loRad=0, upRad=Inf)) +print(N0.IC4.s) checkIC(N0.IC4.s) Risks(N0.IC4.s) plot(N0.IC4.s) Modified: branches/robast-1.1/pkg/ROptEst/man/getBiasIC.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/getBiasIC.Rd 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.1/pkg/ROptEst/man/getBiasIC.Rd 2018-07-24 22:44:57 UTC (rev 1057) @@ -12,13 +12,16 @@ \usage{ getBiasIC(IC, neighbor, ...) -\S4method{getBiasIC}{HampIC,UncondNeighborhood}(IC, neighbor, L2Fam, ...) +\S4method{getBiasIC}{HampIC,UncondNeighborhood}(IC, neighbor, L2Fam, ..., withCheck = TRUE) } \arguments{ \item{IC}{ object of class \code{"InfluenceCurve"} } \item{neighbor}{ object of class \code{"Neighborhood"}. } \item{L2Fam}{ object of class \code{"L2ParamFamily"}. } \item{\dots}{ additional parameters } + \item{withCheck}{logical: should a call to \code{checkIC} be done to + check accuracy (defaults to \code{TRUE}; ignored + if nothing is computed but simply a slot is read out).} } \details{ This function is rarely called directly. It is used by other functions/methods. } Modified: branches/robast-1.1/pkg/ROptEst/man/getRiskIC.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/getRiskIC.Rd 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.1/pkg/ROptEst/man/getRiskIC.Rd 2018-07-24 22:44:57 UTC (rev 1057) @@ -16,7 +16,7 @@ \S4method{getRiskIC}{HampIC,asCov,missing,missing}(IC, risk, withCheck= TRUE) \S4method{getRiskIC}{HampIC,asCov,missing,L2ParamFamily}(IC, risk, L2Fam, withCheck= TRUE) -\S4method{getRiskIC}{TotalVarIC,asCov,missing,L2ParamFamily}(IC, risk, L2Fam) +\S4method{getRiskIC}{TotalVarIC,asCov,missing,L2ParamFamily}(IC, risk, L2Fam, withCheck = TRUE) } \arguments{ @@ -26,7 +26,8 @@ \item{\dots}{ additional parameters } \item{L2Fam}{ object of class \code{"L2ParamFamily"}. } \item{withCheck}{logical: should a call to \code{checkIC} be done to - check accuracy (defaults to \code{TRUE}).} + check accuracy (defaults to \code{TRUE}; ignored + if nothing is computed but simply a slot is read out).} } \details{To make sure that the results are valid, it is recommended to include an additional check of the IC properties of \code{IC} Modified: branches/robast-1.2/pkg/ROptEst/DESCRIPTION =================================================================== --- branches/robast-1.2/pkg/ROptEst/DESCRIPTION 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.2/pkg/ROptEst/DESCRIPTION 2018-07-24 22:44:57 UTC (rev 1057) @@ -1,20 +1,22 @@ Package: ROptEst Version: 1.1.0 -Date: 2018-07-23 +Date: 2018-07-17 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(>= 2.5), 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"))) +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(>= 2.5), distrMod(>= 2.5.2), + RandVar(>= 0.9.2), RobAStBase(>= 1.0) +Imports: startupmsg, MASS, stats, graphics, utils +Suggests: RobLox +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$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 940 Modified: branches/robast-1.2/pkg/ROptEst/NAMESPACE =================================================================== --- branches/robast-1.2/pkg/ROptEst/NAMESPACE 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.2/pkg/ROptEst/NAMESPACE 2018-07-24 22:44:57 UTC (rev 1057) @@ -12,6 +12,7 @@ "optimize", "pnorm", "qnorm", "uniroot") importFrom("utils", "read.csv", "read.table", "str", "write.table") importFrom("graphics", "abline") +importFrom("MASS", "ginv") exportClasses("asAnscombe", "asL1", "asL4") exportMethods("optIC", Modified: branches/robast-1.2/pkg/ROptEst/R/getIneffDiff.R =================================================================== --- branches/robast-1.2/pkg/ROptEst/R/getIneffDiff.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.2/pkg/ROptEst/R/getIneffDiff.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -89,7 +89,7 @@ normtype = upNorm, tol = eps, numbeval = 1e4) biasUp <- biasUpE$asBias$value - ineffLo <- (p+biasLo^2*loRad^2)/loRisk + ineffLo <- (p+biasLo^2*radius^2)/loRisk ineffUp <- if(upRad == Inf) biasUp^2/upRisk else (p+biasUp^2*upRad^2)/upRisk }else{ @@ -110,6 +110,7 @@ collapse = ""),"\n",sep="") ) +# print(c(ineffLo,ineffUp)) if(withRetIneff) return(c(lo= ineffLo, up=ineffUp)) else return(ineffUp - ineffLo) }else{ Modified: branches/robast-1.2/pkg/ROptEst/R/getInfV.R =================================================================== --- branches/robast-1.2/pkg/ROptEst/R/getInfV.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.2/pkg/ROptEst/R/getInfV.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -36,7 +36,12 @@ (weight(w)(evalRandVar(L2deriv, as.matrix(x)) [,,1]))^2 } - cent0 <- solve(stand, cent) + .solve <- function(A0, b0) solve(A0,b0) + if(is.matrix(stand)){ + if(nrow(stand)!=ncol(stand)) + .solve <- function(A0,b0) MASS::ginv(A0)%*%b0 + } + cent0 <- .solve(stand, cent) integrandV <- function(x, L2.i, L2.j, i, j){ Modified: branches/robast-1.2/pkg/ROptEst/R/getModifyIC.R =================================================================== --- branches/robast-1.2/pkg/ROptEst/R/getModifyIC.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.2/pkg/ROptEst/R/getModifyIC.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -5,7 +5,7 @@ setMethod("getModifyIC", signature(L2FamIC = "L2ParamFamily", neighbor = "Neighborhood", risk = "asRisk"), function(L2FamIC, neighbor, risk, ...){ - dots <- list(...) + dots <- match.call(call = sys.call(sys.parent(1)), expand.dots=FALSE)[["..."]] dots$verbose <- NULL modIC <- function(L2Fam, IC){} body(modIC) <- substitute({ verbose <- getRobAStBaseOption("all.verbose") Modified: branches/robast-1.2/pkg/ROptEst/R/getRiskIC.R =================================================================== --- branches/robast-1.2/pkg/ROptEst/R/getRiskIC.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.2/pkg/ROptEst/R/getRiskIC.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -1,3 +1,15 @@ +.checkICWithWarning <- function(IC, L2Fam, tol){ + if(!missing(L2Fam)){ + prec <- checkIC(IC, L2Fam, out = FALSE) + }else{ + prec <- checkIC(IC, out = FALSE) + } + if(prec > tol) + warning("The maximum deviation from the exact IC properties is ", prec, + "\nThis is larger than the specified 'tol' ", + "=> the result may be wrong") +} + ############################################################################### ## asymptotic covariance ############################################################################### @@ -27,6 +39,7 @@ neighbor <- ContNeighborhood(1) Cov <- getInfV(L2deriv = L2deriv, neighbor = neighbor, biastype = biastype(IC), clip = c0, cent = z, stand = A) + if(withCheck) .checkICWithWarning(IC, L2Fam, tol=.Machine$double.eps^.25) return(list(asCov = list(distribution = .getDistr(L2Fam), value = Cov))) } @@ -39,15 +52,17 @@ risk = "asCov", neighbor = "missing", L2Fam = "L2ParamFamily"), - function(IC, risk, L2Fam){ + function(IC, risk, L2Fam, withCheck = TRUE){ Cov <- eval(IC at Risks[["asCov"]]) + if(missing(withCheck)) withCheck <- TRUE if (is.null(Cov)){ L2deriv <- L2Fam at L2derivDistr[[1]] A <- as.vector(IC at stand) c0 <- (IC at clipUp-IC@clipLo)/abs(A) z <- IC at clipLo/abs(A) neighbor <- TotalVarNeighborhood(1) - Cov <- getInfV(L2deriv = L2deriv, neighbor = neighbor, + if(withCheck) .checkICWithWarning(IC, L2Fam, tol=.Machine$double.eps^.25) + Cov <- getInfV(L2deriv = L2deriv, neighbor = neighbor, biastype = biastype(IC), clip = c0, cent = z, stand = A) } return(list(asCov = list(distribution = .getDistr(L2Fam), value = Cov))) @@ -58,7 +73,7 @@ ############################################################################### setMethod("getBiasIC", signature(IC = "HampIC", neighbor = "UncondNeighborhood"), - function(IC, neighbor, L2Fam,...){ + function(IC, neighbor, L2Fam,..., withCheck = TRUE){ if(missing(L2Fam)) L2Fam <- force(eval(IC at CallL2Fam)) @@ -70,7 +85,7 @@ setMethod("getBiasIC", signature(IC = "TotalVarIC", neighbor = "UncondNeighborhood"), - function(IC, neighbor, L2Fam,...){ + function(IC, neighbor, L2Fam,..., withCheck = TRUE){ if(missing(L2Fam)) L2Fam <- force(eval(IC at CallL2Fam)) Modified: branches/robast-1.2/pkg/ROptEst/R/getStartIC.R =================================================================== --- branches/robast-1.2/pkg/ROptEst/R/getStartIC.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.2/pkg/ROptEst/R/getStartIC.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -6,6 +6,8 @@ ..debug=FALSE){ mc <- match.call(expand.dots=FALSE, call = sys.call(sys.parent(1))) dots <- as.list(mc$"...") +# cat("HALLLO IN getstartIC\n"); print(..debug) + if(missing(..debug)||!is.logical(..debug)) ..debug <- FALSE if("fsCor" %in% names(dots)){ fsCor <- eval(dots[["fsCor"]]) dots$fsCor <- NULL Modified: branches/robast-1.2/pkg/ROptEst/R/roptest.new.R =================================================================== --- branches/robast-1.2/pkg/ROptEst/R/roptest.new.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.2/pkg/ROptEst/R/roptest.new.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -123,7 +123,7 @@ startCtrl = startCtrl, kStepCtrl = kStepCtrl, na.rm = na.rm, ..., debug = ..withCheck, withTimings = withTimings) - attr(mc,"robest.call") <- retV at estimate.call + retV at robestCall <- retV at estimate.call retV at estimate.call <- mc return(retV) } @@ -231,6 +231,7 @@ startCtrl0 = startCtrl$initial.est.ArgList) )) }else{ + initial.est <- startCtrl$initial.est print(substitute(kStepEstimator.start(initial.est0, x = x0, nrvalues = nrvalues0, na.rm = na.rm0, L2Fam = L2Fam0),list(x0=x,L2Fam0=L2Fam, Modified: branches/robast-1.2/pkg/ROptEst/inst/NEWS =================================================================== --- branches/robast-1.2/pkg/ROptEst/inst/NEWS 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.2/pkg/ROptEst/inst/NEWS 2018-07-24 22:44:57 UTC (rev 1057) @@ -26,12 +26,19 @@ + DESCRIPTION tag SVNRevision changed to VCS/SVNRevision + getRiskIC and getBiasIC gain argument withCheck to speed up things if one does not want to call checkIC +Return value of "roptest" ++ the return value of "roptest", an object of class "kStepEstimate" has a slot "estimate.call" which + contains the (matched) call to "roptest"; internally "roptest" calls "robest"; the call to "robest" + may be of interest, too, so we have a new slot "robestCall" of class "OptionalCall", ie a call + or NULL (default); it can be accessed via function robestCall() + Bugfix: + argument withMakeIC was not correctly used in roptest.new under the hood: + wherever possible also use q.l internally instead of q to provide functionality in IRKernel ++ fixed all scripts ####################################### version 1.0.1 Modified: branches/robast-1.2/pkg/ROptEst/inst/scripts/BinomialModel.R =================================================================== --- branches/robast-1.2/pkg/ROptEst/inst/scripts/BinomialModel.R 2018-07-24 22:31:37 UTC (rev 1056) +++ branches/robast-1.2/pkg/ROptEst/inst/scripts/BinomialModel.R 2018-07-24 22:44:57 UTC (rev 1057) @@ -1434,7 +1434,7 @@ #current radius: 0.6388282 inefficiency: 1.044571 #current radius: 0.6387762 inefficiency: 1.044584 # user system elapsed -# 437.47 0.09 438.58 +# 125.41 1.20 143.03 r.rho1 @@ -1464,8 +1464,7 @@ [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1057 From noreply at r-forge.r-project.org Wed Jul 25 00:47:11 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 25 Jul 2018 00:47:11 +0200 (CEST) Subject: [Robast-commits] r1058 - in pkg: ROptEst ROptEst/man ROptEstOld ROptRegTS RandVar RandVar/man RobAStBase RobAStBase/man RobAStRDA RobAStRDA/man RobExtremes RobExtremes/man RobLox RobLox/man RobLoxBioC RobLoxBioC/man RobRex Message-ID: <20180724224711.C51E3188035@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-25 00:47:11 +0200 (Wed, 25 Jul 2018) New Revision: 1058 Modified: pkg/ROptEst/DESCRIPTION pkg/ROptEst/man/0ROptEst-package.Rd pkg/ROptEstOld/DESCRIPTION pkg/ROptRegTS/DESCRIPTION pkg/RandVar/DESCRIPTION pkg/RandVar/man/0RandVar-package.Rd pkg/RobAStBase/DESCRIPTION pkg/RobAStBase/man/0RobAStBase-package.Rd pkg/RobAStRDA/DESCRIPTION pkg/RobAStRDA/man/0RobRDA-package.Rd pkg/RobExtremes/DESCRIPTION pkg/RobExtremes/man/0RobExtremes-package.Rd pkg/RobLox/DESCRIPTION pkg/RobLox/man/0RobLox-package.Rd pkg/RobLoxBioC/DESCRIPTION pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd pkg/RobRex/DESCRIPTION Log: fixed date and Revision number in trunk Modified: pkg/ROptEst/DESCRIPTION =================================================================== --- pkg/ROptEst/DESCRIPTION 2018-07-24 22:44:57 UTC (rev 1057) +++ pkg/ROptEst/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) @@ -1,22 +1,21 @@ Package: ROptEst Version: 1.1.0 -Date: 2018-07-17 +Date: 2018-07-25 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(>= 2.5), 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(>= 2.5), distrMod(>= 2.5.2), RandVar(>= 0.9.2), + RobAStBase(>= 1.0) Imports: startupmsg, MASS, stats, graphics, utils Suggests: RobLox -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: {$LastChangedRevision$} -VCS/SVNRevision: 940 +VCS/SVNRevision: 1057 Modified: pkg/ROptEst/man/0ROptEst-package.Rd =================================================================== --- pkg/ROptEst/man/0ROptEst-package.Rd 2018-07-24 22:44:57 UTC (rev 1057) +++ pkg/ROptEst/man/0ROptEst-package.Rd 2018-07-24 22:47:11 UTC (rev 1058) @@ -13,7 +13,7 @@ \tabular{ll}{ Package: \tab ROptEst \cr Version: \tab 1.1.0 \cr -Date: \tab 2018-07-23 \cr +Date: \tab 2018-07-25 \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 -VCS/SVNRevision: \tab 1040 \cr +VCS/SVNRevision: \tab 1057 \cr } } \author{ Modified: pkg/ROptEstOld/DESCRIPTION =================================================================== --- pkg/ROptEstOld/DESCRIPTION 2018-07-24 22:44:57 UTC (rev 1057) +++ pkg/ROptEstOld/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) @@ -1,9 +1,9 @@ Package: ROptEstOld Version: 1.1.0 -Date: 2018-07-23 +Date: 2018-07-25 Title: Optimally Robust Estimation - Old Version -Description: Optimally robust estimation using S4 classes and methods. Old version still needed for current versions of - ROptRegTS and RobRex. +Description: Optimally robust estimation using S4 classes and methods. Old version still needed for current + versions of ROptRegTS and RobRex. Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.2), RandVar(>= 0.9.2), evd Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") ByteCompile: yes @@ -12,4 +12,4 @@ Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 1057 Modified: pkg/ROptRegTS/DESCRIPTION =================================================================== --- pkg/ROptRegTS/DESCRIPTION 2018-07-24 22:44:57 UTC (rev 1057) +++ pkg/ROptRegTS/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) @@ -1,18 +1,16 @@ Package: ROptRegTS Version: 1.1.0 -Date: 2018-07-23 +Date: 2018-07-25 Title: Optimally Robust Estimation for Regression-Type Models -Description: Optimally robust estimation for regression-type models using S4 classes and - methods. +Description: Optimally robust estimation for regression-type models using S4 classes and methods. Depends: R (>= 2.14.0), methods, ROptEstOld(>= 0.9.1) Imports: distr(>= 2.5.2), distrEx(>= 2.5), RandVar(>= 0.9.2) -Authors at R: c(person("Matthias", "Kohl", role=c("cre", "aut", "cph"), - email="Matthias.Kohl at stamats.de"), person("Peter", "Ruckdeschel", role=c("aut", - "cph"))) +Authors at R: c(person("Matthias", "Kohl", role=c("cre", "aut", "cph"), email="Matthias.Kohl at stamats.de"), + person("Peter", "Ruckdeschel", role=c("aut", "cph"))) ByteCompile: yes License: LGPL-3 Encoding: latin1 URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 1057 Modified: pkg/RandVar/DESCRIPTION =================================================================== --- pkg/RandVar/DESCRIPTION 2018-07-24 22:44:57 UTC (rev 1057) +++ pkg/RandVar/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) @@ -1,12 +1,12 @@ Package: RandVar Version: 1.1.0 -Date: 2018-07-23 +Date: 2018-07-25 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 -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"))) +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 @@ -14,4 +14,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 1057 Modified: pkg/RandVar/man/0RandVar-package.Rd =================================================================== --- pkg/RandVar/man/0RandVar-package.Rd 2018-07-24 22:44:57 UTC (rev 1057) +++ pkg/RandVar/man/0RandVar-package.Rd 2018-07-24 22:47:11 UTC (rev 1058) @@ -12,14 +12,14 @@ \tabular{ll}{ Package: \tab RandVar \cr Version: \tab 1.1.0 \cr -Date: \tab 2018-07-23 \cr +Date: \tab 2018-07-25 \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 -VCS/SVNRevision: \tab 1040 \cr +VCS/SVNRevision: \tab 1057 \cr } } \author{ Modified: pkg/RobAStBase/DESCRIPTION =================================================================== --- pkg/RobAStBase/DESCRIPTION 2018-07-24 22:44:57 UTC (rev 1057) +++ pkg/RobAStBase/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) @@ -1,22 +1,21 @@ Package: RobAStBase Version: 1.1.0 -Date: 2018-07-08 +Date: 2018-07-25 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, graphics, grDevices, stats -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("R Core Team", role = c("ctb", "cph"), comment="for source - file 'format.perc'")) +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("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: {$LastChangedRevision$} -VCS/SVNRevision: 940 +VCS/SVNRevision: 1057 Modified: pkg/RobAStBase/man/0RobAStBase-package.Rd =================================================================== --- pkg/RobAStBase/man/0RobAStBase-package.Rd 2018-07-24 22:44:57 UTC (rev 1057) +++ pkg/RobAStBase/man/0RobAStBase-package.Rd 2018-07-24 22:47:11 UTC (rev 1058) @@ -12,7 +12,7 @@ \tabular{ll}{ Package: \tab RobAStBase \cr Version: \tab 1.1.0 \cr -Date: \tab 2018-07-23 \cr +Date: \tab 2018-07-25 \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 -VCS/SVNRevision: \tab 1040 \cr +VCS/SVNRevision: \tab 1057 \cr } } \author{ Modified: pkg/RobAStRDA/DESCRIPTION =================================================================== --- pkg/RobAStRDA/DESCRIPTION 2018-07-24 22:44:57 UTC (rev 1057) +++ pkg/RobAStRDA/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) @@ -1,23 +1,24 @@ Package: RobAStRDA Version: 1.1.0 -Date: 2018-07-23 +Date: 2018-07-25 Title: Interpolation Grids for Packages of the 'RobASt' - Family of Packages -Description: Includes 'sysdata.rda' file for packages of the 'RobASt' - family of packages; is currently used by package - 'RobExtremes' only. +Description: Includes 'sysdata.rda' file for packages of the 'RobASt' - family of packages; is currently used + by package 'RobExtremes' only. Depends: R (>= 2.3.0) Authors at R: c(person("Matthias", "Kohl", role=c("aut", "cph")), person("Bernhard", "Spangl",role="ctb", - comment="contributed smoothed grid values of the Lagrange multipliers"), person("Sascha", "Desmettre", - role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"), person("Eugen", - "Massini", role="ctb", comment="contributed an interactive smoothing routine for smoothing the Lagrange - multipliers and smoothed grid values of the Lagrange multipliers"), person("Mykhailo", "Pupashenko", - role="ctb", comment="helped with manual smoothing of the interpolators"), person("Daria", "Pupashenko", - role="ctb", comment="helped with manual smoothing of the interpolators"), person("Gerald", "Kroisandt", - role="ctb", comment="helped with manual smoothing of the interpolators"), person("Peter", "Ruckdeschel", - role=c("cre", "cph", "aut"), email="peter.ruckdeschel at uni-oldenburg.de")) + comment="contributed smoothed grid values of the Lagrange multipliers"), person("Sascha", + "Desmettre", role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"), + person("Eugen", "Massini", role="ctb", comment="contributed an interactive smoothing routine for + smoothing the Lagrange multipliers and smoothed grid values of the Lagrange multipliers"), + person("Mykhailo", "Pupashenko", role="ctb", comment="helped with manual smoothing of the + interpolators"), person("Daria", "Pupashenko", role="ctb", comment="helped with manual smoothing of + the interpolators"), person("Gerald", "Kroisandt", role="ctb", comment="helped with manual smoothing + of the interpolators"), person("Peter", "Ruckdeschel", role=c("cre", "cph", "aut"), + email="peter.ruckdeschel at uni-oldenburg.de")) LazyData: yes ByteCompile: yes License: LGPL-3 URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 1057 Modified: pkg/RobAStRDA/man/0RobRDA-package.Rd =================================================================== --- pkg/RobAStRDA/man/0RobRDA-package.Rd 2018-07-24 22:44:57 UTC (rev 1057) +++ pkg/RobAStRDA/man/0RobRDA-package.Rd 2018-07-24 22:47:11 UTC (rev 1058) @@ -32,13 +32,13 @@ \tabular{ll}{ Package: \tab RobAStRDA \cr Version: \tab 1.1.0 \cr -Date: \tab 2018-07-23 \cr +Date: \tab 2018-07-25 \cr Depends: \tab R (>= 2.3.0) \cr LazyData: \tab yes \cr ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -VCS/SVNRevision: \tab 1040 \cr +VCS/SVNRevision: \tab 1057 \cr } } Modified: pkg/RobExtremes/DESCRIPTION =================================================================== --- pkg/RobExtremes/DESCRIPTION 2018-07-24 22:44:57 UTC (rev 1057) +++ pkg/RobExtremes/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) @@ -1,21 +1,22 @@ Package: RobExtremes Version: 1.1.0 -Date: 2018-07-23 +Date: 2018-07-25 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). +Description: Optimally robust estimation for extreme value distributions using S4 classes and methods (based + on packages distr, distrEx, distrMod, RobAStBase, and ROptEst). Depends: R (>= 2.14.0), methods, distrMod(>= 2.5.2), ROptEst(>= 1.0), robustbase, evd Suggests: RUnit (>= 0.4.26), ismev (>= 1.39) Imports: RobAStRDA, distr, distrEx, RandVar, RobAStBase, startupmsg, actuar Authors at R: c(person("Nataliya", "Horbenko", role=c("aut","cph")), person("Bernhard", "Spangl", role="ctb", - comment="contributed smoothed grid values of the Lagrange multipliers"), person("Sascha", "Desmettre", - role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"), person("Eugen", - "Massini", role="ctb", comment="contributed an interactive smoothing routine for smoothing the Lagrange - multipliers and smoothed grid values of the Lagrange multipliers"), person("Daria", "Pupashenko", role="ctb", - comment="contributed MDE-estimation for GEV distribution in the framework of her PhD thesis 2011--14"), - person("Gerald", "Kroisandt", role="ctb", comment="contributed testing routines"), person("Matthias", "Kohl", - role=c("aut", "cph")), person("Peter", "Ruckdeschel", role=c("cre", "aut", "cph"), - email="peter.ruckdeschel at uni-oldenburg.de")) + comment="contributed smoothed grid values of the Lagrange multipliers"), person("Sascha", + "Desmettre", role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"), + person("Eugen", "Massini", role="ctb", comment="contributed an interactive smoothing routine for + smoothing the Lagrange multipliers and smoothed grid values of the Lagrange multipliers"), + person("Daria", "Pupashenko", role="ctb", comment="contributed MDE-estimation for GEV distribution + in the framework of her PhD thesis 2011--14"), person("Gerald", "Kroisandt", role="ctb", + comment="contributed testing routines"), person("Matthias", "Kohl", role=c("aut", "cph")), + person("Peter", "Ruckdeschel", role=c("cre", "aut", "cph"), + email="peter.ruckdeschel at uni-oldenburg.de")) ByteCompile: yes LazyLoad: yes License: LGPL-3 @@ -23,4 +24,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 1057 Modified: pkg/RobExtremes/man/0RobExtremes-package.Rd =================================================================== --- pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-24 22:44:57 UTC (rev 1057) +++ pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-24 22:47:11 UTC (rev 1058) @@ -39,7 +39,7 @@ \tabular{ll}{ Package: \tab RobExtremes \cr Version: \tab 1.1.0 \cr -Date: \tab 2018-07-23 \cr +Date: \tab 2018-07-25 \cr Title: \tab Optimally Robust Estimation for Extreme Value Distributions\cr Description: \tab Optimally robust estimation for extreme value distributions using S4 classes and methods \cr @@ -65,7 +65,7 @@ License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr Encoding: \tab latin1 \cr -VCS/SVNRevision: \tab 1040 \cr +VCS/SVNRevision: \tab 1057 \cr } } \section{Classes}{ Modified: pkg/RobLox/DESCRIPTION =================================================================== --- pkg/RobLox/DESCRIPTION 2018-07-24 22:44:57 UTC (rev 1057) +++ pkg/RobLox/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) @@ -1,18 +1,18 @@ Package: RobLox Version: 1.1.0 -Date: 2018-07-23 +Date: 2018-07-25 Title: Optimally Robust Influence Curves and Estimators for Location and Scale -Description: Functions for the determination of optimally robust influence curves and estimators in case of normal - location and/or scale. +Description: Functions for the determination of optimally robust influence curves and estimators in case of + normal location and/or scale. Depends: R(>= 2.14.0), stats, distrMod(>= 2.5.2), RobAStBase(>= 0.9) Imports: methods, lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2) Suggests: MASS -Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph"), email="Matthias.Kohl at stamats.de"), 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("Peter", "Ruckdeschel", role=c("aut", "cph"))) ByteCompile: yes License: LGPL-3 Encoding: latin1 URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 1057 Modified: pkg/RobLox/man/0RobLox-package.Rd =================================================================== --- pkg/RobLox/man/0RobLox-package.Rd 2018-07-24 22:44:57 UTC (rev 1057) +++ pkg/RobLox/man/0RobLox-package.Rd 2018-07-24 22:47:11 UTC (rev 1058) @@ -13,14 +13,14 @@ \tabular{ll}{ Package: \tab RobLox \cr Version: \tab 1.1.0 \cr -Date: \tab 2018-07-23 \cr +Date: \tab 2018-07-25 \cr Depends: \tab R(>= 2.14.0), stats, distrMod(>= 2.5.2), RobAStBase(>= 0.9) \cr Imports: \tab lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2) \cr Suggests: \tab MASS\cr ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -VCS/SVNRevision: \tab 1040 \cr +VCS/SVNRevision: \tab 1057 \cr } } \author{Matthias Kohl \email{matthias.kohl at stamats.de}} Modified: pkg/RobLoxBioC/DESCRIPTION =================================================================== --- pkg/RobLoxBioC/DESCRIPTION 2018-07-24 22:44:57 UTC (rev 1057) +++ pkg/RobLoxBioC/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) @@ -1,11 +1,12 @@ Package: RobLoxBioC Version: 1.1.0 -Date: 2018-07-23 +Date: 2018-07-25 Title: Infinitesimally Robust Estimators for Preprocessing -Omics Data -Description: Functions for the determination of optimally robust influence curves and estimators for preprocessing omics - data, in particular gene expression data. +Description: Functions for the determination of optimally robust influence curves and estimators for + preprocessing omics data, in particular gene expression data. Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), affy -Imports: Biobase, BiocGenerics, beadarray, RobLox(>= 0.9.2), distrMod(>= 2.5.2), lattice, RColorBrewer, AnnotationDbi +Imports: Biobase, BiocGenerics, beadarray, RobLox(>= 0.9.2), distrMod(>= 2.5.2), lattice, RColorBrewer, + AnnotationDbi Suggests: affydata, hgu95av2cdf, beadarrayExampleData, illuminaHumanv3.db Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") ByteCompile: yes @@ -14,4 +15,4 @@ Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 1057 Modified: pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd =================================================================== --- pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd 2018-07-24 22:44:57 UTC (rev 1057) +++ pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd 2018-07-24 22:47:11 UTC (rev 1058) @@ -13,14 +13,14 @@ \tabular{ll}{ Package: \tab RobLoxBioC \cr Version: \tab 1.1.0 \cr -Date: \tab 2018-07-23 \cr +Date: \tab 2018-07-25 \cr Depends:\tab R(>= 2.14.0), methods, distr(>= 2.5.2), affy \cr Imports:\tab Biobase, BiocGenerics, beadarray, RobLox(>= 0.9.2), distrMod(>= 2.5.2), lattice, RColorBrewer \cr Suggests:\tab affydata, hgu95av2cdf, beadarrayExampleData, illuminaHumanv3.db \cr ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -VCS/SVNRevision: \tab 1040 \cr +VCS/SVNRevision: \tab 1057 \cr Encoding: \tab latin1 \cr } } Modified: pkg/RobRex/DESCRIPTION =================================================================== --- pkg/RobRex/DESCRIPTION 2018-07-24 22:44:57 UTC (rev 1057) +++ pkg/RobRex/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) @@ -1,9 +1,9 @@ Package: RobRex Version: 1.1.0 -Date: 2018-07-23 +Date: 2018-07-25 Title: Optimally Robust Influence Curves for Regression and Scale -Description: Functions for the determination of optimally robust influence curves in case of linear regression with - unknown scale and standard normal distributed errors where the regressor is random. +Description: Functions for the determination of optimally robust influence curves in case of linear + regression with unknown scale and standard normal distributed errors where the regressor is random. Depends: R (>= 2.14.0), ROptRegTS(>= 0.9.2) Imports: distr(>= 2.5.2), RandVar(>= 0.9.2), RobAStBase(>= 0.9), methods Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") @@ -13,4 +13,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 1057 From noreply at r-forge.r-project.org Wed Jul 25 13:42:58 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Wed, 25 Jul 2018 13:42:58 +0200 (CEST) Subject: [Robast-commits] r1059 - in branches/robast-1.2/pkg: ROptEst ROptEst/man ROptEstOld ROptRegTS RandVar RandVar/man RobAStBase RobAStBase/man RobAStRDA RobAStRDA/man RobExtremes RobExtremes/man RobLox RobLox/man RobLoxBioC RobLoxBioC/man RobRex Message-ID: <20180725114258.92EDC180949@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-25 13:42:58 +0200 (Wed, 25 Jul 2018) New Revision: 1059 Modified: branches/robast-1.2/pkg/ROptEst/DESCRIPTION branches/robast-1.2/pkg/ROptEst/man/0ROptEst-package.Rd branches/robast-1.2/pkg/ROptEstOld/DESCRIPTION branches/robast-1.2/pkg/ROptRegTS/DESCRIPTION branches/robast-1.2/pkg/RandVar/DESCRIPTION branches/robast-1.2/pkg/RandVar/man/0RandVar-package.Rd branches/robast-1.2/pkg/RobAStBase/DESCRIPTION branches/robast-1.2/pkg/RobAStBase/man/0RobAStBase-package.Rd branches/robast-1.2/pkg/RobAStRDA/DESCRIPTION branches/robast-1.2/pkg/RobAStRDA/man/0RobRDA-package.Rd branches/robast-1.2/pkg/RobExtremes/DESCRIPTION branches/robast-1.2/pkg/RobExtremes/man/0RobExtremes-package.Rd branches/robast-1.2/pkg/RobLox/DESCRIPTION branches/robast-1.2/pkg/RobLox/man/0RobLox-package.Rd branches/robast-1.2/pkg/RobLoxBioC/DESCRIPTION branches/robast-1.2/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd branches/robast-1.2/pkg/RobRex/DESCRIPTION Log: changed version number, date and revision number in branch 1.2 Modified: branches/robast-1.2/pkg/ROptEst/DESCRIPTION =================================================================== --- branches/robast-1.2/pkg/ROptEst/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) +++ branches/robast-1.2/pkg/ROptEst/DESCRIPTION 2018-07-25 11:42:58 UTC (rev 1059) @@ -1,22 +1,18 @@ Package: ROptEst -Version: 1.1.0 -Date: 2018-07-17 +Version: 1.2.0 +Date: 2018-07-25 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(>= 2.5), 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(>= 2.5), distrMod(>= 2.5.2), RandVar(>= 0.9.2), RobAStBase(>= 1.0) Imports: startupmsg, MASS, stats, graphics, utils Suggests: RobLox -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: {$LastChangedRevision$} -VCS/SVNRevision: 940 +VCS/SVNRevision: 1058 Modified: branches/robast-1.2/pkg/ROptEst/man/0ROptEst-package.Rd =================================================================== --- branches/robast-1.2/pkg/ROptEst/man/0ROptEst-package.Rd 2018-07-24 22:47:11 UTC (rev 1058) +++ branches/robast-1.2/pkg/ROptEst/man/0ROptEst-package.Rd 2018-07-25 11:42:58 UTC (rev 1059) @@ -12,8 +12,8 @@ \details{ \tabular{ll}{ Package: \tab ROptEst \cr -Version: \tab 1.1.0 \cr -Date: \tab 2018-07-23 \cr +Version: \tab 1.2.0 \cr +Date: \tab 2018-07-25 \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 -VCS/SVNRevision: \tab 1040 \cr +VCS/SVNRevision: \tab 1058 \cr } } \author{ Modified: branches/robast-1.2/pkg/ROptEstOld/DESCRIPTION =================================================================== --- branches/robast-1.2/pkg/ROptEstOld/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) +++ branches/robast-1.2/pkg/ROptEstOld/DESCRIPTION 2018-07-25 11:42:58 UTC (rev 1059) @@ -1,9 +1,8 @@ Package: ROptEstOld -Version: 1.1.0 -Date: 2018-07-23 +Version: 1.2.0 +Date: 2018-07-25 Title: Optimally Robust Estimation - Old Version -Description: Optimally robust estimation using S4 classes and methods. Old version still needed for current versions of - ROptRegTS and RobRex. +Description: Optimally robust estimation using S4 classes and methods. Old version still needed for current versions of ROptRegTS and RobRex. Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.2), RandVar(>= 0.9.2), evd Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") ByteCompile: yes @@ -12,4 +11,4 @@ Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 1058 Modified: branches/robast-1.2/pkg/ROptRegTS/DESCRIPTION =================================================================== --- branches/robast-1.2/pkg/ROptRegTS/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) +++ branches/robast-1.2/pkg/ROptRegTS/DESCRIPTION 2018-07-25 11:42:58 UTC (rev 1059) @@ -1,18 +1,16 @@ Package: ROptRegTS -Version: 1.1.0 -Date: 2018-07-23 +Version: 1.2.0 +Date: 2018-07-25 Title: Optimally Robust Estimation for Regression-Type Models -Description: Optimally robust estimation for regression-type models using S4 classes and - methods. +Description: Optimally robust estimation for regression-type models using S4 classes and methods. Depends: R (>= 2.14.0), methods, ROptEstOld(>= 0.9.1) Imports: distr(>= 2.5.2), distrEx(>= 2.5), RandVar(>= 0.9.2) -Authors at R: c(person("Matthias", "Kohl", role=c("cre", "aut", "cph"), - email="Matthias.Kohl at stamats.de"), person("Peter", "Ruckdeschel", role=c("aut", - "cph"))) +Authors at R: c(person("Matthias", "Kohl", role=c("cre", "aut", "cph"), email="Matthias.Kohl at stamats.de"), person("Peter", "Ruckdeschel", + role=c("aut", "cph"))) ByteCompile: yes License: LGPL-3 Encoding: latin1 URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 1058 Modified: branches/robast-1.2/pkg/RandVar/DESCRIPTION =================================================================== --- branches/robast-1.2/pkg/RandVar/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) +++ branches/robast-1.2/pkg/RandVar/DESCRIPTION 2018-07-25 11:42:58 UTC (rev 1059) @@ -1,12 +1,12 @@ Package: RandVar -Version: 1.1.0 -Date: 2018-07-23 +Version: 1.2.0 +Date: 2018-07-25 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 -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"))) +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 @@ -14,4 +14,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 1058 Modified: branches/robast-1.2/pkg/RandVar/man/0RandVar-package.Rd =================================================================== --- branches/robast-1.2/pkg/RandVar/man/0RandVar-package.Rd 2018-07-24 22:47:11 UTC (rev 1058) +++ branches/robast-1.2/pkg/RandVar/man/0RandVar-package.Rd 2018-07-25 11:42:58 UTC (rev 1059) @@ -11,15 +11,15 @@ \details{ \tabular{ll}{ Package: \tab RandVar \cr -Version: \tab 1.1.0 \cr -Date: \tab 2018-07-23 \cr +Version: \tab 1.2.0 \cr +Date: \tab 2018-07-25 \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 -VCS/SVNRevision: \tab 1040 \cr +VCS/SVNRevision: \tab 1058 \cr } } \author{ Modified: branches/robast-1.2/pkg/RobAStBase/DESCRIPTION =================================================================== --- branches/robast-1.2/pkg/RobAStBase/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) +++ branches/robast-1.2/pkg/RobAStBase/DESCRIPTION 2018-07-25 11:42:58 UTC (rev 1059) @@ -1,22 +1,19 @@ Package: RobAStBase -Version: 1.1.0 -Date: 2018-07-08 +Version: 1.2.0 +Date: 2018-07-25 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, graphics, grDevices, stats -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("R Core Team", role = c("ctb", "cph"), comment="for source - file 'format.perc'")) +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("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: {$LastChangedRevision$} -VCS/SVNRevision: 940 +VCS/SVNRevision: 1058 Modified: branches/robast-1.2/pkg/RobAStBase/man/0RobAStBase-package.Rd =================================================================== --- branches/robast-1.2/pkg/RobAStBase/man/0RobAStBase-package.Rd 2018-07-24 22:47:11 UTC (rev 1058) +++ branches/robast-1.2/pkg/RobAStBase/man/0RobAStBase-package.Rd 2018-07-25 11:42:58 UTC (rev 1059) @@ -11,8 +11,8 @@ \details{ \tabular{ll}{ Package: \tab RobAStBase \cr -Version: \tab 1.1.0 \cr -Date: \tab 2018-07-23 \cr +Version: \tab 1.2.0 \cr +Date: \tab 2018-07-25 \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 -VCS/SVNRevision: \tab 1040 \cr +VCS/SVNRevision: \tab 1058 \cr } } \author{ Modified: branches/robast-1.2/pkg/RobAStRDA/DESCRIPTION =================================================================== --- branches/robast-1.2/pkg/RobAStRDA/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) +++ branches/robast-1.2/pkg/RobAStRDA/DESCRIPTION 2018-07-25 11:42:58 UTC (rev 1059) @@ -1,23 +1,20 @@ Package: RobAStRDA -Version: 1.1.0 -Date: 2018-07-23 +Version: 1.2.0 +Date: 2018-07-25 Title: Interpolation Grids for Packages of the 'RobASt' - Family of Packages -Description: Includes 'sysdata.rda' file for packages of the 'RobASt' - family of packages; is currently used by package - 'RobExtremes' only. +Description: Includes 'sysdata.rda' file for packages of the 'RobASt' - family of packages; is currently used by package 'RobExtremes' only. Depends: R (>= 2.3.0) -Authors at R: c(person("Matthias", "Kohl", role=c("aut", "cph")), person("Bernhard", "Spangl",role="ctb", - comment="contributed smoothed grid values of the Lagrange multipliers"), person("Sascha", "Desmettre", - role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"), person("Eugen", - "Massini", role="ctb", comment="contributed an interactive smoothing routine for smoothing the Lagrange - multipliers and smoothed grid values of the Lagrange multipliers"), person("Mykhailo", "Pupashenko", - role="ctb", comment="helped with manual smoothing of the interpolators"), person("Daria", "Pupashenko", - role="ctb", comment="helped with manual smoothing of the interpolators"), person("Gerald", "Kroisandt", - role="ctb", comment="helped with manual smoothing of the interpolators"), person("Peter", "Ruckdeschel", - role=c("cre", "cph", "aut"), email="peter.ruckdeschel at uni-oldenburg.de")) +Authors at R: c(person("Matthias", "Kohl", role=c("aut", "cph")), person("Bernhard", "Spangl",role="ctb", comment="contributed smoothed grid values + of the Lagrange multipliers"), person("Sascha", "Desmettre", role="ctb", comment="contributed smoothed grid values of the Lagrange + multipliers"), person("Eugen", "Massini", role="ctb", comment="contributed an interactive smoothing routine for smoothing the + Lagrange multipliers and smoothed grid values of the Lagrange multipliers"), person("Mykhailo", "Pupashenko", role="ctb", + comment="helped with manual smoothing of the interpolators"), person("Daria", "Pupashenko", role="ctb", comment="helped with manual + smoothing of the interpolators"), person("Gerald", "Kroisandt", role="ctb", comment="helped with manual smoothing of the + interpolators"), person("Peter", "Ruckdeschel", role=c("cre", "cph", "aut"), email="peter.ruckdeschel at uni-oldenburg.de")) LazyData: yes ByteCompile: yes License: LGPL-3 URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 1058 Modified: branches/robast-1.2/pkg/RobAStRDA/man/0RobRDA-package.Rd =================================================================== --- branches/robast-1.2/pkg/RobAStRDA/man/0RobRDA-package.Rd 2018-07-24 22:47:11 UTC (rev 1058) +++ branches/robast-1.2/pkg/RobAStRDA/man/0RobRDA-package.Rd 2018-07-25 11:42:58 UTC (rev 1059) @@ -31,14 +31,14 @@ \details{ \tabular{ll}{ Package: \tab RobAStRDA \cr -Version: \tab 1.1.0 \cr -Date: \tab 2018-07-23 \cr +Version: \tab 1.2.0 \cr +Date: \tab 2018-07-25 \cr Depends: \tab R (>= 2.3.0) \cr LazyData: \tab yes \cr ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -VCS/SVNRevision: \tab 1040 \cr +VCS/SVNRevision: \tab 1058 \cr } } Modified: branches/robast-1.2/pkg/RobExtremes/DESCRIPTION =================================================================== --- branches/robast-1.2/pkg/RobExtremes/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) +++ branches/robast-1.2/pkg/RobExtremes/DESCRIPTION 2018-07-25 11:42:58 UTC (rev 1059) @@ -1,21 +1,19 @@ Package: RobExtremes -Version: 1.1.0 -Date: 2018-07-23 +Version: 1.2.0 +Date: 2018-07-25 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). +Description: Optimally robust estimation for extreme value distributions using S4 classes and methods (based on packages distr, distrEx, + distrMod, RobAStBase, and ROptEst). Depends: R (>= 2.14.0), methods, distrMod(>= 2.5.2), ROptEst(>= 1.0), robustbase, evd Suggests: RUnit (>= 0.4.26), ismev (>= 1.39) Imports: RobAStRDA, distr, distrEx, RandVar, RobAStBase, startupmsg, actuar -Authors at R: c(person("Nataliya", "Horbenko", role=c("aut","cph")), person("Bernhard", "Spangl", role="ctb", - comment="contributed smoothed grid values of the Lagrange multipliers"), person("Sascha", "Desmettre", - role="ctb", comment="contributed smoothed grid values of the Lagrange multipliers"), person("Eugen", - "Massini", role="ctb", comment="contributed an interactive smoothing routine for smoothing the Lagrange - multipliers and smoothed grid values of the Lagrange multipliers"), person("Daria", "Pupashenko", role="ctb", - comment="contributed MDE-estimation for GEV distribution in the framework of her PhD thesis 2011--14"), - person("Gerald", "Kroisandt", role="ctb", comment="contributed testing routines"), person("Matthias", "Kohl", - role=c("aut", "cph")), person("Peter", "Ruckdeschel", role=c("cre", "aut", "cph"), - email="peter.ruckdeschel at uni-oldenburg.de")) +Authors at R: c(person("Nataliya", "Horbenko", role=c("aut","cph")), person("Bernhard", "Spangl", role="ctb", comment="contributed smoothed grid + values of the Lagrange multipliers"), person("Sascha", "Desmettre", role="ctb", comment="contributed smoothed grid values of the + Lagrange multipliers"), person("Eugen", "Massini", role="ctb", comment="contributed an interactive smoothing routine for smoothing + the Lagrange multipliers and smoothed grid values of the Lagrange multipliers"), person("Daria", "Pupashenko", role="ctb", + comment="contributed MDE-estimation for GEV distribution in the framework of her PhD thesis 2011--14"), person("Gerald", + "Kroisandt", role="ctb", comment="contributed testing routines"), person("Matthias", "Kohl", role=c("aut", "cph")), person("Peter", + "Ruckdeschel", role=c("cre", "aut", "cph"), email="peter.ruckdeschel at uni-oldenburg.de")) ByteCompile: yes LazyLoad: yes License: LGPL-3 @@ -23,4 +21,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 1058 Modified: branches/robast-1.2/pkg/RobExtremes/man/0RobExtremes-package.Rd =================================================================== --- branches/robast-1.2/pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-24 22:47:11 UTC (rev 1058) +++ branches/robast-1.2/pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-25 11:42:58 UTC (rev 1059) @@ -38,8 +38,8 @@ \details{ \tabular{ll}{ Package: \tab RobExtremes \cr -Version: \tab 1.1.0 \cr -Date: \tab 2018-07-23 \cr +Version: \tab 1.2.0 \cr +Date: \tab 2018-07-25 \cr Title: \tab Optimally Robust Estimation for Extreme Value Distributions\cr Description: \tab Optimally robust estimation for extreme value distributions using S4 classes and methods \cr @@ -65,7 +65,7 @@ License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr Encoding: \tab latin1 \cr -VCS/SVNRevision: \tab 1040 \cr +VCS/SVNRevision: \tab 1058 \cr } } \section{Classes}{ Modified: branches/robast-1.2/pkg/RobLox/DESCRIPTION =================================================================== --- branches/robast-1.2/pkg/RobLox/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) +++ branches/robast-1.2/pkg/RobLox/DESCRIPTION 2018-07-25 11:42:58 UTC (rev 1059) @@ -1,18 +1,17 @@ Package: RobLox -Version: 1.1.0 -Date: 2018-07-23 +Version: 1.2.0 +Date: 2018-07-25 Title: Optimally Robust Influence Curves and Estimators for Location and Scale -Description: Functions for the determination of optimally robust influence curves and estimators in case of normal - location and/or scale. +Description: Functions for the determination of optimally robust influence curves and estimators in case of normal location and/or scale. Depends: R(>= 2.14.0), stats, distrMod(>= 2.5.2), RobAStBase(>= 0.9) Imports: methods, lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2) Suggests: MASS -Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph"), email="Matthias.Kohl at stamats.de"), 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("Peter", "Ruckdeschel", role=c("aut", + "cph"))) ByteCompile: yes License: LGPL-3 Encoding: latin1 URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 1058 Modified: branches/robast-1.2/pkg/RobLox/man/0RobLox-package.Rd =================================================================== --- branches/robast-1.2/pkg/RobLox/man/0RobLox-package.Rd 2018-07-24 22:47:11 UTC (rev 1058) +++ branches/robast-1.2/pkg/RobLox/man/0RobLox-package.Rd 2018-07-25 11:42:58 UTC (rev 1059) @@ -12,15 +12,15 @@ \details{ \tabular{ll}{ Package: \tab RobLox \cr -Version: \tab 1.1.0 \cr -Date: \tab 2018-07-23 \cr +Version: \tab 1.2.0 \cr +Date: \tab 2018-07-25 \cr Depends: \tab R(>= 2.14.0), stats, distrMod(>= 2.5.2), RobAStBase(>= 0.9) \cr Imports: \tab lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2) \cr Suggests: \tab MASS\cr ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -VCS/SVNRevision: \tab 1040 \cr +VCS/SVNRevision: \tab 1058 \cr } } \author{Matthias Kohl \email{matthias.kohl at stamats.de}} Modified: branches/robast-1.2/pkg/RobLoxBioC/DESCRIPTION =================================================================== --- branches/robast-1.2/pkg/RobLoxBioC/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) +++ branches/robast-1.2/pkg/RobLoxBioC/DESCRIPTION 2018-07-25 11:42:58 UTC (rev 1059) @@ -1,9 +1,9 @@ Package: RobLoxBioC -Version: 1.1.0 -Date: 2018-07-23 +Version: 1.2.0 +Date: 2018-07-25 Title: Infinitesimally Robust Estimators for Preprocessing -Omics Data -Description: Functions for the determination of optimally robust influence curves and estimators for preprocessing omics - data, in particular gene expression data. +Description: Functions for the determination of optimally robust influence curves and estimators for preprocessing omics data, in particular + gene expression data. Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), affy Imports: Biobase, BiocGenerics, beadarray, RobLox(>= 0.9.2), distrMod(>= 2.5.2), lattice, RColorBrewer, AnnotationDbi Suggests: affydata, hgu95av2cdf, beadarrayExampleData, illuminaHumanv3.db @@ -14,4 +14,4 @@ Encoding: latin1 LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 1058 Modified: branches/robast-1.2/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd =================================================================== --- branches/robast-1.2/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd 2018-07-24 22:47:11 UTC (rev 1058) +++ branches/robast-1.2/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd 2018-07-25 11:42:58 UTC (rev 1059) @@ -12,15 +12,15 @@ \details{ \tabular{ll}{ Package: \tab RobLoxBioC \cr -Version: \tab 1.1.0 \cr -Date: \tab 2018-07-23 \cr +Version: \tab 1.2.0 \cr +Date: \tab 2018-07-25 \cr Depends:\tab R(>= 2.14.0), methods, distr(>= 2.5.2), affy \cr Imports:\tab Biobase, BiocGenerics, beadarray, RobLox(>= 0.9.2), distrMod(>= 2.5.2), lattice, RColorBrewer \cr Suggests:\tab affydata, hgu95av2cdf, beadarrayExampleData, illuminaHumanv3.db \cr ByteCompile: \tab yes \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -VCS/SVNRevision: \tab 1040 \cr +VCS/SVNRevision: \tab 1058 \cr Encoding: \tab latin1 \cr } } Modified: branches/robast-1.2/pkg/RobRex/DESCRIPTION =================================================================== --- branches/robast-1.2/pkg/RobRex/DESCRIPTION 2018-07-24 22:47:11 UTC (rev 1058) +++ branches/robast-1.2/pkg/RobRex/DESCRIPTION 2018-07-25 11:42:58 UTC (rev 1059) @@ -1,9 +1,9 @@ Package: RobRex -Version: 1.1.0 -Date: 2018-07-23 +Version: 1.2.0 +Date: 2018-07-25 Title: Optimally Robust Influence Curves for Regression and Scale -Description: Functions for the determination of optimally robust influence curves in case of linear regression with - unknown scale and standard normal distributed errors where the regressor is random. +Description: Functions for the determination of optimally robust influence curves in case of linear regression with unknown scale and standard + normal distributed errors where the regressor is random. Depends: R (>= 2.14.0), ROptRegTS(>= 0.9.2) Imports: distr(>= 2.5.2), RandVar(>= 0.9.2), RobAStBase(>= 0.9), methods Authors at R: person("Matthias", "Kohl", role=c("aut", "cre", "cph"), email="Matthias.Kohl at stamats.de") @@ -13,4 +13,4 @@ URL: http://robast.r-forge.r-project.org/ LastChangedDate: {$LastChangedDate$} LastChangedRevision: {$LastChangedRevision$} -VCS/SVNRevision: 1040 +VCS/SVNRevision: 1058 From noreply at r-forge.r-project.org Thu Jul 26 08:42:44 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Thu, 26 Jul 2018 08:42:44 +0200 (CEST) Subject: [Robast-commits] r1060 - branches/robast-1.1/pkg/RobAStBase/R branches/robast-1.1/pkg/RobAStBase/inst branches/robast-1.1/pkg/RobAStBase/man branches/robast-1.1/pkg/RobExtremes branches/robast-1.1/pkg/RobExtremes/R branches/robast-1.1/pkg/RobExtremes/inst/scripts branches/robast-1.1/pkg/RobExtremes/man branches/robast-1.2/pkg/RobAStBase/R branches/robast-1.2/pkg/RobAStBase/inst branches/robast-1.2/pkg/RobAStBase/man branches/robast-1.2/pkg/RobExtremes branches/robast-1.2/pkg/RobExtremes/R branches/robast-1.2/pkg/RobExtremes/man pkg/RobAStBase/R pkg/RobAStBase/inst pkg/RobAStBase/man pkg/RobExtremes pkg/RobExtremes/R pkg/RobExtremes/man Message-ID: <20180726064244.900591801D2@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-26 08:42:44 +0200 (Thu, 26 Jul 2018) New Revision: 1060 Modified: branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R branches/robast-1.1/pkg/RobAStBase/R/infoPlot.R branches/robast-1.1/pkg/RobAStBase/R/plotWrapper.R branches/robast-1.1/pkg/RobAStBase/R/qqplot.R branches/robast-1.1/pkg/RobAStBase/R/returnlevelplot.R branches/robast-1.1/pkg/RobAStBase/inst/NEWS branches/robast-1.1/pkg/RobAStBase/man/comparePlot.Rd branches/robast-1.1/pkg/RobAStBase/man/infoPlot.Rd branches/robast-1.1/pkg/RobAStBase/man/plot-methods.Rd branches/robast-1.1/pkg/RobAStBase/man/qqplot.Rd branches/robast-1.1/pkg/RobAStBase/man/returnlevelplot.Rd branches/robast-1.1/pkg/RobExtremes/DESCRIPTION branches/robast-1.1/pkg/RobExtremes/R/getStartIC.R branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd branches/robast-1.2/pkg/RobAStBase/R/AllPlot.R branches/robast-1.2/pkg/RobAStBase/R/comparePlot.R branches/robast-1.2/pkg/RobAStBase/R/infoPlot.R branches/robast-1.2/pkg/RobAStBase/R/plotWrapper.R branches/robast-1.2/pkg/RobAStBase/R/qqplot.R branches/robast-1.2/pkg/RobAStBase/R/returnlevelplot.R branches/robast-1.2/pkg/RobAStBase/inst/NEWS branches/robast-1.2/pkg/RobAStBase/man/comparePlot.Rd branches/robast-1.2/pkg/RobAStBase/man/infoPlot.Rd branches/robast-1.2/pkg/RobAStBase/man/plot-methods.Rd branches/robast-1.2/pkg/RobAStBase/man/qqplot.Rd branches/robast-1.2/pkg/RobAStBase/man/returnlevelplot.Rd branches/robast-1.2/pkg/RobExtremes/DESCRIPTION branches/robast-1.2/pkg/RobExtremes/R/getStartIC.R branches/robast-1.2/pkg/RobExtremes/man/0RobExtremes-package.Rd pkg/RobAStBase/R/AllPlot.R pkg/RobAStBase/R/comparePlot.R pkg/RobAStBase/R/infoPlot.R pkg/RobAStBase/R/plotWrapper.R pkg/RobAStBase/R/qqplot.R pkg/RobAStBase/R/returnlevelplot.R pkg/RobAStBase/inst/NEWS pkg/RobAStBase/man/comparePlot.Rd pkg/RobAStBase/man/infoPlot.Rd pkg/RobAStBase/man/plot-methods.Rd pkg/RobAStBase/man/qqplot.Rd pkg/RobAStBase/man/returnlevelplot.Rd pkg/RobExtremes/DESCRIPTION pkg/RobExtremes/R/getStartIC.R pkg/RobExtremes/man/0RobExtremes-package.Rd Log: [RobAStBase] [in trunk&branch1.1&branch1.2] + diagnostic plots now also have arguments cex.lbs, adj.lbs, col.lbs + the default for pch.pts is 19 and for pch.npts is 20 now, + some more explicit explanation of the selection mechanism by which.lbs, which.Order, which.nonlbs + consistent suffix endings in arguments lbs instead of lbl pts / npts instead of pch + package names wrapped in '.' in package DESCRIPTION + revised script RobFitsAtRealData.R + revised the package starting page + in the k Estimator, outliyingness now + the Weibull name was wrong in the RobAStRDA interpolator DB (.WeibullFamily instead of .Weibull) Modified: branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R 2018-07-25 11:42:58 UTC (rev 1059) +++ branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R 2018-07-26 06:42:44 UTC (rev 1060) @@ -319,10 +319,11 @@ setMethod("plot", signature(x = "IC",y = "numeric"), function(x, y, ..., cex.pts = 1, cex.pts.fun = NULL, col.pts = par("col"), - pch.pts = 1, + pch.pts = 19, cex.npts = 1, cex.npts.fun = NULL, col.npts = par("col"), - pch.npts = 2, - jitter.fac = 1, with.lab = FALSE, + pch.npts = 20, + jitter.fac = 1, with.lab = FALSE, cex.lbs = 1, adj.lbs = c(0,0), + col.lbs = col.pts, lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, which.lbs = NULL, which.Order = NULL, which.nonlbs = NULL, attr.pre = FALSE, return.Order = FALSE){ @@ -330,7 +331,10 @@ args0 <- list(x = x, y = y, cex.pts = cex.pts, cex.pts.fun = cex.pts.fun, col.pts = col.pts, pch.pts = pch.pts, cex.npts = cex.npts, cex.npts.fun = cex.npts.fun, col.npts = col.npts, pch.npts = pch.npts, - jitter.fac = jitter.fac, with.lab = with.lab, lab.pts = lab.pts, + jitter.fac = jitter.fac, with.lab = with.lab, + cex.lbs = cex.lbs, adj.lbs = adj.lbs, + col.lbs = if(!missing(col.lbs)) col.lbs else if(!missing(col.pts)) col.pts else par("col"), + lab.pts = lab.pts, lab.font = lab.font, alpha.trsp = alpha.trsp, which.lbs = which.lbs, which.Order = which.Order, which.nonlbs = which.nonlbs, attr.pre = attr.pre, @@ -341,6 +345,17 @@ plotInfo <- list(call = mc, dots=dots, args=args0) n <- if(!is.null(dim(y))) nrow(y) else length(y) + + L2Fam <- eval(x at CallL2Fam) + trafO <- trafo(L2Fam at param) + dims0 <- length(.getToDraw(nrow(trafO), trafO, L2Fam, eval(dots$to.draw.arg))) + + if(missing(adj.lbs)) adj.lbs <- c(0,0) + if(!is.matrix(adj.lbs) || + (is.matrix(adj.lbs)&&!all.equal(dim(adj.lbs),c(2,dims0)))){ + adj.lbs <- matrix(rep(adj.lbs, length.out= dims0*2),nrow=2,ncol=dims0) + } + if(attr.pre){ if(missing(pch.pts)) pch.pts <- 1 if(!length(pch.pts)==n) @@ -351,6 +366,14 @@ if(missing(cex.pts)) cex.pts <- 1 if(!length(cex.pts)==n) cex.pts <- rep(cex.pts, length.out= n) + if(missing(cex.lbs)) cex.lbs <- 1 + if(!is.matrix(cex.lbs) || + (is.matrix(cex.lbs)&&!all.equal(dim(cex.lbs),c(n,dims0)))){ + cex.lbs <- matrix(rep(cex.lbs, length.out= n*dims0),nrow=n,ncol=dims0) + } + if(missing(col.lbs)) col.lbs <- col.pts + if(!length(col.lbs)==n) + col.lbs <- rep(col.lbs, length.out= n) lab.pts <- if(is.null(lab.pts)) paste(1:n) else rep(lab.pts,length.out=n) } @@ -380,7 +403,7 @@ i.d <- sel$ind i0.d <- sel$ind1 - n <- length(i.d) + n.s <- length(i.d) i.d.ns <- sel$ind.ns n.ns <- length(i.d.ns) @@ -393,17 +416,19 @@ cex.npts <- cex.pts[sel$ind.ns] cex.pts <- cex.pts[sel$ind] lab.pts <- lab.pts[sel$ind] + cex.lbs <- cex.lbs[sel$ind,] + col.lbs <- col.lbs[sel$ind] }else{ if(missing(pch.pts)) pch.pts <- 1 - if(!length(pch.pts)==n) - pch.pts <- rep(pch.pts, length.out= n) + if(!length(pch.pts)==n.s) + pch.pts <- rep(pch.pts, length.out= n.s) if(missing(col.pts)) col.pts <- par("col") - if(!length(col.pts)==n) - col.pts <- rep(col.pts, length.out= n) + if(!length(col.pts)==n.s) + col.pts <- rep(col.pts, length.out= n.s) if(missing(cex.pts)) cex.pts <- 1 - if(!length(cex.pts)==n) - cex.pts <- rep(cex.pts, length.out= n) - lab.pts <- if(is.null(lab.pts)) paste(1:n) else rep(lab.pts,length.out=n) + if(!length(cex.pts)==n.s) + cex.pts <- rep(cex.pts, length.out= n.s) + lab.pts <- if(is.null(lab.pts)) paste(1:n.s) else rep(lab.pts,length.out=n.s) if(missing(pch.npts)) pch.npts <- 1 if(!length(pch.npts)==n.ns) @@ -414,6 +439,13 @@ if(missing(cex.npts)) cex.npts <- 1 if(!length(cex.npts)==n.ns) cex.npts <- rep(cex.npts, length.out= n.ns) + if(!is.matrix(cex.lbs) || + (is.matrix(cex.lbs)&&!all.equal(dim(cex.lbs),c(n.s,dims0)))){ + cex.lbs <- matrix(rep(cex.lbs, length.out= n.s*dims0),nrow=n.s,ncol=dims0) + } + if(missing(col.lbs)) col.lbs <- col.pts + if(!length(col.lbs)==n.s) + col.lbs <- rep(col.lbs, length.out= n.s) } @@ -473,10 +505,10 @@ col = col.pts, pch = pch0), dwo0)) if(with.lab0){ - text(x = y0s, y = ICy, labels = lab.pts0, - cex = cex.l/2, col = col0) - pI$doLabs[[i]] <- list(x = y0s, y = ICy, labels = lab.pts0, - cex = cex.l/2, col = col0) + text(x = y0s, y = ICy, adj=adj.lb0[,i], labels = lab.pts0, + cex = cex.lb0[,i], col = col.lb0) + pI$doLabs[[i]] <- list(x = y0s, y = ICy, adj=adj.lb0[,i], + labels = lab.pts0, cex = cex.lb0[,i], col = col.lb0) } } @@ -512,7 +544,8 @@ with.lab0 = with.lab, lab.pts0 = lab.pts, al0 = alpha.trsp, jitter.fac0 = jitter.fac, cexfun=cex.pts.fun, cexnfun=cex.npts.fun, - trEnv0 = trEnv + trEnv0 = trEnv, cex.lb0 = cex.lbs, adj.lb0 = adj.lbs, + col.lb0=col.lbs )) assign("plotInfo", plotInfo, envir = trEnv) @@ -526,3 +559,4 @@ return(invisible(plotInfo)) }) + Modified: branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R 2018-07-25 11:42:58 UTC (rev 1059) +++ branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R 2018-07-26 06:42:44 UTC (rev 1060) @@ -16,10 +16,11 @@ scaleN = 9, x.ticks = NULL, y.ticks = NULL, mfColRow = TRUE, to.draw.arg = NULL, cex.pts = 1, cex.pts.fun = NULL, col.pts = par("col"), - pch.pts = 1, + pch.pts = 19, cex.npts = 1, cex.npts.fun = NULL, col.npts = par("col"), - pch.npts = 2, - jitter.fac = 1, with.lab = FALSE, lab.pts = NULL, + pch.npts = 20, + jitter.fac = 1, with.lab = FALSE, cex.lbs = 1, adj.lbs = c(0,0), + col.lbs = col.pts, lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, which.lbs = NULL, which.Order = NULL, which.nonlbs = NULL, attr.pre = FALSE, return.Order = FALSE, @@ -44,8 +45,10 @@ cex.pts = cex.pts, cex.pts.fun = cex.pts.fun, col.pts = col.pts, pch.pts = pch.pts, cex.npts = cex.npts, cex.npts.fun = cex.npts.fun, col.npts = col.npts, pch.npts = pch.npts, - jitter.fac = jitter.fac, with.lab = with.lab, lab.pts = lab.pts, - lab.font = lab.font, alpha.trsp = alpha.trsp, + jitter.fac = jitter.fac, with.lab = with.lab, + cex.lbs = cex.lbs, adj.lbs = adj.lbs, + col.lbs = if(!missing(col.lbs)) col.lbs else if(!missing(col.pts)) col.pts else par("col"), + lab.pts = lab.pts, lab.font = lab.font, alpha.trsp = alpha.trsp, which.lbs = which.lbs, which.Order = which.Order, which.nonlbs = which.nonlbs, attr.pre = attr.pre, return.Order = return.Order, withSubst = withSubst) @@ -280,6 +283,13 @@ if(!is.null(cex.npts.fun)){ cex.npts.fun <- .fillList(cex.npts.fun, dims0*ncomp)} + if(missing(adj.lbs)) cex.lbs <- c(0,0) + if(!is.array(adj.lbs) || + (is.array(adj.lbs)&&!all.equal(dim(adj.lbs),c(2,ncomp,dims0)))){ + adj.lbs <- array(rep(adj.lbs, length.out= 2*dims0*ncomp), + dim=c(2,ncomp,dims0)) + } + if(attr.pre){ if(missing(pch.pts)) pch.pts <- 1 if(!is.matrix(pch.pts)) @@ -292,7 +302,19 @@ if(missing(cex.pts)) cex.pts <- 1 if(!is.matrix(cex.pts)) cex.pts <- matrix(rep(cex.pts, length.out= ncomp*n),n,ncomp) + + if(missing(cex.lbs)) cex.lbs <- 1 + if(!is.array(cex.lbs) || + (is.array(cex.lbs)&&!all.equal(dim(cex.lbs),c(n,ncomp,dims0)))){ + cex.lbs <- array(rep(cex.lbs, length.out= n*dims0*ncomp), + dim=c(n,ncomp,dims0)) + } + + if(missing(col.lbs)) col.lbs <- col.pts + if(!is.matrix(col.lbs)) + col.lbs <- t(matrix(rep(col.lbs, length.out= ncomp*n),ncomp,n)) } + if(!is.null(lab.pts)) lab.pts <- matrix(rep(lab.pts, length.out=n*ncomp),n,ncomp) @@ -337,6 +359,12 @@ lab0.pts <- lab.pts[sel1$ind,] lab0.pts[,2] <- lab.pts[sel2$ind,2] + cex0.lbs <- cex.lbs[sel1$ind,,,drop=FALSE] + cex0.lbs[,2,] <- cex.lbs[sel2$ind,2,] + + col0.lbs <- col.lbs[sel1$ind,] + col0.lbs[,2] <- col.lbs[sel2$ind,2] + col.npts <- col.pts[sel1$ind.ns,] col.npts[,2] <- col.pts[sel2$ind.ns,2] @@ -359,6 +387,8 @@ pch0.pts[,3] <- pch.pts[sel3$ind,3] cex0.pts[,3] <- cex.pts[sel3$ind,3] lab0.pts[,3] <- lab.pts[sel3$ind,3] + cex0.lbs[,3,] <- cex.lbs[sel3$ind,3,] + col0.lbs[,3] <- col.lbs[sel3$ind,3] col.npts[,3] <- col.pts[sel3$ind.ns,3] pch.npts[,3] <- pch.pts[sel3$ind.ns,3] cex.npts[,3] <- cex.pts[sel3$ind.ns,3] @@ -374,7 +404,9 @@ col0.pts[,4] <- col.pts[sel4$ind,4] pch0.pts[,4] <- pch.pts[sel4$ind,4] cex0.pts[,4] <- cex.pts[sel4$ind,4] - lab0.pts[,4] <- lab.pts[sel3$ind,4] + lab0.pts[,4] <- lab.pts[sel4$ind,4] + cex0.lbs[,4,] <- cex.lbs[sel4$ind,4,] + col0.lbs[,4] <- col.lbs[sel4$ind,4] col.npts[,4] <- col.pts[sel4$ind.ns,4] pch.npts[,4] <- pch.pts[sel4$ind.ns,4] cex.npts[,4] <- cex.pts[sel4$ind.ns,4] @@ -386,6 +418,8 @@ pch.pts <- pch0.pts cex.pts <- cex0.pts lab.pts <- lab0.pts + cex.lbs <- cex0.lbs + col.lbs <- col0.lbs }else{ n.s <- length(sel1$ind) n.ns <- length(sel1$ind.ns) @@ -410,6 +444,17 @@ if(!is.matrix(cex.npts)) cex.npts <- matrix(rep(cex.npts, length.out= ncomp*n.ns),n.ns,ncomp) + if(missing(cex.lbs)) cex.lbs <- 1 + if(!is.array(cex.lbs) || + (is.array(cex.lbs)&&all.equal(dim(cex.lbs),c(n.s,ncomp,dims0)))){ + cex.lbs <- array(rep(cex.lbs, length.out= n.s*dims0*dims0), + dim=c(n.s,ncomp,dims0)) + } + + if(missing(col.lbs)) col.lbs <- col.pts + if(!is.matrix(col.lbs)) + col.lbs <- t(matrix(rep(col.lbs, length.out= ncomp*n.s),ncomp,n.s)) + if(missing(lab.pts)) lab.pts <- 1:n.s if(!is.matrix(lab.pts)) lab.pts <- matrix(rep(lab.pts, length.out= ncomp*n.s),n.s,ncomp) @@ -465,9 +510,9 @@ col = col.l, pch = pch.l), dwo0)) if(with.lab0){ text(rescd$X[i.l], rescd$Y[i.l], labels = lab.pts.l, - cex = cex.l/2, col = col.l) + cex = cexl[,j.l,i], col = coll0[,j.l], adj=adjl[,j.l,i]) pI$doLabs[[(i-1)*ncomp+j.l]] <- list(rescd$X[i.l], rescd$Y[i.l], labels = lab.pts.l, - cex = cex.l/2, col = col.l) + cex = cexl[,j.l,i], col = coll0[,j.l],adj=adjl[,j.l,i]) } } } @@ -495,7 +540,8 @@ jitter.fac0 = jitter.fac, dwo0 = dots.points, al0 = alp.v, with.lab0 = with.lab, lab0 = lab.pts, cexfun=cex.pts.fun, cexn0 = cex.npts, pchn0 = pch.npts, coln0 = col.npts, - cexnfun=cex.npts.fun, trEnv0 = trEnv) + cexnfun=cex.npts.fun, trEnv0 = trEnv, cexl0 = cex.lbs, + adjl0 = adj.lbs, coll0 = col.lbs) #,scaleX = scaleX, scaleX.fct = scaleX.fct, #scaleX.inv = scaleX.inv, scaleY = scaleY, #scaleY.fct = scaleY.fct, scaleY.inv = scaleY.inv) Modified: branches/robast-1.1/pkg/RobAStBase/R/infoPlot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/infoPlot.R 2018-07-25 11:42:58 UTC (rev 1059) +++ branches/robast-1.1/pkg/RobAStBase/R/infoPlot.R 2018-07-26 06:42:44 UTC (rev 1060) @@ -14,10 +14,11 @@ scaleN = 9, x.ticks = NULL, y.ticks = NULL, mfColRow = TRUE, to.draw.arg = NULL, cex.pts = 1, cex.pts.fun = NULL, col.pts = par("col"), - pch.pts = 1, + pch.pts = 19, cex.npts = 1, cex.npts.fun = NULL, col.npts = grey(.5), - pch.npts = 2, - jitter.fac = 1, with.lab = FALSE, lab.pts = NULL, + pch.npts = 20, + jitter.fac = 1, with.lab = FALSE, cex.lbs = 1, adj.lbs = c(0,0), + col.lbs = col.pts, lab.pts = NULL, lab.font = NULL, alpha.trsp = NA, which.lbs = NULL, which.Order = NULL, which.nonlbs = NULL, attr.pre = FALSE, return.Order = FALSE, @@ -43,8 +44,10 @@ cex.pts = cex.pts, cex.pts.fun = cex.pts.fun, col.pts = col.pts, pch.pts = pch.pts, cex.npts = cex.npts, cex.npts.fun = cex.npts.fun, col.npts = col.npts, pch.npts = pch.npts, - jitter.fac = jitter.fac, with.lab = with.lab, lab.pts = lab.pts, - lab.font = lab.font, alpha.trsp = alpha.trsp, + jitter.fac = jitter.fac, with.lab = with.lab, + cex.lbs = cex.lbs, adj.lbs = adj.lbs, + col.lbs = if(!missing(col.lbs)) col.lbs else if(!missing(col.pts)) col.pts else par("col"), + lab.pts = lab.pts, lab.font = lab.font, alpha.trsp = alpha.trsp, which.lbs = which.lbs, which.Order = which.Order, which.nonlbs = which.nonlbs, attr.pre = attr.pre, return.Order = return.Order, ylab.abs = ylab.abs, ylab.rel= ylab.rel, @@ -301,6 +304,16 @@ cex.npts.fun <- .fillList(cex.npts.fun, (dims1)*2) } + if(missing(adj.lbs)) cex.lbs <- c(0,0) + if(!is.array(adj.lbs) || + (is.array(adj.lbs)&&!all.equal(dim(adj.lbs),c(2,2,dims1)))){ + adj.lbs <- array(rep(adj.lbs, length.out= 2*dims1*2), + dim=c(2,2,dims1)) + } + adjC.lbs <- matrix(adj.lbs[,2,],nrow=2,ncol=dims1) + adj.lbs <- matrix(adj.lbs[,1,],nrow=2,ncol=dims1) + + if(attr.pre){ if(missing(pch.pts)) pch.pts <- 1 if(!is.matrix(pch.pts)) @@ -313,6 +326,18 @@ if(missing(cex.pts)) cex.pts <- 1 if(!is.matrix(cex.pts)) cex.pts <- matrix(rep(cex.pts, length.out= 2*n),n,2) + + if(missing(cex.lbs)) cex.lbs <- 1 + if(!is.array(cex.lbs) || + (is.array(cex.lbs)&&!all.equal(dim(cex.lbs),c(n,2,dims1)))){ + cex.lbs <- array(rep(cex.lbs, length.out= n*dims1*2), + dim=c(n,2,dims1)) + } + + if(missing(col.lbs)) col.lbs <- col.pts + if(!is.matrix(col.lbs)) + col.lbs <- t(matrix(rep(col.lbs, length.out= 2*n),2,n)) + } if(!is.null(lab.pts)) lab.pts <- rep(lab.pts, length.out=n) @@ -372,6 +397,14 @@ lab0.pts <- lab.pts[sel$ind,1] labC.pts <- lab.pts[sel.C$ind,2] lab.pts <- lab0.pts + + cex0.lbs <- matrix(cex.lbs[sel$ind,1,],nrow=n.s,ncol=dims1) + cexC.lbs <- matrix(cex.lbs[sel.C$ind,2,],nrow=n.s,ncol=dims1) + cex.lbs <- cex0.lbs + + col0.lbs <- col.lbs[sel$ind,1] + colC.lbs <- col.lbs[sel$ind,2] + col.lbs <- col0.lbs }else{ if(missing(pch.pts)) pch.pts <- 1 if(!is.matrix(pch.pts)) @@ -409,6 +442,21 @@ cexC.npts <- cex.npts[,2] cex.npts <- cex.npts[,1] + if(missing(cex.lbs)) cex.lbs <- 1 + if(!is.array(cex.lbs) || + (is.array(cex.lbs)&&all.equal(dim(cex.lbs),c(n.s,2,dims1)))){ + cex.lbs <- array(rep(cex.lbs, length.out= n.s*dims1*2), + dim=c(n.s,2,dims1)) + } + cexC.lbs <- matrix(cex.lbs[,2,],nrow=n.s,ncol=dims1) + cex.lbs <- matrix(cex.lbs[,1,],nrow=n.s,ncol=dims1) + + if(missing(col.lbs)) col.lbs <- col.pts + if(!is.matrix(col.lbs)) + col.lbs <- t(matrix(rep(col.lbs, length.out= 2*n.s),2,n.s)) + colC.lbs <- col.lbs[,2] + col.lbs <- col.lbs[,1] + if(!is.null(lab.pts)){ lab.pts <- matrix(rep(lab.pts, length.out= 2*n.s),n.s,2) } @@ -459,9 +507,9 @@ if(length(x)>0) do.call(points,args=c(list(x,y,cex=cxa,col=ca,pch=pa), dots.points))} - tx <- function(xa,ya,lb,cx,ca){ + tx <- function(xa,ya,lb,cx,ca,ad){ if(length(xa)>0) - if(!is.null(lb)) text(x=xa,y=ya,labels=lb,cex=cx, col=ca) + if(!is.null(lb)) text(x=xa,y=ya,labels=lb,cex=cx, col=ca, adj=ad) } alp.v <- rep(alpha.trsp, length.out = dims1) @@ -494,12 +542,12 @@ do.pts(x0c, ICy0cr1, f1c,colC.pts,pch0C) if(with.lab0){ - tx(x0, ICy0r1, lab.pts0, f1/2, col.pts) - tx(x0c, ICy0cr1, labC.pts0, f1c/2, colC.pts) - pI$doLabsAbs <- list(x = x0, y = ICy0r1, - lab = lab.pts0, cex = f1/2, col= col0) - pI$doLabsCAbs <- list(x = x0c, y = ICy0cr1, - lab = labC.pts0, cex = f1c/2, col= col0C) + tx(x0, ICy0r1, lab.pts0, cex.lbs0, col.lbs0, adj.lbs0) + tx(x0c, ICy0cr1, labC.pts0, cexC.lbs0, colC.lbs0, adjC.lbs0) + pI$doLabsAbs <- list(x = x0, y = ICy0r1, adj = adj.lbs0, + lab = lab.pts0, cex = cex.lbs0, col= col.lbs0) + pI$doLabsCAbs <- list(x = x0c, y = ICy0cr1, adj = adjC.lbs0, + lab = labC.pts0, cex = cexC.lbs0, col= colC.lbs0) } } if(length(ICy0.ns)){ @@ -553,6 +601,12 @@ with.lab0 = with.lab, n0 = n, jitter.fac0 = jitter.fac, cexfun = cex.pts.fun, cexfun.ns = cex.npts.fun, + cex.lbs0 = cex.lbs[,1], + cexC.lbs0 = cexC.lbs[,1], + adj.lbs0 = adj.lbs[,1], + adjC.lbs0 = adjC.lbs[,1], + col.lbs0 = col.lbs, + colC.lbs0 = colC.lbs, trEnv0 = trEnv) ) @@ -601,12 +655,14 @@ do.pts(resc.rel.c$X, resc.rel.c$Y, f1c,colC.pts,pch0C) if(with.lab0){ - tx(resc.rel$X, resc.rel$Y, lab.pts0, f1/2, col0) - tx(resc.rel.c$X, resc.rel.c$Y, labC.pts0, f1c/2, col0C) + cexl <- cex.lbs0[,i1]; cexlC <- cexC.lbs0[,i1] + adjl <- adj.lbs0[,i1]; adjlC <- adjC.lbs0[,i1] + tx(resc.rel$X, resc.rel$Y, lab.pts0, cexl, col.lbs0, adjl) + tx(resc.rel.c$X, resc.rel.c$Y, labC.pts0, cexlC, colC.lbs0, adjlC) pI$doLabsRel[[i]] <- list(x = resc.rel$X, y = resc.rel$Y, - lab = lab.pts0, cex = f1/2, col= col0) + lab = lab.pts0, cex = cexl, col= col.lbs0, adj=adjl) pI$doLabsCRel[[i]] <- list(x = resc.rel.c$X, y = resc.rel.c$Y, - lab = labC.pts0, cex = f1c/2, col= col0C) + lab = labC.pts0, cex = cexlC, col= colC.lbs0, adj=adjl) } } if(length(x0.ns)){ @@ -632,7 +688,7 @@ pI$resc.datC.rel.ns[[i]] <- resc.rel.c.ns c1fun.ns <- if(is.null(cexfun.ns)) NULL else cexfun.ns[[(i1-1)*2+1]] - c2fun.ns <- if(is.null(cexfun.ns)) NULL else cexfun.ns[[(i1-1)*2+1]] + c2fun.ns <- if(is.null(cexfun.ns)) NULL else cexfun.ns[[(i1-1)*2+2]] f1.ns <- .cexscale(resc.rel.ns$scy,resc.rel.c.ns$scy,cex=cex0.ns, fun = c1fun.ns) f1c.ns <- .cexscale(resc.rel.c.ns$scy,resc.rel.ns$scy,cex=cex0C.ns, fun = c2fun.ns) @@ -673,6 +729,12 @@ with.lab0 = with.lab, n0 = n, al0 = alp.v, jitter.fac0 = jitter.fac, cexfun = cex.pts.fun, cexfun.ns = cex.npts.fun, + cex.lbs0 = cex.lbs, + cexC.lbs0 = cexC.lbs, + adj.lbs0 = adj.lbs, + adjC.lbs0 = adjC.lbs, + col.lbs0 = col.lbs, + colC.lbs0 = colC.lbs, trEnv0 = trEnv) ) Modified: branches/robast-1.1/pkg/RobAStBase/R/plotWrapper.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/plotWrapper.R 2018-07-25 11:42:58 UTC (rev 1059) +++ branches/robast-1.1/pkg/RobAStBase/R/plotWrapper.R 2018-07-26 06:42:44 UTC (rev 1060) @@ -157,6 +157,9 @@ ,pch.npts = substitute(20) ,jitter.fac = substitute(1) ,with.lab = substitute(FALSE) + ,cex.lbs = substitute(1) + ,adj.lbs = substitute(c(0,0)) + ,col.lbs = substitute(par("col")) ,lab.pts = substitute(NULL) ,lab.font = substitute(NULL) ,alpha.trsp = substitute(alpha.trsp) @@ -356,6 +359,9 @@ ,pch.npts = substitute(20) ,jitter.fac = substitute(1) ,with.lab = substitute(FALSE) + ,cex.lbs = substitute(1) + ,adj.lbs = substitute(c(0,0)) + ,col.lbs = substitute(par("col")) ,lab.pts = substitute(NULL) ,lab.font = substitute(NULL) ,alpha.trsp = substitute(alpha.trsp) @@ -555,6 +561,9 @@ ,pch.npts = substitute(20) ,jitter.fac = substitute(1) ,with.lab = substitute(FALSE) + ,cex.lbs = substitute(1) + ,adj.lbs = substitute(c(0,0)) + ,col.lbs = substitute(par("col")) ,lab.pts = substitute(NULL) ,lab.font = substitute(NULL) ,alpha.trsp = substitute(alpha.trsp) Modified: branches/robast-1.1/pkg/RobAStBase/R/qqplot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/qqplot.R 2018-07-25 11:42:58 UTC (rev 1059) +++ branches/robast-1.1/pkg/RobAStBase/R/qqplot.R 2018-07-26 06:42:44 UTC (rev 1060) @@ -58,7 +58,7 @@ xD <- fct(distance)(x) x.cex <- 3/(1+log(1+xD)) - mcl$cex.pch <- x.cex + mcl$cex.pts <- x.cex retv <- do.call(getMethod("qqplot", signature(x="ANY", y="ProbFamily")), args=mcl) @@ -126,7 +126,7 @@ x.cex <- 3/(1+.cexscale(xD,xD,cex=cex.pts, fun = cex.pts.fun)) - mcl$cex.pch <- x.cex + mcl$cex.pts <- x.cex retv <- do.call(getMethod("qqplot", signature(x="ANY", y="ProbFamily")), args=mcl) @@ -143,19 +143,19 @@ withConf.pw = withConf, withConf.sim = withConf, plot.it = TRUE, xlab = deparse(substitute(x)), ylab = deparse(substitute(y)), ..., - exp.cex2.lbl = -.15, - exp.cex2.pch = -.35, - exp.fadcol.lbl = 1.85, - exp.fadcol.pch = 1.85, + exp.cex2.lbs = -.15, + exp.cex2.pts = -.35, + exp.fadcol.lbs = 1.85, + exp.fadcol.pts = 1.85, bg = "white" ){ args0 <- list(x=x,y=y,n=n,withIdLine=withIdLine, withConf=withConf, withConf.pw = if(!missing(withConf.pw)) withConf.pw else if(!missing(withConf)) withConf else NULL, withConf.sim = if(!missing(withConf.sim)) withConf.sim else if(!missing(withConf)) withConf else NULL, - plot.it = plot.it, xlab = xlab, ylab = ylab, exp.cex2.lbl=exp.cex2.lbl, - exp.cex2.pch=exp.cex2.pch, exp.fadcol.lbl=exp.fadcol.lbl, - exp.fadcol.pch=exp.fadcol.pch, bg=bg) + plot.it = plot.it, xlab = xlab, ylab = ylab, exp.cex2.lbs=exp.cex2.lbs, + exp.cex2.pts=exp.cex2.pts, exp.fadcol.lbs=exp.fadcol.lbs, + exp.fadcol.pts=exp.fadcol.pts, bg=bg) mc <- match.call(call = sys.call(sys.parent(1))) mc1 <- match.call(call = sys.call(sys.parent(1)), expand.dots=FALSE) @@ -184,19 +184,19 @@ w.fct <- function(x) weight(weight(IC))(L.fct(matrix(x))[,,1]) - wx <- w.fct(x) + wx <- 1/(1+w.fct(x)) if(max(wx)>1) wx <- wx/max(wx) mcl$order.traf <- function(x) 1/w.fct(x) - cex.lbl <- if(is.null(mcl$cex.lbl)) par("cex") else eval(mcl$cex.lbl) - cex.pch <- if(is.null(mcl$cex.pch)) par("cex") else eval(mcl$cex.pch) - mcl$cex.lbl <- cex.lbl*wx^exp.cex2.lbl - mcl$cex.pch <- cex.pch*wx^exp.cex2.pch + cex.lbs <- if(is.null(mcl$cex.lbs)) par("cex") else eval(mcl$cex.lbs) + cex.pts <- if(is.null(mcl$cex.pts)) par("cex") else eval(mcl$cex.pts) + mcl$cex.lbs <- cex.lbs*wx^exp.cex2.lbs + mcl$cex.pts <- cex.pts*wx^exp.cex2.pts - col.lbl <- if(is.null(mcl$col.lbl)) par("col") else eval(mcl$col.lbl) - col.pch <- if(is.null(mcl$col.pch)) par("col") else eval(mcl$col.pch) - mcl$col.lbl <- .fadeColor(col.lbl,wx^exp.fadcol.lbl, bg = bg) - mcl$col.pch <- .fadeColor(col.pch,wx^exp.fadcol.pch, bg = bg) + col.lbs <- if(is.null(mcl$col.lbs)) par("col") else eval(mcl$col.lbs) + col.pts <- if(is.null(mcl$col.pts)) par("col") else eval(mcl$col.pts) + mcl$col.lbs <- .fadeColor(col.lbs,wx^exp.fadcol.lbs, bg = bg) + mcl$col.pts <- .fadeColor(col.pts,wx^exp.fadcol.pts, bg = bg) } retv <- do.call(getMethod("qqplot", signature(x="ANY", y="ProbFamily")), Modified: branches/robast-1.1/pkg/RobAStBase/R/returnlevelplot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/returnlevelplot.R 2018-07-25 11:42:58 UTC (rev 1059) +++ branches/robast-1.1/pkg/RobAStBase/R/returnlevelplot.R 2018-07-26 06:42:44 UTC (rev 1060) @@ -46,7 +46,7 @@ xD <- fct(distance)(x) x.cex <- 3/(1+log(1+xD)) - mcl$cex.pch <- x.cex + mcl$cex.pts <- x.cex retv <- do.call(getMethod("returnlevelplot", signature(x="ANY", y="ProbFamily")), args=mcl) @@ -112,7 +112,7 @@ x.cex <- 3/(1+.cexscale(xD,xD,cex=cex.pts, fun = cex.pts.fun)) - mcl$cex.pch <- x.cex + mcl$cex.pts <- x.cex retv <- do.call(getMethod("returnlevelplot", signature(x="ANY", y="ProbFamily")), args=mcl) @@ -129,18 +129,18 @@ withConf.pw = withConf, withConf.sim = withConf, plot.it = TRUE, xlab = deparse(substitute(x)), ylab = deparse(substitute(y)), ..., - exp.cex2.lbl = -.15, - exp.cex2.pch = -.35, - exp.fadcol.lbl = 1.85, - exp.fadcol.pch = 1.85, + exp.cex2.lbs = -.15, + exp.cex2.pts = -.35, + exp.fadcol.lbs = 1.85, + exp.fadcol.pts = 1.85, bg = "white" ){ args0 <- list(x=x,y=y,n=n,withIdLine=withIdLine, withConf=withConf, withConf.pw = if(!missing(withConf.pw)) withConf.pw else if(!missing(withConf)) withConf else NULL, withConf.sim = if(!missing(withConf.sim)) withConf.sim else if(!missing(withConf)) withConf else NULL, - plot.it = plot.it, xlab = xlab, ylab = ylab, exp.cex2.lbl=exp.cex2.lbl, - exp.cex2.pch=exp.cex2.pch, exp.fadcol.lbl=exp.fadcol.lbl, - exp.fadcol.pch=exp.fadcol.pch, bg=bg) + plot.it = plot.it, xlab = xlab, ylab = ylab, exp.cex2.lbs=exp.cex2.lbs, + exp.cex2.pts=exp.cex2.pts, exp.fadcol.lbs=exp.fadcol.lbs, + exp.fadcol.pts=exp.fadcol.pts, bg=bg) mc <- match.call(call = sys.call(sys.parent(1))) mc1 <- match.call(call = sys.call(sys.parent(1)), expand.dots=FALSE) @@ -169,19 +169,19 @@ w.fct <- function(x) weight(weight(IC))(L.fct(matrix(x))[,,1]) - wx <- w.fct(x) + wx <- 1/(1+w.fct(x)) if(max(wx)>1) wx <- wx/max(wx) mcl$order.traf <- function(x) 1/w.fct(x) - cex.lbl <- if(is.null(mcl$cex.lbl)) par("cex") else eval(mcl$cex.lbl) - cex.pch <- if(is.null(mcl$cex.pch)) par("cex") else eval(mcl$cex.pch) - mcl$cex.lbl <- cex.lbl*wx^exp.cex2.lbl - mcl$cex.pch <- cex.pch*wx^exp.cex2.pch + cex.lbs <- if(is.null(mcl$cex.lbs)) par("cex") else eval(mcl$cex.lbs) + cex.pts <- if(is.null(mcl$cex.pts)) par("cex") else eval(mcl$cex.pts) + mcl$cex.lbs <- cex.lbs*wx^exp.cex2.lbs + mcl$cex.pts <- cex.pts*wx^exp.cex2.pts - col.lbl <- if(is.null(mcl$col.lbl)) par("col") else eval(mcl$col.lbl) - col.pch <- if(is.null(mcl$col.pch)) par("col") else eval(mcl$col.pch) - mcl$col.lbl <- .fadeColor(col.lbl,wx^exp.fadcol.lbl, bg = bg) - mcl$col.pch <- .fadeColor(col.pch,wx^exp.fadcol.pch, bg = bg) + col.lbs <- if(is.null(mcl$col.lbs)) par("col") else eval(mcl$col.lbs) + col.pts <- if(is.null(mcl$col.pts)) par("col") else eval(mcl$col.pts) + mcl$col.lbs <- .fadeColor(col.lbs,wx^exp.fadcol.lbs, bg = bg) + mcl$col.pts <- .fadeColor(col.pts,wx^exp.fadcol.pts, bg = bg) } retv <- do.call(getMethod("returnlevelplot", signature(x="ANY", y="ProbFamily")), Modified: branches/robast-1.1/pkg/RobAStBase/inst/NEWS =================================================================== --- branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2018-07-25 11:42:58 UTC (rev 1059) +++ branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2018-07-26 06:42:44 UTC (rev 1060) @@ -12,7 +12,19 @@ ####################################### user-visible CHANGES: -+ plot-methods now have arguments .nonlb to only plot (but not label) some points ++ plot-methods now have arguments .nonlbs to only plot (but not label) some points ++ all diagnostics (including qqplot and returnlevelplot) have adopted the same + argument naming (and selection paradigm) + the suffix is .lbs instead of .lbl, + the attributes of shown points have ending .pts + the observations are classed into three groups: + - the labelled observations selected through which.lbs and which.Order + - the shown non labelled observations (which are not in the previous set) + selected by which.nonlbs + - the non-shown observations (the remaining ones not contained in the former 2 grps) + -> point attributes may either refer to prior selection or to post-selection in + which case we have .npts variants ++ changed the default plotting symbol to 19 + plot-methods are vectorized to a higher extent in all arguments + plot methods now return an S3 object of class \code{c("plotInfo","DiagnInfo")}, i.e., a list containing the [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1060 From noreply at r-forge.r-project.org Thu Jul 26 08:49:57 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Thu, 26 Jul 2018 08:49:57 +0200 (CEST) Subject: [Robast-commits] r1061 - branches/robast-1.2/pkg/RobExtremes/inst/scripts pkg/RobExtremes/inst/scripts Message-ID: <20180726064957.5E65D188024@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-26 08:49:57 +0200 (Thu, 26 Jul 2018) New Revision: 1061 Modified: branches/robast-1.2/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R Log: [RobExtremes] Updated example script in branch 1.2 and trunk Modified: branches/robast-1.2/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R =================================================================== --- branches/robast-1.2/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-07-26 06:42:44 UTC (rev 1060) +++ branches/robast-1.2/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-07-26 06:49:57 UTC (rev 1061) @@ -4,45 +4,90 @@ require(RobExtremes) require(ismev) +require(fitdistrplus) ## for dataset groundbeef + + +help(package="RobExtremes") +help("RobExtremes-package") + +#---------------------------------------- +## data sets +data(groundbeef) data(portpirie) data(rain) detach(package:ismev) +detach(package:fitdistrplus) +#---------------------------------------- +## create contaminated datasets raini <- rain[rain>10] rainc <- c(raini,1000,10000) portpiriei <- portpirie[,2] portpiriec <- c(portpiriei,100) +grbsi <- groundbeef$serving +grbsc <- c(grbsi,10000,1000) ##-------------------------- ## GEV ##-------------------------- +## compare the fit from ismev: ppfiti <- ismev::gev.fit(portpiriei) gev.diag(ppfiti) ## -mlEi <- MLEstimator(portpiriei, GEVFamilyMuUnknown(withPos=FALSE)) -system.time(MBRi <- roptest(portpiriei, GEVFamilyMuUnknown(withPos=FALSE),risk=MBRRisk())) -system.time(RMXi <- roptest(portpiriei, GEVFamilyMuUnknown(withPos=FALSE),risk=RMXRRisk())) +GEVFam <- GEVFamilyMuUnknown(withPos=FALSE) + +mlEi <- MLEstimator(portpiriei, GEVFam) +## MLE as asy lin estimator with IC optimal as to asCov() - risk: +system.time(mlEiALE <- roptest(portpiriei, GEVFam,risk=asCov())) +## with 10 steps and with +system.time(mlEi10ALE <- roptest(portpiriei, GEVFam,risk=asCov(),steps=10)) +system.time(MBRi <- roptest(portpiriei, GEVFam,risk=MBRRisk())) +system.time(RMXi <- roptest(portpiriei, GEVFam,risk=RMXRRisk())) ## in fact the precision of the pIC is not too good, but the resp. estimate only differs ## little to the situation where we enforce IC conditions checkIC(pIC(RMXi)) -system.time(RMXiw <- roptest(portpiriei, GEVFamilyMuUnknown(withPos=FALSE),risk=RMXRRisk(),withMakeIC=TRUE)) +system.time(RMXiw <- roptest(portpiriei, GEVFam,risk=RMXRRisk(),withMakeIC=TRUE)) checkIC(pIC(RMXiw)) estimate(RMXi) estimate(RMXiw) +## our output: mlEi +mlEiALE MBRi +### comparison of the estimates +ppfiti$mle estimate(mlEi) +estimate(mlEiALE) ### somewhat different after 1st step +estimate(mlEi10ALE) ### similar after 10 steps estimate(MBRi) estimate(RMXi) estimate(RMXiw) +### where do the robust estimators spend their time? attr(MBRi, "timings") + +## our return values can be plugged into ismev-diagnostics: gev.diag(mlEi) gev.diag(MBRi) gev.prof(mlEi, m = 10, 4.1, 5) gev.profxi(MBRi, -0.3, 0.3) + +## this is how the MLEi IC looks like +plot(pIC(mlEi10ALE),portpiriei) +## with additional arguments +plot(pIC(mlEi10ALE),portpiriei, + cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, c + ol.pts="red", adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, + cex.pts=2,cex.npts=.6,lab.pts=c("H","G","I")) +## this is how the MBRi IC looks like plot(pIC(MBRi)) - +## rescale y axes according to different probit scales +plot(pIC(mlEi10ALE),portpiriei, with.lab=TRUE, + which.lbs=c(1:10), attr.pre=FALSE, col.pts="blue", col.npts="green", + scaleY = TRUE, scaleY.fct=list(function(x)pnorm(x,sd=4), + function(x)pnorm(x,sd=10),function(x)pnorm(x,sd=30)), + scaleY.inv=list(function(x)qnorm(x,sd=4), + function(x)qnorm(x,sd=10),function(x)qnorm(x,sd=30)),scaleN=20) ## contaminated: ppfitc <- ismev::gev.fit(portpiriec) gev.diag(ppfitc) @@ -50,24 +95,36 @@ mlEc <- MLEstimator(portpiriec, GEVFamilyMuUnknown(withPos=FALSE)) system.time(MBRc <- roptest(portpiriec, GEVFamilyMuUnknown(withPos=FALSE),risk=MBRRisk())) system.time(RMXc <- roptest(portpiriec, GEVFamilyMuUnknown(withPos=FALSE),risk=RMXRRisk())) +## our output: mlEc MBRc + +## compare the estimates +# ideal situation -- only minimal differences +ppfiti$mle estimate(mlEi) estimate(MBRi) estimate(RMXi) +# contaminated situation -- the mle reacts sharply, the robust est's don't +ppfitc$mle estimate(mlEc) estimate(MBRc) estimate(RMXc) + +## diagnostics from ismev applied to our estimators: gev.diag(mlEc) gev.diag(MBRc) gev.prof(mlEc, m = 10, 4.1, 5) gev.profxi(mlEc, -0.3, 0.3) + +## diagnostics from pkg 'distrMod'/'RobAStBase' qqplot(portpiriec,MBRc) qqplot(portpiriec,MBRc,ylim=c(3.5,5)) returnlevelplot(portpiriec,MBRc) returnlevelplot(portpiriec,MBRc,ylim=c(3.5,5)) -plot(pIC(MBRc)) +## here the MBR-IC looks as follows +plot(pIC(MBRc),portpiriec,log="x",xlim=c(1,1.5*max(portpiriec))) ##-------------------------- ## GPD @@ -101,8 +158,8 @@ gpd.diag(mlE2c) system.time(MBR2c <- roptest(rainc, GParetoFamily(loc=10),risk=MBRRisk())) system.time(RMX2c <- roptest(rainc, GParetoFamily(loc=10),risk=RMXRRisk())) -mlE2c -MBR2c + +## again a comparison, and again MLE is shuttered, the robust ones keep cool estimate(mlE2i) estimate(MBR2i) estimate(RMX2i) @@ -119,7 +176,8 @@ qqplot(rainc,MBR2c) qqplot(rainc,MBR2c,ylim=c(5,100)) qqplot(rainc,MBR2c,xlim=c(5,100),ylim=c(5,100),log="xy") -qqplot(rainc,MBR2c,xlim=c(5,100),ylim=c(5,100),log="xy",cex.pch=8,exp.fadcol.pch = .55,pch=19) +qqplot(rainc,di,xlim=c(5,100),ylim=c(5,100),log="xy", + cex.pts=2,col.pts="blue",with.lab=TRUE,cex.lbs=.9,which.Order=1:3) returnlevelplot(raini,MBR2i,MaxOrPot="POT",threshold=0) returnlevelplot(raini,MBR2i,MaxOrPot="POT",threshold=0, withLab=TRUE, cex.lbl=0.8) @@ -134,11 +192,14 @@ qqplot(rainc.10,dI2c-10) ## to be fixed returnlevelplot(rainc.10,dI2c-10,MaxOrPot="POT",threshold=0) +## wrong data set dI2i <- distribution(eval(MBR2i at pIC@CallL2Fam)) loc(dI2i) <- 0 -## wrong data set qqplot(portpiriei-10,dI2i) qqplot(portpiriec,MBR2c) +## right data set +qqplot(raini-10,dI2i) +qqplot(rainc,MBR2c) ####################################################### @@ -152,6 +213,8 @@ mlE3c <- MLEstimator(xc,PM) qqplot(x, mlE3i, log="xy") qqplot(xc, mlE3c, log="xy") +returnlevelplot(x, mlE3i, MaxOrPOT="POT",ylim=c(1,1e5),log="y") + system.time(MBR3i <- roptest(x, PM,risk=MBRRisk())) system.time(RMX3i <- roptest(x, PM,risk=RMXRRisk())) system.time(MBR3c <- roptest(xc, PM,risk=MBRRisk())) @@ -164,3 +227,50 @@ estimate(RMX3c) plot(pIC(MBR3i)) plot(pIC(RMX3i)) + +####################################################### +# Weibull data +####################################################### +WF <- WeibullFamily() +system.time(mlE4i <- MLEstimator(grbsi, WF)) +system.time(MBR4i <- roptest(grbsi, WF,risk=MBRRisk())) +system.time(OMS4i <- roptest(grbsi, WF,risk=OMSRRisk())) +system.time(RMX4i <- roptest(grbsi, WF,risk=RMXRRisk())) +system.time(mlE4c <- MLEstimator(grbsc, WF)) +system.time(MBR4c <- roptest(grbsc, WF,risk=MBRRisk())) +system.time(OMS4c <- roptest(grbsc, WF,risk=OMSRRisk())) +system.time(RMX4c <- roptest(grbsc, WF,risk=RMXRRisk())) +estimate(mlE4i) +estimate(MBR4i) +estimate(RMX4i) +estimate(OMS4i) +estimate(mlE4c) +estimate(MBR4c) +estimate(OMS4c) +estimate(RMX4c) +plot(pIC(MBR4i)) +plot(pIC(RMX4i)) +qqplot(grbsi, RMX4i) +qqplot(grbsc, RMX4c, log="xy") + +####################################################### +# Gamma data +####################################################### + +GF <- GammaFamily() +system.time(mlE5i <- MLEstimator(grbsi, GF)) +system.time(OMS5i <- roptest(grbsi, GF,risk=OMSRRisk())) +system.time(RMX5i <- roptest(grbsi, GF,risk=RMXRRisk())) +system.time(mlE5c <- MLEstimator(grbsc, GF)) +system.time(OMS5c <- roptest(grbsc, GF,risk=OMSRRisk())) +system.time(RMX5c <- roptest(grbsc, GF,risk=RMXRRisk())) +estimate(mlE5i) +estimate(RMX5i) +estimate(OMS5i) +estimate(mlE5c) +estimate(OMS5c) +estimate(RMX5c) +plot(pIC(OMS5i)) +plot(pIC(RMX5i)) +qqplot(grbsi, RMX5i) +qqplot(grbsc, RMX5c, log="xy") Modified: pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R =================================================================== --- pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-07-26 06:42:44 UTC (rev 1060) +++ pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-07-26 06:49:57 UTC (rev 1061) @@ -4,45 +4,90 @@ require(RobExtremes) require(ismev) +require(fitdistrplus) ## for dataset groundbeef + + +help(package="RobExtremes") +help("RobExtremes-package") + +#---------------------------------------- +## data sets +data(groundbeef) data(portpirie) data(rain) detach(package:ismev) +detach(package:fitdistrplus) +#---------------------------------------- +## create contaminated datasets raini <- rain[rain>10] rainc <- c(raini,1000,10000) portpiriei <- portpirie[,2] portpiriec <- c(portpiriei,100) +grbsi <- groundbeef$serving +grbsc <- c(grbsi,10000,1000) ##-------------------------- ## GEV ##-------------------------- +## compare the fit from ismev: ppfiti <- ismev::gev.fit(portpiriei) gev.diag(ppfiti) ## -mlEi <- MLEstimator(portpiriei, GEVFamilyMuUnknown(withPos=FALSE)) -system.time(MBRi <- roptest(portpiriei, GEVFamilyMuUnknown(withPos=FALSE),risk=MBRRisk())) -system.time(RMXi <- roptest(portpiriei, GEVFamilyMuUnknown(withPos=FALSE),risk=RMXRRisk())) +GEVFam <- GEVFamilyMuUnknown(withPos=FALSE) + +mlEi <- MLEstimator(portpiriei, GEVFam) +## MLE as asy lin estimator with IC optimal as to asCov() - risk: +system.time(mlEiALE <- roptest(portpiriei, GEVFam,risk=asCov())) +## with 10 steps and with +system.time(mlEi10ALE <- roptest(portpiriei, GEVFam,risk=asCov(),steps=10)) +system.time(MBRi <- roptest(portpiriei, GEVFam,risk=MBRRisk())) +system.time(RMXi <- roptest(portpiriei, GEVFam,risk=RMXRRisk())) ## in fact the precision of the pIC is not too good, but the resp. estimate only differs ## little to the situation where we enforce IC conditions checkIC(pIC(RMXi)) -system.time(RMXiw <- roptest(portpiriei, GEVFamilyMuUnknown(withPos=FALSE),risk=RMXRRisk(),withMakeIC=TRUE)) +system.time(RMXiw <- roptest(portpiriei, GEVFam,risk=RMXRRisk(),withMakeIC=TRUE)) checkIC(pIC(RMXiw)) estimate(RMXi) estimate(RMXiw) +## our output: mlEi +mlEiALE MBRi +### comparison of the estimates +ppfiti$mle estimate(mlEi) +estimate(mlEiALE) ### somewhat different after 1st step +estimate(mlEi10ALE) ### similar after 10 steps estimate(MBRi) estimate(RMXi) estimate(RMXiw) +### where do the robust estimators spend their time? attr(MBRi, "timings") + +## our return values can be plugged into ismev-diagnostics: gev.diag(mlEi) gev.diag(MBRi) gev.prof(mlEi, m = 10, 4.1, 5) gev.profxi(MBRi, -0.3, 0.3) + +## this is how the MLEi IC looks like +plot(pIC(mlEi10ALE),portpiriei) +## with additional arguments +plot(pIC(mlEi10ALE),portpiriei, + cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, c + ol.pts="red", adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, + cex.pts=2,cex.npts=.6,lab.pts=c("H","G","I")) +## this is how the MBRi IC looks like plot(pIC(MBRi)) - +## rescale y axes according to different probit scales +plot(pIC(mlEi10ALE),portpiriei, with.lab=TRUE, + which.lbs=c(1:10), attr.pre=FALSE, col.pts="blue", col.npts="green", + scaleY = TRUE, scaleY.fct=list(function(x)pnorm(x,sd=4), + function(x)pnorm(x,sd=10),function(x)pnorm(x,sd=30)), + scaleY.inv=list(function(x)qnorm(x,sd=4), + function(x)qnorm(x,sd=10),function(x)qnorm(x,sd=30)),scaleN=20) ## contaminated: ppfitc <- ismev::gev.fit(portpiriec) gev.diag(ppfitc) @@ -50,24 +95,36 @@ mlEc <- MLEstimator(portpiriec, GEVFamilyMuUnknown(withPos=FALSE)) system.time(MBRc <- roptest(portpiriec, GEVFamilyMuUnknown(withPos=FALSE),risk=MBRRisk())) system.time(RMXc <- roptest(portpiriec, GEVFamilyMuUnknown(withPos=FALSE),risk=RMXRRisk())) +## our output: mlEc MBRc + +## compare the estimates +# ideal situation -- only minimal differences +ppfiti$mle estimate(mlEi) estimate(MBRi) estimate(RMXi) +# contaminated situation -- the mle reacts sharply, the robust est's don't +ppfitc$mle estimate(mlEc) estimate(MBRc) estimate(RMXc) + +## diagnostics from ismev applied to our estimators: gev.diag(mlEc) gev.diag(MBRc) gev.prof(mlEc, m = 10, 4.1, 5) gev.profxi(mlEc, -0.3, 0.3) + +## diagnostics from pkg 'distrMod'/'RobAStBase' qqplot(portpiriec,MBRc) qqplot(portpiriec,MBRc,ylim=c(3.5,5)) returnlevelplot(portpiriec,MBRc) returnlevelplot(portpiriec,MBRc,ylim=c(3.5,5)) -plot(pIC(MBRc)) +## here the MBR-IC looks as follows +plot(pIC(MBRc),portpiriec,log="x",xlim=c(1,1.5*max(portpiriec))) ##-------------------------- ## GPD @@ -101,8 +158,8 @@ gpd.diag(mlE2c) system.time(MBR2c <- roptest(rainc, GParetoFamily(loc=10),risk=MBRRisk())) system.time(RMX2c <- roptest(rainc, GParetoFamily(loc=10),risk=RMXRRisk())) -mlE2c -MBR2c + +## again a comparison, and again MLE is shuttered, the robust ones keep cool estimate(mlE2i) estimate(MBR2i) estimate(RMX2i) @@ -119,7 +176,8 @@ qqplot(rainc,MBR2c) qqplot(rainc,MBR2c,ylim=c(5,100)) qqplot(rainc,MBR2c,xlim=c(5,100),ylim=c(5,100),log="xy") -qqplot(rainc,MBR2c,xlim=c(5,100),ylim=c(5,100),log="xy",cex.pch=8,exp.fadcol.pch = .55,pch=19) +qqplot(rainc,di,xlim=c(5,100),ylim=c(5,100),log="xy", + cex.pts=2,col.pts="blue",with.lab=TRUE,cex.lbs=.9,which.Order=1:3) returnlevelplot(raini,MBR2i,MaxOrPot="POT",threshold=0) returnlevelplot(raini,MBR2i,MaxOrPot="POT",threshold=0, withLab=TRUE, cex.lbl=0.8) @@ -134,11 +192,14 @@ qqplot(rainc.10,dI2c-10) ## to be fixed returnlevelplot(rainc.10,dI2c-10,MaxOrPot="POT",threshold=0) +## wrong data set dI2i <- distribution(eval(MBR2i at pIC@CallL2Fam)) loc(dI2i) <- 0 -## wrong data set qqplot(portpiriei-10,dI2i) qqplot(portpiriec,MBR2c) +## right data set +qqplot(raini-10,dI2i) +qqplot(rainc,MBR2c) ####################################################### @@ -152,6 +213,8 @@ mlE3c <- MLEstimator(xc,PM) qqplot(x, mlE3i, log="xy") qqplot(xc, mlE3c, log="xy") +returnlevelplot(x, mlE3i, MaxOrPOT="POT",ylim=c(1,1e5),log="y") + system.time(MBR3i <- roptest(x, PM,risk=MBRRisk())) system.time(RMX3i <- roptest(x, PM,risk=RMXRRisk())) system.time(MBR3c <- roptest(xc, PM,risk=MBRRisk())) @@ -164,3 +227,50 @@ estimate(RMX3c) plot(pIC(MBR3i)) plot(pIC(RMX3i)) + +####################################################### +# Weibull data +####################################################### +WF <- WeibullFamily() +system.time(mlE4i <- MLEstimator(grbsi, WF)) +system.time(MBR4i <- roptest(grbsi, WF,risk=MBRRisk())) +system.time(OMS4i <- roptest(grbsi, WF,risk=OMSRRisk())) +system.time(RMX4i <- roptest(grbsi, WF,risk=RMXRRisk())) +system.time(mlE4c <- MLEstimator(grbsc, WF)) +system.time(MBR4c <- roptest(grbsc, WF,risk=MBRRisk())) +system.time(OMS4c <- roptest(grbsc, WF,risk=OMSRRisk())) +system.time(RMX4c <- roptest(grbsc, WF,risk=RMXRRisk())) +estimate(mlE4i) +estimate(MBR4i) +estimate(RMX4i) +estimate(OMS4i) +estimate(mlE4c) +estimate(MBR4c) +estimate(OMS4c) +estimate(RMX4c) +plot(pIC(MBR4i)) +plot(pIC(RMX4i)) +qqplot(grbsi, RMX4i) +qqplot(grbsc, RMX4c, log="xy") + +####################################################### +# Gamma data +####################################################### + +GF <- GammaFamily() +system.time(mlE5i <- MLEstimator(grbsi, GF)) +system.time(OMS5i <- roptest(grbsi, GF,risk=OMSRRisk())) +system.time(RMX5i <- roptest(grbsi, GF,risk=RMXRRisk())) +system.time(mlE5c <- MLEstimator(grbsc, GF)) +system.time(OMS5c <- roptest(grbsc, GF,risk=OMSRRisk())) +system.time(RMX5c <- roptest(grbsc, GF,risk=RMXRRisk())) +estimate(mlE5i) +estimate(RMX5i) +estimate(OMS5i) +estimate(mlE5c) +estimate(OMS5c) +estimate(RMX5c) +plot(pIC(OMS5i)) +plot(pIC(RMX5i)) +qqplot(grbsi, RMX5i) +qqplot(grbsc, RMX5c, log="xy") From noreply at r-forge.r-project.org Sun Jul 29 00:55:06 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 29 Jul 2018 00:55:06 +0200 (CEST) Subject: [Robast-commits] r1062 - branches/robast-1.1/pkg/RobAStBase branches/robast-1.1/pkg/RobAStBase/R branches/robast-1.1/pkg/RobAStBase/man branches/robast-1.2/pkg/RobAStBase branches/robast-1.2/pkg/RobAStBase/R branches/robast-1.2/pkg/RobAStBase/man pkg/RobAStBase pkg/RobAStBase/R pkg/RobAStBase/man Message-ID: <20180728225506.C8921186BA7@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-29 00:55:06 +0200 (Sun, 29 Jul 2018) New Revision: 1062 Modified: branches/robast-1.1/pkg/RobAStBase/NAMESPACE branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R branches/robast-1.1/pkg/RobAStBase/R/infoPlot.R branches/robast-1.1/pkg/RobAStBase/R/selectorder.R branches/robast-1.1/pkg/RobAStBase/man/0RobAStBase-package.Rd branches/robast-1.1/pkg/RobAStBase/man/infoPlot.Rd branches/robast-1.1/pkg/RobAStBase/man/plot-methods.Rd branches/robast-1.2/pkg/RobAStBase/NAMESPACE branches/robast-1.2/pkg/RobAStBase/R/AllPlot.R branches/robast-1.2/pkg/RobAStBase/R/comparePlot.R branches/robast-1.2/pkg/RobAStBase/R/infoPlot.R branches/robast-1.2/pkg/RobAStBase/R/selectorder.R branches/robast-1.2/pkg/RobAStBase/man/0RobAStBase-package.Rd pkg/RobAStBase/NAMESPACE pkg/RobAStBase/R/AllPlot.R pkg/RobAStBase/R/comparePlot.R pkg/RobAStBase/R/infoPlot.R pkg/RobAStBase/R/selectorder.R pkg/RobAStBase/man/0RobAStBase-package.Rd Log: [RobAStBase] (simultaneous in trunk, branch 1.1, and branch 1.2): fixed several bugs: + in 0RobAStBase-package.Rd: updated Imports field, added Encoding field + in example to plot(IC),infoPlot: added seed for reproducibility, expanded argument list + in NAMESPACE: added dev.list() into imports from grDevices + AllPlot, comparePlot, infoPlot: * changed default behaviour of lab.pts (as to attr.pre: now always treated as attr.pre==TRUE) * fixed behaviour under options("newDevice"=TRUE): now only creates new plot in infoPlot.R() for relinfo-part * bmar, tmar can now be used vectorized * if return.Order: return ind not ind1 * in comparePlot: wrong arguments for text: it should have been cexl0, coll0, adjl0 * in infoPlot: had mixed up cex.lbs with adj.lbs * helper .SelectOrderData is simplified now Modified: branches/robast-1.1/pkg/RobAStBase/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/RobAStBase/NAMESPACE 2018-07-26 06:49:57 UTC (rev 1061) +++ branches/robast-1.1/pkg/RobAStBase/NAMESPACE 2018-07-28 22:55:06 UTC (rev 1062) @@ -5,7 +5,7 @@ import("distrMod") import("RandVar") importFrom("startupmsg", "buildStartupMessage", "infoShow") -importFrom("grDevices", "colorRamp", "grey", "rgb") +importFrom("grDevices", "colorRamp", "grey", "rgb", "dev.list") importFrom("graphics", "abline", "axis", "box", "lines", "matlines", "matpoints", "mtext", "par", "points", "text", "title") importFrom("stats", "complete.cases", "dbinom", "dnorm", "fft", Modified: branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R 2018-07-26 06:49:57 UTC (rev 1061) +++ branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R 2018-07-28 22:55:06 UTC (rev 1062) @@ -70,8 +70,8 @@ ncols <- ceiling(dims0/nrows) yaxt0 <- xaxt0 <- rep("s",dims0) - if(!is.null(dots$xaxt)) xaxt0 <- rep(dots$xaxt, length.out=dims0) - if(!is.null(dots$yaxt)) yaxt0 <- rep(dots$yaxt, length.out=dims0) + if(!is.null(dots$xaxt)){ xaxt1 <- eval(dots$xaxt); xaxt0 <- rep(xaxt1, length.out=dims0)} + if(!is.null(dots$yaxt)){ yaxt1 <- eval(dots$yaxt); yaxt0 <- rep(yaxt1, length.out=dims0)} logArg <- NULL if(!is.null(dots[["log"]])) @@ -182,14 +182,30 @@ w0 <- getOption("warn") options(warn = -1) on.exit(options(warn = w0)) - if (!withSweave) - devNew() - + opar <- par(no.readonly = TRUE) omar <- par("mar") - if(mfColRow){ on.exit(par(opar)); - par(mfrow = c(nrows, ncols),mar = c(bmar,omar[2],tmar,omar[4])) } + on.exit(par(opar)) + if(mfColRow) par(mfrow = c(nrows, ncols)) else{ + if(!withSweave && length(dev.list())>0) devNew() + } + + + wmar <- FALSE + if(!missing(bmar)||!missing(tmar)){ + lpA <- max(dims0,1) + parArgsL <- vector("list",lpA) + wmar <- TRUE + if(missing(bmar)) bmar <- omar[1] + if(missing(tmar)) bmar <- omar[3] + bmar <- rep(bmar, length.out=lpA) + tmar <- rep(tmar, length.out=lpA) + for( i in 1:lpA) + parArgsL[[i]] <- list(mar = c(bmar[i],omar[2],tmar[i],omar[4])) + plotInfo$parArgsL <- parArgsL + } + dotsT$main <- dotsT$cex.main <- dotsT$col.main <- dotsT$line <- NULL dotsT["pch"] <- dotsT["cex"] <- NULL @@ -235,10 +251,13 @@ } + if(wmar) do.call(par,args=parArgsL[[i]]) + plotInfo$PlotArgs[[i]] <- c(list(x=x.vec1, y=y.vec1, type = plty, lty = lty, xlab = .mpresubs(xlab), ylab = .mpresubs(ylab), panel.first = pF[[i]], panel.last = pL), dotsP[[i]]) + do.call(plot, args=c(list(x=x.vec1, y=y.vec1, type = plty, lty = lty, xlab = .mpresubs(xlab), ylab = .mpresubs(ylab), panel.first = pF[[i]], @@ -356,6 +375,8 @@ adj.lbs <- matrix(rep(adj.lbs, length.out= dims0*2),nrow=2,ncol=dims0) } + lab.pts <- if(is.null(lab.pts)) paste(1:n) else rep(lab.pts,length.out=n) + if(attr.pre){ if(missing(pch.pts)) pch.pts <- 1 if(!length(pch.pts)==n) @@ -374,7 +395,6 @@ if(missing(col.lbs)) col.lbs <- col.pts if(!length(col.lbs)==n) col.lbs <- rep(col.lbs, length.out= n) - lab.pts <- if(is.null(lab.pts)) paste(1:n) else rep(lab.pts,length.out=n) } @@ -399,7 +419,7 @@ sel <- .SelectOrderData(y, ICabs.f, which.lbs, which.Order, which.nonlbs) plotInfo$sel <- sel - plotInfo$obj <- sel$ind1 + plotInfo$obj <- sel$ind i.d <- sel$ind i0.d <- sel$ind1 @@ -408,6 +428,7 @@ i.d.ns <- sel$ind.ns n.ns <- length(i.d.ns) + lab.pts <- lab.pts[sel$ind] if(attr.pre){ col.pts <- col.pts[sel$ind] col.npts <- col.pts[sel$ind.ns] @@ -415,7 +436,6 @@ pch.pts <- pch.pts[sel$ind] cex.npts <- cex.pts[sel$ind.ns] cex.pts <- cex.pts[sel$ind] - lab.pts <- lab.pts[sel$ind] cex.lbs <- cex.lbs[sel$ind,] col.lbs <- col.lbs[sel$ind] }else{ @@ -428,7 +448,6 @@ if(missing(cex.pts)) cex.pts <- 1 if(!length(cex.pts)==n.s) cex.pts <- rep(cex.pts, length.out= n.s) - lab.pts <- if(is.null(lab.pts)) paste(1:n.s) else rep(lab.pts,length.out=n.s) if(missing(pch.npts)) pch.npts <- 1 if(!length(pch.npts)==n.ns) Modified: branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R 2018-07-26 06:49:57 UTC (rev 1061) +++ branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R 2018-07-28 22:55:06 UTC (rev 1062) @@ -114,8 +114,8 @@ ncols <- ceiling(dims0/nrows) yaxt0 <- xaxt0 <- rep("s",dims0) - if(!is.null(dots$xaxt)) xaxt0 <- rep(dots$xaxt, length.out=dims0) - if(!is.null(dots$yaxt)) yaxt0 <- rep(dots$yaxt, length.out=dims0) + if(!is.null(dots$xaxt)){ xaxt1 <- eval(dots$xaxt); xaxt0 <- rep(xaxt1, length.out=dims0)} + if(!is.null(dots$yaxt)){ yaxt1 <- eval(dots$yaxt); yaxt0 <- rep(yaxt1, length.out=dims0)} logArg <- NULL if(!is.null(dots[["log"]])) @@ -212,29 +212,26 @@ w0 <- getOption("warn"); options(warn = -1); on.exit(options(warn = w0)) opar <- par(no.readonly = TRUE) + on.exit(par(opar)) omar <- par("mar") - if(mfColRow){ on.exit(par(opar)); - par(mfrow = c(nrows, ncols),mar = c(bmar,omar[2],tmar,omar[4])) } -# omar <- par("mar") -# lpA <- max(dims0,1) -# parArgsL <- vector("list",lpA) -# bmar <- rep(bmar, length.out=lpA) -# tmar <- rep(tmar, length.out=lpA) -# xaxt0 <- if(is.null(dots$xaxt)) { -# if(is.null(dots$axes)||eval(dots$axes)) -# rep(par("xaxt"),lpA) else rep("n",lpA) -# }else rep(eval(dots$xaxt),lpA) -# yaxt0 <- if(is.null(dots$yaxt)) { -# if(is.null(dots$axes)||eval(dots$axes)) -# rep(par("yaxt"),lpA) else rep("n",lpA) -# }else rep(eval(dots$yaxt),lpA) + if(mfColRow) par(mfrow = c(nrows, ncols)) else{ + if(!withSweave && length(dev.list())>0) devNew() + } -# for( i in 1:lpA){ -# parArgsL[[i]] <- list(mar = c(bmar[i],omar[2],tmar[i],omar[4]) -# ,xaxt=xaxt0[i], yaxt= yaxt0[i] -# ) -# } + wmar <- FALSE + if(!missing(bmar)||!missing(tmar)){ + lpA <- max(dims0,1) + parArgsL <- vector("list",lpA) + wmar <- TRUE + if(missing(bmar)) bmar <- omar[1] + if(missing(tmar)) bmar <- omar[3] + bmar <- rep(bmar, length.out=lpA) + tmar <- rep(tmar, length.out=lpA) + for( i in 1:lpA) + parArgsL[[i]] <- list(mar = c(bmar[i],omar[2],tmar[i],omar[4])) + plotInfo$parArgsL <- parArgsL + } if(is(distr, "DiscreteDistribution")){ x.vecD <- vector("list", dims0) @@ -277,6 +274,7 @@ n <- if(!is.null(dim(data))) nrow(data) else length(data) + lab.pts <- if(is.null(lab.pts)) paste(1:n) else rep(lab.pts,length.out=n) if(!is.null(cex.pts.fun)){ cex.pts.fun <- .fillList(cex.pts.fun, dims0*ncomp)} @@ -315,8 +313,6 @@ col.lbs <- t(matrix(rep(col.lbs, length.out= ncomp*n),ncomp,n)) } - if(!is.null(lab.pts)) - lab.pts <- matrix(rep(lab.pts, length.out=n*ncomp),n,ncomp) absInfoEval <- function(x,IC){ QF <- ID @@ -341,11 +337,18 @@ sel1 <- def.sel(IC1); sel2 <- def.sel(IC2) plotInfo$sel1 <- sel1 plotInfo$sel2 <- sel2 - plotInfo$obj1 <- sel1$ind1 - plotInfo$obj2 <- sel2$ind1 + plotInfo$obj1 <- sel1$ind + plotInfo$obj2 <- sel2$ind selAlly.s <- c(sel1$y,sel2$y) selAlly.ns <- c(sel1$y.ns,sel2$y.ns) + n.s <- length(sel1$ind) + n.ns <- length(sel1$ind.ns) + + lab0.pts <- matrix(NA, n.s, ncomp) + lab0.pts[,1] <- lab.pts[sel1$ind] + lab0.pts[,2] <- lab.pts[sel2$ind] + if(attr.pre){ col0.pts <- col.pts[sel1$ind,] col0.pts[,2] <- col.pts[sel2$ind,2] @@ -356,8 +359,6 @@ cex0.pts <- cex.pts[sel1$ind,] cex0.pts[,2] <- cex.pts[sel2$ind,2] - lab0.pts <- lab.pts[sel1$ind,] - lab0.pts[,2] <- lab.pts[sel2$ind,2] cex0.lbs <- cex.lbs[sel1$ind,,,drop=FALSE] cex0.lbs[,2,] <- cex.lbs[sel2$ind,2,] @@ -378,15 +379,15 @@ if(is(obj3, "IC")){ sel3 <- def.sel(IC3) plotInfo$sel3 <- sel3 - plotInfo$obj3 <- sel3$ind1 + plotInfo$obj3 <- sel3$ind selAlly.s <- c(selAlly.s,sel3$y) selAlly.ns <- c(selAlly.ns,sel3$y.ns) plotInfo$IC3abs.f <- function(x) absInfoEval(x,IC3) + lab0.pts[,3] <- lab.pts[sel3$ind] if(attr.pre){ col0.pts[,3] <- col.pts[sel3$ind,3] pch0.pts[,3] <- pch.pts[sel3$ind,3] cex0.pts[,3] <- cex.pts[sel3$ind,3] - lab0.pts[,3] <- lab.pts[sel3$ind,3] cex0.lbs[,3,] <- cex.lbs[sel3$ind,3,] col0.lbs[,3] <- col.lbs[sel3$ind,3] col.npts[,3] <- col.pts[sel3$ind.ns,3] @@ -396,15 +397,15 @@ } if(is(obj4, "IC")){ sel4 <- def.sel(IC4) plotInfo$sel4 <- sel4 - plotInfo$obj4 <- sel4$ind1 + plotInfo$obj4 <- sel4$ind selAlly.s <- c(selAlly.s,sel4$y) selAlly.ns <- c(selAlly.ns,sel4$y.ns) plotInfo$IC4abs.f <- function(x) absInfoEval(x,IC4) + lab0.pts[,4] <- lab.pts[sel4$ind] if(attr.pre){ col0.pts[,4] <- col.pts[sel4$ind,4] pch0.pts[,4] <- pch.pts[sel4$ind,4] cex0.pts[,4] <- cex.pts[sel4$ind,4] - lab0.pts[,4] <- lab.pts[sel4$ind,4] cex0.lbs[,4,] <- cex.lbs[sel4$ind,4,] col0.lbs[,4] <- col.lbs[sel4$ind,4] col.npts[,4] <- col.pts[sel4$ind.ns,4] @@ -413,16 +414,15 @@ } } + lab.pts <- lab0.pts + if(attr.pre){ col.pts <- col0.pts pch.pts <- pch0.pts cex.pts <- cex0.pts - lab.pts <- lab0.pts cex.lbs <- cex0.lbs col.lbs <- col0.lbs }else{ - n.s <- length(sel1$ind) - n.ns <- length(sel1$ind.ns) if(missing(pch.pts)) pch.pts <- 1 if(!is.matrix(pch.pts)) pch.pts <- t(matrix(rep(pch.pts, length.out= ncomp*n.s),ncomp,n.s)) @@ -454,10 +454,6 @@ if(missing(col.lbs)) col.lbs <- col.pts if(!is.matrix(col.lbs)) col.lbs <- t(matrix(rep(col.lbs, length.out= ncomp*n.s),ncomp,n.s)) - - if(missing(lab.pts)) lab.pts <- 1:n.s - if(!is.matrix(lab.pts)) - lab.pts <- matrix(rep(lab.pts, length.out= ncomp*n.s),n.s,ncomp) } @@ -510,9 +506,9 @@ col = col.l, pch = pch.l), dwo0)) if(with.lab0){ text(rescd$X[i.l], rescd$Y[i.l], labels = lab.pts.l, - cex = cexl[,j.l,i], col = coll0[,j.l], adj=adjl[,j.l,i]) + cex = cexl0[,j.l,i], col = coll0[,j.l], adj=adjl0[,j.l,i]) pI$doLabs[[(i-1)*ncomp+j.l]] <- list(rescd$X[i.l], rescd$Y[i.l], labels = lab.pts.l, - cex = cexl[,j.l,i], col = coll0[,j.l],adj=adjl[,j.l,i]) + cex = cexl0[,j.l,i], col = coll0[,j.l],adj=adjl0[,j.l,i]) } } } @@ -604,11 +600,7 @@ finiteEndpoints[4] <- is.finite(scaleY.inv[[i]](max(yM, ylim[2,i],na.rm=TRUE))) } -# if(mfColRow){ -# parArgsL[[i]] <- c(parArgsL[[i]],list(mfrow = c(nrows, ncols))) -# eval(dN) -# if(i==1) do.call(par,args=parArgsL[[i]]) -# }else{do.call(par,args=parArgsL[[i]])} + if(wmar) do.call(par,args=parArgsL[[i]]) assign("plotInfo", plotInfo, envir = trEnv) do.call(plot, args=c(list(x = resc1$X, y = y0, Modified: branches/robast-1.1/pkg/RobAStBase/R/infoPlot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/infoPlot.R 2018-07-26 06:49:57 UTC (rev 1061) +++ branches/robast-1.1/pkg/RobAStBase/R/infoPlot.R 2018-07-28 22:55:06 UTC (rev 1062) @@ -112,8 +112,8 @@ in1to.draw <- (1%in%to.draw) yaxt0 <- xaxt0 <- rep("s",dims1) - if(!is.null(dots$xaxt)) xaxt0 <- rep(eval(dots$xaxt), length.out=dims1) - if(!is.null(dots$yaxt)) yaxt0 <- rep(eval(dots$yaxt), length.out=dims1) + if(!is.null(dots$xaxt)){ xaxt1 <- eval(dots$xaxt); xaxt0 <- rep(xaxt1, length.out=dims1)} + if(!is.null(dots$yaxt)){ yaxt1 <- eval(dots$yaxt); yaxt0 <- rep(yaxt1, length.out=dims1)} logArg <- NULL if(!is.null(dots[["log"]])) @@ -245,12 +245,24 @@ on.exit(options(warn = w0)) # opar$cin <- opar$cra <- opar$csi <- opar$cxy <- opar$din <- NULL opar <- par(no.readonly = TRUE) + on.exit(par(opar)) omar <- par("mar") - if(mfColRow){ on.exit(par(opar)); - par(mfrow = c(nrows, ncols),mar = c(bmar,omar[2],tmar,omar[4])) } -# if (!withSweave) -# devNew() + + wmar <- FALSE + if(!missing(bmar)||!missing(tmar)){ + lpA <- max(dims1,1) + parArgsL <- vector("list",lpA) + wmar <- TRUE + if(missing(bmar)) bmar <- omar[1] + if(missing(tmar)) bmar <- omar[3] + bmar <- rep(bmar, length.out=lpA) + tmar <- rep(tmar, length.out=lpA) + for( i in 1:lpA) + parArgsL[[i]] <- list(mar = c(bmar[i],omar[2],tmar[i],omar[4])) + plotInfo$parArgsL <- parArgsL + } + .pFL <- .preparePanelFirstLast(with.automatic.grid , dims1, pF.0, pL.0, logArg, scaleX, scaleY, x.ticks, y.ticks, scaleX.fct, scaleY.fct) @@ -269,33 +281,19 @@ plotInfo$gridS <- .pFL$gridS -# omar <- par("mar") -# lpA <- max(dims1,1) -# parArgsL <- vector("list",lpA) -# bmar <- rep(bmar, length.out=lpA) -# tmar <- rep(tmar, length.out=lpA) -# xaxt0 <- if(is.null(dots$xaxt)) { -# if(is.null(dots$axes)||eval(dots$axes)) -# rep(par("xaxt"),lpA) else rep("n",lpA) -# }else rep(eval(dots$xaxt),lpA) -# yaxt0 <- if(is.null(dots$yaxt)) { -# if(is.null(dots$axes)||eval(dots$axes)) -# rep(par("yaxt"),lpA) else rep("n",lpA) -# }else rep(eval(dots$yaxt),lpA) - -# for( i in 1:lpA){ -# parArgsL[[i]] <- list(mar = c(bmar[i],omar[2],tmar[i],omar[4]) -# ,xaxt=xaxt0[i], yaxt= yaxt0[i] -# ) -# } - + wmar <- FALSE + if(!missing(bmar)||!missing(tmar)){ + wmar <- TRUE + bmar <- + nmar <- c(bmar[i],omar[2],tmar[i],omar[4]) + } trEnv <- new.env() if(!is.null(data)){ n <- if(!is.null(dim(data))) nrow(data) else length(data) - if(is.null(lab.pts)) lab.pts <- paste(1:n) + lab.pts <- if(is.null(lab.pts)) paste(1:n) else rep(lab.pts,length.out=n) if(!is.null(cex.pts.fun)){ cex.pts.fun <- .fillList(cex.pts.fun, (dims1)*2) @@ -304,7 +302,7 @@ cex.npts.fun <- .fillList(cex.npts.fun, (dims1)*2) } - if(missing(adj.lbs)) cex.lbs <- c(0,0) + if(missing(adj.lbs)) adj.lbs <- c(0,0) if(!is.array(adj.lbs) || (is.array(adj.lbs)&&!all.equal(dim(adj.lbs),c(2,2,dims1)))){ adj.lbs <- array(rep(adj.lbs, length.out= 2*dims1*2), @@ -339,8 +337,6 @@ col.lbs <- t(matrix(rep(col.lbs, length.out= 2*n),2,n)) } - if(!is.null(lab.pts)) - lab.pts <- rep(lab.pts, length.out=n) sel <- .SelectOrderData(data, function(x)absInfoEval(x,absInfo.f), which.lbs, which.Order, which.nonlbs) @@ -375,6 +371,9 @@ plotInfo$IC <- i0.d plotInfo$IC.class <- i0.dC + labC.pts <- lab.pts[sel.C$ind] + lab.pts <- lab.pts[sel$ind] + if(attr.pre){ col0.pts <- col.pts[sel$ind,1] colC.pts <- col.pts[sel.C$ind,2] @@ -394,10 +393,6 @@ cexC.npts <- cex.npts[sel.C$ind.ns,2] cex.pts <- cex0.pts; cex.npts <- cex0.npts - lab0.pts <- lab.pts[sel$ind,1] - labC.pts <- lab.pts[sel.C$ind,2] - lab.pts <- lab0.pts - cex0.lbs <- matrix(cex.lbs[sel$ind,1,],nrow=n.s,ncol=dims1) cexC.lbs <- matrix(cex.lbs[sel.C$ind,2,],nrow=n.s,ncol=dims1) cex.lbs <- cex0.lbs @@ -456,12 +451,6 @@ col.lbs <- t(matrix(rep(col.lbs, length.out= 2*n.s),2,n.s)) colC.lbs <- col.lbs[,2] col.lbs <- col.lbs[,1] - - if(!is.null(lab.pts)){ - lab.pts <- matrix(rep(lab.pts, length.out= 2*n.s),n.s,2) - } - labC.pts <- lab.pts[,2] - lab.pts <- lab.pts[,1] } jitter.fac <- rep(jitter.fac, length.out=2) @@ -756,8 +745,7 @@ dotsP[[1]] <- resc$dots -# do.call(par, args = parArgsL[[1]]) -# plotInfo$par.abs <- parArgsL[[1]] + if(wmar) do.call(par, args = parArgsL[[1]]) finiteEndpoints <- rep(FALSE,4) if(scaleX[1]){ @@ -852,6 +840,12 @@ plotInfo$relLegend <- plotInfo$relTitle <- vector("list", dims0) plotInfo$doLabsRel <- plotInfo$doLabsCRel <- vector("list", dims0) + if(mfColRow){ + if(!withSweave&&in1to.draw && length(dev.list())>0) devNew() + par(mfrow = c(nrows, ncols)) + plotInfo$rel.mfrow <- c(nrows, ncols) + } + for(i in 1:dims0){ indi <- to.draw1[i]-1 i1 <- i + in1to.draw @@ -878,12 +872,7 @@ plotInfo$relY[[i]] <- resc$Y plotInfo$relYc[[i]] <- resc.C$Y -# if(mfColRow){ -# parArgsL[[i+in1to.draw]] <- c(parArgsL[[i+in1to.draw]],list(mfrow = c(nrows, ncols))) -# devNew() -# if(i==1) do.call(par,args=parArgsL[[i+in1to.draw]]) -# } else{do.call(par,args=parArgsL[[i+in1to.draw]])} -# plotInfo$par.rel[[i]] <- parArgsL[[i+in1to.draw]] + if(wmar) do.call(par, args = parArgsL[[i+in1to.draw]]) finiteEndpoints <- rep(FALSE,4) if(scaleX[i1]){ Modified: branches/robast-1.1/pkg/RobAStBase/R/selectorder.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/selectorder.R 2018-07-26 06:49:57 UTC (rev 1061) +++ branches/robast-1.1/pkg/RobAStBase/R/selectorder.R 2018-07-28 22:55:06 UTC (rev 1062) @@ -12,11 +12,9 @@ n <- if(dimL) nrow(data) else length(data) ind <- 1:n - ### function evaluation - y <- if(dimL) apply(data, 1, fct) else sapply(data,fct) #------------------------------------------------------------------------------ - ## selected data : data.t + ## firt selection: selected data in first : data.s #------------------------------------------------------------------------------ ### first selection @@ -26,67 +24,51 @@ which.lbs0 <- ind %in% which.lbs # the remaining nb of obs after first selection n.s <- sum(which.lbs0) + i.s <- 1:n.s ## produce index for shown data after first selection - ind.s <- ind[which.lbs0] - ## function values after first selection - y.s <- y[ind.s] + ind.s <- ind1.s <- ind[which.lbs0] + ## first selection + data.s <- .SelectIndex(data,1,ind.s) - ### ordering - oN.s <- order(y.s) - ## indices remaining after first selection ordered - ## from largest function value to smallest - ind1.s <- rev(ind[oN.s]) - +#------------------------------------------------------------------------------ ### second selection - ## selection of ordered - if(is.null(which.Order)) - which.Order <- 1:n.s ## if no 2nd selection performed use all remaining obs. +#------------------------------------------------------------------------------ - ## from ranks in remaining selection pick out those in which.order - in.t <- (n.s+1)-which.Order - in.t <- in.t[in.t>0] - oN.t <- oN.s[in.t] ## use largest ones in this order - oN.t <- oN.t[!is.na(oN.t)] + ind2 <- ind.s - ## remaining number of observations after 2nd selection - n.t <- length(oN.t) - ## observations indices after 2nd selection - ind.t <- ind.s[oN.t] - ind.t <- ind.t[!is.na(ind.t)] - ## function values after 2nd selection - y.t <- y[ind.t] - ## data after both selections -# data.t <- if(dimL) data[ind.t,] else data[ind.t] -# # if needed recast it to matrix/array -# if(dimL) dim(data.t) <- c(n.t,d1[-1]) - data.t <- .SelectIndex(data,1,ind.t) + ## function values only after first selection + ### function evaluation + y.s <- if(dimL) apply(data.s, 1, fct) else sapply(data.s,fct) + ## simpler with ranks, see distrMod:::.labelprep + rky.s <- n.s+1-rank(y.s) + y2.s <- y.s + sel2 <- i.s + data.t <- data.s + ## selection of ordered + if(!is.null(which.Order)){ + sel2 <- i.s[rky.s %in% which.Order] + ind2 <- ind2[sel2] + y2.s <- y2.s[sel2] + data.t <- .SelectIndex(data.s,1,sel2) + } + + ord2 <- order(y2.s, decreasing = TRUE) + ind2.s <- ind2[ord2] + sel2 <- sel2[ord2] + data.t <- .SelectIndex(data.t,1,ord2) + y.t <- y2.s[ord2] #------------------------------------------------------------------------------ ## data not labelled: data.ns #------------------------------------------------------------------------------ - if(is.null(which.nonlbs)) which.nonlbs <- 1:n - #### non selected obs' indices after 1st selection - ind.ns0 <- ind[!which.lbs0] - #### non selected obs' indices in 2nd selection - ind.nt <- if(length(oN.t)) ind.s[-oN.t] else numeric(0) - #### non selected obs' in total is the union of both non-selected ones - ind.ns1 <- unique(sort(c(ind.ns0, ind.nt))) - ind.ns <- ind.ns1[ind.ns1 %in% which.nonlbs] - ## number of non-selected obs' - n.ns <- length(ind.ns) - -# which.lbns0 <-ind %in% ind.ns -# which.lbnx <- rep(which.lbns0, length.out=length(data)) - + ind.ns <- ind[-ind2] + if(length(ind.ns) && !is.null(which.nonlbs)) + ind.ns <- ind.ns[ind.ns%in%which.nonlbs] ## non selected data data.ns <- .SelectIndex(data,1,ind.ns) -# data.ns <- data[which.lbnx] - # if needed recast it to matrix -# if(dimL) dim(data.ns) <- c(n.ns,d1[-1]) + y.ns <- if(dimL) apply(data.ns, 1, fct) else sapply(data.ns,fct) - y.ns <- y[ind.ns] - - return(list(data=data.t, y=y.t, ind=ind.t, ind1=ind1.s, data.ns=data.ns, y.ns=y.ns, ind.ns = ind.ns)) + return(list(data=data.t, y=y.t, ind=ind2.s, ind1=ind1.s, data.ns=data.ns, y.ns=y.ns, ind.ns = ind.ns)) } .SelectIndex <- function(data,index,selection){ Modified: branches/robast-1.1/pkg/RobAStBase/man/0RobAStBase-package.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/0RobAStBase-package.Rd 2018-07-26 06:49:57 UTC (rev 1061) +++ branches/robast-1.1/pkg/RobAStBase/man/0RobAStBase-package.Rd 2018-07-28 22:55:06 UTC (rev 1062) @@ -13,11 +13,12 @@ Package: \tab RobAStBase \cr Version: \tab 1.1.0 \cr Date: \tab 2018-07-08 \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 +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 -Imports: \tab startupmsg\cr +Imports: \tab startupmsg, graphics, grDevices, stats\cr ByteCompile: \tab yes \cr +Encoding: \tab latin1 \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr VCS/SVNRevision: \tab 940 \cr Modified: branches/robast-1.1/pkg/RobAStBase/man/infoPlot.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/infoPlot.Rd 2018-07-26 06:49:57 UTC (rev 1061) +++ branches/robast-1.1/pkg/RobAStBase/man/infoPlot.Rd 2018-07-28 22:55:06 UTC (rev 1062) @@ -335,12 +335,13 @@ ylim = c(0,4,0,.3,0,.8), xlim=c(-6,6)) par(mfrow=c(1,1)) +set.seed(123) data <- r(N)(20) par(mfrow=c(1,3)) infoPlot(IC1, data=data, mfColRow = FALSE, panel.first= grid(), with.lab = TRUE, cex.pts=2, - which.lbs = c(1:4,15:20), which.Order = 1:6, - return.Order = TRUE) + which.lbs = c(1:4,15:20), which.Order = 1:6, cex.lbs=2, + return.Order = TRUE,col.pts="red",col.npts="blue") infoPlot(IC1, data=data[1:10], mfColRow = FALSE, panel.first= grid(), with.lab = TRUE, cex.pts=0.7) par(mfrow=c(1,1)) Modified: branches/robast-1.1/pkg/RobAStBase/man/plot-methods.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/plot-methods.Rd 2018-07-26 06:49:57 UTC (rev 1061) +++ branches/robast-1.1/pkg/RobAStBase/man/plot-methods.Rd 2018-07-28 22:55:06 UTC (rev 1062) @@ -280,7 +280,7 @@ ylim=c(-3,3,-1,3), xlim=c(-2,3), with.legend = TRUE) -data <- r(N)(30) +set.seed(12);data <- r(N)(30) plot(IC2, data, panel.first= grid(), ylim = c(-3,3,-1,3), xlim=c(-2,3), cex.pts = 3, pch.pts = 1:2, col.pts="green", Modified: branches/robast-1.2/pkg/RobAStBase/NAMESPACE =================================================================== --- branches/robast-1.2/pkg/RobAStBase/NAMESPACE 2018-07-26 06:49:57 UTC (rev 1061) +++ branches/robast-1.2/pkg/RobAStBase/NAMESPACE 2018-07-28 22:55:06 UTC (rev 1062) @@ -5,7 +5,7 @@ import("distrMod") import("RandVar") importFrom("startupmsg", "buildStartupMessage", "infoShow") -importFrom("grDevices", "colorRamp", "grey", "rgb") +importFrom("grDevices", "colorRamp", "grey", "rgb", "dev.list") importFrom("graphics", "abline", "axis", "box", "lines", "matlines", "matpoints", "mtext", "par", "points", "text", "title") importFrom("stats", "complete.cases", "dbinom", "dnorm", "fft", Modified: branches/robast-1.2/pkg/RobAStBase/R/AllPlot.R =================================================================== --- branches/robast-1.2/pkg/RobAStBase/R/AllPlot.R 2018-07-26 06:49:57 UTC (rev 1061) +++ branches/robast-1.2/pkg/RobAStBase/R/AllPlot.R 2018-07-28 22:55:06 UTC (rev 1062) @@ -70,8 +70,8 @@ ncols <- ceiling(dims0/nrows) yaxt0 <- xaxt0 <- rep("s",dims0) - if(!is.null(dots$xaxt)) xaxt0 <- rep(dots$xaxt, length.out=dims0) - if(!is.null(dots$yaxt)) yaxt0 <- rep(dots$yaxt, length.out=dims0) + if(!is.null(dots$xaxt)){ xaxt1 <- eval(dots$xaxt); xaxt0 <- rep(xaxt1, length.out=dims0)} + if(!is.null(dots$yaxt)){ yaxt1 <- eval(dots$yaxt); yaxt0 <- rep(yaxt1, length.out=dims0)} logArg <- NULL if(!is.null(dots[["log"]])) @@ -182,14 +182,30 @@ w0 <- getOption("warn") options(warn = -1) on.exit(options(warn = w0)) - if (!withSweave) - devNew() - + opar <- par(no.readonly = TRUE) omar <- par("mar") - if(mfColRow){ on.exit(par(opar)); - par(mfrow = c(nrows, ncols),mar = c(bmar,omar[2],tmar,omar[4])) } + on.exit(par(opar)) + if(mfColRow) par(mfrow = c(nrows, ncols)) else{ + if(!withSweave && length(dev.list())>0) devNew() + } + + + wmar <- FALSE + if(!missing(bmar)||!missing(tmar)){ + lpA <- max(dims0,1) + parArgsL <- vector("list",lpA) + wmar <- TRUE + if(missing(bmar)) bmar <- omar[1] + if(missing(tmar)) bmar <- omar[3] + bmar <- rep(bmar, length.out=lpA) + tmar <- rep(tmar, length.out=lpA) + for( i in 1:lpA) + parArgsL[[i]] <- list(mar = c(bmar[i],omar[2],tmar[i],omar[4])) + plotInfo$parArgsL <- parArgsL + } + dotsT$main <- dotsT$cex.main <- dotsT$col.main <- dotsT$line <- NULL dotsT["pch"] <- dotsT["cex"] <- NULL @@ -235,10 +251,13 @@ } + if(wmar) do.call(par,args=parArgsL[[i]]) + plotInfo$PlotArgs[[i]] <- c(list(x=x.vec1, y=y.vec1, type = plty, lty = lty, xlab = .mpresubs(xlab), ylab = .mpresubs(ylab), panel.first = pF[[i]], panel.last = pL), dotsP[[i]]) + do.call(plot, args=c(list(x=x.vec1, y=y.vec1, type = plty, lty = lty, xlab = .mpresubs(xlab), ylab = .mpresubs(ylab), panel.first = pF[[i]], @@ -356,6 +375,8 @@ adj.lbs <- matrix(rep(adj.lbs, length.out= dims0*2),nrow=2,ncol=dims0) } + lab.pts <- if(is.null(lab.pts)) paste(1:n) else rep(lab.pts,length.out=n) + if(attr.pre){ if(missing(pch.pts)) pch.pts <- 1 if(!length(pch.pts)==n) @@ -374,7 +395,6 @@ if(missing(col.lbs)) col.lbs <- col.pts if(!length(col.lbs)==n) col.lbs <- rep(col.lbs, length.out= n) - lab.pts <- if(is.null(lab.pts)) paste(1:n) else rep(lab.pts,length.out=n) } @@ -399,7 +419,7 @@ sel <- .SelectOrderData(y, ICabs.f, which.lbs, which.Order, which.nonlbs) plotInfo$sel <- sel - plotInfo$obj <- sel$ind1 + plotInfo$obj <- sel$ind i.d <- sel$ind i0.d <- sel$ind1 @@ -408,6 +428,7 @@ i.d.ns <- sel$ind.ns n.ns <- length(i.d.ns) + lab.pts <- lab.pts[sel$ind] if(attr.pre){ col.pts <- col.pts[sel$ind] col.npts <- col.pts[sel$ind.ns] @@ -415,7 +436,6 @@ pch.pts <- pch.pts[sel$ind] cex.npts <- cex.pts[sel$ind.ns] cex.pts <- cex.pts[sel$ind] - lab.pts <- lab.pts[sel$ind] cex.lbs <- cex.lbs[sel$ind,] col.lbs <- col.lbs[sel$ind] }else{ @@ -428,7 +448,6 @@ if(missing(cex.pts)) cex.pts <- 1 if(!length(cex.pts)==n.s) cex.pts <- rep(cex.pts, length.out= n.s) - lab.pts <- if(is.null(lab.pts)) paste(1:n.s) else rep(lab.pts,length.out=n.s) if(missing(pch.npts)) pch.npts <- 1 if(!length(pch.npts)==n.ns) Modified: branches/robast-1.2/pkg/RobAStBase/R/comparePlot.R =================================================================== [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1062 From noreply at r-forge.r-project.org Sun Jul 29 01:09:11 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 29 Jul 2018 01:09:11 +0200 (CEST) Subject: [Robast-commits] r1063 - branches/robast-1.1/pkg/ROptEst branches/robast-1.1/pkg/ROptEst/R branches/robast-1.1/pkg/ROptEst/man branches/robast-1.2/pkg/ROptEst branches/robast-1.2/pkg/ROptEst/R branches/robast-1.2/pkg/ROptEst/man pkg/ROptEst pkg/ROptEst/R pkg/ROptEst/man pkg/RobExtremes/man Message-ID: <20180728230911.D6D89183E3C@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-29 01:09:11 +0200 (Sun, 29 Jul 2018) New Revision: 1063 Modified: branches/robast-1.1/pkg/ROptEst/DESCRIPTION branches/robast-1.1/pkg/ROptEst/NAMESPACE branches/robast-1.1/pkg/ROptEst/R/comparePlot.R branches/robast-1.1/pkg/ROptEst/man/0ROptEst-package.Rd branches/robast-1.2/pkg/ROptEst/DESCRIPTION branches/robast-1.2/pkg/ROptEst/NAMESPACE branches/robast-1.2/pkg/ROptEst/R/comparePlot.R branches/robast-1.2/pkg/ROptEst/man/0ROptEst-package.Rd pkg/ROptEst/DESCRIPTION pkg/ROptEst/NAMESPACE pkg/ROptEst/R/comparePlot.R pkg/ROptEst/man/0ROptEst-package.Rd pkg/RobExtremes/man/0RobExtremes-package.Rd Log: [ROptEst] (simultaneous in trunk, branch 1.1, and branch 1.2): + updated DESCRIPTION / NAMESPACE file as to imports (now use dev.list() to check if to open a new device) fixed several bugs: + in 0ROptEst-package.Rd: updated Import field, added Encoding field + in example to plot(IC),infoPlot: added seed for reproducibility, expanded argument list + in NAMESPACE: added dev.list() into imports from grDevices + AllPlot, comparePlot, infoPlot: * in comparePlot: if return.Order now only return matched list items obj1..obj4 Modified: branches/robast-1.1/pkg/ROptEst/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/ROptEst/DESCRIPTION 2018-07-28 22:55:06 UTC (rev 1062) +++ branches/robast-1.1/pkg/ROptEst/DESCRIPTION 2018-07-28 23:09:11 UTC (rev 1063) @@ -6,7 +6,7 @@ classes and methods. Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.5), distrMod(>= 2.5.2), RandVar(>= 0.9.2), RobAStBase(>= 1.0) -Imports: startupmsg, MASS, stats, graphics, utils +Imports: startupmsg, MASS, stats, graphics, utils, grDevices Suggests: RobLox Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph"), email="Matthias.Kohl at stamats.de"), person("Mykhailo", "Pupashenko", role="ctb", Modified: branches/robast-1.1/pkg/ROptEst/NAMESPACE =================================================================== --- branches/robast-1.1/pkg/ROptEst/NAMESPACE 2018-07-28 22:55:06 UTC (rev 1062) +++ branches/robast-1.1/pkg/ROptEst/NAMESPACE 2018-07-28 23:09:11 UTC (rev 1063) @@ -5,6 +5,7 @@ import("distrMod") import("RobAStBase") importFrom("startupmsg", "buildStartupMessage", "infoShow") +importFrom("grDevices", "dev.list") importFrom("graphics", "abline", "axis", "box", "par", "points", "text", "matlines", "matpoints", "mtext", "title") Modified: branches/robast-1.1/pkg/ROptEst/R/comparePlot.R =================================================================== --- branches/robast-1.1/pkg/ROptEst/R/comparePlot.R 2018-07-28 22:55:06 UTC (rev 1062) +++ branches/robast-1.1/pkg/ROptEst/R/comparePlot.R 2018-07-28 23:09:11 UTC (rev 1063) @@ -88,6 +88,7 @@ ret$dots <- ret$args <- ret$call <- NULL plotInfo <- c(plotInfo, ret) class(plotInfo) <- c("plotInfo","DiagnInfo") - + if(return.Order){ whichRet <- names(plotInfo) %in% c("obj1","obj2","obj3","obj4") + return(plotInfo[whichRet])} return(invisible(plotInfo)) }) Modified: branches/robast-1.1/pkg/ROptEst/man/0ROptEst-package.Rd =================================================================== --- branches/robast-1.1/pkg/ROptEst/man/0ROptEst-package.Rd 2018-07-28 22:55:06 UTC (rev 1062) +++ branches/robast-1.1/pkg/ROptEst/man/0ROptEst-package.Rd 2018-07-28 23:09:11 UTC (rev 1063) @@ -16,12 +16,13 @@ Date: \tab 2018-07-16 \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 -Imports: \tab startupmsg \cr +Suggests: \tab RobLox\cr +Imports: \tab startupmsg, MASS, stats, graphics, utils, grDevices \cr ByteCompile: \tab yes \cr +Encoding: \tab latin1 \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr -VCS/SVNRevision: \tab 940 \cr +VCS/SVNRevision: \tab 1058 \cr } } \author{ Modified: branches/robast-1.2/pkg/ROptEst/DESCRIPTION =================================================================== --- branches/robast-1.2/pkg/ROptEst/DESCRIPTION 2018-07-28 22:55:06 UTC (rev 1062) +++ branches/robast-1.2/pkg/ROptEst/DESCRIPTION 2018-07-28 23:09:11 UTC (rev 1063) @@ -4,7 +4,7 @@ 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(>= 2.5), distrMod(>= 2.5.2), RandVar(>= 0.9.2), RobAStBase(>= 1.0) -Imports: startupmsg, MASS, stats, graphics, utils +Imports: startupmsg, MASS, stats, graphics, utils, grDevices Suggests: RobLox 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 Modified: branches/robast-1.2/pkg/ROptEst/NAMESPACE =================================================================== --- branches/robast-1.2/pkg/ROptEst/NAMESPACE 2018-07-28 22:55:06 UTC (rev 1062) +++ branches/robast-1.2/pkg/ROptEst/NAMESPACE 2018-07-28 23:09:11 UTC (rev 1063) @@ -5,6 +5,7 @@ import("distrMod") import("RobAStBase") importFrom("startupmsg", "buildStartupMessage", "infoShow") +importFrom("grDevices", "dev.list") importFrom("graphics", "abline", "axis", "box", "par", "points", "text", "matlines", "matpoints", "mtext", "title") Modified: branches/robast-1.2/pkg/ROptEst/R/comparePlot.R =================================================================== --- branches/robast-1.2/pkg/ROptEst/R/comparePlot.R 2018-07-28 22:55:06 UTC (rev 1062) +++ branches/robast-1.2/pkg/ROptEst/R/comparePlot.R 2018-07-28 23:09:11 UTC (rev 1063) @@ -88,6 +88,7 @@ ret$dots <- ret$args <- ret$call <- NULL plotInfo <- c(plotInfo, ret) class(plotInfo) <- c("plotInfo","DiagnInfo") - + if(return.Order){ whichRet <- names(plotInfo) %in% c("obj1","obj2","obj3","obj4") + return(plotInfo[whichRet])} return(invisible(plotInfo)) }) Modified: branches/robast-1.2/pkg/ROptEst/man/0ROptEst-package.Rd =================================================================== --- branches/robast-1.2/pkg/ROptEst/man/0ROptEst-package.Rd 2018-07-28 22:55:06 UTC (rev 1062) +++ branches/robast-1.2/pkg/ROptEst/man/0ROptEst-package.Rd 2018-07-28 23:09:11 UTC (rev 1063) @@ -14,11 +14,12 @@ Package: \tab ROptEst \cr Version: \tab 1.2.0 \cr Date: \tab 2018-07-25 \cr -Depends: \tab R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.5), distrMod(>= 2.5.2), +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 -Imports: \tab startupmsg \cr +Suggests: \tab RobLox\cr +Imports: \tab startupmsg, MASS, stats, graphics, utils, grDevices \cr ByteCompile: \tab yes \cr +Encoding: \tab latin1 \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr VCS/SVNRevision: \tab 1058 \cr Modified: pkg/ROptEst/DESCRIPTION =================================================================== --- pkg/ROptEst/DESCRIPTION 2018-07-28 22:55:06 UTC (rev 1062) +++ pkg/ROptEst/DESCRIPTION 2018-07-28 23:09:11 UTC (rev 1063) @@ -6,7 +6,7 @@ methods. Depends: R(>= 2.14.0), methods, distr(>= 2.5.2), distrEx(>= 2.5), distrMod(>= 2.5.2), RandVar(>= 0.9.2), RobAStBase(>= 1.0) -Imports: startupmsg, MASS, stats, graphics, utils +Imports: startupmsg, MASS, stats, graphics, utils, grDevices Suggests: RobLox 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 Modified: pkg/ROptEst/NAMESPACE =================================================================== --- pkg/ROptEst/NAMESPACE 2018-07-28 22:55:06 UTC (rev 1062) +++ pkg/ROptEst/NAMESPACE 2018-07-28 23:09:11 UTC (rev 1063) @@ -5,6 +5,7 @@ import("distrMod") import("RobAStBase") importFrom("startupmsg", "buildStartupMessage", "infoShow") +importFrom("grDevices", "dev.list") importFrom("graphics", "abline", "axis", "box", "par", "points", "text", "matlines", "matpoints", "mtext", "title") Modified: pkg/ROptEst/R/comparePlot.R =================================================================== --- pkg/ROptEst/R/comparePlot.R 2018-07-28 22:55:06 UTC (rev 1062) +++ pkg/ROptEst/R/comparePlot.R 2018-07-28 23:09:11 UTC (rev 1063) @@ -88,6 +88,7 @@ ret$dots <- ret$args <- ret$call <- NULL plotInfo <- c(plotInfo, ret) class(plotInfo) <- c("plotInfo","DiagnInfo") - + if(return.Order){ whichRet <- names(plotInfo) %in% c("obj1","obj2","obj3","obj4") + return(plotInfo[whichRet])} return(invisible(plotInfo)) }) Modified: pkg/ROptEst/man/0ROptEst-package.Rd =================================================================== --- pkg/ROptEst/man/0ROptEst-package.Rd 2018-07-28 22:55:06 UTC (rev 1062) +++ pkg/ROptEst/man/0ROptEst-package.Rd 2018-07-28 23:09:11 UTC (rev 1063) @@ -16,9 +16,10 @@ Date: \tab 2018-07-25 \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 -Imports: \tab startupmsg \cr +Suggests: \tab RobLox\cr +Imports: \tab startupmsg, MASS, stats, graphics, utils, grDevices \cr ByteCompile: \tab yes \cr +Encoding: \tab latin1 \cr License: \tab LGPL-3 \cr URL: \tab http://robast.r-forge.r-project.org/\cr VCS/SVNRevision: \tab 1057 \cr Modified: pkg/RobExtremes/man/0RobExtremes-package.Rd =================================================================== --- pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-28 22:55:06 UTC (rev 1062) +++ pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-28 23:09:11 UTC (rev 1063) @@ -11,7 +11,7 @@ extending packages \pkg{distr}, \pkg{distrEx}, \pkg{distrMod}, \pkg{robustbase}, \pkg{RobAStBase}, and \pkg{ROptEst}.} -\section{Distributions} +\section{Distributions}{ Importing from packages \pkg{actuar}, \pkg{evd}, it provides S4 classes and methods for the @@ -19,9 +19,9 @@ \item Generalized Extreme Value distribution (GEVD) \item Generalized Pareto distribution (GPD) \item Pareto distribution} -\cr +\cr} -\section{Functionals for Distributions} +\section{Functionals for Distributions}{ These distributions come together with particular methods for expectations. I.e., a functional E() as in package \pkg{distrEx}, which as first argument @@ -38,9 +38,9 @@ \pkg{robustbase}, we provide functionals for Sn and Qn. A new asymmetric version of the \code{mad}, \code{kMAD} gives yet another robust scale estimator (and functional). \cr +} +\section{Models and Estimators}{ -\section{Models and Estimators} - As to models, we provide the \itemize{ \item GPD model (with known threshold), together with (speeded-up) optimally @@ -68,9 +68,9 @@ For all these families, of course, MLEs and Minimum-Distance-Estimators are also available through package "distrMod". \cr +} +\section{Diagnostics}{ -\section{Diagnostics} - We bridge to the diagnostics provided by package "ismev", i.e. our return objects can be plugged into the diagnostics of this package.\cr @@ -87,15 +87,16 @@ \item qqplots (with confidence bands) via \code{qqplot} \item returnlevel plots via \code{returnlevelplot} } +\cr} -\section{Starting Point} +\section{Starting Point}{ As a starting point you may look at the included script \file{"RobFitsAtRealData.R"} in the scripts folder of the package, accessible by \code{file.path(system.file(package="RobExtremes"), - "scripts/RobFitsAtRealData.R")}. + "scripts/RobFitsAtRealData.R")}. \cr +} - \details{ \tabular{ll}{ Package: \tab RobExtremes \cr @@ -236,7 +237,7 @@ }} -\section{Acknowledgement} +\section{Acknowledgement}{ This package is joint work by Peter Ruckdeschel, Matthias Kohl, and Nataliya Horbenko (whose PhD thesis went into this package to a large extent), with contributions by Dasha Pupashenko, Misha Pupashenko, Gerald Kroisandt, @@ -245,7 +246,7 @@ (and gratefully ackknowledged). Thanks also goes to the maintainers of CRAN, in particully to Uwe Ligges who greatly helped us with finding an appropriate way to store the database of interpolating functions which allow the speed up --- this is now package RobAStRDA on CRAN. +-- this is now package RobAStRDA on CRAN.\cr} \author{ @@ -290,19 +291,19 @@ You may suppress the start-up banner/message completely by setting \code{options("StartupBanner"="off")} somewhere before loading this package by \code{library} or \code{require} in your R-code / R-session. - +% If option \code{"StartupBanner"} is not defined (default) or setting \code{options("StartupBanner"=NULL)} or \code{options("StartupBanner"="complete")} the complete start-up banner is displayed. - +% For any other value of option \code{"StartupBanner"} (i.e., not in \code{c(NULL,"off","complete")}) only the version information is displayed. - +% The same can be achieved by wrapping the \code{library} or \code{require} call into either \code{suppressStartupMessages()} or \code{onlytypeStartupMessages(.,atypes="version")}. - +% As for general \code{packageStartupMessage}'s, you may also suppress all the start-up banner by wrapping the \code{library} or \code{require} call into \code{suppressPackageStartupMessages()} from From noreply at r-forge.r-project.org Sun Jul 29 01:16:50 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 29 Jul 2018 01:16:50 +0200 (CEST) Subject: [Robast-commits] r1064 - branches/robast-1.2/pkg/RobExtremes/man pkg/RobExtremes/man Message-ID: <20180728231650.A9302183E3C@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-29 01:16:50 +0200 (Sun, 29 Jul 2018) New Revision: 1064 Modified: branches/robast-1.2/pkg/RobExtremes/man/0RobExtremes-package.Rd pkg/RobExtremes/man/0RobExtremes-package.Rd Log: [RobExtremes] unified 0RobExtremes-package.Rd in trunk branch1.1, and branch1.2 Modified: branches/robast-1.2/pkg/RobExtremes/man/0RobExtremes-package.Rd =================================================================== --- branches/robast-1.2/pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-28 23:09:11 UTC (rev 1063) +++ branches/robast-1.2/pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-28 23:16:50 UTC (rev 1064) @@ -18,9 +18,9 @@ \itemize{\item Gumbel distribution \item Generalized Extreme Value distribution (GEVD) \item Generalized Pareto distribution (GPD) - \item Pareto distribution}\cr + \item Pareto distribution} +\cr } - \section{Functionals for Distributions}{ These distributions come together with particular methods for expectations. @@ -37,7 +37,8 @@ In addition, extending estimators \code{Sn} and \code{Qn} from package \pkg{robustbase}, we provide functionals for Sn and Qn. A new asymmetric version of the \code{mad}, \code{kMAD} gives yet another robust -scale estimator (and functional). \cr} +scale estimator (and functional). \cr +} \section{Models and Estimators}{ @@ -69,7 +70,6 @@ For all these families, of course, MLEs and Minimum-Distance-Estimators are also available through package "distrMod". \cr } - \section{Diagnostics}{ We bridge to the diagnostics provided by package "ismev", i.e. our @@ -95,8 +95,8 @@ \file{"RobFitsAtRealData.R"} in the scripts folder of the package, accessible by \code{file.path(system.file(package="RobExtremes"), - "scripts/RobFitsAtRealData.R")}. \cr\cr -} + "scripts/RobFitsAtRealData.R")}. +\cr} \details{ \tabular{ll}{ Modified: pkg/RobExtremes/man/0RobExtremes-package.Rd =================================================================== --- pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-28 23:09:11 UTC (rev 1063) +++ pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-28 23:16:50 UTC (rev 1064) @@ -19,8 +19,8 @@ \item Generalized Extreme Value distribution (GEVD) \item Generalized Pareto distribution (GPD) \item Pareto distribution} -\cr} - +\cr +} \section{Functionals for Distributions}{ These distributions come together with particular methods for expectations. @@ -39,6 +39,7 @@ asymmetric version of the \code{mad}, \code{kMAD} gives yet another robust scale estimator (and functional). \cr } + \section{Models and Estimators}{ As to models, we provide the @@ -86,16 +87,16 @@ \itemize{ \item qqplots (with confidence bands) via \code{qqplot} \item returnlevel plots via \code{returnlevelplot} +}\cr } -\cr} \section{Starting Point}{ As a starting point you may look at the included script \file{"RobFitsAtRealData.R"} in the scripts folder of the package, accessible by \code{file.path(system.file(package="RobExtremes"), - "scripts/RobFitsAtRealData.R")}. \cr -} + "scripts/RobFitsAtRealData.R")}. +\cr} \details{ \tabular{ll}{ From noreply at r-forge.r-project.org Sun Jul 29 12:02:45 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 29 Jul 2018 12:02:45 +0200 (CEST) Subject: [Robast-commits] r1065 - branches/robast-1.1/pkg/RobExtremesBuffer Message-ID: <20180729100245.C9B0A184A5B@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-29 12:02:44 +0200 (Sun, 29 Jul 2018) New Revision: 1065 Added: branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos1Gammafamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos1Gammafamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos2Gammafamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos2Gammafamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos3Gammafamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos3Gammafamily.txt Log: [RobExtremesBuffer] branch 1.1: recomputed Gamma-MBRE grid -- parts 1-3 (4 still to come) Added: branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos1Gammafamily.csv 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branches/robast-1.1/pkg/RobExtremesBuffer Message-ID: <20180729100749.AB6FD189338@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-29 12:07:35 +0200 (Sun, 29 Jul 2018) New Revision: 1066 Added: branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos4Gammafamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos4Gammafamily.txt Log: [RobExtremesBuffer] branch 1.1: recomputed Gamma-MBRE grid block 4 Added: branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos4Gammafamily.csv =================================================================== --- branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos4Gammafamily.csv (rev 0) +++ branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos4Gammafamily.csv 2018-07-29 10:07:35 UTC (rev 1066) @@ -0,0 +1,172 @@ +" 7.31846290192912807271" "16.85950621425777029572" "-0.00453614109944971457" " 0.03847953645815452989" "-0.05060446122009466807" " 0.03158619033525350561" " 0.01611028377092581232" 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"-4.8898565136683553e-01" "-4.8888883544677836e-01" " 4.0540340847065015e-01" -" 8.2955852298322075e-01" "-2.9714261994696386e+07" "-2.2147270222553903e-01" " 1.2561346255479641e-01" "-1.8422447063220612e-01" " 1.1087917432205406e-02" " 9.6970962112204395e-01" "-4.9117933651282158e-01" "-4.9109516160457556e-01" " 4.0831124340520575e-01" " 9.6970805995862985e-01" "-4.9119167159776966e-01" "-4.9109410513709562e-01" " 4.0831702652823187e-01" -" 8.4397755876471581e-01" "-3.8708352571841151e+07" "-2.2186207470544980e-01" " 1.2827473272269801e-01" "-1.8372211410785558e-01" " 1.7969460268730322e-02" " 9.6617358230105876e-01" "-5.0060372683187615e-01" "-5.0051626404517435e-01" " 4.2089589024821833e-01" " 9.6617197541552247e-01" "-5.0061606437306405e-01" "-5.0051523712746548e-01" " 4.2090174701463706e-01" [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1067 From noreply at r-forge.r-project.org Sun Jul 29 12:22:23 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 29 Jul 2018 12:22:23 +0200 (CEST) Subject: [Robast-commits] r1068 - branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation Message-ID: <20180729102223.C964D188684@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-29 12:22:23 +0200 (Sun, 29 Jul 2018) New Revision: 1068 Modified: branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R Log: [RobExtremes] branch 1.1 saved code to recompute MBRE Modified: branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R 2018-07-29 10:21:35 UTC (rev 1067) +++ branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R 2018-07-29 10:22:23 UTC (rev 1068) @@ -5,8 +5,8 @@ ### open R session require(RobExtremes) ### -> change this according to where you checked out the svn repo: -#.basepath <- "C:/rtest/RobASt/branches/robast-1.0./pkg" -.basepath <- "/p/fm/PeterRuckdeschel/rtest/RobASt/branches/robast-1.0/pkg" +.basepath <- "C:/rtest/RobASt/branches/robast-1.1/pkg" +#.basepath <- "/p/fm/PeterRuckdeschel/rtest/RobASt/branches/robast-1.1/pkg" .myFolderTo <- file.path(.basepath,"RobExtremesBuffer") ## <- oldwd <- getwd() @@ -48,8 +48,43 @@ # # in the end, the results are stored in files like # interpol.OMSEpos1GEVUFamily.csv in -# + + +# done 20180729: recomputation MBRE grid for Gamma if(FALSE){ + ## Block01:: interpol.MBREpos1Gammafamily.csv + PF <- GammaFamily() + .svInt(.MBRE.th, PFam=PF, xiGrid = xiGridpos1,namFzus="pos1") +} +if(FALSE){ + ## Block02:: interpol.MBREpos2Gammafamily.csv + PF <- GammaFamily() + .svInt(.MBRE.th, PFam=PF, xiGrid = xiGridpos2,namFzus="pos2") +} +if(FALSE){ + ## Block03:: interpol.MBREpos3Gammafamily.csv + PF <- GammaFamily() + .svInt(.MBRE.th, PFam=PF, xiGrid = xiGridpos3,namFzus="pos3") +} +if(FALSE){ + ## Block04:: interpol.MBREpos4Gammafamily.csv + PF <- GammaFamily() + .svInt(.MBRE.th, PFam=PF, xiGrid = xiGridpos4,namFzus="pos4") +} + +if(FALSE){ +## merge blocks 1-4 + csv1 <- .readGridFromCSV("interpol.MBREpos1Gammafamily.csv") + csv2 <- .readGridFromCSV("interpol.MBREpos2Gammafamily.csv") + csv3 <- .readGridFromCSV("interpol.MBREpos3Gammafamily.csv") + csv4 <- .readGridFromCSV("interpol.MBREpos4Gammafamily.csv") + Grid <- rbind(csv1$Grid,csv2$Grid,csv3$Grid,csv4$Grid) + namPFam <- csv1$namPFam + namInSysdata <- ".MBRE" + .saveGridToCSV(Grid,"interpolGamma familyMBRE.csv",namPFam,namInSysdata) +} + +if(FALSE){ ## Block01:: interpol.RMXEpos1GEVUFamily.csv PF <- GEVFamilyMuUnknown(withPos=FALSE, ..name="GEVU Family") .svInt(.RMXE.th, PFam=PF, xiGrid = xiGridpos1,namFzus="pos1") From noreply at r-forge.r-project.org Sun Jul 29 15:06:16 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 29 Jul 2018 15:06:16 +0200 (CEST) Subject: [Robast-commits] r1069 - in branches/robast-1.1/pkg/RobExtremesBuffer: . MBRE-Gamma-presmooth Message-ID: <20180729130616.A7F79180309@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-29 15:06:16 +0200 (Sun, 29 Jul 2018) New Revision: 1069 Added: branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/ branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpol.MBREpos1Gammafamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpol.MBREpos1Gammafamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpol.MBREpos2Gammafamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpol.MBREpos2Gammafamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpol.MBREpos3Gammafamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpol.MBREpos3Gammafamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpol.MBREpos4Gammafamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpol.MBREpos4Gammafamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpolGamma familyMBRE.csv branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpolGamma familyMBRE.txt Removed: branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos1Gammafamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos1Gammafamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos2Gammafamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos2Gammafamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos3Gammafamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos3Gammafamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos4Gammafamily.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos4Gammafamily.txt branches/robast-1.1/pkg/RobExtremesBuffer/interpolGamma familyMBRE.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolGamma familyMBRE.txt Log: Gamma-MBRE grids smoothed Copied: branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpol.MBREpos1Gammafamily.csv (from rev 1068, branches/robast-1.1/pkg/RobExtremesBuffer/interpol.MBREpos1Gammafamily.csv) =================================================================== --- branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpol.MBREpos1Gammafamily.csv (rev 0) +++ branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpol.MBREpos1Gammafamily.csv 2018-07-29 13:06:16 UTC (rev 1069) @@ -0,0 +1,167 @@ +" 9.8153467067554900e-03" " 5.6516040333298119e+10" "-9.8153466955089551e-03" " 7.0662647147461599e-07" "-9.8153466955266944e-03" "-1.3725390327803542e+00" " 1.0000000000000000e+00" "-7.1992012008818281e-05" "-1.2924863224699653e-14" " 6.2439358470893540e-14" " 1.0000000000000000e+00" "-7.1992012008818281e-05" "-1.2924863224699653e-14" " 6.2439358470893540e-14" +" 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"-4.8474707532303263e-01" " 2.9637941095493819e-01" [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1069 From noreply at r-forge.r-project.org Sun Jul 29 15:08:29 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 29 Jul 2018 15:08:29 +0200 (CEST) Subject: [Robast-commits] r1070 - branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth Message-ID: <20180729130829.66817180309@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-29 15:08:29 +0200 (Sun, 29 Jul 2018) New Revision: 1070 Added: branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpolGamma familyMBRESmooth.csv branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpolGamma familyMBRESmooth.txt branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/sysdata.rda branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/sysdataS.rda branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/sysdataS1.rda Log: Gamma MBRE Smooth rests Added: branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpolGamma familyMBRESmooth.csv =================================================================== --- branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpolGamma familyMBRESmooth.csv (rev 0) +++ branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpolGamma familyMBRESmooth.csv 2018-07-29 13:08:29 UTC (rev 1070) @@ -0,0 +1,678 @@ +" 9.8153467067554900e-03" " 5.6516040333298119e+10" "-9.8081767986423971e-03" " 2.1666472200434505e-04" "-6.0084827186114680e-02" "-1.3449330204409720e+00" " 1.0000000000000000e+00" "-2.6107154652052784e-03" "-1.3513436729563778e-06" " 5.7267950841575984e-06" " 1.0000000000000000e+00" "-1.0840424358122672e-02" "-1.3551054677266759e-06" "-9.4530045251966512e-08" +" 1.0469703153872523e-02" " 3.8884097638731256e+09" "-1.0461691631907750e-02" " 2.3230251696696052e-04" "-6.0379970410292090e-02" "-1.3417576947369620e+00" " 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r-forge.r-project.org Sun Jul 29 15:09:15 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 29 Jul 2018 15:09:15 +0200 (CEST) Subject: [Robast-commits] r1071 - branches/robast-1.1/pkg/RobExtremesBuffer Message-ID: <20180729130915.2AABB180309@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-29 15:09:14 +0200 (Sun, 29 Jul 2018) New Revision: 1071 Added: branches/robast-1.1/pkg/RobExtremesBuffer/interpolGamma familyMBRE.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolGamma familyMBRE.txt Log: smoothed Gamma grids (yet without interpolators) ready... Added: branches/robast-1.1/pkg/RobExtremesBuffer/interpolGamma familyMBRE.csv =================================================================== --- branches/robast-1.1/pkg/RobExtremesBuffer/interpolGamma familyMBRE.csv (rev 0) +++ branches/robast-1.1/pkg/RobExtremesBuffer/interpolGamma familyMBRE.csv 2018-07-29 13:09:14 UTC (rev 1071) @@ -0,0 +1,678 @@ +" 9.8153467067554900e-03" " 5.6516040333298119e+10" "-9.8081767986423971e-03" " 2.1666472200434505e-04" "-6.0084827186114680e-02" "-1.3449330204409720e+00" " 1.0000000000000000e+00" "-2.6107154652052784e-03" "-1.3513436729563778e-06" " 5.7267950841575984e-06" " 1.0000000000000000e+00" "-1.0840424358122672e-02" "-1.3551054677266759e-06" "-9.4530045251966512e-08" +" 1.0469703153872523e-02" " 3.8884097638731256e+09" "-1.0461691631907750e-02" " 2.3230251696696052e-04" "-6.0379970410292090e-02" "-1.3417576947369620e+00" " 1.0000000000000000e+00" "-4.3276139180192484e-03" "-9.3892931937195278e-07" " 5.4215913180524626e-06" " 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"-4.6561915607184806e-01" " 2.7518488123637541e-01" +" 8.2955852298322075e-01" " 3.0715253733944077e+00" "-2.3438464976071754e-01" " 1.1487501914964521e-01" "-1.9690888709798163e-01" " 8.8920814720503033e-02" " 1.0000000000000000e+00" "-4.6906491250440430e-01" "-4.6917951220924764e-01" " 2.7915239005755033e-01" " 1.0000000000000000e+00" "-4.6917530855505057e-01" "-4.6917952678575864e-01" " 2.7908520138605492e-01" +" 8.4397755876471581e-01" " 3.0780276501120096e+00" "-2.3541733063004097e-01" " 1.1934160106505033e-01" "-1.9546387391428247e-01" " 9.0123761512322459e-02" " 1.0000000000000000e+00" "-4.8462964894751775e-01" "-4.8461244228513856e-01" " 2.9630401062878170e-01" " 1.0000000000000000e+00" "-4.8460382976835781e-01" "-4.8461548328640897e-01" " 2.9625585248599323e-01" [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1071 From noreply at r-forge.r-project.org Sun Jul 29 15:18:26 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 29 Jul 2018 15:18:26 +0200 (CEST) Subject: [Robast-commits] r1072 - branches/robast-1.1/pkg/RobAStRDA/R branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation branches/robast-1.1/pkg/RobExtremesBuffer branches/robast-1.2/pkg/RobAStRDA/R branches/robast-1.2/pkg/RobExtremes/inst/AddMaterial/interpolation pkg/RobAStRDA/R pkg/RobExtremes/inst/AddMaterial/interpolation Message-ID: <20180729131826.6D4F9189FE5@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-29 15:18:26 +0200 (Sun, 29 Jul 2018) New Revision: 1072 Modified: branches/robast-1.1/pkg/RobAStRDA/R/sysdata.rda branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation/plotInterpol.R branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGridsOnlyR-3.5.1rc.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpMerge.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpMergeZip.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpOnlyR-3.5.1rc.rda branches/robast-1.2/pkg/RobAStRDA/R/sysdata.rda branches/robast-1.2/pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R branches/robast-1.2/pkg/RobExtremes/inst/AddMaterial/interpolation/plotInterpol.R pkg/RobAStRDA/R/sysdata.rda pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R pkg/RobExtremes/inst/AddMaterial/interpolation/plotInterpol.R Log: [RobAStRDA] trunk & branch 1.2 & branch1.1: recreated sysdata.rda / MBRE for Gamma Modified: branches/robast-1.1/pkg/RobAStRDA/R/sysdata.rda =================================================================== (Binary files differ) Modified: branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R 2018-07-29 13:09:14 UTC (rev 1071) +++ branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R 2018-07-29 13:18:26 UTC (rev 1072) @@ -82,6 +82,17 @@ namPFam <- csv1$namPFam namInSysdata <- ".MBRE" .saveGridToCSV(Grid,"interpolGamma familyMBRE.csv",namPFam,namInSysdata) + RobAStRDA:::.saveGridToRda(fromFileCSV="interpolGamma familyMBRE.csv",toFileRDA = "sysdata.rda") + +myplot <- function(whichLM, plotGridRestriction = NULL, + df = NULL, gridRestrForSmooth = NULL, withSmooth=TRUE, ..., filen="sysdata.rda") + plotLM("MBRE",Famnam="Gam",whichLM=whichLM, baseDir=baseDir0, withSmooth=withSmooth, + plotGridRestriction=plotGridRestriction, + smoothtry = TRUE, df = df, + gridRestrForSmooth = gridRestrForSmooth, ..., rdaFilen=filen) + +myplot(1, gridR=c(200:700),withS=TRUE) +myplot(1, gridR=c(1:183,228:234,242:286,293), withS=FALSE) } if(FALSE){ Modified: branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation/plotInterpol.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation/plotInterpol.R 2018-07-29 13:09:14 UTC (rev 1071) +++ branches/robast-1.1/pkg/RobExtremes/inst/AddMaterial/interpolation/plotInterpol.R 2018-07-29 13:18:26 UTC (rev 1072) @@ -3,7 +3,9 @@ withSmooth = FALSE, plotGridRestriction = NULL, smoothtry = FALSE, df = NULL, gridRestrForSmooth = NULL, prehook={}, posthook={}, ylab=NULL, xlab=NULL, main = NULL, - lwd=NULL, lty= NULL, col =NULL, inputSmooth = FALSE, ...){ + lwd=NULL, lty= NULL, col =NULL, inputSmooth = FALSE, ..., + rdaFilen = "sysdata.rda", + rdaRelPath = "branches/robast-1.1/pkg/RobExtremesBuffer"){ ## Gridnam in (Sn,OMSE,RMXE,MBRE) ## uses partial matching!! ## Famnam in "Generalized Pareto Family", ## uses partial matching!! ## "GEV Family", @@ -55,7 +57,7 @@ # with columnwise restrictions of \code{Y} (and \code{NULL} entries # are interpreted as no restriction). } - file <- file.path(baseDir, "branches/robast-1.0/pkg/RobExtremesBuffer/sysdata.rda") + file <- file.path(baseDir, rdaRelPath, rdaFilen) # file <- file.path(baseDir, "branches/robast-1.0/pkg/RobAStRDA/R/sysdata.rda") if(!file.exists(file)) stop("Fehler mit Checkout") nE <- new.env() Modified: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda =================================================================== (Binary files differ) Modified: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGridsOnlyR-3.5.1rc.rda =================================================================== (Binary files differ) Modified: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpMerge.rda =================================================================== (Binary files differ) Modified: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpMergeZip.rda =================================================================== (Binary files differ) Modified: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda =================================================================== (Binary files differ) Modified: branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpOnlyR-3.5.1rc.rda =================================================================== (Binary files differ) Modified: branches/robast-1.2/pkg/RobAStRDA/R/sysdata.rda =================================================================== (Binary files differ) Modified: branches/robast-1.2/pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R =================================================================== --- branches/robast-1.2/pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R 2018-07-29 13:09:14 UTC (rev 1071) +++ branches/robast-1.2/pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R 2018-07-29 13:18:26 UTC (rev 1072) @@ -5,8 +5,8 @@ ### open R session require(RobExtremes) ### -> change this according to where you checked out the svn repo: -#.basepath <- "C:/rtest/RobASt/branches/robast-1.0./pkg" -.basepath <- "/p/fm/PeterRuckdeschel/rtest/RobASt/branches/robast-1.0/pkg" +.basepath <- "C:/rtest/RobASt/branches/robast-1.1/pkg" +#.basepath <- "/p/fm/PeterRuckdeschel/rtest/RobASt/branches/robast-1.1/pkg" .myFolderTo <- file.path(.basepath,"RobExtremesBuffer") ## <- oldwd <- getwd() @@ -48,8 +48,54 @@ # # in the end, the results are stored in files like # interpol.OMSEpos1GEVUFamily.csv in -# + + +# done 20180729: recomputation MBRE grid for Gamma if(FALSE){ + ## Block01:: interpol.MBREpos1Gammafamily.csv + PF <- GammaFamily() + .svInt(.MBRE.th, PFam=PF, xiGrid = xiGridpos1,namFzus="pos1") +} +if(FALSE){ + ## Block02:: interpol.MBREpos2Gammafamily.csv + PF <- GammaFamily() + .svInt(.MBRE.th, PFam=PF, xiGrid = xiGridpos2,namFzus="pos2") +} +if(FALSE){ + ## Block03:: interpol.MBREpos3Gammafamily.csv + PF <- GammaFamily() + .svInt(.MBRE.th, PFam=PF, xiGrid = xiGridpos3,namFzus="pos3") +} +if(FALSE){ + ## Block04:: interpol.MBREpos4Gammafamily.csv + PF <- GammaFamily() + .svInt(.MBRE.th, PFam=PF, xiGrid = xiGridpos4,namFzus="pos4") +} + +if(FALSE){ +## merge blocks 1-4 + csv1 <- .readGridFromCSV("interpol.MBREpos1Gammafamily.csv") + csv2 <- .readGridFromCSV("interpol.MBREpos2Gammafamily.csv") + csv3 <- .readGridFromCSV("interpol.MBREpos3Gammafamily.csv") + csv4 <- .readGridFromCSV("interpol.MBREpos4Gammafamily.csv") + Grid <- rbind(csv1$Grid,csv2$Grid,csv3$Grid,csv4$Grid) + namPFam <- csv1$namPFam + namInSysdata <- ".MBRE" + .saveGridToCSV(Grid,"interpolGamma familyMBRE.csv",namPFam,namInSysdata) + RobAStRDA:::.saveGridToRda(fromFileCSV="interpolGamma familyMBRE.csv",toFileRDA = "sysdata.rda") + +myplot <- function(whichLM, plotGridRestriction = NULL, + df = NULL, gridRestrForSmooth = NULL, withSmooth=TRUE, ..., filen="sysdata.rda") + plotLM("MBRE",Famnam="Gam",whichLM=whichLM, baseDir=baseDir0, withSmooth=withSmooth, + plotGridRestriction=plotGridRestriction, + smoothtry = TRUE, df = df, + gridRestrForSmooth = gridRestrForSmooth, ..., rdaFilen=filen) + +myplot(1, gridR=c(200:700),withS=TRUE) +myplot(1, gridR=c(1:183,228:234,242:286,293), withS=FALSE) +} + +if(FALSE){ ## Block01:: interpol.RMXEpos1GEVUFamily.csv PF <- GEVFamilyMuUnknown(withPos=FALSE, ..name="GEVU Family") .svInt(.RMXE.th, PFam=PF, xiGrid = xiGridpos1,namFzus="pos1") Modified: branches/robast-1.2/pkg/RobExtremes/inst/AddMaterial/interpolation/plotInterpol.R =================================================================== --- branches/robast-1.2/pkg/RobExtremes/inst/AddMaterial/interpolation/plotInterpol.R 2018-07-29 13:09:14 UTC (rev 1071) +++ branches/robast-1.2/pkg/RobExtremes/inst/AddMaterial/interpolation/plotInterpol.R 2018-07-29 13:18:26 UTC (rev 1072) @@ -3,7 +3,9 @@ withSmooth = FALSE, plotGridRestriction = NULL, smoothtry = FALSE, df = NULL, gridRestrForSmooth = NULL, prehook={}, posthook={}, ylab=NULL, xlab=NULL, main = NULL, - lwd=NULL, lty= NULL, col =NULL, inputSmooth = FALSE, ...){ + lwd=NULL, lty= NULL, col =NULL, inputSmooth = FALSE, ..., + rdaFilen = "sysdata.rda", + rdaRelPath = "branches/robast-1.1/pkg/RobExtremesBuffer"){ ## Gridnam in (Sn,OMSE,RMXE,MBRE) ## uses partial matching!! ## Famnam in "Generalized Pareto Family", ## uses partial matching!! ## "GEV Family", @@ -55,7 +57,7 @@ # with columnwise restrictions of \code{Y} (and \code{NULL} entries # are interpreted as no restriction). } - file <- file.path(baseDir, "branches/robast-1.0/pkg/RobExtremesBuffer/sysdata.rda") + file <- file.path(baseDir, rdaRelPath, rdaFilen) # file <- file.path(baseDir, "branches/robast-1.0/pkg/RobAStRDA/R/sysdata.rda") if(!file.exists(file)) stop("Fehler mit Checkout") nE <- new.env() Modified: pkg/RobAStRDA/R/sysdata.rda =================================================================== (Binary files differ) Modified: pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R =================================================================== --- pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R 2018-07-29 13:09:14 UTC (rev 1071) +++ pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R 2018-07-29 13:18:26 UTC (rev 1072) @@ -5,8 +5,8 @@ ### open R session require(RobExtremes) ### -> change this according to where you checked out the svn repo: -#.basepath <- "C:/rtest/RobASt/branches/robast-1.0./pkg" -.basepath <- "/p/fm/PeterRuckdeschel/rtest/RobASt/branches/robast-1.0/pkg" +.basepath <- "C:/rtest/RobASt/branches/robast-1.1/pkg" +#.basepath <- "/p/fm/PeterRuckdeschel/rtest/RobASt/branches/robast-1.1/pkg" .myFolderTo <- file.path(.basepath,"RobExtremesBuffer") ## <- oldwd <- getwd() @@ -48,8 +48,54 @@ # # in the end, the results are stored in files like # interpol.OMSEpos1GEVUFamily.csv in -# + + +# done 20180729: recomputation MBRE grid for Gamma if(FALSE){ + ## Block01:: interpol.MBREpos1Gammafamily.csv + PF <- GammaFamily() + .svInt(.MBRE.th, PFam=PF, xiGrid = xiGridpos1,namFzus="pos1") +} +if(FALSE){ + ## Block02:: interpol.MBREpos2Gammafamily.csv + PF <- GammaFamily() + .svInt(.MBRE.th, PFam=PF, xiGrid = xiGridpos2,namFzus="pos2") +} +if(FALSE){ + ## Block03:: interpol.MBREpos3Gammafamily.csv + PF <- GammaFamily() + .svInt(.MBRE.th, PFam=PF, xiGrid = xiGridpos3,namFzus="pos3") +} +if(FALSE){ + ## Block04:: interpol.MBREpos4Gammafamily.csv + PF <- GammaFamily() + .svInt(.MBRE.th, PFam=PF, xiGrid = xiGridpos4,namFzus="pos4") +} + +if(FALSE){ +## merge blocks 1-4 + csv1 <- .readGridFromCSV("interpol.MBREpos1Gammafamily.csv") + csv2 <- .readGridFromCSV("interpol.MBREpos2Gammafamily.csv") + csv3 <- .readGridFromCSV("interpol.MBREpos3Gammafamily.csv") + csv4 <- .readGridFromCSV("interpol.MBREpos4Gammafamily.csv") + Grid <- rbind(csv1$Grid,csv2$Grid,csv3$Grid,csv4$Grid) + namPFam <- csv1$namPFam + namInSysdata <- ".MBRE" + .saveGridToCSV(Grid,"interpolGamma familyMBRE.csv",namPFam,namInSysdata) + RobAStRDA:::.saveGridToRda(fromFileCSV="interpolGamma familyMBRE.csv",toFileRDA = "sysdata.rda") + +myplot <- function(whichLM, plotGridRestriction = NULL, + df = NULL, gridRestrForSmooth = NULL, withSmooth=TRUE, ..., filen="sysdata.rda") + plotLM("MBRE",Famnam="Gam",whichLM=whichLM, baseDir=baseDir0, withSmooth=withSmooth, + plotGridRestriction=plotGridRestriction, + smoothtry = TRUE, df = df, + gridRestrForSmooth = gridRestrForSmooth, ..., rdaFilen=filen) + +myplot(1, gridR=c(200:700),withS=TRUE) +myplot(1, gridR=c(1:183,228:234,242:286,293), withS=FALSE) +} + +if(FALSE){ ## Block01:: interpol.RMXEpos1GEVUFamily.csv PF <- GEVFamilyMuUnknown(withPos=FALSE, ..name="GEVU Family") .svInt(.RMXE.th, PFam=PF, xiGrid = xiGridpos1,namFzus="pos1") Modified: pkg/RobExtremes/inst/AddMaterial/interpolation/plotInterpol.R =================================================================== --- pkg/RobExtremes/inst/AddMaterial/interpolation/plotInterpol.R 2018-07-29 13:09:14 UTC (rev 1071) +++ pkg/RobExtremes/inst/AddMaterial/interpolation/plotInterpol.R 2018-07-29 13:18:26 UTC (rev 1072) @@ -3,7 +3,9 @@ withSmooth = FALSE, plotGridRestriction = NULL, smoothtry = FALSE, df = NULL, gridRestrForSmooth = NULL, prehook={}, posthook={}, ylab=NULL, xlab=NULL, main = NULL, - lwd=NULL, lty= NULL, col =NULL, inputSmooth = FALSE, ...){ + lwd=NULL, lty= NULL, col =NULL, inputSmooth = FALSE, ..., + rdaFilen = "sysdata.rda", + rdaRelPath = "branches/robast-1.1/pkg/RobExtremesBuffer"){ ## Gridnam in (Sn,OMSE,RMXE,MBRE) ## uses partial matching!! ## Famnam in "Generalized Pareto Family", ## uses partial matching!! ## "GEV Family", @@ -55,7 +57,7 @@ # with columnwise restrictions of \code{Y} (and \code{NULL} entries # are interpreted as no restriction). } - file <- file.path(baseDir, "branches/robast-1.0/pkg/RobExtremesBuffer/sysdata.rda") + file <- file.path(baseDir, rdaRelPath, rdaFilen) # file <- file.path(baseDir, "branches/robast-1.0/pkg/RobAStRDA/R/sysdata.rda") if(!file.exists(file)) stop("Fehler mit Checkout") nE <- new.env() From noreply at r-forge.r-project.org Sun Jul 29 16:09:12 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 29 Jul 2018 16:09:12 +0200 (CEST) Subject: [Robast-commits] r1073 - branches/robast-1.1/pkg/RobAStRDA/R branches/robast-1.1/pkg/RobExtremesBuffer branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth branches/robast-1.2/pkg/RobAStRDA/R pkg/RobAStRDA/R Message-ID: <20180729140912.77822189FE5@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-29 16:09:12 +0200 (Sun, 29 Jul 2018) New Revision: 1073 Modified: branches/robast-1.1/pkg/RobAStRDA/R/sysdata.rda branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpolGamma familyMBRESmooth.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolGamma familyMBRE.csv branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGridsOnlyR-3.5.1rc.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpMerge.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpMergeZip.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpOnlyR-3.5.1rc.rda branches/robast-1.2/pkg/RobAStRDA/R/sysdata.rda pkg/RobAStRDA/R/sysdata.rda Log: [RobAStRDA] trunk & branch 1.1 & branch 1.2 reproduced grid (now with symmetry in LM A (in weight and outside)) Modified: branches/robast-1.1/pkg/RobAStRDA/R/sysdata.rda =================================================================== (Binary files differ) Modified: branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpolGamma familyMBRESmooth.csv =================================================================== --- branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpolGamma familyMBRESmooth.csv 2018-07-29 13:18:26 UTC (rev 1072) +++ branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpolGamma familyMBRESmooth.csv 2018-07-29 14:09:12 UTC (rev 1073) @@ -1,678 +1,678 @@ -" 9.8153467067554900e-03" " 5.6516040333298119e+10" "-9.8081767986423971e-03" " 2.1666472200434505e-04" "-6.0084827186114680e-02" "-1.3449330204409720e+00" " 1.0000000000000000e+00" "-2.6107154652052784e-03" "-1.3513436729563778e-06" " 5.7267950841575984e-06" " 1.0000000000000000e+00" "-1.0840424358122672e-02" "-1.3551054677266759e-06" "-9.4530045251966512e-08" -" 1.0469703153872523e-02" " 3.8884097638731256e+09" "-1.0461691631907750e-02" " 2.3230251696696052e-04" "-6.0379970410292090e-02" "-1.3417576947369620e+00" " 1.0000000000000000e+00" "-4.3276139180192484e-03" "-9.3892931937195278e-07" " 5.4215913180524626e-06" " 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Date: Sun, 29 Jul 2018 16:43:36 +0200 (CEST) Subject: [Robast-commits] r1074 - branches/robast-1.1/pkg/RobAStRDA/R branches/robast-1.1/pkg/RobExtremesBuffer branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth branches/robast-1.2/pkg/RobAStRDA/R pkg/RobAStRDA/R Message-ID: <20180729144336.30825189FE5@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-29 16:43:35 +0200 (Sun, 29 Jul 2018) New Revision: 1074 Modified: branches/robast-1.1/pkg/RobAStRDA/R/sysdata.rda branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpolGamma familyMBRESmooth.csv branches/robast-1.1/pkg/RobExtremesBuffer/interpolGamma familyMBRE.csv branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGridsOnlyR-2.15.1.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataOnlyGridsOnlyR-3.5.1rc.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpMerge.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpMergeZip.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpOnlyR-2.15.1.rda branches/robast-1.1/pkg/RobExtremesBuffer/sysdataWithInterpOnlyR-3.5.1rc.rda branches/robast-1.2/pkg/RobAStRDA/R/sysdata.rda pkg/RobAStRDA/R/sysdata.rda Log: [RobAStRDA] trunk & branch 1.1 & branch 1.2 reproduced grid for MBRE Gamma (now with same LM A inside and outside weight) Modified: branches/robast-1.1/pkg/RobAStRDA/R/sysdata.rda =================================================================== (Binary files differ) Modified: branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpolGamma familyMBRESmooth.csv =================================================================== --- branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpolGamma familyMBRESmooth.csv 2018-07-29 14:09:12 UTC (rev 1073) +++ branches/robast-1.1/pkg/RobExtremesBuffer/MBRE-Gamma-presmooth/interpolGamma familyMBRESmooth.csv 2018-07-29 14:43:35 UTC (rev 1074) @@ -1,678 +1,678 @@ -" 9.8153467067554900e-03" 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2.7908520138605492e-01" -" 8.4397755876471581e-01" " 3.0780276501120096e+00" "-2.3541733063004097e-01" " 1.1934160106505033e-01" "-1.9546387391428247e-01" " 9.0123761512322459e-02" " 1.0000000000000000e+00" "-4.8462104561632813e-01" "-4.8462104561632813e-01" " 2.9630401062878170e-01" " 1.0000000000000000e+00" "-4.8460965652738341e-01" "-4.8460965652738341e-01" " 2.9625585248599323e-01" [TRUNCATED] To get the complete diff run: svnlook diff /svnroot/robast -r 1074 From noreply at r-forge.r-project.org Sun Jul 29 17:58:19 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 29 Jul 2018 17:58:19 +0200 (CEST) Subject: [Robast-commits] r1075 - branches/robast-1.1/pkg/RobAStBase/R branches/robast-1.2/pkg/RobAStBase/R pkg/RobAStBase/R Message-ID: <20180729155819.CE06118A576@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-29 17:58:19 +0200 (Sun, 29 Jul 2018) New Revision: 1075 Modified: branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R branches/robast-1.1/pkg/RobAStBase/R/infoPlot.R branches/robast-1.2/pkg/RobAStBase/R/AllPlot.R branches/robast-1.2/pkg/RobAStBase/R/comparePlot.R branches/robast-1.2/pkg/RobAStBase/R/infoPlot.R pkg/RobAStBase/R/AllPlot.R pkg/RobAStBase/R/comparePlot.R pkg/RobAStBase/R/infoPlot.R Log: [RobAStBase] trunk & branch 1.1 & branch 1.2: bugfix as to legend: arguments lwd and lty were not correctly passed through to legend in plot-IC and compareIC Modified: branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R 2018-07-29 14:43:35 UTC (rev 1074) +++ branches/robast-1.1/pkg/RobAStBase/R/AllPlot.R 2018-07-29 15:58:19 UTC (rev 1075) @@ -39,6 +39,7 @@ dots <- match.call(call = sys.call(sys.parent(1)), expand.dots = FALSE)$"..." dotsLeg <- dotsT <- dotsL <- .makedotsLowLevel(dots) + dotsLeg$lty <- dotsLeg$lwd <- dotsLeg$col <- NULL dotsP <- dots dotsP$type <- dotsP$lty <- dotsP$col <- dotsP$lwd <- NULL @@ -128,8 +129,9 @@ xlim <- .xylim$xlim; ylim <- .xylim$ylim if(missing(x.vec)) x.vec <- NULL - x.v.ret <- .getX.vec(distr, dims0, dots$lty, x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) + x.v.ret <- .getX.vec(distr, dims0, eval(dots$lty), x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) lty <- x.v.ret$lty; plty <- x.v.ret$plty; x.vec <- x.v.ret$x.vec + lwd <- if(is.null(dots$lwd)) 1 else eval(dots$lwd) .pFL <- .preparePanelFirstLast(with.automatic.grid , dims0, pF.0, pL.0, logArg, scaleX, scaleY, x.ticks, y.ticks, @@ -253,12 +255,14 @@ if(wmar) do.call(par,args=parArgsL[[i]]) - plotInfo$PlotArgs[[i]] <- c(list(x=x.vec1, y=y.vec1, type = plty, lty = lty, + plotInfo$PlotArgs[[i]] <- c(list(x=x.vec1, y=y.vec1, type = plty, + lty = lty, lwd = lwd, xlab = .mpresubs(xlab), ylab = .mpresubs(ylab), panel.first = pF[[i]], panel.last = pL), dotsP[[i]]) - do.call(plot, args=c(list(x=x.vec1, y=y.vec1, type = plty, lty = lty, + do.call(plot, args=c(list(x=x.vec1, y=y.vec1, type = plty, + lty = lty, lwd = lwd, xlab = .mpresubs(xlab), ylab = .mpresubs(ylab), panel.first = pF[[i]], panel.last = pL), dotsP[[i]])) @@ -294,9 +298,9 @@ y.vecD <- rescD$Y dotsL$lty <- NULL - do.call(lines,args=c(list(x.vecD, y.vecD, + do.call(lines,args=c(list(x.vecD, y.vecD, lwd = lwd, lty = "dotted"), dotsL)) - plotInfo$PlotLinesD[[i]] <- c(list(x.vecD, y.vecD, + plotInfo$PlotLinesD[[i]] <- c(list(x.vecD, y.vecD, lwd = lwd, lty = "dotted"), dotsL) } do.call(title,args=c(list(main = innerT[i]), dotsT, line = lineT, @@ -307,10 +311,12 @@ if(with.legend){ legend(.legendCoord(legend.location[[i]], scaleX[i], scaleX.fct[[i]], scaleY[i], scaleY.fct[[i]]), bg = legend.bg, - legend = legend[[i]], dotsLeg, cex = legend.cex*fac.leg) + legend = legend[[i]], dotsLeg, cex = legend.cex*fac.leg, + lwd = lwd, lty = lty) plotInfo$Legend[[i]] <- list(.legendCoord(legend.location[[i]], - scaleX[i], scaleX.fct[[i]], scaleY[i], scaleY.fct[[i]]), bg = legend.bg, - legend = legend[[i]], dotsLeg, cex = legend.cex*fac.leg) + scaleX[i], scaleX.fct[[i]], scaleY[i], scaleY.fct[[i]]), + bg = legend.bg, legend = legend[[i]], dotsLeg, + cex = legend.cex*fac.leg, lwd = lwd, lty = lty) } } Modified: branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R 2018-07-29 14:43:35 UTC (rev 1074) +++ branches/robast-1.1/pkg/RobAStBase/R/comparePlot.R 2018-07-29 15:58:19 UTC (rev 1075) @@ -78,6 +78,7 @@ dotsP$panel.last <- NULL dotsLeg <- dotsT <- dotsL <- .makedotsLowLevel(dots) + dotsLeg$lty <- dotsLeg$lwd <- dotsLeg$col <- NULL dots.points <- .makedotsPt(dots) ncomp <- 2+ (!missing(obj3)|!is.null(obj3)) + @@ -170,7 +171,7 @@ xlim <- .xylim$xlim; ylim <- .xylim$ylim; if(missing(x.vec)) x.vec <- NULL - x.v.ret <- .getX.vec(distr, dims0, dots$lty, x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) + x.v.ret <- .getX.vec(distr, dims0, eval(dots$lty), x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) lty <- x.v.ret$lty; plty <- x.v.ret$plty; x.vec <- x.v.ret$x.vec dims <- nrow(trafo(L2Fam at param)); ID <- diag(dims) @@ -684,10 +685,10 @@ if(is.null(legend)) legend <- xc legend(.legendCoord(legend.location, scaleX, scaleX.fct, scaleY, scaleY.fct[[i]]), col = col, bg = legend.bg, - legend = legend, dotsLeg, cex = legend.cex) + legend = legend, dotsLeg, cex = legend.cex, lwd = lwd, lty = lty) plotInfo$Legend[[i]] <- list(.legendCoord(legend.location, scaleX, scaleX.fct, scaleY, scaleY.fct[[i]]), col = col, bg = legend.bg, - legend = legend, dotsLeg, cex = legend.cex) + legend = legend, dotsLeg, cex = legend.cex, lwd = lwd, lty = lty) } cex.main <- if(!hasArg(cex.main)) par("cex.main") else dots$"cex.main" Modified: branches/robast-1.1/pkg/RobAStBase/R/infoPlot.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/infoPlot.R 2018-07-29 14:43:35 UTC (rev 1074) +++ branches/robast-1.1/pkg/RobAStBase/R/infoPlot.R 2018-07-29 15:58:19 UTC (rev 1075) @@ -167,7 +167,7 @@ xlim <- .xylim$xlim; ylim <- .xylim$ylim if(missing(x.vec)) x.vec <- NULL - x.v.ret <- .getX.vec(distr, dims1, dots$lty, x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) + x.v.ret <- .getX.vec(distr, dims1, eval(dots$lty), x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) lty <- x.v.ret$lty; plty <- x.v.ret$plty; x.vec <- x.v.ret$x.vec Modified: branches/robast-1.2/pkg/RobAStBase/R/AllPlot.R =================================================================== --- branches/robast-1.2/pkg/RobAStBase/R/AllPlot.R 2018-07-29 14:43:35 UTC (rev 1074) +++ branches/robast-1.2/pkg/RobAStBase/R/AllPlot.R 2018-07-29 15:58:19 UTC (rev 1075) @@ -39,6 +39,7 @@ dots <- match.call(call = sys.call(sys.parent(1)), expand.dots = FALSE)$"..." dotsLeg <- dotsT <- dotsL <- .makedotsLowLevel(dots) + dotsLeg$lty <- dotsLeg$lwd <- dotsLeg$col <- NULL dotsP <- dots dotsP$type <- dotsP$lty <- dotsP$col <- dotsP$lwd <- NULL @@ -128,8 +129,9 @@ xlim <- .xylim$xlim; ylim <- .xylim$ylim if(missing(x.vec)) x.vec <- NULL - x.v.ret <- .getX.vec(distr, dims0, dots$lty, x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) + x.v.ret <- .getX.vec(distr, dims0, eval(dots$lty), x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) lty <- x.v.ret$lty; plty <- x.v.ret$plty; x.vec <- x.v.ret$x.vec + lwd <- if(is.null(dots$lwd)) 1 else eval(dots$lwd) .pFL <- .preparePanelFirstLast(with.automatic.grid , dims0, pF.0, pL.0, logArg, scaleX, scaleY, x.ticks, y.ticks, @@ -253,12 +255,14 @@ if(wmar) do.call(par,args=parArgsL[[i]]) - plotInfo$PlotArgs[[i]] <- c(list(x=x.vec1, y=y.vec1, type = plty, lty = lty, + plotInfo$PlotArgs[[i]] <- c(list(x=x.vec1, y=y.vec1, type = plty, + lty = lty, lwd = lwd, xlab = .mpresubs(xlab), ylab = .mpresubs(ylab), panel.first = pF[[i]], panel.last = pL), dotsP[[i]]) - do.call(plot, args=c(list(x=x.vec1, y=y.vec1, type = plty, lty = lty, + do.call(plot, args=c(list(x=x.vec1, y=y.vec1, type = plty, + lty = lty, lwd = lwd, xlab = .mpresubs(xlab), ylab = .mpresubs(ylab), panel.first = pF[[i]], panel.last = pL), dotsP[[i]])) @@ -294,9 +298,9 @@ y.vecD <- rescD$Y dotsL$lty <- NULL - do.call(lines,args=c(list(x.vecD, y.vecD, + do.call(lines,args=c(list(x.vecD, y.vecD, lwd = lwd, lty = "dotted"), dotsL)) - plotInfo$PlotLinesD[[i]] <- c(list(x.vecD, y.vecD, + plotInfo$PlotLinesD[[i]] <- c(list(x.vecD, y.vecD, lwd = lwd, lty = "dotted"), dotsL) } do.call(title,args=c(list(main = innerT[i]), dotsT, line = lineT, @@ -307,10 +311,12 @@ if(with.legend){ legend(.legendCoord(legend.location[[i]], scaleX[i], scaleX.fct[[i]], scaleY[i], scaleY.fct[[i]]), bg = legend.bg, - legend = legend[[i]], dotsLeg, cex = legend.cex*fac.leg) + legend = legend[[i]], dotsLeg, cex = legend.cex*fac.leg, + lwd = lwd, lty = lty) plotInfo$Legend[[i]] <- list(.legendCoord(legend.location[[i]], - scaleX[i], scaleX.fct[[i]], scaleY[i], scaleY.fct[[i]]), bg = legend.bg, - legend = legend[[i]], dotsLeg, cex = legend.cex*fac.leg) + scaleX[i], scaleX.fct[[i]], scaleY[i], scaleY.fct[[i]]), + bg = legend.bg, legend = legend[[i]], dotsLeg, + cex = legend.cex*fac.leg, lwd = lwd, lty = lty) } } Modified: branches/robast-1.2/pkg/RobAStBase/R/comparePlot.R =================================================================== --- branches/robast-1.2/pkg/RobAStBase/R/comparePlot.R 2018-07-29 14:43:35 UTC (rev 1074) +++ branches/robast-1.2/pkg/RobAStBase/R/comparePlot.R 2018-07-29 15:58:19 UTC (rev 1075) @@ -78,6 +78,7 @@ dotsP$panel.last <- NULL dotsLeg <- dotsT <- dotsL <- .makedotsLowLevel(dots) + dotsLeg$lty <- dotsLeg$lwd <- dotsLeg$col <- NULL dots.points <- .makedotsPt(dots) ncomp <- 2+ (!missing(obj3)|!is.null(obj3)) + @@ -170,7 +171,7 @@ xlim <- .xylim$xlim; ylim <- .xylim$ylim; if(missing(x.vec)) x.vec <- NULL - x.v.ret <- .getX.vec(distr, dims0, dots$lty, x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) + x.v.ret <- .getX.vec(distr, dims0, eval(dots$lty), x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) lty <- x.v.ret$lty; plty <- x.v.ret$plty; x.vec <- x.v.ret$x.vec dims <- nrow(trafo(L2Fam at param)); ID <- diag(dims) @@ -684,10 +685,10 @@ if(is.null(legend)) legend <- xc legend(.legendCoord(legend.location, scaleX, scaleX.fct, scaleY, scaleY.fct[[i]]), col = col, bg = legend.bg, - legend = legend, dotsLeg, cex = legend.cex) + legend = legend, dotsLeg, cex = legend.cex, lwd = lwd, lty = lty) plotInfo$Legend[[i]] <- list(.legendCoord(legend.location, scaleX, scaleX.fct, scaleY, scaleY.fct[[i]]), col = col, bg = legend.bg, - legend = legend, dotsLeg, cex = legend.cex) + legend = legend, dotsLeg, cex = legend.cex, lwd = lwd, lty = lty) } cex.main <- if(!hasArg(cex.main)) par("cex.main") else dots$"cex.main" Modified: branches/robast-1.2/pkg/RobAStBase/R/infoPlot.R =================================================================== --- branches/robast-1.2/pkg/RobAStBase/R/infoPlot.R 2018-07-29 14:43:35 UTC (rev 1074) +++ branches/robast-1.2/pkg/RobAStBase/R/infoPlot.R 2018-07-29 15:58:19 UTC (rev 1075) @@ -167,7 +167,7 @@ xlim <- .xylim$xlim; ylim <- .xylim$ylim if(missing(x.vec)) x.vec <- NULL - x.v.ret <- .getX.vec(distr, dims1, dots$lty, x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) + x.v.ret <- .getX.vec(distr, dims1, eval(dots$lty), x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) lty <- x.v.ret$lty; plty <- x.v.ret$plty; x.vec <- x.v.ret$x.vec Modified: pkg/RobAStBase/R/AllPlot.R =================================================================== --- pkg/RobAStBase/R/AllPlot.R 2018-07-29 14:43:35 UTC (rev 1074) +++ pkg/RobAStBase/R/AllPlot.R 2018-07-29 15:58:19 UTC (rev 1075) @@ -39,6 +39,7 @@ dots <- match.call(call = sys.call(sys.parent(1)), expand.dots = FALSE)$"..." dotsLeg <- dotsT <- dotsL <- .makedotsLowLevel(dots) + dotsLeg$lty <- dotsLeg$lwd <- dotsLeg$col <- NULL dotsP <- dots dotsP$type <- dotsP$lty <- dotsP$col <- dotsP$lwd <- NULL @@ -128,8 +129,9 @@ xlim <- .xylim$xlim; ylim <- .xylim$ylim if(missing(x.vec)) x.vec <- NULL - x.v.ret <- .getX.vec(distr, dims0, dots$lty, x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) + x.v.ret <- .getX.vec(distr, dims0, eval(dots$lty), x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) lty <- x.v.ret$lty; plty <- x.v.ret$plty; x.vec <- x.v.ret$x.vec + lwd <- if(is.null(dots$lwd)) 1 else eval(dots$lwd) .pFL <- .preparePanelFirstLast(with.automatic.grid , dims0, pF.0, pL.0, logArg, scaleX, scaleY, x.ticks, y.ticks, @@ -253,12 +255,14 @@ if(wmar) do.call(par,args=parArgsL[[i]]) - plotInfo$PlotArgs[[i]] <- c(list(x=x.vec1, y=y.vec1, type = plty, lty = lty, + plotInfo$PlotArgs[[i]] <- c(list(x=x.vec1, y=y.vec1, type = plty, + lty = lty, lwd = lwd, xlab = .mpresubs(xlab), ylab = .mpresubs(ylab), panel.first = pF[[i]], panel.last = pL), dotsP[[i]]) - do.call(plot, args=c(list(x=x.vec1, y=y.vec1, type = plty, lty = lty, + do.call(plot, args=c(list(x=x.vec1, y=y.vec1, type = plty, + lty = lty, lwd = lwd, xlab = .mpresubs(xlab), ylab = .mpresubs(ylab), panel.first = pF[[i]], panel.last = pL), dotsP[[i]])) @@ -294,9 +298,9 @@ y.vecD <- rescD$Y dotsL$lty <- NULL - do.call(lines,args=c(list(x.vecD, y.vecD, + do.call(lines,args=c(list(x.vecD, y.vecD, lwd = lwd, lty = "dotted"), dotsL)) - plotInfo$PlotLinesD[[i]] <- c(list(x.vecD, y.vecD, + plotInfo$PlotLinesD[[i]] <- c(list(x.vecD, y.vecD, lwd = lwd, lty = "dotted"), dotsL) } do.call(title,args=c(list(main = innerT[i]), dotsT, line = lineT, @@ -307,10 +311,12 @@ if(with.legend){ legend(.legendCoord(legend.location[[i]], scaleX[i], scaleX.fct[[i]], scaleY[i], scaleY.fct[[i]]), bg = legend.bg, - legend = legend[[i]], dotsLeg, cex = legend.cex*fac.leg) + legend = legend[[i]], dotsLeg, cex = legend.cex*fac.leg, + lwd = lwd, lty = lty) plotInfo$Legend[[i]] <- list(.legendCoord(legend.location[[i]], - scaleX[i], scaleX.fct[[i]], scaleY[i], scaleY.fct[[i]]), bg = legend.bg, - legend = legend[[i]], dotsLeg, cex = legend.cex*fac.leg) + scaleX[i], scaleX.fct[[i]], scaleY[i], scaleY.fct[[i]]), + bg = legend.bg, legend = legend[[i]], dotsLeg, + cex = legend.cex*fac.leg, lwd = lwd, lty = lty) } } Modified: pkg/RobAStBase/R/comparePlot.R =================================================================== --- pkg/RobAStBase/R/comparePlot.R 2018-07-29 14:43:35 UTC (rev 1074) +++ pkg/RobAStBase/R/comparePlot.R 2018-07-29 15:58:19 UTC (rev 1075) @@ -78,6 +78,7 @@ dotsP$panel.last <- NULL dotsLeg <- dotsT <- dotsL <- .makedotsLowLevel(dots) + dotsLeg$lty <- dotsLeg$lwd <- dotsLeg$col <- NULL dots.points <- .makedotsPt(dots) ncomp <- 2+ (!missing(obj3)|!is.null(obj3)) + @@ -170,7 +171,7 @@ xlim <- .xylim$xlim; ylim <- .xylim$ylim; if(missing(x.vec)) x.vec <- NULL - x.v.ret <- .getX.vec(distr, dims0, dots$lty, x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) + x.v.ret <- .getX.vec(distr, dims0, eval(dots$lty), x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) lty <- x.v.ret$lty; plty <- x.v.ret$plty; x.vec <- x.v.ret$x.vec dims <- nrow(trafo(L2Fam at param)); ID <- diag(dims) @@ -684,10 +685,10 @@ if(is.null(legend)) legend <- xc legend(.legendCoord(legend.location, scaleX, scaleX.fct, scaleY, scaleY.fct[[i]]), col = col, bg = legend.bg, - legend = legend, dotsLeg, cex = legend.cex) + legend = legend, dotsLeg, cex = legend.cex, lwd = lwd, lty = lty) plotInfo$Legend[[i]] <- list(.legendCoord(legend.location, scaleX, scaleX.fct, scaleY, scaleY.fct[[i]]), col = col, bg = legend.bg, - legend = legend, dotsLeg, cex = legend.cex) + legend = legend, dotsLeg, cex = legend.cex, lwd = lwd, lty = lty) } cex.main <- if(!hasArg(cex.main)) par("cex.main") else dots$"cex.main" Modified: pkg/RobAStBase/R/infoPlot.R =================================================================== --- pkg/RobAStBase/R/infoPlot.R 2018-07-29 14:43:35 UTC (rev 1074) +++ pkg/RobAStBase/R/infoPlot.R 2018-07-29 15:58:19 UTC (rev 1075) @@ -167,7 +167,7 @@ xlim <- .xylim$xlim; ylim <- .xylim$ylim if(missing(x.vec)) x.vec <- NULL - x.v.ret <- .getX.vec(distr, dims1, dots$lty, x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) + x.v.ret <- .getX.vec(distr, dims1, eval(dots$lty), x.vec, scaleX, scaleX.fct, scaleX.inv, .xylim$xm, .xylim$xM) lty <- x.v.ret$lty; plty <- x.v.ret$plty; x.vec <- x.v.ret$x.vec From noreply at r-forge.r-project.org Sun Jul 29 20:06:43 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 29 Jul 2018 20:06:43 +0200 (CEST) Subject: [Robast-commits] r1076 - branches/robast-1.1/pkg/RobExtremes/R branches/robast-1.1/pkg/RobExtremes/inst/scripts branches/robast-1.2/pkg/RobExtremes/R branches/robast-1.2/pkg/RobExtremes/inst/scripts pkg/RobExtremes/R pkg/RobExtremes/inst/scripts Message-ID: <20180729180643.7915218962E@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-29 20:06:43 +0200 (Sun, 29 Jul 2018) New Revision: 1076 Modified: branches/robast-1.1/pkg/RobExtremes/R/internal-getpsi.R branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R branches/robast-1.2/pkg/RobExtremes/R/internal-getpsi.R branches/robast-1.2/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R pkg/RobExtremes/R/internal-getpsi.R pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R Log: [RobExtremes] trunk & branch 1.1 & branch 1.2 internal-getpsi now for MBRE uses the same LM A inside and outside weight (obtained by averaging); and a centering zi in the weight such that A %*% zi = centering outside updated Example script; now produces legends as well; inserted many calls to devNew() ... Modified: branches/robast-1.1/pkg/RobExtremes/R/internal-getpsi.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/R/internal-getpsi.R 2018-07-29 15:58:19 UTC (rev 1075) +++ branches/robast-1.1/pkg/RobExtremes/R/internal-getpsi.R 2018-07-29 18:06:43 UTC (rev 1076) @@ -18,15 +18,24 @@ .dbeta <- diag(c(beta,1)); .dbeta1 <- diag(c(1/beta,1)) b <- fct[[1]](xi) - a <- c(.dbeta%*%c(fct[[2]](xi),fct[[3]](xi))) - aw <- c(.dbeta1%*%c(fct[[4]](xi),fct[[5]](xi))) + + aa <- c(fct[[2]](xi),fct[[3]](xi)) + zi <- c(fct[[4]](xi),fct[[5]](xi)) am <- mean(c(fct[[7]](xi),fct[[8]](xi))) - A <- .dbeta%*%matrix(c(fct[[6]](xi),am,am,fct[[9]](xi)),2,2)%*%.dbeta + Aa <- matrix(c(fct[[6]](xi),am,am,fct[[9]](xi)),2,2) am <- mean(c(fct[[11]](xi),fct[[12]](xi))) - Aw <- matrix(c(fct[[10]](xi),am,am,fct[[13]](xi)),2,2)%*%.dbeta + Ai <- matrix(c(fct[[10]](xi),am,am,fct[[13]](xi)),2,2) + if(type==".MBRE"){ + ai <- Ai %*% zi + Am <- (Ai+Aa)/2; Ai <- Aa <- Am + am <- (ai+aa)/2; ai <- aa <- am + zi <- solve(Ai,ai) + } + a <- c(.dbeta%*%aa) + aw <- c(.dbeta1%*%zi) + A <- .dbeta%*%Aa%*%.dbeta + Aw <- Ai%*%.dbeta - - normt <- NormType() biast <- symmetricBias() nb <- ContNeighborhood(radius=0.5) @@ -73,16 +82,26 @@ .dbeta <- diag(c(beta,beta,1)); .dbeta1 <- diag(c(1/beta,1/beta,1)) b <- fct[[1]](xi) - a <- c(.dbeta%*%c(fct[[2]](xi),fct[[3]](xi),fct[[4]](xi))) - aw <- c(.dbeta1%*%c(fct[[5]](xi),fct[[6]](xi),fct[[7]](xi))) + aa <- c(fct[[2]](xi),fct[[3]](xi),fct[[4]](xi)) + zi <- c(fct[[5]](xi),fct[[6]](xi),fct[[7]](xi)) am1 <- mean(c(fct[[9]](xi),fct[[11]](xi))) am2 <- mean(c(fct[[10]](xi),fct[[14]](xi))) am3 <- mean(c(fct[[13]](xi),fct[[15]](xi))) - A <- .dbeta%*%matrix(c(fct[[8]](xi),am1,am2,am1,fct[[12]](xi),am3,am2,am3,fct[[16]](xi)),3,3)%*%.dbeta + Aa <- matrix(c(fct[[8]](xi),am1,am2,am1,fct[[12]](xi),am3,am2,am3,fct[[16]](xi)),3,3) am1 <- mean(c(fct[[18]](xi),fct[[20]](xi))) am2 <- mean(c(fct[[19]](xi),fct[[23]](xi))) am3 <- mean(c(fct[[22]](xi),fct[[24]](xi))) - Aw <- matrix(c(fct[[17]](xi),am1,am2,am1,fct[[21]](xi),am3,am2,am3,fct[[25]](xi)),3,3)%*%.dbeta + Ai <- matrix(c(fct[[8]](xi),am1,am2,am1,fct[[17]](xi),am3,am2,am3,fct[[25]](xi)),3,3) + if(type==".MBRE"){ + ai <- Ai %*% zi + Am <- (Ai+Aa)/2; Ai <- Aa <- Am + am <- (ai+aa)/2; ai <- aa <- am + zi <- solve(Ai,ai) + } + a <- c(.dbeta%*%aa) + aw <- c(.dbeta1%*%zi) + A <- .dbeta%*%Aa%*%.dbeta + Aw <- Ai%*%.dbeta normt <- NormType() biast <- symmetricBias() Modified: branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R =================================================================== --- branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-07-29 15:58:19 UTC (rev 1075) +++ branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-07-29 18:06:43 UTC (rev 1076) @@ -26,6 +26,8 @@ grbsi <- groundbeef$serving grbsc <- c(grbsi,10000,1000) + +options("newDevice"=TRUE) ## opens a new plot for each graphic ##-------------------------- ## GEV ##-------------------------- @@ -67,21 +69,56 @@ attr(MBRi, "timings") ## our return values can be plugged into ismev-diagnostics: +devNew() gev.diag(mlEi) +devNew() gev.diag(MBRi) +devNew() gev.prof(mlEi, m = 10, 4.1, 5) +devNew() gev.profxi(MBRi, -0.3, 0.3) ## this is how the MLEi IC looks like +devNew() plot(pIC(mlEi10ALE),portpiriei) ## with additional arguments +devNew() plot(pIC(mlEi10ALE),portpiriei, - cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, c - ol.pts="red", adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, + cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, col.pts="red", + adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, cex.pts=2,cex.npts=.6,lab.pts=c("H","G","I")) ## this is how the MBRi IC looks like -plot(pIC(MBRi)) +devNew() +plot(pIC(MBRi),portpiriei, + cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, col.pts="red", + adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, + cex.pts=2,cex.npts=.6,lab.pts=c("H","G","I")) +## compare the 4 ICs +devNew() +comparePlot(obj1=pIC(mlEi10ALE),obj2=pIC(MBRi),obj3=pIC(RMXi),obj4=pIC(mlEiALE), + portpiriei, with.legend=TRUE,# lwd=1, lty=1:4, + cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, col.pts="red", + adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, + cex.pts=2,cex.npts=.6,lab.pts=c("H","G","I")) + +devNew() +comparePlot(obj1=pIC(mlEi10ALE),obj2=pIC(MBRi),obj3=pIC(RMXi), + with.legend=TRUE, ylim=matrix(c(-1.5,1.5,-1,3,-5,5),2,3)) + +devNew() +infoPlot(pIC(MBRi), portpiriei, with.legend=TRUE, lty=1:4, log="y", + cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, col.pts="red", + adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, + cex.pts=2,cex.npts=.6,lab.pts=c("H","G","I")) + +devNew() +infoPlot(pIC(RMXi), portpiriei, with.legend=TRUE, lty=1:4, log="y", + cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, col.pts="red", + adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, + cex.pts=2,cex.npts=.6,lab.pts=c("H","G","I")) + ## rescale y axes according to different probit scales +devNew() plot(pIC(mlEi10ALE),portpiriei, with.lab=TRUE, which.lbs=c(1:10), attr.pre=FALSE, col.pts="blue", col.npts="green", scaleY = TRUE, scaleY.fct=list(function(x)pnorm(x,sd=4), @@ -90,6 +127,7 @@ function(x)qnorm(x,sd=10),function(x)qnorm(x,sd=30)),scaleN=20) ## contaminated: ppfitc <- ismev::gev.fit(portpiriec) +devNew() gev.diag(ppfitc) ## mlEc <- MLEstimator(portpiriec, GEVFamilyMuUnknown(withPos=FALSE)) @@ -112,18 +150,27 @@ estimate(RMXc) ## diagnostics from ismev applied to our estimators: +devNew() gev.diag(mlEc) +devNew() gev.diag(MBRc) +devNew() gev.prof(mlEc, m = 10, 4.1, 5) +devNew() gev.profxi(mlEc, -0.3, 0.3) ## diagnostics from pkg 'distrMod'/'RobAStBase' +devNew() qqplot(portpiriec,MBRc) +devNew() qqplot(portpiriec,MBRc,ylim=c(3.5,5)) +devNew() returnlevelplot(portpiriec,MBRc) +devNew() returnlevelplot(portpiriec,MBRc,ylim=c(3.5,5)) ## here the MBR-IC looks as follows +devNew() plot(pIC(MBRc),portpiriec,log="x",xlim=c(1,1.5*max(portpiriec))) ##-------------------------- @@ -141,10 +188,15 @@ MBR2i estimate(mlE2i) estimate(MBR2i) +devNew() plot(MBR2i at pIC) +devNew() gpd.diag(mlE2i) +devNew() gpd.diag(MBR2i) +devNew() gpd.prof(mlE2i, m = 10, 55, 77) +devNew() gpd.profxi(MBR2i, -0.02, 0.02) GP <- GParetoFamily(scale=rnfiti$mle[1],shape=rnfiti$mle[2],loc=10) returnlevelplot(rain, GP, MaxOrPOT="POT", xlim=c(1e-1,1e3)) @@ -152,9 +204,11 @@ ## contaminated: rnfitc <- ismev::gpd.fit(c(rain,1000,10000),10) +devNew() gpd.diag(rnfitc) ## mlE2c <- MLEstimator(rainc, GParetoFamily(loc=10)) +devNew() gpd.diag(mlE2c) system.time(MBR2c <- roptest(rainc, GParetoFamily(loc=10),risk=MBRRisk())) system.time(RMX2c <- roptest(rainc, GParetoFamily(loc=10),risk=RMXRRisk())) @@ -166,39 +220,61 @@ estimate(mlE2c) estimate(MBR2c) estimate(RMX2c) +devNew() gpd.diag(mlE2c) +devNew() gpd.diag(MBR2c) +devNew() gpd.diag(RMX2c) +devNew() gpd.prof(mlE2c, m = 10, 55, 77) +devNew() gpd.profxi(mlE2c, -0.02, 0.02) +devNew() plot(pIC(MBR2c)) +devNew() qqplot(rainc,MBR2c) +devNew() qqplot(rainc,MBR2c,ylim=c(5,100)) +devNew() qqplot(rainc,MBR2c,xlim=c(5,100),ylim=c(5,100),log="xy") -qqplot(rainc,di,xlim=c(5,100),ylim=c(5,100),log="xy", +devNew() +qqplot(rainc,MBR2c,xlim=c(5,100),ylim=c(5,100),log="xy", cex.pts=2,col.pts="blue",with.lab=TRUE,cex.lbs=.9,which.Order=1:3) +devNew() returnlevelplot(raini,MBR2i,MaxOrPot="POT",threshold=0) +devNew() returnlevelplot(raini,MBR2i,MaxOrPot="POT",threshold=0, withLab=TRUE, cex.lbl=0.8) +devNew() returnlevelplot(rainc,MBR2c,MaxOrPot="POT",threshold=0) +devNew() returnlevelplot(rainc,MBR2c,ylim=c(10,100),MaxOrPot="POT",threshold=0) # L2F <- eval(MBR2c at pIC@CallL2Fam) dI2c <- L2F at distribution -#loc(dI2c) <- 0 +devNew() qqplot(rainc,dI2c) rainc.10 <- rainc-10 +devNew() qqplot(rainc.10,dI2c-10) -## to be fixed +devNew() returnlevelplot(rainc.10,dI2c-10,MaxOrPot="POT",threshold=0) + ## wrong data set dI2i <- distribution(eval(MBR2i at pIC@CallL2Fam)) loc(dI2i) <- 0 +devNew() qqplot(portpiriei-10,dI2i) +devNew() qqplot(portpiriec,MBR2c) +### all points are red + ## right data set +devNew() qqplot(raini-10,dI2i) +devNew() qqplot(rainc,MBR2c) @@ -211,8 +287,11 @@ PM <- ParetoFamily(Min=2) mlE3i <- MLEstimator(x,PM) mlE3c <- MLEstimator(xc,PM) +devNew() qqplot(x, mlE3i, log="xy") +devNew() qqplot(xc, mlE3c, log="xy") +devNew() returnlevelplot(x, mlE3i, MaxOrPOT="POT",ylim=c(1,1e5),log="y") system.time(MBR3i <- roptest(x, PM,risk=MBRRisk())) @@ -225,7 +304,9 @@ estimate(mlE3c) estimate(MBR3c) estimate(RMX3c) +devNew() plot(pIC(MBR3i)) +devNew() plot(pIC(RMX3i)) ####################################################### @@ -248,9 +329,13 @@ estimate(MBR4c) estimate(OMS4c) estimate(RMX4c) +devNew() plot(pIC(MBR4i)) +devNew() plot(pIC(RMX4i)) +devNew() qqplot(grbsi, RMX4i) +devNew() qqplot(grbsc, RMX4c, log="xy") ####################################################### @@ -261,16 +346,26 @@ system.time(mlE5i <- MLEstimator(grbsi, GF)) system.time(OMS5i <- roptest(grbsi, GF,risk=OMSRRisk())) system.time(RMX5i <- roptest(grbsi, GF,risk=RMXRRisk())) +system.time(MBR5i <- roptest(grbsi, GF,risk=MBRRisk())) system.time(mlE5c <- MLEstimator(grbsc, GF)) system.time(OMS5c <- roptest(grbsc, GF,risk=OMSRRisk())) system.time(RMX5c <- roptest(grbsc, GF,risk=RMXRRisk())) +system.time(MBR5c <- roptest(grbsc, GF,risk=MBRRisk())) estimate(mlE5i) estimate(RMX5i) estimate(OMS5i) +estimate(MBR5i) estimate(mlE5c) estimate(OMS5c) estimate(RMX5c) +estimate(MBR5c) +devNew() plot(pIC(OMS5i)) +devNew() plot(pIC(RMX5i)) +devNew() +plot(pIC(MBR5i)) +devNew() qqplot(grbsi, RMX5i) +devNew() qqplot(grbsc, RMX5c, log="xy") Modified: branches/robast-1.2/pkg/RobExtremes/R/internal-getpsi.R =================================================================== --- branches/robast-1.2/pkg/RobExtremes/R/internal-getpsi.R 2018-07-29 15:58:19 UTC (rev 1075) +++ branches/robast-1.2/pkg/RobExtremes/R/internal-getpsi.R 2018-07-29 18:06:43 UTC (rev 1076) @@ -18,15 +18,24 @@ .dbeta <- diag(c(beta,1)); .dbeta1 <- diag(c(1/beta,1)) b <- fct[[1]](xi) - a <- c(.dbeta%*%c(fct[[2]](xi),fct[[3]](xi))) - aw <- c(.dbeta1%*%c(fct[[4]](xi),fct[[5]](xi))) + + aa <- c(fct[[2]](xi),fct[[3]](xi)) + zi <- c(fct[[4]](xi),fct[[5]](xi)) am <- mean(c(fct[[7]](xi),fct[[8]](xi))) - A <- .dbeta%*%matrix(c(fct[[6]](xi),am,am,fct[[9]](xi)),2,2)%*%.dbeta + Aa <- matrix(c(fct[[6]](xi),am,am,fct[[9]](xi)),2,2) am <- mean(c(fct[[11]](xi),fct[[12]](xi))) - Aw <- matrix(c(fct[[10]](xi),am,am,fct[[13]](xi)),2,2)%*%.dbeta + Ai <- matrix(c(fct[[10]](xi),am,am,fct[[13]](xi)),2,2) + if(type==".MBRE"){ + ai <- Ai %*% zi + Am <- (Ai+Aa)/2; Ai <- Aa <- Am + am <- (ai+aa)/2; ai <- aa <- am + zi <- solve(Ai,ai) + } + a <- c(.dbeta%*%aa) + aw <- c(.dbeta1%*%zi) + A <- .dbeta%*%Aa%*%.dbeta + Aw <- Ai%*%.dbeta - - normt <- NormType() biast <- symmetricBias() nb <- ContNeighborhood(radius=0.5) @@ -73,16 +82,26 @@ .dbeta <- diag(c(beta,beta,1)); .dbeta1 <- diag(c(1/beta,1/beta,1)) b <- fct[[1]](xi) - a <- c(.dbeta%*%c(fct[[2]](xi),fct[[3]](xi),fct[[4]](xi))) - aw <- c(.dbeta1%*%c(fct[[5]](xi),fct[[6]](xi),fct[[7]](xi))) + aa <- c(fct[[2]](xi),fct[[3]](xi),fct[[4]](xi)) + zi <- c(fct[[5]](xi),fct[[6]](xi),fct[[7]](xi)) am1 <- mean(c(fct[[9]](xi),fct[[11]](xi))) am2 <- mean(c(fct[[10]](xi),fct[[14]](xi))) am3 <- mean(c(fct[[13]](xi),fct[[15]](xi))) - A <- .dbeta%*%matrix(c(fct[[8]](xi),am1,am2,am1,fct[[12]](xi),am3,am2,am3,fct[[16]](xi)),3,3)%*%.dbeta + Aa <- matrix(c(fct[[8]](xi),am1,am2,am1,fct[[12]](xi),am3,am2,am3,fct[[16]](xi)),3,3) am1 <- mean(c(fct[[18]](xi),fct[[20]](xi))) am2 <- mean(c(fct[[19]](xi),fct[[23]](xi))) am3 <- mean(c(fct[[22]](xi),fct[[24]](xi))) - Aw <- matrix(c(fct[[17]](xi),am1,am2,am1,fct[[21]](xi),am3,am2,am3,fct[[25]](xi)),3,3)%*%.dbeta + Ai <- matrix(c(fct[[8]](xi),am1,am2,am1,fct[[17]](xi),am3,am2,am3,fct[[25]](xi)),3,3) + if(type==".MBRE"){ + ai <- Ai %*% zi + Am <- (Ai+Aa)/2; Ai <- Aa <- Am + am <- (ai+aa)/2; ai <- aa <- am + zi <- solve(Ai,ai) + } + a <- c(.dbeta%*%aa) + aw <- c(.dbeta1%*%zi) + A <- .dbeta%*%Aa%*%.dbeta + Aw <- Ai%*%.dbeta normt <- NormType() biast <- symmetricBias() Modified: branches/robast-1.2/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R =================================================================== --- branches/robast-1.2/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-07-29 15:58:19 UTC (rev 1075) +++ branches/robast-1.2/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-07-29 18:06:43 UTC (rev 1076) @@ -26,6 +26,8 @@ grbsi <- groundbeef$serving grbsc <- c(grbsi,10000,1000) + +options("newDevice"=TRUE) ## opens a new plot for each graphic ##-------------------------- ## GEV ##-------------------------- @@ -67,21 +69,56 @@ attr(MBRi, "timings") ## our return values can be plugged into ismev-diagnostics: +devNew() gev.diag(mlEi) +devNew() gev.diag(MBRi) +devNew() gev.prof(mlEi, m = 10, 4.1, 5) +devNew() gev.profxi(MBRi, -0.3, 0.3) ## this is how the MLEi IC looks like +devNew() plot(pIC(mlEi10ALE),portpiriei) ## with additional arguments +devNew() plot(pIC(mlEi10ALE),portpiriei, - cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, c - ol.pts="red", adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, + cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, col.pts="red", + adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, cex.pts=2,cex.npts=.6,lab.pts=c("H","G","I")) ## this is how the MBRi IC looks like -plot(pIC(MBRi)) +devNew() +plot(pIC(MBRi),portpiriei, + cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, col.pts="red", + adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, + cex.pts=2,cex.npts=.6,lab.pts=c("H","G","I")) +## compare the 4 ICs +devNew() +comparePlot(obj1=pIC(mlEi10ALE),obj2=pIC(MBRi),obj3=pIC(RMXi),obj4=pIC(mlEiALE), + portpiriei, with.legend=TRUE,# lwd=1, lty=1:4, + cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, col.pts="red", + adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, + cex.pts=2,cex.npts=.6,lab.pts=c("H","G","I")) + +devNew() +comparePlot(obj1=pIC(mlEi10ALE),obj2=pIC(MBRi),obj3=pIC(RMXi), + with.legend=TRUE, ylim=matrix(c(-1.5,1.5,-1,3,-5,5),2,3)) + +devNew() +infoPlot(pIC(MBRi), portpiriei, with.legend=TRUE, lty=1:4, log="y", + cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, col.pts="red", + adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, + cex.pts=2,cex.npts=.6,lab.pts=c("H","G","I")) + +devNew() +infoPlot(pIC(RMXi), portpiriei, with.legend=TRUE, lty=1:4, log="y", + cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, col.pts="red", + adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, + cex.pts=2,cex.npts=.6,lab.pts=c("H","G","I")) + ## rescale y axes according to different probit scales +devNew() plot(pIC(mlEi10ALE),portpiriei, with.lab=TRUE, which.lbs=c(1:10), attr.pre=FALSE, col.pts="blue", col.npts="green", scaleY = TRUE, scaleY.fct=list(function(x)pnorm(x,sd=4), @@ -90,6 +127,7 @@ function(x)qnorm(x,sd=10),function(x)qnorm(x,sd=30)),scaleN=20) ## contaminated: ppfitc <- ismev::gev.fit(portpiriec) +devNew() gev.diag(ppfitc) ## mlEc <- MLEstimator(portpiriec, GEVFamilyMuUnknown(withPos=FALSE)) @@ -112,18 +150,27 @@ estimate(RMXc) ## diagnostics from ismev applied to our estimators: +devNew() gev.diag(mlEc) +devNew() gev.diag(MBRc) +devNew() gev.prof(mlEc, m = 10, 4.1, 5) +devNew() gev.profxi(mlEc, -0.3, 0.3) ## diagnostics from pkg 'distrMod'/'RobAStBase' +devNew() qqplot(portpiriec,MBRc) +devNew() qqplot(portpiriec,MBRc,ylim=c(3.5,5)) +devNew() returnlevelplot(portpiriec,MBRc) +devNew() returnlevelplot(portpiriec,MBRc,ylim=c(3.5,5)) ## here the MBR-IC looks as follows +devNew() plot(pIC(MBRc),portpiriec,log="x",xlim=c(1,1.5*max(portpiriec))) ##-------------------------- @@ -141,10 +188,15 @@ MBR2i estimate(mlE2i) estimate(MBR2i) +devNew() plot(MBR2i at pIC) +devNew() gpd.diag(mlE2i) +devNew() gpd.diag(MBR2i) +devNew() gpd.prof(mlE2i, m = 10, 55, 77) +devNew() gpd.profxi(MBR2i, -0.02, 0.02) GP <- GParetoFamily(scale=rnfiti$mle[1],shape=rnfiti$mle[2],loc=10) returnlevelplot(rain, GP, MaxOrPOT="POT", xlim=c(1e-1,1e3)) @@ -152,9 +204,11 @@ ## contaminated: rnfitc <- ismev::gpd.fit(c(rain,1000,10000),10) +devNew() gpd.diag(rnfitc) ## mlE2c <- MLEstimator(rainc, GParetoFamily(loc=10)) +devNew() gpd.diag(mlE2c) system.time(MBR2c <- roptest(rainc, GParetoFamily(loc=10),risk=MBRRisk())) system.time(RMX2c <- roptest(rainc, GParetoFamily(loc=10),risk=RMXRRisk())) @@ -166,39 +220,61 @@ estimate(mlE2c) estimate(MBR2c) estimate(RMX2c) +devNew() gpd.diag(mlE2c) +devNew() gpd.diag(MBR2c) +devNew() gpd.diag(RMX2c) +devNew() gpd.prof(mlE2c, m = 10, 55, 77) +devNew() gpd.profxi(mlE2c, -0.02, 0.02) +devNew() plot(pIC(MBR2c)) +devNew() qqplot(rainc,MBR2c) +devNew() qqplot(rainc,MBR2c,ylim=c(5,100)) +devNew() qqplot(rainc,MBR2c,xlim=c(5,100),ylim=c(5,100),log="xy") -qqplot(rainc,di,xlim=c(5,100),ylim=c(5,100),log="xy", +devNew() +qqplot(rainc,MBR2c,xlim=c(5,100),ylim=c(5,100),log="xy", cex.pts=2,col.pts="blue",with.lab=TRUE,cex.lbs=.9,which.Order=1:3) +devNew() returnlevelplot(raini,MBR2i,MaxOrPot="POT",threshold=0) +devNew() returnlevelplot(raini,MBR2i,MaxOrPot="POT",threshold=0, withLab=TRUE, cex.lbl=0.8) +devNew() returnlevelplot(rainc,MBR2c,MaxOrPot="POT",threshold=0) +devNew() returnlevelplot(rainc,MBR2c,ylim=c(10,100),MaxOrPot="POT",threshold=0) # L2F <- eval(MBR2c at pIC@CallL2Fam) dI2c <- L2F at distribution -#loc(dI2c) <- 0 +devNew() qqplot(rainc,dI2c) rainc.10 <- rainc-10 +devNew() qqplot(rainc.10,dI2c-10) -## to be fixed +devNew() returnlevelplot(rainc.10,dI2c-10,MaxOrPot="POT",threshold=0) + ## wrong data set dI2i <- distribution(eval(MBR2i at pIC@CallL2Fam)) loc(dI2i) <- 0 +devNew() qqplot(portpiriei-10,dI2i) +devNew() qqplot(portpiriec,MBR2c) +### all points are red + ## right data set +devNew() qqplot(raini-10,dI2i) +devNew() qqplot(rainc,MBR2c) @@ -211,8 +287,11 @@ PM <- ParetoFamily(Min=2) mlE3i <- MLEstimator(x,PM) mlE3c <- MLEstimator(xc,PM) +devNew() qqplot(x, mlE3i, log="xy") +devNew() qqplot(xc, mlE3c, log="xy") +devNew() returnlevelplot(x, mlE3i, MaxOrPOT="POT",ylim=c(1,1e5),log="y") system.time(MBR3i <- roptest(x, PM,risk=MBRRisk())) @@ -225,7 +304,9 @@ estimate(mlE3c) estimate(MBR3c) estimate(RMX3c) +devNew() plot(pIC(MBR3i)) +devNew() plot(pIC(RMX3i)) ####################################################### @@ -248,9 +329,13 @@ estimate(MBR4c) estimate(OMS4c) estimate(RMX4c) +devNew() plot(pIC(MBR4i)) +devNew() plot(pIC(RMX4i)) +devNew() qqplot(grbsi, RMX4i) +devNew() qqplot(grbsc, RMX4c, log="xy") ####################################################### @@ -261,16 +346,26 @@ system.time(mlE5i <- MLEstimator(grbsi, GF)) system.time(OMS5i <- roptest(grbsi, GF,risk=OMSRRisk())) system.time(RMX5i <- roptest(grbsi, GF,risk=RMXRRisk())) +system.time(MBR5i <- roptest(grbsi, GF,risk=MBRRisk())) system.time(mlE5c <- MLEstimator(grbsc, GF)) system.time(OMS5c <- roptest(grbsc, GF,risk=OMSRRisk())) system.time(RMX5c <- roptest(grbsc, GF,risk=RMXRRisk())) +system.time(MBR5c <- roptest(grbsc, GF,risk=MBRRisk())) estimate(mlE5i) estimate(RMX5i) estimate(OMS5i) +estimate(MBR5i) estimate(mlE5c) estimate(OMS5c) estimate(RMX5c) +estimate(MBR5c) +devNew() plot(pIC(OMS5i)) +devNew() plot(pIC(RMX5i)) +devNew() +plot(pIC(MBR5i)) +devNew() qqplot(grbsi, RMX5i) +devNew() qqplot(grbsc, RMX5c, log="xy") Modified: pkg/RobExtremes/R/internal-getpsi.R =================================================================== --- pkg/RobExtremes/R/internal-getpsi.R 2018-07-29 15:58:19 UTC (rev 1075) +++ pkg/RobExtremes/R/internal-getpsi.R 2018-07-29 18:06:43 UTC (rev 1076) @@ -18,15 +18,24 @@ .dbeta <- diag(c(beta,1)); .dbeta1 <- diag(c(1/beta,1)) b <- fct[[1]](xi) - a <- c(.dbeta%*%c(fct[[2]](xi),fct[[3]](xi))) - aw <- c(.dbeta1%*%c(fct[[4]](xi),fct[[5]](xi))) + + aa <- c(fct[[2]](xi),fct[[3]](xi)) + zi <- c(fct[[4]](xi),fct[[5]](xi)) am <- mean(c(fct[[7]](xi),fct[[8]](xi))) - A <- .dbeta%*%matrix(c(fct[[6]](xi),am,am,fct[[9]](xi)),2,2)%*%.dbeta + Aa <- matrix(c(fct[[6]](xi),am,am,fct[[9]](xi)),2,2) am <- mean(c(fct[[11]](xi),fct[[12]](xi))) - Aw <- matrix(c(fct[[10]](xi),am,am,fct[[13]](xi)),2,2)%*%.dbeta + Ai <- matrix(c(fct[[10]](xi),am,am,fct[[13]](xi)),2,2) + if(type==".MBRE"){ + ai <- Ai %*% zi + Am <- (Ai+Aa)/2; Ai <- Aa <- Am + am <- (ai+aa)/2; ai <- aa <- am + zi <- solve(Ai,ai) + } + a <- c(.dbeta%*%aa) + aw <- c(.dbeta1%*%zi) + A <- .dbeta%*%Aa%*%.dbeta + Aw <- Ai%*%.dbeta - - normt <- NormType() biast <- symmetricBias() nb <- ContNeighborhood(radius=0.5) @@ -73,16 +82,26 @@ .dbeta <- diag(c(beta,beta,1)); .dbeta1 <- diag(c(1/beta,1/beta,1)) b <- fct[[1]](xi) - a <- c(.dbeta%*%c(fct[[2]](xi),fct[[3]](xi),fct[[4]](xi))) - aw <- c(.dbeta1%*%c(fct[[5]](xi),fct[[6]](xi),fct[[7]](xi))) + aa <- c(fct[[2]](xi),fct[[3]](xi),fct[[4]](xi)) + zi <- c(fct[[5]](xi),fct[[6]](xi),fct[[7]](xi)) am1 <- mean(c(fct[[9]](xi),fct[[11]](xi))) am2 <- mean(c(fct[[10]](xi),fct[[14]](xi))) am3 <- mean(c(fct[[13]](xi),fct[[15]](xi))) - A <- .dbeta%*%matrix(c(fct[[8]](xi),am1,am2,am1,fct[[12]](xi),am3,am2,am3,fct[[16]](xi)),3,3)%*%.dbeta + Aa <- matrix(c(fct[[8]](xi),am1,am2,am1,fct[[12]](xi),am3,am2,am3,fct[[16]](xi)),3,3) am1 <- mean(c(fct[[18]](xi),fct[[20]](xi))) am2 <- mean(c(fct[[19]](xi),fct[[23]](xi))) am3 <- mean(c(fct[[22]](xi),fct[[24]](xi))) - Aw <- matrix(c(fct[[17]](xi),am1,am2,am1,fct[[21]](xi),am3,am2,am3,fct[[25]](xi)),3,3)%*%.dbeta + Ai <- matrix(c(fct[[8]](xi),am1,am2,am1,fct[[17]](xi),am3,am2,am3,fct[[25]](xi)),3,3) + if(type==".MBRE"){ + ai <- Ai %*% zi + Am <- (Ai+Aa)/2; Ai <- Aa <- Am + am <- (ai+aa)/2; ai <- aa <- am + zi <- solve(Ai,ai) + } + a <- c(.dbeta%*%aa) + aw <- c(.dbeta1%*%zi) + A <- .dbeta%*%Aa%*%.dbeta + Aw <- Ai%*%.dbeta normt <- NormType() biast <- symmetricBias() Modified: pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R =================================================================== --- pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-07-29 15:58:19 UTC (rev 1075) +++ pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-07-29 18:06:43 UTC (rev 1076) @@ -26,6 +26,8 @@ grbsi <- groundbeef$serving grbsc <- c(grbsi,10000,1000) + +options("newDevice"=TRUE) ## opens a new plot for each graphic ##-------------------------- ## GEV ##-------------------------- @@ -67,21 +69,56 @@ attr(MBRi, "timings") ## our return values can be plugged into ismev-diagnostics: +devNew() gev.diag(mlEi) +devNew() gev.diag(MBRi) +devNew() gev.prof(mlEi, m = 10, 4.1, 5) +devNew() gev.profxi(MBRi, -0.3, 0.3) ## this is how the MLEi IC looks like +devNew() plot(pIC(mlEi10ALE),portpiriei) ## with additional arguments +devNew() plot(pIC(mlEi10ALE),portpiriei, - cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, c - ol.pts="red", adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, + cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, col.pts="red", + adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, cex.pts=2,cex.npts=.6,lab.pts=c("H","G","I")) ## this is how the MBRi IC looks like -plot(pIC(MBRi)) +devNew() +plot(pIC(MBRi),portpiriei, + cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, col.pts="red", + adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, + cex.pts=2,cex.npts=.6,lab.pts=c("H","G","I")) +## compare the 4 ICs +devNew() +comparePlot(obj1=pIC(mlEi10ALE),obj2=pIC(MBRi),obj3=pIC(RMXi),obj4=pIC(mlEiALE), + portpiriei, with.legend=TRUE,# lwd=1, lty=1:4, + cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, col.pts="red", + adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, + cex.pts=2,cex.npts=.6,lab.pts=c("H","G","I")) + +devNew() +comparePlot(obj1=pIC(mlEi10ALE),obj2=pIC(MBRi),obj3=pIC(RMXi), + with.legend=TRUE, ylim=matrix(c(-1.5,1.5,-1,3,-5,5),2,3)) + +devNew() +infoPlot(pIC(MBRi), portpiriei, with.legend=TRUE, lty=1:4, log="y", + cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, col.pts="red", + adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, + cex.pts=2,cex.npts=.6,lab.pts=c("H","G","I")) + +devNew() +infoPlot(pIC(RMXi), portpiriei, with.legend=TRUE, lty=1:4, log="y", + cex.lbs=1.8,with.lab=TRUE, which.Order=1:3, col.pts="red", + adj.lbs=c(1.3,1.3), pch.pts=20,pch.npts=21, + cex.pts=2,cex.npts=.6,lab.pts=c("H","G","I")) + ## rescale y axes according to different probit scales +devNew() plot(pIC(mlEi10ALE),portpiriei, with.lab=TRUE, which.lbs=c(1:10), attr.pre=FALSE, col.pts="blue", col.npts="green", scaleY = TRUE, scaleY.fct=list(function(x)pnorm(x,sd=4), @@ -90,6 +127,7 @@ function(x)qnorm(x,sd=10),function(x)qnorm(x,sd=30)),scaleN=20) ## contaminated: ppfitc <- ismev::gev.fit(portpiriec) +devNew() gev.diag(ppfitc) ## mlEc <- MLEstimator(portpiriec, GEVFamilyMuUnknown(withPos=FALSE)) @@ -112,18 +150,27 @@ estimate(RMXc) ## diagnostics from ismev applied to our estimators: +devNew() gev.diag(mlEc) +devNew() gev.diag(MBRc) +devNew() gev.prof(mlEc, m = 10, 4.1, 5) +devNew() gev.profxi(mlEc, -0.3, 0.3) ## diagnostics from pkg 'distrMod'/'RobAStBase' +devNew() qqplot(portpiriec,MBRc) +devNew() qqplot(portpiriec,MBRc,ylim=c(3.5,5)) +devNew() returnlevelplot(portpiriec,MBRc) +devNew() returnlevelplot(portpiriec,MBRc,ylim=c(3.5,5)) ## here the MBR-IC looks as follows +devNew() plot(pIC(MBRc),portpiriec,log="x",xlim=c(1,1.5*max(portpiriec))) ##-------------------------- @@ -141,10 +188,15 @@ MBR2i estimate(mlE2i) estimate(MBR2i) +devNew() plot(MBR2i at pIC) +devNew() gpd.diag(mlE2i) +devNew() gpd.diag(MBR2i) +devNew() gpd.prof(mlE2i, m = 10, 55, 77) +devNew() gpd.profxi(MBR2i, -0.02, 0.02) GP <- GParetoFamily(scale=rnfiti$mle[1],shape=rnfiti$mle[2],loc=10) returnlevelplot(rain, GP, MaxOrPOT="POT", xlim=c(1e-1,1e3)) @@ -152,9 +204,11 @@ ## contaminated: rnfitc <- ismev::gpd.fit(c(rain,1000,10000),10) +devNew() gpd.diag(rnfitc) ## mlE2c <- MLEstimator(rainc, GParetoFamily(loc=10)) +devNew() gpd.diag(mlE2c) system.time(MBR2c <- roptest(rainc, GParetoFamily(loc=10),risk=MBRRisk())) system.time(RMX2c <- roptest(rainc, GParetoFamily(loc=10),risk=RMXRRisk())) @@ -166,39 +220,61 @@ estimate(mlE2c) estimate(MBR2c) estimate(RMX2c) +devNew() gpd.diag(mlE2c) +devNew() gpd.diag(MBR2c) +devNew() gpd.diag(RMX2c) +devNew() gpd.prof(mlE2c, m = 10, 55, 77) +devNew() gpd.profxi(mlE2c, -0.02, 0.02) +devNew() plot(pIC(MBR2c)) +devNew() qqplot(rainc,MBR2c) +devNew() qqplot(rainc,MBR2c,ylim=c(5,100)) +devNew() qqplot(rainc,MBR2c,xlim=c(5,100),ylim=c(5,100),log="xy") -qqplot(rainc,di,xlim=c(5,100),ylim=c(5,100),log="xy", +devNew() +qqplot(rainc,MBR2c,xlim=c(5,100),ylim=c(5,100),log="xy", cex.pts=2,col.pts="blue",with.lab=TRUE,cex.lbs=.9,which.Order=1:3) +devNew() returnlevelplot(raini,MBR2i,MaxOrPot="POT",threshold=0) +devNew() returnlevelplot(raini,MBR2i,MaxOrPot="POT",threshold=0, withLab=TRUE, cex.lbl=0.8) +devNew() returnlevelplot(rainc,MBR2c,MaxOrPot="POT",threshold=0) +devNew() returnlevelplot(rainc,MBR2c,ylim=c(10,100),MaxOrPot="POT",threshold=0) # L2F <- eval(MBR2c at pIC@CallL2Fam) dI2c <- L2F at distribution -#loc(dI2c) <- 0 +devNew() qqplot(rainc,dI2c) rainc.10 <- rainc-10 +devNew() qqplot(rainc.10,dI2c-10) -## to be fixed +devNew() returnlevelplot(rainc.10,dI2c-10,MaxOrPot="POT",threshold=0) + ## wrong data set dI2i <- distribution(eval(MBR2i at pIC@CallL2Fam)) loc(dI2i) <- 0 +devNew() qqplot(portpiriei-10,dI2i) +devNew() qqplot(portpiriec,MBR2c) +### all points are red + ## right data set +devNew() qqplot(raini-10,dI2i) +devNew() qqplot(rainc,MBR2c) @@ -211,8 +287,11 @@ PM <- ParetoFamily(Min=2) mlE3i <- MLEstimator(x,PM) mlE3c <- MLEstimator(xc,PM) +devNew() qqplot(x, mlE3i, log="xy") +devNew() qqplot(xc, mlE3c, log="xy") +devNew() returnlevelplot(x, mlE3i, MaxOrPOT="POT",ylim=c(1,1e5),log="y") system.time(MBR3i <- roptest(x, PM,risk=MBRRisk())) @@ -225,7 +304,9 @@ estimate(mlE3c) estimate(MBR3c) estimate(RMX3c) +devNew() plot(pIC(MBR3i)) +devNew() plot(pIC(RMX3i)) ####################################################### @@ -248,9 +329,13 @@ estimate(MBR4c) estimate(OMS4c) estimate(RMX4c) +devNew() plot(pIC(MBR4i)) +devNew() plot(pIC(RMX4i)) +devNew() qqplot(grbsi, RMX4i) +devNew() qqplot(grbsc, RMX4c, log="xy") ####################################################### @@ -261,16 +346,26 @@ system.time(mlE5i <- MLEstimator(grbsi, GF)) system.time(OMS5i <- roptest(grbsi, GF,risk=OMSRRisk())) system.time(RMX5i <- roptest(grbsi, GF,risk=RMXRRisk())) +system.time(MBR5i <- roptest(grbsi, GF,risk=MBRRisk())) system.time(mlE5c <- MLEstimator(grbsc, GF)) system.time(OMS5c <- roptest(grbsc, GF,risk=OMSRRisk())) system.time(RMX5c <- roptest(grbsc, GF,risk=RMXRRisk())) +system.time(MBR5c <- roptest(grbsc, GF,risk=MBRRisk())) estimate(mlE5i) estimate(RMX5i) estimate(OMS5i) +estimate(MBR5i) estimate(mlE5c) estimate(OMS5c) estimate(RMX5c) +estimate(MBR5c) +devNew() plot(pIC(OMS5i)) +devNew() plot(pIC(RMX5i)) +devNew() +plot(pIC(MBR5i)) +devNew() qqplot(grbsi, RMX5i) +devNew() qqplot(grbsc, RMX5c, log="xy") From noreply at r-forge.r-project.org Sun Jul 29 20:29:12 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Sun, 29 Jul 2018 20:29:12 +0200 (CEST) Subject: [Robast-commits] r1077 - branches/robast-1.1 Message-ID: <20180729182912.57B5C18A498@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-29 20:29:12 +0200 (Sun, 29 Jul 2018) New Revision: 1077 Added: branches/robast-1.1/20180726ReleaseNote.txt Log: draft release note for version 1.1 Added: branches/robast-1.1/20180726ReleaseNote.txt =================================================================== --- branches/robast-1.1/20180726ReleaseNote.txt (rev 0) +++ branches/robast-1.1/20180726ReleaseNote.txt 2018-07-29 18:29:12 UTC (rev 1077) @@ -0,0 +1,118 @@ +================================================================================= +### distr release 2.7 ### +================================================================================= + +Updates for the packages of the distr family are now avaialable on CRAN in +version >= 2.7.0. + +The most important changes are: + - we switch from SweaveListingUtils (no longer maintained as announced + prior to 2015) to knitr in vignettes + - graphics (plot-methods) are now more stringently vectorized in their arguments + - internally, we use accessor q.l instead of q for the quantiles which + makes our packages available for use with Jupyter IRKernel and easier + with RStudio (both catch calls to q() and treat them differently to + standard R) + +For details please see the NEWS files in the packages, available as +NEWS(""). + +================================================================================= +### RobASt release 1.1 ### +================================================================================= + +Updates for the packages of the RobASt family are now avaialable on CRAN in +version >= 1.1.0 + +Most importantly, we have (finally) released on CRAN a new package + + "RobExtremes" + +in the RobASt family of packages. + ++ It provides (speeded up) optimally-robust estimators [MBRE, OMSE, RMXE] + for Generalized Extreme Value [GEV] distributions, Generalized Pareto + distributions [GPD], Pareto distributions, ++ As other examples of L2 differentiable Scale-shape families, it also + provides these (speeded up) estimators for Weibull and Gamma + distributions. ++ It has robust (high-breakdown) starting estimators for + - GPD (PickandsEstimator, medkMAD, medSn, medQn) + - GEV (PickandsEstimator) + - Pareto (Cram?r-von-Mises-Minimum-Distance-Estimator) + - Weibull (the quantile based estimator of Boudt/Caliskan/Croux) ++ For all these families, of course, MLEs and Minimum-Distance-Estimators + are also available through package distrMod ++ We bridge to the diagnostics provided by package ismev, i.e. our + return objects can be plugged into the diagnostics of this package ++ We have the usual diagnostic plots from package RobAStBase, i.e. + - Outylingness plots + - IC plots + - Information plots + - compareIC plots + - Cniperpoint plots (from ROptEst) + but also (adopted from package distrMod) + - qqplots (with confidence bands) + - returnlevel plots ++ As a starting point you may look at the included script + "RobFitsAtRealData.R" in the scripts folder of the package, + accessible by + file.path(system.file(package="RobExtremes"), + "scripts/RobFitsAtRealData.R") + +This is joint work with Nataliya Horbenko (whose PhD thesis went into this +package to a large extent), nataliya.horbenko at gmail.de, with contributions +by Dasha Pupashenko, Misha Pupashenko, Gerald Kroisandt, Eugen Massini, +Sascha Desmettre and Bernhard Spangl in the framework of project +"Robust Risk Estimation" (2011-2016) funded by Volkswagen foundation +(and gratefully ackknowledged). Thanks also goes to the maintainers of CRAN, +in particully to Uwe Ligges who greatly helped us with finding an appropriate +way to store the database of interpolating functions which allow the speed up +-- this is now package RobAStRDA on CRAN. + +References +N. Horbenko, P. Ruckdeschel, T. Bae (2011): Robust Estimation of Operational +Risk. Journal of Operational Risk 6(2), 3-30. +Ruckdeschel, P. and Horbenko, N. (2011): Optimally-Robust Estimators in +Generalized Pareto Models. Statistics. 47(4), 762?791. +Ruckdeschel, P. and Horbenko, N. (2012): Yet another breakdown point notion: +EFSBP ?illustrated at scale-shape models. Metrika, 75(8), 1025?1047. + +================================================================================= +In the other packages of the RobASt family of pkgs, the most important changes are: + +As in distr 2.7, wherever possible we now use q.l internally instead of q to + provide functionality in IRKernel + + +RobAStBase: +- we enhanced our diagnostic plots: + + all diagnostics (including qqplot and returnlevelplot) have adopted the same + argument naming (and selection paradigm) + the suffix is .lbs instead of .lbl, + the attributes of shown points have ending .pts + the observations are classed into three groups: + - the labelled observations selected through which.lbs and which.Order + - the shown non labelled observations (which are not in the previous set) + selected by which.nonlbs + - the non-shown observations (the remaining ones not contained in the former 2 grps) + -> point attributes may either refer to prior selection or to post-selection in + which case we have .npts variants + + wherever possible arguments are vectorized to allow point - individual attributes + + plot methods now return an S3 object of class \code{c("plotInfo","DiagnInfo")}, + i.e., a list containing the information needed to produce the respective plot, + which at a later stage could be used by different graphic engines (like, e.g. + \code{ggplot}) to produce the plot in a different framework. + + new methods for returnlevelplot for RobModel, InfRobModel, kStepEstimate (as qqplot) +ROptEst: + + several tweaks to speed up things: + - optIC gains argument withMakeIC + - roptest gains argument withMakeIC + - getStartIC-methods gain argument withMakeIC + - getRiskIC and getBiasIC gain argument withCheck +RobAStRDA: + + the Lagrange multiplier interpolaters allowing for speed up in our opt-robust + estimators have been re-built as the current .rda file was corrupted + +For details please see the NEWS files in the packages, available as +NEWS(""). From noreply at r-forge.r-project.org Tue Jul 31 15:36:27 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 31 Jul 2018 15:36:27 +0200 (CEST) Subject: [Robast-commits] r1078 - pkg/RandVar/tests Message-ID: <20180731133627.54EF518A27C@r-forge.r-project.org> Author: stamats Date: 2018-07-31 15:36:27 +0200 (Tue, 31 Jul 2018) New Revision: 1078 Modified: pkg/RandVar/tests/tests.Rout.save Log: update of tests.Rout.save due to new package versions Modified: pkg/RandVar/tests/tests.Rout.save =================================================================== --- pkg/RandVar/tests/tests.Rout.save 2018-07-29 18:29:12 UTC (rev 1077) +++ pkg/RandVar/tests/tests.Rout.save 2018-07-31 13:36:27 UTC (rev 1078) @@ -1,6 +1,6 @@ -R version 3.4.0 Patched (2017-04-22 r72596) -- "You Stupid Darkness" -Copyright (C) 2017 The R Foundation for Statistical Computing +R version 3.5.1 Patched (2018-07-24 r75008) -- "Feather Spray" +Copyright (C) 2018 The R Foundation for Statistical Computing Platform: x86_64-pc-linux-gnu (64-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. @@ -18,49 +18,14 @@ > library(RandVar) Loading required package: distr Loading required package: startupmsg -:startupmsg> Utilities for Start-Up Messages (version 0.9.3) +:startupmsg> Utilities for Start-Up Messages (version 0.9.5) :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> 0.7.7) -: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> 2.6.2) +:distr> 2.7.0) :distr> :distr> Attention: Arithmetics on distribution objects are :distr> understood as operations on corresponding random variables @@ -86,7 +51,7 @@ df, qqplot, sd Loading required package: distrEx -:distrEx> Extensions of Package 'distr' (version 2.6.1) +:distrEx> Extensions of Package 'distr' (version 2.7.0) :distrEx> :distrEx> Note: Packages "e1071", "moments", "fBasics" should be :distrEx> attached /before/ package "distrEx". See @@ -109,7 +74,7 @@ IQR, mad, median, var -:RandVar> Implementation of Random Variables (version 1.0.1) +:RandVar> Implementation of Random Variables (version 1.1.0) :RandVar> :RandVar> For more information see ?"RandVar", NEWS("RandVar"), as :RandVar> well as @@ -139,7 +104,7 @@ function (x) { } - + > Domain(R1) NULL @@ -347,10 +312,10 @@ [[3]] Distribution Object of Class: AbscontDistribution [[4]] Distribution Object of Class: AbscontDistribution Warning messages: -1: In function (object) : +1: In new("standardGeneric", .Data = 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) : +2: In new("standardGeneric", .Data = function (object) : slots d,p,q have been filled using simulations; for switching off this warning see '?distroptions' > plot(DL2) # vgl. DL1 > @@ -408,7 +373,7 @@ } t(f(x)) } - + > dimension(R6) [1] 6 @@ -423,10 +388,10 @@ [[3]] Distribution Object of Class: AbscontDistribution [[4]] Distribution Object of Class: AbscontDistribution Warning messages: -1: In function (object) : +1: In new("standardGeneric", .Data = 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) : +2: In new("standardGeneric", .Data = function (object) : slots d,p,q have been filled using simulations; for switching off this warning see '?distroptions' > plot(DL3) # vgl. DL1, DL2 > @@ -486,10 +451,10 @@ [[7]] Distribution Object of Class: AbscontDistribution [[8]] Distribution Object of Class: AbscontDistribution Warning messages: -1: In function (object) : +1: In new("standardGeneric", .Data = 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) : +2: In new("standardGeneric", .Data = function (object) : slots d,p,q have been filled using simulations; for switching off this warning see '?distroptions' > plot(DL4) > @@ -497,13 +462,13 @@ > ## "Math" group > system.time(Map(log(abs(R4))), gcFirst = TRUE) user system elapsed - 0 0 0 + 0.000 0.000 0.001 > system.time(Map(gamma(R7)), gcFirst = TRUE) user system elapsed - 0.000 0.000 0.001 + 0.004 0.000 0.002 > system.time(Map(exp(RL1)[[1]]), gcFirst = TRUE) user system elapsed - 0.000 0.000 0.002 + 0.004 0.000 0.002 > > > ## "Arith" group @@ -520,7 +485,7 @@ } 1 * f2(x) } - + [[2]] function (x) @@ -531,7 +496,7 @@ } 3 * f2(x) } - + [[3]] function (x) @@ -542,7 +507,7 @@ } 5 * f2(x) } - + [[4]] function (x) @@ -553,7 +518,7 @@ } 1 * f2(x) } - + Warning message: In c(1, 3, 5) * R3 : @@ -571,7 +536,7 @@ } 1:2 * f2(x) } - + [[2]] function (x) @@ -582,7 +547,7 @@ } 1:2 * f2(x) } - + [[3]] function (x) @@ -593,7 +558,7 @@ } 1:2 * f2(x) } - + [[4]] function (x) @@ -604,7 +569,7 @@ } 1:2 * f2(x) } - + > Map(2/R6) [[1]] @@ -616,7 +581,7 @@ } 2/f2(x) } - + [[2]] function (x) @@ -627,7 +592,7 @@ } 2/f2(x) } - + [[3]] function (x) @@ -638,7 +603,7 @@ } 2/f2(x) } - + [[4]] function (x) @@ -649,7 +614,7 @@ } 2/f2(x) } - + [[5]] function (x) @@ -660,7 +625,7 @@ } 2/f2(x) } - + [[6]] function (x) @@ -671,7 +636,7 @@ } 2/f2(x) } - + > Map(c(1,3,5) %% R6) [[1]] @@ -683,7 +648,7 @@ } 1%%f2(x) } - + [[2]] function (x) @@ -694,7 +659,7 @@ } 3%%f2(x) } - + [[3]] function (x) @@ -705,7 +670,7 @@ } 5%%f2(x) } - + [[4]] function (x) @@ -716,7 +681,7 @@ } 1%%f2(x) } - + [[5]] function (x) @@ -727,7 +692,7 @@ } 3%%f2(x) } - + [[6]] function (x) @@ -738,7 +703,7 @@ } 5%%f2(x) } - + > Map(R4 - 5) [[1]] @@ -750,7 +715,7 @@ } f1(x) - c(5, 5) } - + [[2]] function (x) @@ -761,7 +726,7 @@ } f1(x) - c(5, 5) } - + [[3]] function (x) @@ -772,7 +737,7 @@ } f1(x) - c(5, 5) } - + [[4]] function (x) @@ -783,7 +748,7 @@ } f1(x) - c(5, 5) } - + > Map(R6 %/% 2) [[1]] @@ -795,7 +760,7 @@ } f1(x)%/%2 } - + [[2]] function (x) @@ -806,7 +771,7 @@ } f1(x)%/%2 } - + [[3]] function (x) @@ -817,7 +782,7 @@ } f1(x)%/%2 } - + [[4]] function (x) @@ -828,7 +793,7 @@ } f1(x)%/%2 } - + [[5]] function (x) @@ -839,7 +804,7 @@ } f1(x)%/%2 } - + [[6]] function (x) @@ -850,7 +815,7 @@ } f1(x)%/%2 } - + > Map(R3 ^ R3) [[1]] @@ -866,7 +831,7 @@ } f1(x)^f2(x) } - + [[2]] function (x) @@ -881,7 +846,7 @@ } f1(x)^f2(x) } - + [[3]] function (x) @@ -896,7 +861,7 @@ } f1(x)^f2(x) } - + [[4]] function (x) @@ -911,7 +876,7 @@ } f1(x)^f2(x) } - + > Map(R7 * R7) [[1]] @@ -927,7 +892,7 @@ } f1(x) * f2(x) } - + [[2]] function (x) @@ -942,7 +907,7 @@ } f1(x) * f2(x) } - + [[3]] function (x) @@ -957,7 +922,7 @@ } f1(x) * f2(x) } - + [[4]] function (x) @@ -972,7 +937,7 @@ } f1(x) * f2(x) } - + > Map((1 + RL1)[[1]]) [[1]] @@ -984,7 +949,7 @@ } 1 + f2(x) } - + [[2]] function (x) @@ -995,7 +960,7 @@ } 1 + f2(x) } - + [[3]] function (x) @@ -1006,7 +971,7 @@ } 1 + f2(x) } - + [[4]] function (x) @@ -1017,7 +982,7 @@ } 1 + f2(x) } - + > Map((RL1 * 2)[[2]]) [[1]] @@ -1029,7 +994,7 @@ } f1(x) * 2 } - + [[2]] function (x) @@ -1040,7 +1005,7 @@ } f1(x) * 2 } - + [[3]] function (x) @@ -1051,7 +1016,7 @@ } f1(x) * 2 } - + [[4]] function (x) @@ -1062,7 +1027,7 @@ } f1(x) * 2 } - + [[5]] function (x) @@ -1073,7 +1038,7 @@ } f1(x) * 2 } - + [[6]] function (x) @@ -1084,11 +1049,11 @@ } f1(x) * 2 } - + > system.time(Map((RL1 %% RL1)[[3]]), gcFirst = TRUE) user system elapsed - 0.000 0.000 0.002 + 0.004 0.000 0.003 > > > ## "%*%" @@ -1104,28 +1069,28 @@ { 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 @@ -1162,7 +1127,7 @@ } f1(x) + c(13L, 15L) %*% f2(x) } - + > M1[2,] [1] 2 4 6 8 10 12 14 16 > Map(R8)[[2]] @@ -1198,7 +1163,7 @@ } f1(x) + c(14L, 16L) %*% f2(x) } - + > M2 <- matrix(1:2, ncol = 2) > (R9 <- M2 %*% R7) An object of class "EuclRandMatrix" @@ -1211,28 +1176,28 @@ { exp(x) } - + [[2]] function (x) { abs(x) } - + [[3]] function (x) { sin(x) } - + [[4]] function (x) { floor(x) } - + > Map(R9) [[1]] @@ -1252,7 +1217,7 @@ } f1(x) + 2L %*% f2(x) } - + [[2]] function (x) @@ -1271,7 +1236,7 @@ } f1(x) + 2L %*% f2(x) } - + > Map(1:4 %*% R3) # inner product [[1]] @@ -1307,7 +1272,7 @@ } f1(x) + 4L %*% f2(x) } - + > Map(1:2 %*% R7) # corresponds to Map(t(1:2) %*% R7) [[1]] @@ -1327,7 +1292,7 @@ } f1(x) + 2L %*% f2(x) } - + [[2]] function (x) @@ -1346,7 +1311,7 @@ } f1(x) + 2L %*% f2(x) } - + > Map(R4 %*% 1:8) # inner product [[1]] @@ -1418,7 +1383,7 @@ } t(f(x)) } - + > Map(R9 %*% 3:4) [[1]] @@ -1474,7 +1439,7 @@ } t(f(x)) } - + > Map(R9 %*% matrix(1:4, nrow = 2)) [[1]] @@ -1530,7 +1495,7 @@ } t(f(x)) } - + [[2]] function (x) @@ -1585,7 +1550,7 @@ } t(f(x)) } - + > (R10 <- R3 %*% matrix(1:16, ncol = 4)) An object of class "EuclRandMatrix" @@ -1630,7 +1595,7 @@ } t(f(x)) } - + [[2]] function (x) @@ -1669,7 +1634,7 @@ } t(f(x)) } - + [[3]] function (x) @@ -1708,7 +1673,7 @@ } t(f(x)) } - + [[4]] function (x) @@ -1747,7 +1712,7 @@ } t(f(x)) } - + > R3 %*% R3 # inner product An object of class "EuclRandMatrix" @@ -1761,7 +1726,7 @@ Range: Euclidean Space with dimension 1 > system.time(R9 %*% R7, gcFirst = TRUE) user system elapsed - 0.000 0.000 0.001 + 0.004 0.000 0.002 > (RL3 <- diag(dimension(RL1)) %*% RL1) An object of class "EuclRandMatrix" Dim of Map: 14 1 @@ -1772,7 +1737,7 @@ > ## %m% "matrix multiplication" for 'EuclRandVarList' > system.time(RL4 <- EuclRandVarList(t(R3[1:2]), R7) %m% EuclRandVarList(R6, R9), gcFirst = TRUE) user system elapsed - 0.008 0.000 0.008 + 0.012 0.000 0.010 > > ## integration > MVD <- DiscreteMVDistribution(supp = matrix(c(r(Pois(5))(10), r(Pois(5))(10)), ncol = 2)) @@ -1983,4 +1948,4 @@ > q("no") > proc.time() user system elapsed - 4.456 0.060 4.599 + 5.324 0.096 5.419 From noreply at r-forge.r-project.org Tue Jul 31 22:53:06 2018 From: noreply at r-forge.r-project.org (noreply at r-forge.r-project.org) Date: Tue, 31 Jul 2018 22:53:06 +0200 (CEST) Subject: [Robast-commits] r1079 - branches/robast-1.1/pkg/RobAStBase branches/robast-1.1/pkg/RobAStBase/R branches/robast-1.1/pkg/RobAStBase/man branches/robast-1.2/pkg/RobAStBase branches/robast-1.2/pkg/RobAStBase/R branches/robast-1.2/pkg/RobAStBase/man pkg/RobAStBase pkg/RobAStBase/R pkg/RobAStBase/man Message-ID: <20180731205306.8AC69187B82@r-forge.r-project.org> Author: ruckdeschel Date: 2018-07-31 22:53:06 +0200 (Tue, 31 Jul 2018) New Revision: 1079 Modified: branches/robast-1.1/pkg/RobAStBase/DESCRIPTION branches/robast-1.1/pkg/RobAStBase/R/RobAStBaseOptions.R branches/robast-1.1/pkg/RobAStBase/man/RobAStBaseOptions.Rd branches/robast-1.2/pkg/RobAStBase/DESCRIPTION branches/robast-1.2/pkg/RobAStBase/R/RobAStBaseOptions.R branches/robast-1.2/pkg/RobAStBase/man/RobAStBaseOptions.Rd pkg/RobAStBase/DESCRIPTION pkg/RobAStBase/R/RobAStBaseOptions.R pkg/RobAStBase/man/RobAStBaseOptions.Rd Log: [RobAStBase] trunk & branch 1.1 & branch 1.2: + DESCRIPTION suggests ROptEst >= 1.1.0 + new RobAStBaseOption modifyICwarn to possibly avoid unnecessary warnings in Infos Modified: branches/robast-1.1/pkg/RobAStBase/DESCRIPTION =================================================================== --- branches/robast-1.1/pkg/RobAStBase/DESCRIPTION 2018-07-31 13:36:27 UTC (rev 1078) +++ branches/robast-1.1/pkg/RobAStBase/DESCRIPTION 2018-07-31 20:53:06 UTC (rev 1079) @@ -5,7 +5,7 @@ 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) +Suggests: ROptEst(>=1.1.0), RUnit(>= 0.4.26) Imports: startupmsg, graphics, grDevices, stats 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")), Modified: branches/robast-1.1/pkg/RobAStBase/R/RobAStBaseOptions.R =================================================================== --- branches/robast-1.1/pkg/RobAStBase/R/RobAStBaseOptions.R 2018-07-31 13:36:27 UTC (rev 1078) +++ branches/robast-1.1/pkg/RobAStBase/R/RobAStBaseOptions.R 2018-07-31 20:53:06 UTC (rev 1079) @@ -4,7 +4,8 @@ IC.UpdateInKer = NULL, all.verbose = FALSE, withICList = FALSE, - withPICList = FALSE + withPICList = FALSE, + modifyICwarn = TRUE ) RobAStBaseOptions <- function(...) { Modified: branches/robast-1.1/pkg/RobAStBase/man/RobAStBaseOptions.Rd =================================================================== --- branches/robast-1.1/pkg/RobAStBase/man/RobAStBaseOptions.Rd 2018-07-31 13:36:27 UTC (rev 1078) +++ branches/robast-1.1/pkg/RobAStBase/man/RobAStBaseOptions.Rd 2018-07-31 20:53:06 UTC (rev 1079) @@ -2,7 +2,15 @@ \alias{RobAStBaseOptions} \alias{getRobAStBaseOption} \alias{kStepUseLast} +\alias{modifyICwarn} +\alias{withUpdateInKer} +\alias{IC.UpdateInKer} +\alias{all.verbose} +\alias{withICList} +\alias{withPICList} +\alias{modifyICwarn} + \title{Function to change the global variables of the package `RobAStBase' } \description{With \code{RobAStBaseOptions} you can inspect and change the global variables of the package \pkg{RobAStBase}. } @@ -30,17 +38,20 @@ the value of the one- resp. k-step estimate which may take quite a long time depending on the model. } \item{withUpdateInKer:}{if there is a non-trivial trafo in the model with matrix \eqn{D}, shall - the parameter be updated on \eqn{{\rm ker}(D)}{ker(D)}? defaults to \code{FALSE}.} + the parameter be updated on \eqn{{\rm ker}(D)}{ker(D)}? Defaults to \code{FALSE}.} \item{IC.UpdateInKer:}{if there is a non-trivial trafo in the model with matrix \eqn{D}, the IC to be used for this; if \code{NULL} the result of \code{getboundedIC(L2Fam,D)} is taken; this IC will then be projected onto \eqn{{\rm ker}(D)}{ker(D)}; defaults to \code{NULL}.} \item{all.verbose:}{argument \code{verbose} passed on by default to many calls of \code{optIC}, \code{radiusminimaxIC}, \code{getinfRobIC} etc.; well suited - for testing purposes.} + for testing purposes. Defaults to \code{FALSE}.} \item{withPICList:}{logical: shall slot \code{pICList} of return value of \code{kStepEstimator} - be filled?} + be filled? Defaults to \code{FALSE}.} \item{withICList:}{logical: shall slot \code{ICList} of return value of \code{kStepEstimator} - be filled?} + be filled? Defaults to \code{FALSE}.} + \item{modifyICwarn:}{logical: should a (warning) information be added if \code{modifyIC} + is applied and hence some optimality information could no longer be valid? Defaults to + \code{TRUE}.} } } %\references{} Modified: branches/robast-1.2/pkg/RobAStBase/DESCRIPTION =================================================================== --- branches/robast-1.2/pkg/RobAStBase/DESCRIPTION 2018-07-31 13:36:27 UTC (rev 1078) +++ branches/robast-1.2/pkg/RobAStBase/DESCRIPTION 2018-07-31 20:53:06 UTC (rev 1079) @@ -4,7 +4,7 @@ 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) +Suggests: ROptEst(>= 1.1.0), RUnit(>= 0.4.26) Imports: startupmsg, graphics, grDevices, stats 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 Modified: branches/robast-1.2/pkg/RobAStBase/R/RobAStBaseOptions.R =================================================================== --- branches/robast-1.2/pkg/RobAStBase/R/RobAStBaseOptions.R 2018-07-31 13:36:27 UTC (rev 1078) +++ branches/robast-1.2/pkg/RobAStBase/R/RobAStBaseOptions.R 2018-07-31 20:53:06 UTC (rev 1079) @@ -4,7 +4,8 @@ IC.UpdateInKer = NULL, all.verbose = FALSE, withICList = FALSE, - withPICList = FALSE + withPICList = FALSE, + modifyICwarn = TRUE ) RobAStBaseOptions <- function(...) { Modified: branches/robast-1.2/pkg/RobAStBase/man/RobAStBaseOptions.Rd =================================================================== --- branches/robast-1.2/pkg/RobAStBase/man/RobAStBaseOptions.Rd 2018-07-31 13:36:27 UTC (rev 1078) +++ branches/robast-1.2/pkg/RobAStBase/man/RobAStBaseOptions.Rd 2018-07-31 20:53:06 UTC (rev 1079) @@ -2,7 +2,15 @@ \alias{RobAStBaseOptions} \alias{getRobAStBaseOption} \alias{kStepUseLast} +\alias{modifyICwarn} +\alias{withUpdateInKer} +\alias{IC.UpdateInKer} +\alias{all.verbose} +\alias{withICList} +\alias{withPICList} +\alias{modifyICwarn} + \title{Function to change the global variables of the package `RobAStBase' } \description{With \code{RobAStBaseOptions} you can inspect and change the global variables of the package \pkg{RobAStBase}. } @@ -30,17 +38,20 @@ the value of the one- resp. k-step estimate which may take quite a long time depending on the model. } \item{withUpdateInKer:}{if there is a non-trivial trafo in the model with matrix \eqn{D}, shall - the parameter be updated on \eqn{{\rm ker}(D)}{ker(D)}? defaults to \code{FALSE}.} + the parameter be updated on \eqn{{\rm ker}(D)}{ker(D)}? Defaults to \code{FALSE}.} \item{IC.UpdateInKer:}{if there is a non-trivial trafo in the model with matrix \eqn{D}, the IC to be used for this; if \code{NULL} the result of \code{getboundedIC(L2Fam,D)} is taken; this IC will then be projected onto \eqn{{\rm ker}(D)}{ker(D)}; defaults to \code{NULL}.} \item{all.verbose:}{argument \code{verbose} passed on by default to many calls of \code{optIC}, \code{radiusminimaxIC}, \code{getinfRobIC} etc.; well suited - for testing purposes.} + for testing purposes. Defaults to \code{FALSE}.} \item{withPICList:}{logical: shall slot \code{pICList} of return value of \code{kStepEstimator} - be filled?} + be filled? Defaults to \code{FALSE}.} \item{withICList:}{logical: shall slot \code{ICList} of return value of \code{kStepEstimator} - be filled?} + be filled? Defaults to \code{FALSE}.} + \item{modifyICwarn:}{logical: should a (warning) information be added if \code{modifyIC} + is applied and hence some optimality information could no longer be valid? Defaults to + \code{TRUE}.} } } %\references{} Modified: pkg/RobAStBase/DESCRIPTION =================================================================== --- pkg/RobAStBase/DESCRIPTION 2018-07-31 13:36:27 UTC (rev 1078) +++ pkg/RobAStBase/DESCRIPTION 2018-07-31 20:53:06 UTC (rev 1079) @@ -5,7 +5,7 @@ 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) +Suggests: ROptEst(>=1.1.0), RUnit(>= 0.4.26) Imports: startupmsg, graphics, grDevices, stats 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", Modified: pkg/RobAStBase/R/RobAStBaseOptions.R =================================================================== --- pkg/RobAStBase/R/RobAStBaseOptions.R 2018-07-31 13:36:27 UTC (rev 1078) +++ pkg/RobAStBase/R/RobAStBaseOptions.R 2018-07-31 20:53:06 UTC (rev 1079) @@ -4,7 +4,8 @@ IC.UpdateInKer = NULL, all.verbose = FALSE, withICList = FALSE, - withPICList = FALSE + withPICList = FALSE, + modifyICwarn = TRUE ) RobAStBaseOptions <- function(...) { Modified: pkg/RobAStBase/man/RobAStBaseOptions.Rd =================================================================== --- pkg/RobAStBase/man/RobAStBaseOptions.Rd 2018-07-31 13:36:27 UTC (rev 1078) +++ pkg/RobAStBase/man/RobAStBaseOptions.Rd 2018-07-31 20:53:06 UTC (rev 1079) @@ -2,7 +2,15 @@ \alias{RobAStBaseOptions} \alias{getRobAStBaseOption} \alias{kStepUseLast} +\alias{modifyICwarn} +\alias{withUpdateInKer} +\alias{IC.UpdateInKer} +\alias{all.verbose} +\alias{withICList} +\alias{withPICList} +\alias{modifyICwarn} + \title{Function to change the global variables of the package `RobAStBase' } \description{With \code{RobAStBaseOptions} you can inspect and change the global variables of the package \pkg{RobAStBase}. } @@ -30,17 +38,20 @@ the value of the one- resp. k-step estimate which may take quite a long time depending on the model. } \item{withUpdateInKer:}{if there is a non-trivial trafo in the model with matrix \eqn{D}, shall - the parameter be updated on \eqn{{\rm ker}(D)}{ker(D)}? defaults to \code{FALSE}.} + the parameter be updated on \eqn{{\rm ker}(D)}{ker(D)}? Defaults to \code{FALSE}.} \item{IC.UpdateInKer:}{if there is a non-trivial trafo in the model with matrix \eqn{D}, the IC to be used for this; if \code{NULL} the result of \code{getboundedIC(L2Fam,D)} is taken; this IC will then be projected onto \eqn{{\rm ker}(D)}{ker(D)}; defaults to \code{NULL}.} \item{all.verbose:}{argument \code{verbose} passed on by default to many calls of \code{optIC}, \code{radiusminimaxIC}, \code{getinfRobIC} etc.; well suited - for testing purposes.} + for testing purposes. Defaults to \code{FALSE}.} \item{withPICList:}{logical: shall slot \code{pICList} of return value of \code{kStepEstimator} - be filled?} + be filled? Defaults to \code{FALSE}.} \item{withICList:}{logical: shall slot \code{ICList} of return value of \code{kStepEstimator} - be filled?} + be filled? Defaults to \code{FALSE}.} + \item{modifyICwarn:}{logical: should a (warning) information be added if \code{modifyIC} + is applied and hence some optimality information could no longer be valid? Defaults to + \code{TRUE}.} } } %\references{}