[Distr-commits] r372 - branches/distr-2.1/pkg/distrEx/R branches/distr-2.1/pkg/distrMod/R branches/distr-2.1/pkg/distrMod/man pkg/utils
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Dec 9 20:59:58 CET 2008
Author: ruckdeschel
Date: 2008-12-09 20:59:58 +0100 (Tue, 09 Dec 2008)
New Revision: 372
Modified:
branches/distr-2.1/pkg/distrEx/R/Internalfunctions.R
branches/distr-2.1/pkg/distrMod/R/mleCalc-methods.R
branches/distr-2.1/pkg/distrMod/man/MLEstimator.Rd
pkg/utils/DESCRIPTIONutils.R
Log:
copied today's changes to branch 2.1 and upload of a "new" version of DESCRIPTIONutils.R
Modified: branches/distr-2.1/pkg/distrEx/R/Internalfunctions.R
===================================================================
--- branches/distr-2.1/pkg/distrEx/R/Internalfunctions.R 2008-12-09 14:24:40 UTC (rev 371)
+++ branches/distr-2.1/pkg/distrEx/R/Internalfunctions.R 2008-12-09 19:59:58 UTC (rev 372)
@@ -2,7 +2,7 @@
## discretize distributions
.discretizeDistr <- function(D, x, lower, upper, n){
- print(list(D, x, lower, upper, n))
+# print(list(D, x, lower, upper, n))
y <- seq(from = lower, to = upper, length = n)
x <- x[x<=upper & x>=lower]
supp <- y[-1]-(y[2]-y[1])/2
Modified: branches/distr-2.1/pkg/distrMod/R/mleCalc-methods.R
===================================================================
--- branches/distr-2.1/pkg/distrMod/R/mleCalc-methods.R 2008-12-09 14:24:40 UTC (rev 371)
+++ branches/distr-2.1/pkg/distrMod/R/mleCalc-methods.R 2008-12-09 19:59:58 UTC (rev 372)
@@ -177,7 +177,8 @@
setMethod("mleCalc", signature(x = "numeric", PFam = "NormScaleFamily"),
function(x, PFam, ...){
- theta <- sd(x); mn <- mean(distribution(PFam))
+ n <- length(x)
+ theta <- sqrt((n-1)/n)*sd(x); mn <- mean(distribution(PFam))
ll <- -sum(dnorm(x, mean=mn, sd = theta, log=TRUE))
names(ll) <- "neg.Loglikelihood"
crit.fct <- function(sd)
@@ -190,7 +191,8 @@
setMethod("mleCalc", signature(x = "numeric", PFam = "NormLocationScaleFamily"),
function(x, PFam, ...){
- sd0 <- sd(x); mn <- mean(x);
+ n <- length(x)
+ sd0 <- sqrt((n-1)/n)*sd(x); mn <- mean(x);
theta <- c(mn, sd0);
names(theta) <- c("mean", "sd")
ll <- -sum(dnorm(x, mean = mn, sd = sd0, log = TRUE))
Modified: branches/distr-2.1/pkg/distrMod/man/MLEstimator.Rd
===================================================================
--- branches/distr-2.1/pkg/distrMod/man/MLEstimator.Rd 2008-12-09 14:24:40 UTC (rev 371)
+++ branches/distr-2.1/pkg/distrMod/man/MLEstimator.Rd 2008-12-09 19:59:58 UTC (rev 372)
@@ -44,13 +44,13 @@
Peter Ruckdeschel \email{Peter.Ruckdeschel at itwm.fraunhofer.de}}
%\note{}
\seealso{\code{\link{ParamFamily-class}}, \code{\link{ParamFamily}},
- \code{\link{MCEstimator}, \code{\link{MCEstimate-class}}},
-\code{\link[MASS]{fitdistr}} }
+ \code{\link{MCEstimator}}, \code{\link{MCEstimate-class}},
+ \code{\link[MASS]{fitdistr}}, \code{\link[stats4]{mle}} }
\examples{
#############################
## 1. Binomial data
#############################
-## generate a sample of contaminated data
+## (empirical) data
x <- rbinom(100, size=25, prob=.25)
## ML-estimate
@@ -72,7 +72,7 @@
#############################
## 3. Normal (Gaussian) location and scale
#############################
-## Generate a contaminated sample
+## (empirical) data
x <- rnorm(100)
## ML-estimate
@@ -84,7 +84,7 @@
#############################
## 4. Gamma model
#############################
-## (empirical) Data
+## (empirical) data
x <- rgamma(50, scale = 0.5, shape = 3)
## parametric family of probability measures
@@ -149,11 +149,12 @@
## 5. Cauchy Location Scale model
#############################
(C <- CauchyLocationScaleFamily())
-loc.true <- 1; scl.true <- 2
+loc.true <- 1
+scl.true <- 2
-## (empirical) Data
+## (empirical) data
x <- rcauchy(50, location = loc.true, scale = scl.true)
-
+
## Maximum likelihood estimator
(res <- MLEstimator(x = x, ParamFamily = C))
## Asymptotic (CLT-based) confidence interval
Modified: pkg/utils/DESCRIPTIONutils.R
===================================================================
--- pkg/utils/DESCRIPTIONutils.R 2008-12-09 14:24:40 UTC (rev 371)
+++ pkg/utils/DESCRIPTIONutils.R 2008-12-09 19:59:58 UTC (rev 372)
@@ -80,15 +80,23 @@
colnames(Values) <- Pkgs
rownames(Values) <- Names
-Pkgs <- "distrMod"
+Pkgs <- "distrTEst"
Names <- c("Version", "Date")
Values <- matrix(c("2.0.4",
format(Sys.time(), format="%Y-%m-%d")),2,length(Pkgs))
colnames(Values) <- Pkgs
rownames(Values) <- Names
changeDescription(startDir = "C:/rtest/distr",names=Names,
- pkgs=c("distrMod"), values=Values)
+ pkgs=c("distrTEst"), values=Values)
+Pkgs <- "RobAStBase"
+Names <- c("Version", "Date")
+Values <- matrix(c("0.1.4",
+ format(Sys.time(), format="%Y-%m-%d")),2,length(Pkgs))
+colnames(Values) <- Pkgs
+rownames(Values) <- Names
+changeDescription(startDir = "C:/rtest/robast",names=Names,
+ pkgs=Pkgs, values=Values)
changeDescription(startDir = "C:/rtest/distr",names="Date",
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