[Distr-commits] r213 - in branches/distr-2.0/pkg/distrMod: . R chm man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Jul 29 23:17:28 CEST 2008
Author: ruckdeschel
Date: 2008-07-29 23:17:28 +0200 (Tue, 29 Jul 2008)
New Revision: 213
Modified:
branches/distr-2.0/pkg/distrMod/NAMESPACE
branches/distr-2.0/pkg/distrMod/R/AllClass.R
branches/distr-2.0/pkg/distrMod/R/AllGeneric.R
branches/distr-2.0/pkg/distrMod/R/AllShow.R
branches/distr-2.0/pkg/distrMod/R/Estimate.R
branches/distr-2.0/pkg/distrMod/R/Estimator.R
branches/distr-2.0/pkg/distrMod/R/MCEstimator.R
branches/distr-2.0/pkg/distrMod/R/MDEstimator.R
branches/distr-2.0/pkg/distrMod/R/MLEstimator.R
branches/distr-2.0/pkg/distrMod/chm/00Index.html
branches/distr-2.0/pkg/distrMod/chm/MCEstimator.html
branches/distr-2.0/pkg/distrMod/chm/MDEstimator.html
branches/distr-2.0/pkg/distrMod/chm/MLEstimator.html
branches/distr-2.0/pkg/distrMod/chm/distrMod.chm
branches/distr-2.0/pkg/distrMod/chm/distrMod.hhp
branches/distr-2.0/pkg/distrMod/chm/distrMod.toc
branches/distr-2.0/pkg/distrMod/man/0distrMod-package.Rd
branches/distr-2.0/pkg/distrMod/man/Estimate-class.Rd
branches/distr-2.0/pkg/distrMod/man/Estimator.Rd
branches/distr-2.0/pkg/distrMod/man/MCEstimate-class.Rd
Log:
realized new slots samplesize and asvar for class Estimate
Modified: branches/distr-2.0/pkg/distrMod/NAMESPACE
===================================================================
--- branches/distr-2.0/pkg/distrMod/NAMESPACE 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/NAMESPACE 2008-07-29 21:17:28 UTC (rev 213)
@@ -40,7 +40,8 @@
exportMethods("name", "name<-",
"estimate",
"Infos", "Infos<-", "addInfo<-",
- "criterion", "criterion<-")
+ "criterion", "criterion<-",
+ "samplesize", "asvar")
export("PosDefSymmMatrix","PosSemDefSymmMatrix")
export("distrModOptions", "getdistrModOption",
"Estimator", "MCEstimator", "MLEstimator", "MDEstimator")
Modified: branches/distr-2.0/pkg/distrMod/R/AllClass.R
===================================================================
--- branches/distr-2.0/pkg/distrMod/R/AllClass.R 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/R/AllClass.R 2008-07-29 21:17:28 UTC (rev 213)
@@ -33,6 +33,7 @@
## optional numeric
setClassUnion("OptionalNumeric", c("numeric", "NULL"))
setClassUnion("MatrixorFunction", c("matrix", "OptionalFunction"))
+setClassUnion("OptionalMatrix", c("numeric", "matrix"))
################################
@@ -410,9 +411,13 @@
setClass("Estimate",
representation(name = "character",
estimate = "ANY",
+ samplesize = "numeric",
+ asvar = "OptionalMatrix",
Infos = "matrix"),
prototype(name = "Estimate",
estimate = numeric(0),
+ asvar = NULL,
+ samplesize = 1,
Infos = matrix(c(character(0),character(0)), ncol=2,
dimnames=list(character(0), c("method", "message")))),
validity = function(object){
Modified: branches/distr-2.0/pkg/distrMod/R/AllGeneric.R
===================================================================
--- branches/distr-2.0/pkg/distrMod/R/AllGeneric.R 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/R/AllGeneric.R 2008-07-29 21:17:28 UTC (rev 213)
@@ -156,3 +156,9 @@
if(!isGeneric("criterion<-")){
setGeneric("criterion<-", function(object, value) standardGeneric("criterion<-"))
}
+if(!isGeneric("samplesize")){
+ setGeneric("samplesize", function(object) standardGeneric("samplesize"))
+}
+if(!isGeneric("asvar")){
+ setGeneric("asvar", function(object) standardGeneric("asvar"))
+}
Modified: branches/distr-2.0/pkg/distrMod/R/AllShow.R
===================================================================
--- branches/distr-2.0/pkg/distrMod/R/AllShow.R 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/R/AllShow.R 2008-07-29 21:17:28 UTC (rev 213)
@@ -96,6 +96,12 @@
cat(paste("An object of class", dQuote(class(object)), "\n"))
cat("estimate:\n")
print(object at estimate)
+ cat("samplesize:\n")
+ print(object at samplesize)
+ if(!is.null(object at asvar)){
+ cat("asymptotic (co)variance\n")
+ print(object at asvar)
+ }
if(nrow(object at Infos) > 0){
cat("Infos:\n")
print(object at Infos)
Modified: branches/distr-2.0/pkg/distrMod/R/Estimate.R
===================================================================
--- branches/distr-2.0/pkg/distrMod/R/Estimate.R 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/R/Estimate.R 2008-07-29 21:17:28 UTC (rev 213)
@@ -29,6 +29,11 @@
object
})
+setMethod("samplesize", "Estimate", function(object) object at samplesize)
+setMethod("asvar", "Estimate", function(object) object at asvar)
+
setMethod("criterion", "MCEstimate", function(object) object at criterion)
setReplaceMethod("criterion", "MCEstimate",
function(object, value) {object at criterion <- value; object})
+
+
Modified: branches/distr-2.0/pkg/distrMod/R/Estimator.R
===================================================================
--- branches/distr-2.0/pkg/distrMod/R/Estimator.R 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/R/Estimator.R 2008-07-29 21:17:28 UTC (rev 213)
@@ -1,7 +1,7 @@
###############################################################################
## Function to compute estimates
###############################################################################
-Estimator <- function(x, estimator, name, Infos, ...){
+Estimator <- function(x, estimator, name, Infos, asvar = NULL, ...){
if(missing(name))
name <- "Some estimator"
@@ -13,6 +13,10 @@
colnames(Infos) <- c("method", "message")
}
+ if(is.null(dim(x)))
+ samplesize <- length(x)
+ else samplesize <- dim(x)[2]
+
new("Estimate", name = name, estimate = estimator(x, ...),
- Infos = Infos)
+ Infos = Infos, samplesize = samplesize, asvar = asvar)
}
Modified: branches/distr-2.0/pkg/distrMod/R/MCEstimator.R
===================================================================
--- branches/distr-2.0/pkg/distrMod/R/MCEstimator.R 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/R/MCEstimator.R 2008-07-29 21:17:28 UTC (rev 213)
@@ -5,6 +5,11 @@
Infos, ...){
if(!is.numeric(x))
stop(gettext("'x' has to be a numeric vector"))
+
+ if(is.null(dim(x)))
+ samplesize <- length(x)
+ else samplesize <- dim(x)[2]
+
if(!is(ParamFamily, "ParamFamily"))
stop(gettext("'ParamFamily' has to be of class 'ParamFamily'"))
if(!is.function(criterion))
@@ -47,5 +52,5 @@
}
new("MCEstimate", name = est.name, estimate = theta, criterion = crit,
- Infos = Infos)
+ Infos = Infos, samplesize = samplesize)
}
Modified: branches/distr-2.0/pkg/distrMod/R/MDEstimator.R
===================================================================
--- branches/distr-2.0/pkg/distrMod/R/MDEstimator.R 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/R/MDEstimator.R 2008-07-29 21:17:28 UTC (rev 213)
@@ -13,3 +13,4 @@
return(res)
}
+
Modified: branches/distr-2.0/pkg/distrMod/R/MLEstimator.R
===================================================================
--- branches/distr-2.0/pkg/distrMod/R/MLEstimator.R 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/R/MLEstimator.R 2008-07-29 21:17:28 UTC (rev 213)
@@ -41,6 +41,6 @@
interval = interval, par = par, ...)
names(res at criterion) <- "negative log-likelihood"
res at name <- "Maximum likelihood estimate"
-
+ res at asvar <- FisherInfo(ParamFamily, param = res at estimate)
return(res)
}
Modified: branches/distr-2.0/pkg/distrMod/chm/00Index.html
===================================================================
--- branches/distr-2.0/pkg/distrMod/chm/00Index.html 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/chm/00Index.html 2008-07-29 21:17:28 UTC (rev 213)
@@ -46,6 +46,8 @@
<h2><a name="A">-- A --</a></h2>
<table width="100%">
+<tr><td width="25%"><a href="Estimate-class.html">addInfo<-,Estimate-method</a></td>
+<td>Estimate-class.</td></tr>
<tr><td width="25%"><a href="ProbFamily-class.html">addProp<-,ProbFamily-method</a></td>
<td>Family of probability measures</td></tr>
<tr><td width="25%"><a href="asBias.html">asBias</a></td>
@@ -114,6 +116,12 @@
<td>Generic function for checking L2-derivatives</td></tr>
<tr><td width="25%"><a href="L2ParamFamily-class.html">checkL2deriv,L2ParamFamily-method</a></td>
<td>L2 differentiable parametric family</td></tr>
+<tr><td width="25%"><a href="MCEstimate-class.html">criterion</a></td>
+<td>MCEstimate-class.</td></tr>
+<tr><td width="25%"><a href="MCEstimate-class.html">criterion,MCEstimate-method</a></td>
+<td>MCEstimate-class.</td></tr>
+<tr><td width="25%"><a href="MCEstimate-class.html">criterion<-,MCEstimate-method</a></td>
+<td>MCEstimate-class.</td></tr>
</table>
<h2><a name="D">-- D --</a></h2>
@@ -154,6 +162,14 @@
<td>Generating function for EllipticalSymmetry-class</td></tr>
<tr><td width="25%"><a href="EllipticalSymmetry-class.html">EllipticalSymmetry-class</a></td>
<td>Class for Elliptically Symmetric Distributions</td></tr>
+<tr><td width="25%"><a href="Estimate-class.html">estimate</a></td>
+<td>Estimate-class.</td></tr>
+<tr><td width="25%"><a href="Estimate-class.html">estimate,Estimate-method</a></td>
+<td>Estimate-class.</td></tr>
+<tr><td width="25%"><a href="Estimate-class.html">Estimate-class</a></td>
+<td>Estimate-class.</td></tr>
+<tr><td width="25%"><a href="Estimator.html">Estimator</a></td>
+<td>Function to compute estimates </td></tr>
<tr><td width="25%"><a href="norms.html">EuclideanNorm</a></td>
<td>Norm functions</td></tr>
<tr><td width="25%"><a href="EvenSymmetric.html">EvenSymmetric</a></td>
@@ -233,6 +249,12 @@
<td>Generating function for InfoNorm-class</td></tr>
<tr><td width="25%"><a href="QFnorm-class.html">InfoNorm-class</a></td>
<td>Norm classes for norms based on quadratic forms</td></tr>
+<tr><td width="25%"><a href="Estimate-class.html">Infos</a></td>
+<td>Estimate-class.</td></tr>
+<tr><td width="25%"><a href="Estimate-class.html">Infos,Estimate-method</a></td>
+<td>Estimate-class.</td></tr>
+<tr><td width="25%"><a href="Estimate-class.html">Infos<-,Estimate-method</a></td>
+<td>Estimate-class.</td></tr>
<tr><td width="25%"><a href="isKerAinKerB.html">isKerAinKerB</a></td>
<td>isKerAinKerB</td></tr>
</table>
@@ -295,12 +317,14 @@
<td>Parameter of a parametric family of probability measures</td></tr>
<tr><td width="25%"><a href="MatrixorFunction-class.html">MatrixorFunction-class</a></td>
<td>MatrixorFunction-class</td></tr>
+<tr><td width="25%"><a href="MCEstimate-class.html">MCEstimate-class</a></td>
+<td>MCEstimate-class.</td></tr>
<tr><td width="25%"><a href="MCEstimator.html">MCEstimator</a></td>
-<td>Function to compute minimum criterion estimators </td></tr>
+<td>Function to compute minimum criterion estimates </td></tr>
<tr><td width="25%"><a href="MDEstimator.html">MDEstimator</a></td>
-<td>Function to compute minimum distance estimators </td></tr>
+<td>Function to compute minimum distance estimates </td></tr>
<tr><td width="25%"><a href="MLEstimator.html">MLEstimator</a></td>
-<td>Function to compute maximum likelihood estimators </td></tr>
+<td>Function to compute maximum likelihood estimates </td></tr>
<tr><td width="25%"><a href="L2ParamFamily-class.html">modifyModel</a></td>
<td>L2 differentiable parametric family</td></tr>
<tr><td width="25%"><a href="L2ParamFamily-class.html">modifyModel,L2ParamFamily,ParamFamParameter-method</a></td>
@@ -318,12 +342,16 @@
<table width="100%">
<tr><td width="25%"><a href="BiasType-class.html">name,BiasType-method</a></td>
<td>Bias Type</td></tr>
+<tr><td width="25%"><a href="Estimate-class.html">name,Estimate-method</a></td>
+<td>Estimate-class.</td></tr>
<tr><td width="25%"><a href="NormType-class.html">name,NormType-method</a></td>
<td>Norm Type</td></tr>
<tr><td width="25%"><a href="ProbFamily-class.html">name,ProbFamily-method</a></td>
<td>Family of probability measures</td></tr>
<tr><td width="25%"><a href="BiasType-class.html">name<-,BiasType-method</a></td>
<td>Bias Type</td></tr>
+<tr><td width="25%"><a href="Estimate-class.html">name<-,Estimate-method</a></td>
+<td>Estimate-class.</td></tr>
<tr><td width="25%"><a href="NormType-class.html">name<-,NormType-method</a></td>
<td>Norm Type</td></tr>
<tr><td width="25%"><a href="ProbFamily-class.html">name<-,ProbFamily-method</a></td>
@@ -461,6 +489,8 @@
<td>Asymptotic Hampel risk</td></tr>
<tr><td width="25%"><a href="asUnOvShoot-class.html">show,asUnOvShoot-method</a></td>
<td>Asymptotic under-/overshoot probability</td></tr>
+<tr><td width="25%"><a href="Estimate-class.html">show,Estimate-method</a></td>
+<td>Estimate-class.</td></tr>
<tr><td width="25%"><a href="fiHampel-class.html">show,fiHampel-method</a></td>
<td>Finite-sample Hampel risk</td></tr>
<tr><td width="25%"><a href="fiUnOvShoot-class.html">show,fiUnOvShoot-method</a></td>
Modified: branches/distr-2.0/pkg/distrMod/chm/MCEstimator.html
===================================================================
--- branches/distr-2.0/pkg/distrMod/chm/MCEstimator.html 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/chm/MCEstimator.html 2008-07-29 21:17:28 UTC (rev 213)
@@ -1,4 +1,4 @@
-<html><head><title>Function to compute minimum criterion estimators</title>
+<html><head><title>Function to compute minimum criterion estimates</title>
<meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1">
<link rel="stylesheet" type="text/css" href="Rchm.css">
</head>
@@ -6,18 +6,18 @@
<table width="100%"><tr><td>MCEstimator(distrMod)</td><td align="right">R Documentation</td></tr></table><object type="application/x-oleobject" classid="clsid:1e2a7bd0-dab9-11d0-b93a-00c04fc99f9e">
<param name="keyword" value="R: MCEstimator">
-<param name="keyword" value=" Function to compute minimum criterion estimators">
+<param name="keyword" value=" Function to compute minimum criterion estimates">
</object>
-<h2>Function to compute minimum criterion estimators</h2>
+<h2>Function to compute minimum criterion estimates</h2>
<h3>Description</h3>
<p>
The function <code>MCEstimator</code> provides a general way to compute
-estimators for a given parametric family of probability measures which
+estimates for a given parametric family of probability measures which
can be obtain by minimizing a certain criterion. For instance,
the negative log-Likelihood in case of the maximum likelihood
estimator or some distance between distributions like in
@@ -28,7 +28,8 @@
<h3>Usage</h3>
<pre>
-MCEstimator(x, ParamFamily, criterion, crit.name, interval, par, ...)
+MCEstimator(x, ParamFamily, criterion, crit.name, interval, par,
+ Infos, ...)
</pre>
@@ -54,6 +55,9 @@
<td>
initial parameter values used by <code>optim</code>; if <code>missing</code>
the parameter of <code>ParamFamily</code> are used. </td></tr>
+<tr valign="top"><td><code>Infos</code></td>
+<td>
+character: optional informations about estimator </td></tr>
<tr valign="top"><td><code>...</code></td>
<td>
further arguments to <code>criterion</code> or <code>optimize</code>
@@ -72,17 +76,8 @@
<h3>Value</h3>
<p>
-An object of S3-class <code>"MCEstimate"</code> which inherits from class <code>"Estimate"</code>,
-a list with two components
-</p>
-<table summary="R argblock">
-<tr valign="top"><td><code>estimate</code></td>
-<td>
-minimum criterion parameter estimate </td></tr>
-<tr valign="top"><td><code>criterion</code></td>
-<td>
-minimum value of the criterion </td></tr>
-</table>
+An object of S4-class <code>"MCEstimate"</code> which inherits from class
+<code>"Estimate"</code>.</p>
<h3>Author(s)</h3>
@@ -95,7 +90,8 @@
<h3>See Also</h3>
<p>
-<code><a href="ParamFamily-class.html">ParamFamily-class</a></code>, <code><a href="ParamFamily.html">ParamFamily</a></code>
+<code><a href="ParamFamily-class.html">ParamFamily-class</a></code>, <code><a href="ParamFamily.html">ParamFamily</a></code>,
+<code><a href="MCEstimate-class.html">MCEstimate-class</a></code>
</p>
Modified: branches/distr-2.0/pkg/distrMod/chm/MDEstimator.html
===================================================================
--- branches/distr-2.0/pkg/distrMod/chm/MDEstimator.html 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/chm/MDEstimator.html 2008-07-29 21:17:28 UTC (rev 213)
@@ -1,4 +1,4 @@
-<html><head><title>Function to compute minimum distance estimators</title>
+<html><head><title>Function to compute minimum distance estimates</title>
<meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1">
<link rel="stylesheet" type="text/css" href="Rchm.css">
</head>
@@ -6,25 +6,26 @@
<table width="100%"><tr><td>MDEstimator(distrMod)</td><td align="right">R Documentation</td></tr></table><object type="application/x-oleobject" classid="clsid:1e2a7bd0-dab9-11d0-b93a-00c04fc99f9e">
<param name="keyword" value="R: MDEstimator">
-<param name="keyword" value=" Function to compute minimum distance estimators">
+<param name="keyword" value=" Function to compute minimum distance estimates">
</object>
-<h2>Function to compute minimum distance estimators</h2>
+<h2>Function to compute minimum distance estimates</h2>
<h3>Description</h3>
<p>
The function <code>MDEstimator</code> provides a general way to compute
-minimum distance estimators.
+minimum distance estimates.
</p>
<h3>Usage</h3>
<pre>
-MDEstimator(x, ParamFamily, distance = KolmogorovDist, dist.name, interval, par, ...)
+MDEstimator(x, ParamFamily, distance = KolmogorovDist, dist.name, interval, par,
+ Infos, ...)
</pre>
@@ -51,6 +52,9 @@
<td>
initial parameter values used by <code>optim</code>; if <code>missing</code>
the parameter of <code>ParamFamily</code> are used. </td></tr>
+<tr valign="top"><td><code>Infos</code></td>
+<td>
+character: optional informations about estimator </td></tr>
<tr valign="top"><td><code>...</code></td>
<td>
further arguments to <code>criterion</code> or <code>optimize</code>
@@ -70,17 +74,8 @@
<h3>Value</h3>
<p>
-An object of S3-class <code>"MCEstimate"</code> which inherits from
-class <code>"Estimate"</code>, a list with two components
-</p>
-<table summary="R argblock">
-<tr valign="top"><td><code>estimate</code></td>
-<td>
-maximum likelihood parameter estimate </td></tr>
-<tr valign="top"><td><code>criterion</code></td>
-<td>
-minimum value of the distance </td></tr>
-</table>
+An object of S4-class <code>"MCEstimate"</code> which inherits from class
+<code>"Estimate"</code>.</p>
<h3>Author(s)</h3>
@@ -103,7 +98,8 @@
<h3>See Also</h3>
<p>
-<code><a href="ParamFamily-class.html">ParamFamily-class</a></code>, <code><a href="ParamFamily.html">ParamFamily</a></code>, code{<a href="MCEstimator.html">MCEstimator</a>},
+<code><a href="ParamFamily-class.html">ParamFamily-class</a></code>, <code><a href="ParamFamily.html">ParamFamily</a></code>,
+<code><a href="MCEstimator.html">MCEstimator</a>, \code{<a href="MCEstimate-class.html">MCEstimate-class</a>}</code>,
<code><a onclick="findlink('MASS', 'fitdistr.html')" style="text-decoration: underline; color: blue; cursor: hand">fitdistr</a></code>
</p>
Modified: branches/distr-2.0/pkg/distrMod/chm/MLEstimator.html
===================================================================
--- branches/distr-2.0/pkg/distrMod/chm/MLEstimator.html 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/chm/MLEstimator.html 2008-07-29 21:17:28 UTC (rev 213)
@@ -1,4 +1,4 @@
-<html><head><title>Function to compute maximum likelihood estimators</title>
+<html><head><title>Function to compute maximum likelihood estimates</title>
<meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1">
<link rel="stylesheet" type="text/css" href="Rchm.css">
</head>
@@ -6,18 +6,18 @@
<table width="100%"><tr><td>MLEstimator(distrMod)</td><td align="right">R Documentation</td></tr></table><object type="application/x-oleobject" classid="clsid:1e2a7bd0-dab9-11d0-b93a-00c04fc99f9e">
<param name="keyword" value="R: MLEstimator">
-<param name="keyword" value=" Function to compute maximum likelihood estimators">
+<param name="keyword" value=" Function to compute maximum likelihood estimates">
</object>
-<h2>Function to compute maximum likelihood estimators</h2>
+<h2>Function to compute maximum likelihood estimates</h2>
<h3>Description</h3>
<p>
The function <code>MLEstimator</code> provides a general way to compute
-maximum likelihood estimators for a given parametric family of
+maximum likelihood estimates for a given parametric family of
probability measures. This is done by calling the function
<code>MCEstimator</code> which minimizes the negative log-Likelihood.
</p>
@@ -26,7 +26,7 @@
<h3>Usage</h3>
<pre>
-MLEstimator(x, ParamFamily, interval, par, ...)
+MLEstimator(x, ParamFamily, interval, par, Infos, ...)
</pre>
@@ -46,6 +46,9 @@
<td>
initial parameter values used by <code>optim</code>; if <code>missing</code>
the parameter of <code>ParamFamily</code> are used. </td></tr>
+<tr valign="top"><td><code>Infos</code></td>
+<td>
+character: optional informations about estimator </td></tr>
<tr valign="top"><td><code>...</code></td>
<td>
further arguments to <code>criterion</code> or <code>optimize</code>
@@ -63,17 +66,8 @@
<h3>Value</h3>
<p>
-An object of S3-class <code>"MCEstimate"</code> which inherits from
-class <code>"Estimate"</code>, a list with two components
-</p>
-<table summary="R argblock">
-<tr valign="top"><td><code>estimate</code></td>
-<td>
-maximum likelihood parameter estimate </td></tr>
-<tr valign="top"><td><code>criterion</code></td>
-<td>
-minimum value of the negative log-likelihood </td></tr>
-</table>
+An object of S4-class <code>"MCEstimate"</code> which inherits from class
+<code>"Estimate"</code>.</p>
<h3>Author(s)</h3>
@@ -86,7 +80,8 @@
<h3>See Also</h3>
<p>
-<code><a href="ParamFamily-class.html">ParamFamily-class</a></code>, <code><a href="ParamFamily.html">ParamFamily</a></code>, code{<a href="MCEstimator.html">MCEstimator</a>},
+<code><a href="ParamFamily-class.html">ParamFamily-class</a></code>, <code><a href="ParamFamily.html">ParamFamily</a></code>,
+<code><a href="MCEstimator.html">MCEstimator</a>, \code{<a href="MCEstimate-class.html">MCEstimate-class</a>}</code>,
<code><a onclick="findlink('MASS', 'fitdistr.html')" style="text-decoration: underline; color: blue; cursor: hand">fitdistr</a></code>
</p>
@@ -109,13 +104,13 @@
## comparison
## shape
-res$estimate[2]
+estimate(res)[2]
## rate
-1/res$estimate[1]
+1/estimate(res)[1]
## log-likelihood
res1$loglik
## negative log-likelihood
-res$criterion
+criterion(res)
</pre>
<script Language="JScript">
Modified: branches/distr-2.0/pkg/distrMod/chm/distrMod.chm
===================================================================
(Binary files differ)
Modified: branches/distr-2.0/pkg/distrMod/chm/distrMod.hhp
===================================================================
--- branches/distr-2.0/pkg/distrMod/chm/distrMod.hhp 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/chm/distrMod.hhp 2008-07-29 21:17:28 UTC (rev 213)
@@ -21,6 +21,8 @@
DistributionSymmetry-class.html
EllipticalSymmetry-class.html
EllipticalSymmetry.html
+Estimate-class.html
+Estimator.html
EvenSymmetric-class.html
EvenSymmetric.html
ExpScaleFamily.html
@@ -40,6 +42,7 @@
L2ScaleFamily-class.html
L2ScaleFamily.html
LnormScaleFamily.html
+MCEstimate-class.html
MCEstimator.html
MDEstimator.html
MLEstimator.html
Modified: branches/distr-2.0/pkg/distrMod/chm/distrMod.toc
===================================================================
--- branches/distr-2.0/pkg/distrMod/chm/distrMod.toc 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/chm/distrMod.toc 2008-07-29 21:17:28 UTC (rev 213)
@@ -14,6 +14,14 @@
<param name="Local" value="0distrMod-package.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="addInfo<-">
+<param name="Local" value="Estimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="addInfo<-,Estimate-method">
+<param name="Local" value="Estimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="addProp<-">
<param name="Local" value="ProbFamily-class.html">
</OBJECT>
@@ -138,6 +146,22 @@
<param name="Local" value="L2ParamFamily-class.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="criterion">
+<param name="Local" value="MCEstimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="criterion,MCEstimate-method">
+<param name="Local" value="MCEstimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="criterion<-">
+<param name="Local" value="MCEstimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="criterion<-,MCEstimate-method">
+<param name="Local" value="MCEstimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="dimension,ParamFamParameter-method">
<param name="Local" value="ParamFamParameter-class.html">
</OBJECT>
@@ -198,6 +222,22 @@
<param name="Local" value="EllipticalSymmetry-class.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="estimate">
+<param name="Local" value="Estimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="estimate,Estimate-method">
+<param name="Local" value="Estimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="Estimate-class">
+<param name="Local" value="Estimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="Estimator">
+<param name="Local" value="Estimator.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="EuclideanNorm">
<param name="Local" value="norms.html">
</OBJECT>
@@ -330,6 +370,22 @@
<param name="Local" value="QFnorm-class.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="Infos">
+<param name="Local" value="Estimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="Infos,Estimate-method">
+<param name="Local" value="Estimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="Infos<-">
+<param name="Local" value="Estimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="Infos<-,Estimate-method">
+<param name="Local" value="Estimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="isKerAinKerB">
<param name="Local" value="isKerAinKerB.html">
</OBJECT>
@@ -438,6 +494,10 @@
<param name="Local" value="MatrixorFunction-class.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="MCEstimate-class">
+<param name="Local" value="MCEstimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="MCEstimator">
<param name="Local" value="MCEstimator.html">
</OBJECT>
@@ -474,6 +534,10 @@
<param name="Local" value="BiasType-class.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="name,Estimate-method">
+<param name="Local" value="Estimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="name,NormType-method">
<param name="Local" value="NormType-class.html">
</OBJECT>
@@ -486,6 +550,10 @@
<param name="Local" value="BiasType-class.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="name<-,Estimate-method">
+<param name="Local" value="Estimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="name<-,NormType-method">
<param name="Local" value="NormType-class.html">
</OBJECT>
@@ -730,6 +798,10 @@
<param name="Local" value="asUnOvShoot-class.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="show,Estimate-method">
+<param name="Local" value="Estimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="show,fiHampel-method">
<param name="Local" value="fiHampel-class.html">
</OBJECT>
@@ -987,6 +1059,10 @@
<param name="Local" value="0distrMod-package.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="Estimate-class.">
+<param name="Local" value="Estimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="Family of probability measures">
<param name="Local" value="ProbFamily-class.html">
</OBJECT>
@@ -1019,15 +1095,19 @@
<param name="Local" value="distrModOptions.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="Function to compute maximum likelihood estimators ">
+<param name="Name" value="Function to compute estimates ">
+<param name="Local" value="Estimator.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="Function to compute maximum likelihood estimates ">
<param name="Local" value="MLEstimator.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="Function to compute minimum criterion estimators ">
+<param name="Name" value="Function to compute minimum criterion estimates ">
<param name="Local" value="MCEstimator.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="Function to compute minimum distance estimators ">
+<param name="Name" value="Function to compute minimum distance estimates ">
<param name="Local" value="MDEstimator.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
@@ -1239,6 +1319,10 @@
<param name="Local" value="MatrixorFunction-class.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="MCEstimate-class.">
+<param name="Local" value="MCEstimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="Methods for Function existsPIC in Package `distrMod'">
<param name="Local" value="existsPIC.html">
</OBJECT>
Modified: branches/distr-2.0/pkg/distrMod/man/0distrMod-package.Rd
===================================================================
--- branches/distr-2.0/pkg/distrMod/man/0distrMod-package.Rd 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/man/0distrMod-package.Rd 2008-07-29 21:17:28 UTC (rev 213)
@@ -26,7 +26,9 @@
\section{Classes}{
\preformatted{
+##########################
ProbFamily classes
+##########################
slots: [<name>(<class>)]
name(character), distribution(Distribution),
distrSym(DistributionSymmetry), props(character)
@@ -35,14 +37,36 @@
|>"ParamFamily"
additional slots:
param(ParamFamParameter), modifyParam(function)
+|>|>"L2ParamFamily"
+additional slots:
+L2deriv(EuclRandVarList), L2deriv.fct(function),
+L2derivSymm(FunSymmList), L2derivDistr(DistrList),
+L2derivDistrSymm(DistrSymmList), FisherInfo(PosSemDefSymmMatrix),
+FisherInfo.fct(function)
+|>|>|>"L2GroupParamFamily"
+additional slots:
+LogDeriv(function)
+|>|>|>|>"L2LocationFamily"
+|>|>|>|>"L2ScaleFamily"
+|>|>|>|>"L2LocationScaleFamily"
+##########################
+ParamFamParameter
+##########################
"ParamFamParameter" is subclass of class "Parameter" of package "distr".
Additional slots:
main(numeric), nuisance(OptionalNumeric), trafo(matrix)
+##########################
+Class unions
+##########################
"OptionalNumeric" = union("numeric", "NULL")
+"OptionalMatrix" = union("matrix", "NULL")
+"MatrixorFunction" = union("matrix", "OptionalFunction")
+##########################
Symmetry classes
+##########################
slots:
type(character), SymmCenter(ANY)
@@ -50,6 +74,104 @@
|>"NoSymmetry"
|>"EllipticalSymmetry"
|>|>"SphericalSymmetry"
+|>"DistributionSymmetry"
+|>"FunctionSymmetry"
+|>|>"NonSymmetric"
+|>|>"EvenSymmetric"
+|>|>"OddSymmetric"
+
+list thereof
+"DistrSymmList"
+"FunSymmList"
+
+##########################
+Matrix classes
+##########################
+slots:
+none
+"PosSemDefSymmMatrix" is subclass of class "matrix" of package "base".
+|>"PosDefSymmMatrix"
+
+
+##########################
+Norm Classes
+##########################
+slots:
+name(character), fct(function)
+
+"NormType"
+|>"QFNorm"
+Additional slots:
+QuadForm(PosSemDefSymmMatrix)
+|>|>"InfoNorm"
+|>|>"SelfNorm"
+
+##########################
+Bias Classes
+##########################
+slots:
+name(character)
+
+"BiasType"
+|>"symmetricBias"
+|>"onesidedBias"
+Additional slots:
+sign(numeric)
+|>"asymmetricBias",
+Additional slots:
+nu(numeric)
+
+##########################
+Risk Classes
+##########################
+slots:
+type(character)
+
+"RiskType"
+|>"asRisk"
+|>|>"asCov"
+|>|>"trAsCov"
+|>"fiRisk"
+|>|>"fiCov"
+|>|>"trfiCov"
+|>|>"fiHampel"
+Additional slots:
+bound(numeric)
+|>|>"fiMSE"
+|>|>"fiBias"
+|>|>"fiUnOvShoot"
+Additional slots:
+width(numeric)
+
+Risk with Bias:
+"asRiskwithBias"
+slots: biastype(BiasType), normtype(NormType),
+|>"asHampel"
+Additional slots:
+bound(numeric)
+|>"asBias"
+|>"asGRisk"
+|>|>"asMSE"
+|>|>"asUnOvShoot"
+Additional slots:
+width(numeric)
+|>|>"asSemivar"
+
+
+##########################
+Estimate Classes
+##########################
+slots:
+name(character), estimate(ANY),
+samplesize(numeric), asvar(OptionalMatrix),
+Infos(matrix)
+
+"Estimate"
+|>"MCEstimate",
+Additional slots:
+criterion(numeric)
+
+
}
}
\section{Methods}{
Modified: branches/distr-2.0/pkg/distrMod/man/Estimate-class.Rd
===================================================================
--- branches/distr-2.0/pkg/distrMod/man/Estimate-class.Rd 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/man/Estimate-class.Rd 2008-07-29 21:17:28 UTC (rev 213)
@@ -7,6 +7,10 @@
\alias{estimate,Estimate-method}
\alias{Infos}
\alias{Infos,Estimate-method}
+\alias{samplesize}
+\alias{samplesize,Estimate-method}
+\alias{asvar}
+\alias{asvar,Estimate-method}
\alias{Infos<-}
\alias{Infos<-,Estimate-method}
\alias{addInfo<-}
@@ -29,6 +33,10 @@
\item{\code{Infos}:}{ object of class \code{"matrix"}
with two columns named \code{method} and \code{message}:
additional informations. }
+ \item{\code{asvar}:}{ object of class \code{"OptionalMatrix"}
+ which may contain the asymptotic (co)variance of the estimator. }
+ \item{\code{samplesize}:}{ object of class \code{"numeric"} ---
+ the samplesize at which the estimate was evaluated. }
}
}
\section{Methods}{
@@ -42,6 +50,12 @@
\item{estimate}{\code{signature(object = "Estimate")}:
accessor function for slot \code{estimate}. }
+ \item{samplesize}{\code{signature(object = "Estimate")}:
+ accessor function for slot \code{samplesize}. }
+
+ \item{asvar}{\code{signature(object = "Estimate")}:
+ accessor function for slot \code{asvar}. }
+
\item{Infos}{\code{signature(object = "Estimate")}:
accessor function for slot \code{Infos}. }
Modified: branches/distr-2.0/pkg/distrMod/man/Estimator.Rd
===================================================================
--- branches/distr-2.0/pkg/distrMod/man/Estimator.Rd 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/man/Estimator.Rd 2008-07-29 21:17:28 UTC (rev 213)
@@ -7,13 +7,14 @@
estimates.
}
\usage{
-Estimator(x, estimator, name, Infos, ...)
+Estimator(x, estimator, name, Infos, asvar = NULL, ...)
}
\arguments{
\item{x}{ (empirical) data }
\item{estimator}{ function: estimator to be evaluated on \code{x}. }
\item{name}{ optional name for estimator. }
\item{Infos}{ character: optional informations about estimator }
+ \item{asvar}{ OptionalMatrix: optionally the asymptotic (co)variance of the estimator }
\item{\dots}{ further arguments to \code{estimator}. }
}
\details{
Modified: branches/distr-2.0/pkg/distrMod/man/MCEstimate-class.Rd
===================================================================
--- branches/distr-2.0/pkg/distrMod/man/MCEstimate-class.Rd 2008-07-29 12:30:41 UTC (rev 212)
+++ branches/distr-2.0/pkg/distrMod/man/MCEstimate-class.Rd 2008-07-29 21:17:28 UTC (rev 213)
@@ -24,6 +24,10 @@
\item{\code{Infos}:}{ object of class \code{"matrix"}
with two columns named \code{method} and \code{message}:
additional informations. }
+ \item{\code{asvar}:}{ object of class \code{"OptionalMatrix"}
+ which may contain the asymptotic (co)variance of the estimator. }
+ \item{\code{samplesize}:}{ object of class \code{"numeric"} ---
+ the samplesize at which the estimate was evaluated. }
}
}
\section{Extends}{
More information about the Distr-commits
mailing list