[Distr-commits] r214 - in branches/distr-2.0/pkg/distrMod: R chm

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Tue Jul 29 23:52:10 CEST 2008


Author: ruckdeschel
Date: 2008-07-29 23:52:10 +0200 (Tue, 29 Jul 2008)
New Revision: 214

Modified:
   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/0distrMod-package.html
   branches/distr-2.0/pkg/distrMod/chm/distrMod.chm
   branches/distr-2.0/pkg/distrMod/chm/distrMod.toc
Log:
fixed some bug: it should be I^-1 as ascov
and FisherInfo expects an argument of type ParamFamParameter ...

Modified: branches/distr-2.0/pkg/distrMod/R/MLEstimator.R
===================================================================
--- branches/distr-2.0/pkg/distrMod/R/MLEstimator.R	2008-07-29 21:17:28 UTC (rev 213)
+++ branches/distr-2.0/pkg/distrMod/R/MLEstimator.R	2008-07-29 21:52:10 UTC (rev 214)
@@ -41,6 +41,7 @@
                 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)
+    param <- ParamFamParameter(name = names(res at estimate), main = res at estimate)
+    res at asvar <- solve(FisherInfo(ParamFamily, param = param))
     return(res)
 }

Modified: branches/distr-2.0/pkg/distrMod/chm/00Index.html
===================================================================
--- branches/distr-2.0/pkg/distrMod/chm/00Index.html	2008-07-29 21:17:28 UTC (rev 213)
+++ branches/distr-2.0/pkg/distrMod/chm/00Index.html	2008-07-29 21:52:10 UTC (rev 214)
@@ -80,6 +80,10 @@
 <td>Generating function for asUnOvShoot-class</td></tr>
 <tr><td width="25%"><a href="asUnOvShoot-class.html">asUnOvShoot-class</a></td>
 <td>Asymptotic under-/overshoot probability</td></tr>
+<tr><td width="25%"><a href="Estimate-class.html">asvar</a></td>
+<td>Estimate-class.</td></tr>
+<tr><td width="25%"><a href="Estimate-class.html">asvar,Estimate-method</a></td>
+<td>Estimate-class.</td></tr>
 <tr><td width="25%"><a href="asymmetricBias.html">asymmetricBias</a></td>
 <td>Generating function for asymmetricBias-class</td></tr>
 <tr><td width="25%"><a href="asymmetricBias-class.html">asymmetricBias-class</a></td>
@@ -481,6 +485,10 @@
 <h2><a name="S">-- S --</a></h2>
 
 <table width="100%">
+<tr><td width="25%"><a href="Estimate-class.html">samplesize</a></td>
+<td>Estimate-class.</td></tr>
+<tr><td width="25%"><a href="Estimate-class.html">samplesize,Estimate-method</a></td>
+<td>Estimate-class.</td></tr>
 <tr><td width="25%"><a href="SelfNorm.html">SelfNorm</a></td>
 <td>Generating function for SelfNorm-class</td></tr>
 <tr><td width="25%"><a href="QFnorm-class.html">SelfNorm-class</a></td>

Modified: branches/distr-2.0/pkg/distrMod/chm/0distrMod-package.html
===================================================================
--- branches/distr-2.0/pkg/distrMod/chm/0distrMod-package.html	2008-07-29 21:17:28 UTC (rev 213)
+++ branches/distr-2.0/pkg/distrMod/chm/0distrMod-package.html	2008-07-29 21:52:10 UTC (rev 214)
@@ -56,7 +56,9 @@
 <p>
 <pre>
 
+##########################
 ProbFamily classes
+##########################
 slots: [&lt;name&gt;(&lt;class&gt;)] 
 name(character), distribution(Distribution),
 distrSym(DistributionSymmetry), props(character)
@@ -65,14 +67,36 @@
 |&gt;"ParamFamily"
 additional slots:
 param(ParamFamParameter), modifyParam(function)
+|&gt;|&gt;"L2ParamFamily"
+additional slots:
+L2deriv(EuclRandVarList), L2deriv.fct(function), 
+L2derivSymm(FunSymmList), L2derivDistr(DistrList),
+L2derivDistrSymm(DistrSymmList), FisherInfo(PosSemDefSymmMatrix),
+FisherInfo.fct(function)
+|&gt;|&gt;|&gt;"L2GroupParamFamily"
+additional slots:
+LogDeriv(function)
+|&gt;|&gt;|&gt;|&gt;"L2LocationFamily"
+|&gt;|&gt;|&gt;|&gt;"L2ScaleFamily"
+|&gt;|&gt;|&gt;|&gt;"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)
 
@@ -80,6 +104,104 @@
 |&gt;"NoSymmetry"
 |&gt;"EllipticalSymmetry"
 |&gt;|&gt;"SphericalSymmetry"
+|&gt;"DistributionSymmetry"
+|&gt;"FunctionSymmetry"
+|&gt;|&gt;"NonSymmetric"
+|&gt;|&gt;"EvenSymmetric"
+|&gt;|&gt;"OddSymmetric"
+
+list thereof
+"DistrSymmList"
+"FunSymmList"
+
+##########################
+Matrix classes
+##########################
+slots:
+none
+"PosSemDefSymmMatrix" is subclass of class "matrix" of package "base".
+|&gt;"PosDefSymmMatrix"
+
+
+##########################
+Norm Classes
+##########################
+slots:
+name(character), fct(function)
+
+"NormType"
+|&gt;"QFNorm"
+Additional slots:
+QuadForm(PosSemDefSymmMatrix)
+|&gt;|&gt;"InfoNorm"
+|&gt;|&gt;"SelfNorm"
+
+##########################
+Bias Classes
+##########################
+slots:
+name(character)
+
+"BiasType"
+|&gt;"symmetricBias"
+|&gt;"onesidedBias"
+Additional slots:
+sign(numeric)
+|&gt;"asymmetricBias", 
+Additional slots:
+nu(numeric)
+
+##########################
+Risk Classes
+##########################
+slots:
+type(character)
+
+"RiskType"
+|&gt;"asRisk"
+|&gt;|&gt;"asCov"
+|&gt;|&gt;"trAsCov"
+|&gt;"fiRisk"
+|&gt;|&gt;"fiCov"
+|&gt;|&gt;"trfiCov"
+|&gt;|&gt;"fiHampel"
+Additional slots:
+bound(numeric)
+|&gt;|&gt;"fiMSE"
+|&gt;|&gt;"fiBias"
+|&gt;|&gt;"fiUnOvShoot"
+Additional slots:
+width(numeric)
+
+Risk with Bias:
+"asRiskwithBias"
+slots: biastype(BiasType), normtype(NormType),
+|&gt;"asHampel"
+Additional slots:
+bound(numeric)
+|&gt;"asBias"
+|&gt;"asGRisk"
+|&gt;|&gt;"asMSE"
+|&gt;|&gt;"asUnOvShoot"
+Additional slots:
+width(numeric)
+|&gt;|&gt;"asSemivar"
+
+
+##########################
+Estimate Classes
+##########################
+slots:
+name(character), estimate(ANY),
+samplesize(numeric), asvar(OptionalMatrix),
+Infos(matrix)
+
+"Estimate"
+|&gt;"MCEstimate", 
+Additional slots:
+criterion(numeric)
+
+
 </pre>
 </p>
 

Modified: branches/distr-2.0/pkg/distrMod/chm/distrMod.chm
===================================================================
(Binary files differ)

Modified: branches/distr-2.0/pkg/distrMod/chm/distrMod.toc
===================================================================
--- branches/distr-2.0/pkg/distrMod/chm/distrMod.toc	2008-07-29 21:17:28 UTC (rev 213)
+++ branches/distr-2.0/pkg/distrMod/chm/distrMod.toc	2008-07-29 21:52:10 UTC (rev 214)
@@ -90,6 +90,14 @@
 <param name="Local" value="asUnOvShoot-class.html">
 </OBJECT>
 <LI> <OBJECT type="text/sitemap">
+<param name="Name" value="asvar">
+<param name="Local" value="Estimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="asvar,Estimate-method">
+<param name="Local" value="Estimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
 <param name="Name" value="asymmetricBias">
 <param name="Local" value="asymmetricBias.html">
 </OBJECT>
@@ -782,6 +790,14 @@
 <param name="Local" value="RiskType-class.html">
 </OBJECT>
 <LI> <OBJECT type="text/sitemap">
+<param name="Name" value="samplesize">
+<param name="Local" value="Estimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="samplesize,Estimate-method">
+<param name="Local" value="Estimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
 <param name="Name" value="SelfNorm">
 <param name="Local" value="SelfNorm.html">
 </OBJECT>



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