[Distr-commits] r480 - in branches/distr-2.2/pkg/distrMod: . man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jun 17 09:21:28 CEST 2009
Author: stamats
Date: 2009-06-17 09:21:27 +0200 (Wed, 17 Jun 2009)
New Revision: 480
Modified:
branches/distr-2.2/pkg/distrMod/DESCRIPTION
branches/distr-2.2/pkg/distrMod/man/0distrMod-package.Rd
branches/distr-2.2/pkg/distrMod/man/Estimate-class.Rd
branches/distr-2.2/pkg/distrMod/man/asSemivar-class.Rd
Log:
some documentation issues corrected
Modified: branches/distr-2.2/pkg/distrMod/DESCRIPTION
===================================================================
--- branches/distr-2.2/pkg/distrMod/DESCRIPTION 2009-06-17 04:36:30 UTC (rev 479)
+++ branches/distr-2.2/pkg/distrMod/DESCRIPTION 2009-06-17 07:21:27 UTC (rev 480)
@@ -1,6 +1,6 @@
Package: distrMod
Version: 2.2
-Date: 2009-03-19
+Date: 2009-06-17
Title: Object orientated implementation of probability models
Description: Object orientated implementation of probability models
based on packages 'distr' and 'distrEx'
Modified: branches/distr-2.2/pkg/distrMod/man/0distrMod-package.Rd
===================================================================
--- branches/distr-2.2/pkg/distrMod/man/0distrMod-package.Rd 2009-06-17 04:36:30 UTC (rev 479)
+++ branches/distr-2.2/pkg/distrMod/man/0distrMod-package.Rd 2009-06-17 07:21:27 UTC (rev 480)
@@ -16,7 +16,7 @@
\tabular{ll}{
Package: \tab distrMod\cr
Version: \tab 2.2\cr
-Date: \tab 2009-03-19\cr
+Date: \tab 2009-06-17\cr
Depends: \tab R(>= 2.6.0), methods, startupmsg, distr(>= 2.2), distrEx(>=2.2), RandVar(>= 0.6.3), MASS, stats4\cr
LazyLoad: \tab yes\cr
License: \tab LGPL-3\cr
Modified: branches/distr-2.2/pkg/distrMod/man/Estimate-class.Rd
===================================================================
--- branches/distr-2.2/pkg/distrMod/man/Estimate-class.Rd 2009-06-17 04:36:30 UTC (rev 479)
+++ branches/distr-2.2/pkg/distrMod/man/Estimate-class.Rd 2009-06-17 07:21:27 UTC (rev 480)
@@ -52,11 +52,13 @@
\item{\code{samplesize}:}{ object of class \code{"numeric"} ---
the samplesize at which the estimate was evaluated. }
\item{\code{nuis.idx}:}{ object of class \code{"OptionalNumeric"}:
- indices of \code{estimate} belonging to the nuisance part}
+ indices of \code{estimate} belonging to the nuisance part. }
\item{\code{fixed}:}{ object of class \code{"OptionalNumeric"}:
- the fixed and known part of the parameter}
+ the fixed and known part of the parameter. }
+ \item{\code{trafo}:}{ object of class \code{"list"}:
+ a list with components \code{fct} and \code{mat} (see below). }
\item{\code{untransformed.estimate}:}{Object of class \code{"ANY"}:
- untransformed estimate.}
+ untransformed estimate. }
\item{\code{untransformed.asvar}:}{ object of class \code{"OptionalNumericOrMatrix"}
which may contain the asymptotic (co)variance of the untransformed
estimator. }
@@ -93,6 +95,7 @@
\item{nuisance}{\code{signature(object = "Estimate")}:
accessor function for \code{nuisance} part of slot \code{estimate}. }
+
\item{main}{\code{signature(object = "Estimate")}:
accessor function for \code{main} part of slot \code{estimate}. }
@@ -116,34 +119,75 @@
}
%\references{}
\section{Details for methods show, print}{
-Detailedness of output by methods \code{show}, \code{print} is controlled
-by the global option \code{show.details} to be set by
-\code{\link{distrModoptions}}.
+ Detailedness of output by methods \code{show}, \code{print} is controlled
+ by the global option \code{show.details} to be set by
+ \code{\link{distrModoptions}}.
-As method \code{show} is used when inspecting an object by typing the object's
-name into the console, \code{show} comes without extra arguments and hence
-detailedness must be controlled by global options.
+ As method \code{show} is used when inspecting an object by typing the object's
+ name into the console, \code{show} comes without extra arguments and hence
+ detailedness must be controlled by global options.
-Method \code{print} may be called with a (partially matched) argument
-\code{show.details}, and then the global option is temporarily set to this
-value.
+ Method \code{print} may be called with a (partially matched) argument
+ \code{show.details}, and then the global option is temporarily set to this
+ value.
-More specifically, when \code{show.detail} is matched to \code{"minimal"}
-you will be shown only the name/type of the estimator, the value of its main
-part, and, if present, the corresponding standard errors, as well as,
-also if present, the value of the nuisance part.
-When \code{show.detail} is matched to \code{"medium"}, you will in
-addition see the class of the estimator, its call and its sample-size
-and, if present, the fixed part of the parameter and
-the asymptotic covariance matrix. Also the information
-gathered in the \code{Infos} slot is shown.
-Finally, when \code{show.detail} is matched to \code{"maximal"},
-and if, in addition, you estimate non-trivial (i.e. not the identity)
-transformation of the parameter of the parametric family, you will also be
-shown this transformation in form of its function and its derivative matrix
-at the estimated parameter value, as well as the estimator (with standard errors,
-if present) and (again, if present) the corresponding asymptotic covariance
-of the untransformed, total (i.e. main and nuisance part) parameter.
+ More specifically, when \code{show.detail} is matched to \code{"minimal"}
+ you will be shown only the name/type of the estimator, the value of its main
+ part, and, if present, the corresponding standard errors, as well as,
+ also if present, the value of the nuisance part.
+ When \code{show.detail} is matched to \code{"medium"}, you will in
+ addition see the class of the estimator, its call and its sample-size
+ and, if present, the fixed part of the parameter and
+ the asymptotic covariance matrix. Also the information
+ gathered in the \code{Infos} slot is shown.
+ Finally, when \code{show.detail} is matched to \code{"maximal"},
+ and if, in addition, you estimate non-trivial (i.e. not the identity)
+ transformation of the parameter of the parametric family, you will also be
+ shown this transformation in form of its function and its derivative matrix
+ at the estimated parameter value, as well as the estimator (with standard errors,
+ if present) and (again, if present) the corresponding asymptotic covariance
+ of the untransformed, total (i.e. main and nuisance part) parameter.
+
+ \code{trafo} realizes partial influence curves; i.e.; we are only
+ interested is some possibly lower dimensional smooth (not necessarily
+ linear or even coordinate-wise) aspect/transformation \eqn{\tau}{tau}
+ of the parameter \eqn{\theta}{theta}.
+
+ To be coherent with the corresponding \emph{nuisance}
+ implementation, we make the following convention:
+
+ The full parameter \eqn{\theta}{theta} is split up coordinate-wise
+ in a main parameter \eqn{\theta'}{theta'} and a nuisance parameter
+ \eqn{\theta''}{theta''} (which is unknown, too, hence has to be
+ estimated, but only is of secondary interest) and a fixed,
+ known part \eqn{\theta'''}{theta'''}.
+
+ Without loss of generality, we restrict ourselves to the case that
+ transformation \eqn{\tau}{tau} only acts on the main parameter
+ \eqn{\theta'}{theta'} --- if we want to transform the whole
+ parameter, we only have to assume that both nuisance parameter
+ \eqn{\theta''}{theta''} and fixed, known part of the parameter
+ \eqn{\theta'''}{theta'''} have length 0.
+
+ To the implementation:
+
+ Slot \code{trafo} can either contain a (constant) matrix
+ \eqn{D_\theta}{D_theta} or a function
+ \deqn{\tau\colon \Theta' \to \tilde \Theta,\qquad \theta \mapsto \tau(\theta)}{tau: Theta' -> TTheta, theta |-> tau(theta)}
+ mapping main parameter
+ \eqn{\theta'}{theta'} to some range \eqn{\tilde \Theta}{TTheta}.
+
+ If \emph{slot value} \code{trafo} is a function, besides \eqn{\tau(\theta)}{tau(theta)},
+ it will also return the corresponding derivative matrix
+ \eqn{\frac{\partial}{\partial \theta}\tau(\theta)}{(d/d theta) (tau(theta))}.
+ More specifically, the return value of this function \code{theta} is a
+ list with entries \code{fval}, the function value \eqn{\tau(\theta)}{tau(theta)},
+ and \code{mat}, the derivative matrix.
+
+ In case \code{trafo} is a matrix \eqn{D}, we interpret it as such a derivative
+ matrix \eqn{\frac{\partial}{\partial \theta}\tau(\theta)}{(d/d theta) (tau(theta))},
+ and, correspondingly, \eqn{\tau(\theta)}{tau(theta)} as the linear mapping
+ \eqn{\tau(\theta)=D\,\theta}{tau(theta)=D * theta}.\cr
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de},\cr
Peter Ruckdeschel \email{Peter.Ruckdeschel at itwm.fraunhofer.de}}
Modified: branches/distr-2.2/pkg/distrMod/man/asSemivar-class.Rd
===================================================================
--- branches/distr-2.2/pkg/distrMod/man/asSemivar-class.Rd 2009-06-17 04:36:30 UTC (rev 479)
+++ branches/distr-2.2/pkg/distrMod/man/asSemivar-class.Rd 2009-06-17 07:21:27 UTC (rev 480)
@@ -13,22 +13,23 @@
}
\section{Slots}{
\describe{
- \item{\code{sign}:}{Object of class \code{"numeric"} -- accounts for
- whether we only consider positive (sign = 1) or negative bias (sign = -1).}
+ \item{\code{type}:}{Object of class \code{"character"}:
+ \dQuote{asymptotic mean square error}. }
+ \item{\code{biastype}:}{Object of class \code{"BiasType"}:
+ symmetric, one-sided or asymmetric }
+ \item{\code{normtype}:}{Object of class \code{"NormType"}:
+ norm in which a multivariate parameter is considered}
}
}
-\section{Methods}{
- \describe{
- \item{sign}{\code{signature(object = "asSemivar")}:
- accessor function for slot \code{sign}. }
- \item{sign<-}{\code{signature(object = "asSemivar", value = "numeric")}:
- replacement function for slot \code{sign}. }
- }
-}
\section{Extends}{
Class \code{"asGRisk"}, directly.\cr
+Class \code{"asRiskwithBias"}, by class \code{"asGRisk"}.\cr
+Class \code{"asRisk"}, by class \code{"asRiskwithBias"}.\cr
+Class \code{"RiskType"}, by class \code{"asGRisk"}.
}
-
+\section{Methods}{
+No methods defined with class "asSemivar" in the signature.
+}
\references{
Ruckdeschel, P. (2005) Optimally One-Sided Bounded Influence Curves.
Mathematical Methods in Statistics \emph{14}(1), 105-131.
@@ -38,7 +39,7 @@
}
\author{Peter Ruckdeschel \email{Peter.Ruckdeschel at itwm.fraunhofer.de}}
%\note{}
-\seealso{\code{\link{BiasType-class}}}
+\seealso{\code{\link{asGRisk-class}}, \code{\link{asMSE}}}
\examples{
asSemivar()
}
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