[Distr-commits] r719 - in pkg/distrMod: R tests/Examples
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Jan 7 16:11:13 CET 2011
Author: stamats
Date: 2011-01-07 16:11:10 +0100 (Fri, 07 Jan 2011)
New Revision: 719
Modified:
pkg/distrMod/R/L2ParamFamily.R
pkg/distrMod/tests/Examples/distrMod-Ex.Rout.save
Log:
added computation of relative error in checkL2deriv - maybe there is a better idea avoiding division by zero, updated distrMod-Ex.Rout.save
Modified: pkg/distrMod/R/L2ParamFamily.R
===================================================================
--- pkg/distrMod/R/L2ParamFamily.R 2011-01-07 14:32:50 UTC (rev 718)
+++ pkg/distrMod/R/L2ParamFamily.R 2011-01-07 15:11:10 UTC (rev 719)
@@ -180,10 +180,13 @@
if(out) cat("precision of centering:\t", cent, "\n")
consist <- E(object = L2Fam, fun = L2deriv %*% t(L2deriv))
- consist <- consist - as(L2Fam at FisherInfo, "matrix")
+ FI <- as(L2Fam at FisherInfo, "matrix")
+ consist <- consist - FI
if(out){
cat("precision of Fisher information:\n")
print(consist)
+ cat("precision of Fisher information - relativ error [%]:\n")
+ print(100*consist/FI)
}
prec <- max(abs(cent), abs(consist))
Modified: pkg/distrMod/tests/Examples/distrMod-Ex.Rout.save
===================================================================
--- pkg/distrMod/tests/Examples/distrMod-Ex.Rout.save 2011-01-07 14:32:50 UTC (rev 718)
+++ pkg/distrMod/tests/Examples/distrMod-Ex.Rout.save 2011-01-07 15:11:10 UTC (rev 719)
@@ -204,6 +204,10 @@
shape1 shape2
shape1 -1.851068e-05 1.648326e-06
shape2 1.648326e-06 -1.851068e-05
+precision of Fisher information - relativ error [%]:
+ shape1 shape2
+shape1 -0.0018510679 -0.0002555806
+shape2 -0.0002555806 -0.0018510679
$maximum.deviation
[1] 3.963591e-05
@@ -272,6 +276,9 @@
precision of Fisher information:
prob
prob 2.842171e-14
+precision of Fisher information - relativ error [%]:
+ prob
+prob 2.131628e-14
$maximum.deviation
[1] 2.842171e-14
@@ -326,6 +333,10 @@
loc scale
loc -3.137524e-05 0.00000000
scale 0.000000e+00 -0.02118143
+precision of Fisher information - relativ error [%]:
+ loc scale
+loc -0.006275047 NaN
+scale NaN -4.236286
$maximum.deviation
[1] 0.02119711
@@ -582,13 +593,16 @@
{
((x - 0)/1 * LogDeriv((x - 0)/1) - 1)/1
}
-<environment: 0x57d27d8>
+<environment: 0x4b4b8b0>
> checkL2deriv(E1)
precision of centering: -1.511810e-06
precision of Fisher information:
scale
scale -2.61793e-05
+precision of Fisher information - relativ error [%]:
+ scale
+scale -0.00261793
$maximum.deviation
[1] 2.61793e-05
@@ -714,6 +728,10 @@
scale shape
scale -2.617930e-05 -7.165188e-06
shape -7.165188e-06 -2.862712e-05
+precision of Fisher information - relativ error [%]:
+ scale shape
+scale -0.0026179301 -0.0007165188
+shape -0.0007165188 -0.0017403202
$maximum.deviation
[1] 2.862712e-05
@@ -759,13 +777,16 @@
{
LogDeriv(x - 0)
}
-<environment: 0x3e950f8>
+<environment: 0x3545d10>
> checkL2deriv(G1)
precision of centering: 1.511810e-06
precision of Fisher information:
loc
loc -2.61793e-05
+precision of Fisher information - relativ error [%]:
+ loc
+loc -0.00261793
$maximum.deviation
[1] 2.61793e-05
@@ -798,7 +819,7 @@
Slot "fct":
function (x)
QuadFormNorm(x, A = A)
-<environment: 0x5eba8d8>
+<environment: 0x520bce0>
>
> ## The function is currently defined as
@@ -1076,13 +1097,16 @@
{
((x - 0)/1 * LogDeriv((x - 0)/1) - 1)/1
}
-<environment: 0x67e6d48>
+<environment: 0x5e5d5f0>
> checkL2deriv(L1)
precision of centering: -0.003003394
precision of Fisher information:
meanlog
meanlog -0.01027919
+precision of Fisher information - relativ error [%]:
+ meanlog
+meanlog -1.027919
$maximum.deviation
[1] 0.01027919
@@ -1694,6 +1718,9 @@
precision of Fisher information:
prob
prob -0.1601189
+precision of Fisher information - relativ error [%]:
+ prob
+prob -0.0300223
$maximum.deviation
[1] 0.1601189
@@ -1724,6 +1751,10 @@
size prob
size -4.182531e-06 0.0008481424
prob 8.481424e-04 -0.1601189384
+precision of Fisher information - relativ error [%]:
+ size prob
+size -0.01373598 -0.02120356
+prob -0.02120356 -0.03002230
$maximum.deviation
[1] 0.1601189
@@ -1754,6 +1785,10 @@
size mean
size -1.783076e-06 -0.01493583
mean -1.493583e-02 -114.12730267
+precision of Fisher information - relativ error [%]:
+ size mean
+size -0.01551567 -0.02177089
+mean -0.02177089 -0.02771248
$maximum.deviation
[1] 114.1273
@@ -1891,6 +1926,10 @@
mean sd
mean -5.794001e-06 0.0000000000
sd 0.000000e+00 -0.0001572173
+precision of Fisher information - relativ error [%]:
+ mean sd
+mean -0.0005794001 NaN
+sd NaN -0.007860863
$maximum.deviation
[1] 0.0001572173
@@ -1944,6 +1983,10 @@
mean sd
mean -5.794001e-06 0.0000000000
sd 0.000000e+00 -0.0001572173
+precision of Fisher information - relativ error [%]:
+ mean sd
+mean -0.0005794001 NaN
+sd NaN -0.007860863
$maximum.deviation
[1] 0.0001572173
@@ -1994,6 +2037,9 @@
precision of Fisher information:
sd
sd -0.0001572173
+precision of Fisher information - relativ error [%]:
+ sd
+sd -0.007860863
$maximum.deviation
[1] 0.0001572173
@@ -2047,6 +2093,10 @@
sd mean
sd -5.794001e-06 0.0000000000
mean 0.000000e+00 -0.0001572173
+precision of Fisher information - relativ error [%]:
+ sd mean
+sd -0.0005794001 NaN
+mean NaN -0.007860863
$maximum.deviation
[1] 0.0001572173
@@ -2536,6 +2586,9 @@
precision of Fisher information:
lambda
lambda -3.268427e-06
+precision of Fisher information - relativ error [%]:
+ lambda
+lambda -0.001470792
$maximum.deviation
[1] 3.268427e-06
@@ -2568,7 +2621,7 @@
Slot "fct":
function (x)
QuadFormNorm(x, A = A0)
-<environment: 0x5fd40b8>
+<environment: 0x4cfb1b8>
>
> ## The function is currently defined as
@@ -2606,7 +2659,7 @@
Slot "fct":
function (x)
QuadFormNorm(x, A = A)
-<environment: 0x467acb8>
+<environment: 0x4a341a8>
>
> ## The function is currently defined as
@@ -2983,6 +3036,9 @@
precision of Fisher information:
[,1]
[1,] -5.794001e-06
+precision of Fisher information - relativ error [%]:
+ [,1]
+[1,] -0.0005794001
$maximum.deviation
[1] 5.794001e-06
@@ -4054,7 +4110,7 @@
> ### * <FOOTER>
> ###
> cat("Time elapsed: ", proc.time() - get("ptime", pos = 'CheckExEnv'),"\n")
-Time elapsed: 49.35 0.08 49.469 0 0
+Time elapsed: 49.45 0.17 49.649 0 0
> grDevices::dev.off()
null device
1
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