[Distr-commits] r886 - in branches/distr-2.5/pkg/distrMod: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Feb 16 14:59:43 CET 2013
Author: ruckdeschel
Date: 2013-02-16 14:59:42 +0100 (Sat, 16 Feb 2013)
New Revision: 886
Modified:
branches/distr-2.5/pkg/distrMod/R/AllClass.R
branches/distr-2.5/pkg/distrMod/R/AllShow.R
branches/distr-2.5/pkg/distrMod/R/L2GroupFamilies.R
branches/distr-2.5/pkg/distrMod/R/L2ParamFamily.R
branches/distr-2.5/pkg/distrMod/man/L2ParamFamily.Rd
branches/distr-2.5/pkg/distrMod/man/ParamFamily-class.Rd
Log:
distrMod:
+ParamFamily gains a slot .withMDE to control extra calls to MDEstimator that might not be necessary in robest (e.g. with GParetoFamily())
+consequence: L2LocationScaleFamilies now use median mad as starting estimator
in robest roptest (and no longer call CvM-MDE)
+forgot to commit some changes in show() for asvar in the last round
Modified: branches/distr-2.5/pkg/distrMod/R/AllClass.R
===================================================================
--- branches/distr-2.5/pkg/distrMod/R/AllClass.R 2013-02-15 11:42:37 UTC (rev 885)
+++ branches/distr-2.5/pkg/distrMod/R/AllClass.R 2013-02-16 13:59:42 UTC (rev 886)
@@ -143,7 +143,8 @@
modifyParam = "function",
fam.call = "call",
startPar = "function",
- makeOKPar = "function"
+ makeOKPar = "function",
+ .withMDE = "logical"
### <- new !!! (not in thesis!)
### a function with argument theta
### returning distribution P_theta
@@ -156,7 +157,8 @@
props = character(0),
makeOKPar = function(param)param,
startPar = function(x) {},
- param = new("ParamFamParameter", main = 0, trafo = matrix(1))),
+ param = new("ParamFamParameter", main = 0, trafo = matrix(1)),
+ .withMDE = TRUE),
contains = "ProbFamily")
Modified: branches/distr-2.5/pkg/distrMod/R/AllShow.R
===================================================================
--- branches/distr-2.5/pkg/distrMod/R/AllShow.R 2013-02-15 11:42:37 UTC (rev 885)
+++ branches/distr-2.5/pkg/distrMod/R/AllShow.R 2013-02-16 13:59:42 UTC (rev 886)
@@ -154,11 +154,13 @@
trafo.mat <- object at trafo$mat
trafo.fct <- object at trafo$fct
- if(!is.null(object at asvar)){
+ asvar0 <- if(!is.null(object at asvar)) asvar(object) else NULL
- sd0 <- sqrt(diag(object at asvar)/object at samplesize)
- if(!is.null(object at untransformed.asvar) && all(!is.na(object at untransformed.asvar)))
- untransformed.sd0 <- sqrt(diag(object at untransformed.asvar)/object at samplesize)
+ if(!is.null(asvar0)){
+ sd0 <- sqrt(diag(asvar0)/object at samplesize)
+ if(!is.null(untransformed.asvar(object)) &&
+ all(!is.na(untransformed.asvar(object))))
+ untransformed.sd0 <- sqrt(diag(untransformed.asvar(object))/object at samplesize)
else untransformed.sd0 <- NULL
if(getdistrModOption("show.details")!="minimal")
@@ -201,7 +203,7 @@
if(getdistrModOption("show.details")!="minimal"){
cat(gettextf("asymptotic (co)variance (multiplied with samplesize):\n"))
- print(object at asvar[,])
+ print(asvar(object)[,])
}
if(getdistrModOption("show.details")=="maximal"){
@@ -213,9 +215,9 @@
cat(gettextf("untransformed estimate:\n"))
print(object at untransformed.estimate, quote = FALSE)
}
- if(!is.null(object at untransformed.asvar)){
+ if(!is.null(untransformed.asvar(object))){
cat(gettextf("asymptotic (co)variance of untransformed estimate (multiplied with samplesize):\n"))
- print(object at untransformed.asvar[,])
+ print(untransformed.asvar(object)[,])
}
}
}
Modified: branches/distr-2.5/pkg/distrMod/R/L2GroupFamilies.R
===================================================================
--- branches/distr-2.5/pkg/distrMod/R/L2GroupFamilies.R 2013-02-15 11:42:37 UTC (rev 885)
+++ branches/distr-2.5/pkg/distrMod/R/L2GroupFamilies.R 2013-02-16 13:59:42 UTC (rev 886)
@@ -445,7 +445,8 @@
L2derivSymm = L2Symm,
L2derivDistrSymm = L2DSymm,
trafo = Tr,
- .returnClsName = rtn),
+ .returnClsName = rtn,
+ .withMDE = FALSE),
list(s = scale,
l = loc,
N = name,
@@ -482,7 +483,7 @@
L2Fam at L2derivDistrSymm <- L2derivDistrSymm
L2Fam at FisherInfo.fct <- FisherInfo.fct
L2Fam at FisherInfo <- FisherInfo.fct(param)
-
+ L2Fam at .withMDE <- FALSE
return(L2Fam)
}
Modified: branches/distr-2.5/pkg/distrMod/R/L2ParamFamily.R
===================================================================
--- branches/distr-2.5/pkg/distrMod/R/L2ParamFamily.R 2013-02-15 11:42:37 UTC (rev 885)
+++ branches/distr-2.5/pkg/distrMod/R/L2ParamFamily.R 2013-02-16 13:59:42 UTC (rev 886)
@@ -13,7 +13,7 @@
L2derivSymm, L2derivDistr, L2derivDistrSymm,
FisherInfo.fct,
FisherInfo = FisherInfo.fct(param),
- .returnClsName = NULL){
+ .returnClsName = NULL, .withMDE = TRUE){
if(missing(name))
name <- "L_2 differentiable parametric family of probability measures"
@@ -115,7 +115,8 @@
L2derivDistrSymm = L2DSymm,
FisherInfo.fct = Ffct,
FisherInfo = FInfo,
- .returnClsName = rtn),
+ .returnClsName = rtn,
+ .withMDE = wMDE0),
list(N = name,
D = distribution,
DS = distrSymm,
@@ -130,7 +131,8 @@
L2DSymm = L2derivDistrSymm,
Ffct = FisherInfo.fct,
FInfo = FisherInfo,
- rtn = .returnClsName))
+ rtn = .returnClsName,
+ wMDE0 =.withMDE))
if(is.null(.returnClsName))
@@ -152,7 +154,7 @@
L2Fam at FisherInfo <- FisherInfo
if(!is.null(startPar)) L2Fam at startPar <- startPar
if(!is.null(makeOKPar)) L2Fam at makeOKPar <- makeOKPar
-
+ L2Fam at .withMDE <- .withMDE
return(L2Fam)
}
Modified: branches/distr-2.5/pkg/distrMod/man/L2ParamFamily.Rd
===================================================================
--- branches/distr-2.5/pkg/distrMod/man/L2ParamFamily.Rd 2013-02-15 11:42:37 UTC (rev 885)
+++ branches/distr-2.5/pkg/distrMod/man/L2ParamFamily.Rd 2013-02-16 13:59:42 UTC (rev 886)
@@ -19,7 +19,7 @@
return(function(x) {x-theta})},
L2derivSymm, L2derivDistr, L2derivDistrSymm,
FisherInfo.fct, FisherInfo = FisherInfo.fct(param),
- .returnClsName = NULL)
+ .returnClsName = NULL, .withMDE = TRUE)
}
\arguments{
\item{name}{ character string: name of the family }
@@ -67,8 +67,16 @@
\item{.returnClsName}{ the class name of the return value; by default this
argument is \code{NULL} whereupon the return class will be
\code{L2ParamFamily}; but, internally, this generating function is also
- used to produce objects of class \code{BinomialFamily}, \code{PoisFamily}
- \code{GammaFamily}, \code{BetaFamily}.}
+ used to e.g. produce objects of class \code{BinomialFamily}, \code{PoisFamily}
+ \code{GammaFamily}, \code{BetaFamily}.}
+ \item{.withMDE}{ logical of length 1:
+ Tells R how to use the function from slot \code{startPar} in case
+ of a \code{kStepEstimator} --- use it as is or to compute the
+ starting point for a minimum distance estimator which in turn then
+ serves as starting point for \code{roptest} / \code{robest}
+ (from package \pkg{ROptEst}). If
+ \code{TRUE} (default) the latter alternative is used.
+ Ignored if \pkg{ROptEst} is not used.}
}
\details{
If \code{name} is missing, the default
Modified: branches/distr-2.5/pkg/distrMod/man/ParamFamily-class.Rd
===================================================================
--- branches/distr-2.5/pkg/distrMod/man/ParamFamily-class.Rd 2013-02-15 11:42:37 UTC (rev 885)
+++ branches/distr-2.5/pkg/distrMod/man/ParamFamily-class.Rd 2013-02-16 13:59:42 UTC (rev 886)
@@ -60,6 +60,15 @@
\item{\code{props}}{[inherited from class \code{"ProbFamily"}]
object of class \code{"character"}:
properties of the family. }
+ \item{\code{.withMDE}}{
+ object of class \code{"logical"} (of length 1):
+ Tells R how to use the function from slot \code{startPar} in case
+ of a \code{kStepEstimator} --- use it as is or to compute the
+ starting point for a minimum distance estimator which in turn then
+ serves as starting point for \code{roptest} / \code{robest}
+ (from package \pkg{ROptEst}). If
+ \code{TRUE} (default) the latter alternative is used.
+ Ignored if \pkg{ROptEst} is not used.}
}}
\section{Extends}{
Class \code{"ProbFamily"}, directly.
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