[Distr-commits] r971 - in branches/distr-2.6/pkg/distrMod: . inst man

[noreply at r-forge.r-project.org]

Author: ruckdeschel
Date: 2014-10-07 23:48:39 +0200 (Tue, 07 Oct 2014)
New Revision: 971

Modified:
   branches/distr-2.6/pkg/distrMod/DESCRIPTION
   branches/distr-2.6/pkg/distrMod/inst/NEWS
   branches/distr-2.6/pkg/distrMod/man/returnlevelplot.Rd
Log:
[distrMod] updated NEWS and DESCRIPTION 

Modified: branches/distr-2.6/pkg/distrMod/DESCRIPTION
===================================================================
--- branches/distr-2.6/pkg/distrMod/DESCRIPTION	2014-10-06 14:25:00 UTC (rev 970)
+++ branches/distr-2.6/pkg/distrMod/DESCRIPTION	2014-10-07 21:48:39 UTC (rev 971)
@@ -10,6 +10,7 @@
 		comment="for source file 'format.perc'"))
 Depends: R(>= 2.14.0), distr(>= 2.5.2), distrEx(>= 2.4), RandVar(>= 0.6.3), MASS, stats4,
         methods
+Suggests: ismev, evd, RobExtremes
 ByteCompile: yes
 License: LGPL-3
 Encoding: latin1

Modified: branches/distr-2.6/pkg/distrMod/inst/NEWS
===================================================================
--- branches/distr-2.6/pkg/distrMod/inst/NEWS	2014-10-06 14:25:00 UTC (rev 970)
+++ branches/distr-2.6/pkg/distrMod/inst/NEWS	2014-10-07 21:48:39 UTC (rev 971)
@@ -14,6 +14,8 @@
 user-visible CHANGES:
 + introduced dropZeroDensity argument to ML estimators 
 + arguments panel.first, panel.last for plot-methods can now be lists
++ introduced returnlevelplot, a generalization of the respective
+  diagnostic plot facility of package ismev
   
 GENERAL ENHANCEMENTS:
 
@@ -32,7 +34,8 @@
    * additional argument added.points.CI to allow for  additional evaluation 
      points for the confidence intervals in the range of the seen data	 
 + returnlevelplot
-   * similar 
+   * similar as qqplot as to additional methods
+   * returnlevelplot now gains an argument threshold for POT
 + new internal method  .checkEstClassForParamFamily-method to be called 
   immediately before returning an Estimate object (in functions Estimator(), 
   MCEstimator(), MDEstimator(), MLEstimator()); this allows to return an
@@ -44,10 +47,13 @@
 
   BUGFIXES:
 
+
 + fixed issue with slot withPosRestr in ParamFamParameter.R 
 + fixed issue with check.validity (reported by B.Spangl)
 + fixed some minor issue in existsPIC (in case we get 0 matrix, and less strict tolerance) 
 + fixed issue with returnlevelplot discovered by B. Spangl -- points had not been ordered 
++ fixed CIs for qqplot and returnlevelplot
+
 ##############
 v 2.5
 ##############

Modified: branches/distr-2.6/pkg/distrMod/man/returnlevelplot.Rd
===================================================================
--- branches/distr-2.6/pkg/distrMod/man/returnlevelplot.Rd	2014-10-06 14:25:00 UTC (rev 970)
+++ branches/distr-2.6/pkg/distrMod/man/returnlevelplot.Rd	2014-10-07 21:48:39 UTC (rev 971)
@@ -139,8 +139,8 @@
   plots provided package \pkg{ismev}, e.g., in function
   \code{\link[ismev:gev.diag]{gev.diag}}), see also Coles' book below,  to
   be applicable to distribution and probability model objects. In this context,
-  \code{returnlevelplot} produces a QQ plot of data (argument \code{x}) against
-   a (model) distribution.
+  \code{returnlevelplot} produces a rescaled QQ plot of data (argument \code{x}) 
+  against a (model) distribution.
    Graphical parameters may be given as arguments to \code{returnlevelplot}.
 }
 \value{
@@ -180,7 +180,13 @@
 
 }
 }
-
+\note{
+ The confidence bands given in our version of the return level plot differ
+ from the ones given in package \pkg{ismev}. We use non-parametric bands,
+ hence also allow for non-parametric deviances from the model, whereas in
+ in package \pkg{ismev} they are based on profiling, hence only check for
+ variability within the parametric class.
+}
 \references{
   ismev: An   Introduction to Statistical Modeling of Extreme Values. R package
   version 1.39. http://CRAN.R-project.org/package=ismev; original S functions
@@ -204,21 +210,19 @@
 returnlevelplot(r(Norm(15,sqrt(30)))(40), Chisq(df=15))
 ### more could be seen after installing RobExtremes and ismev
 #
-# require(RobExtremes)
-# require(ismev)
-#
-# data(portpirie)
-# ppfit <- gev.fit(portpirie[,2])
-# DD2 <- GEVFamily(scale=ppfit$mle[2],shape=ppfit$mle[3],loc=ppfit$mle[1])
-# erg <- returnlevelplot(portpirie[,2], DD2, datax=FALSE)
-# erg <- returnlevelplot(portpirie[,2], DD2, datax=TRUE)
-#
-# data(rain)
-# opfit <- gpd.fit(rain,10)
-# DD1 <- GParetoFamily(scale=opfit$mle[1],shape=opfit$mle[2],loc=10)
-# erg <- returnlevelplot(rain, DD1, datax=FALSE, MaxOrPOT="POT", npy=365, xlim=c(1e-1,1e3))
-# erg <- returnlevelplot(rain, DD1, datax=TRUE, MaxOrPOT="POT", npy=365, xlim=c(1e-1,1e3))
+if(require(RobExtremes) && require(ismev)){
 
+ data(portpirie)
+ gevfit <- gev.fit(portpirie[,2]) ## taken from example from ismev::gev.fit
+ GEVF <- GEVFamily(scale=gevfit$mle[2],shape=gevfit$mle[3],loc=gevfit$mle[1])
+ erg <- returnlevelplot(portpirie[,2], GEVF)
+ print(erg)
+ returnlevelplot(portpirie[,2], GEVF, datax=TRUE)
+
+ data(rain)
+ gpdfit <- gpd.fit(rain,10) ## taken from example from ismev::gpd.fit
+ GPDF <- GParetoFamily(scale=gpdfit$mle[1],shape=gpdfit$mle[2],loc=10)
+ returnlevelplot(rain, GPDF, MaxOrPOT="POT", xlim=c(1e-1,1e3))
 }
 \keyword{hplot}
 \keyword{distribution}