[Distr-commits] r1262 - in branches/distr-2.8/pkg/distrMod: R inst man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Aug 10 01:29:21 CEST 2018
Author: ruckdeschel
Date: 2018-08-10 01:29:20 +0200 (Fri, 10 Aug 2018)
New Revision: 1262
Modified:
branches/distr-2.8/pkg/distrMod/R/MDEstimator.R
branches/distr-2.8/pkg/distrMod/R/SimpleL2ParamFamilies.R
branches/distr-2.8/pkg/distrMod/inst/NEWS
branches/distr-2.8/pkg/distrMod/man/MDEstimator.Rd
Log:
[distrMod] branch 2.8:
+ changed default for CvMMDEstiamtor to variant "Mod" (consistent to fitdistrplus)
+ extended accuracy in NbinomFamily
+ bugfix :
set.seed(123)
xn1 <- rnbinom(100,size=25,prob=0.2)
N1.w <- NbinomwithSizeFamily(size = 25, prob = 0.25)
x=CvMMDEstimator(xn1,N1.w,.withEvalAsVar=FALSE)
Modified: branches/distr-2.8/pkg/distrMod/R/MDEstimator.R
===================================================================
--- branches/distr-2.8/pkg/distrMod/R/MDEstimator.R 2018-08-08 01:04:10 UTC (rev 1261)
+++ branches/distr-2.8/pkg/distrMod/R/MDEstimator.R 2018-08-09 23:29:20 UTC (rev 1262)
@@ -100,7 +100,7 @@
return(res)
}
-CvMMDEstimator <- function(x, ParamFamily, muDatOrMod = c("Dat","Mod", "Other"),
+CvMMDEstimator <- function(x, ParamFamily, muDatOrMod = c("Mod", "Dat", "Other"),
mu = NULL,
paramDepDist = FALSE,
startPar = NULL, Infos,
Modified: branches/distr-2.8/pkg/distrMod/R/SimpleL2ParamFamilies.R
===================================================================
--- branches/distr-2.8/pkg/distrMod/R/SimpleL2ParamFamilies.R 2018-08-08 01:04:10 UTC (rev 1261)
+++ branches/distr-2.8/pkg/distrMod/R/SimpleL2ParamFamilies.R 2018-08-09 23:29:20 UTC (rev 1262)
@@ -272,6 +272,10 @@
NbinomMeanSizeFamily <- function(size = 1, mean = .5, trafo,
withL2derivDistr = TRUE){
+
+ TQ <- getdistrOption("TruncQuantile")
+ on.exit(distroptions(TruncQuantile=TQ))
+ distroptions(TruncQuantile=1e-8)
name <- "Negative Binomial family"
prob.0 <- size/(size+mean)
distribution <- Nbinom(size = size, prob = size/(size+mean))
@@ -338,8 +342,8 @@
mean.0 <- main(param)["mean"]
size.0 <- main(param)["size"]
prob.00 <- size.0/(size.0+mean.0)
- xn <- 1:min(max(max(support(Nbinom(size = size.0, prob = prob.0))),
- qnbinom(1e-6,size=size.0,prob=prob.0,lower.tail=FALSE)),
+ xn <- 1:min(max(max(support(Nbinom(size = size.0, prob = prob.00))),
+ qnbinom(1e-6,size=size.0,prob=prob.00,lower.tail=FALSE)),
1e5)
I11 <- -sum((trigamma(xn+size.0)-trigamma(size.0))*dnbinom(xn,size=size.0,prob=prob.00))
I12 <- -1/prob.00
Modified: branches/distr-2.8/pkg/distrMod/inst/NEWS
===================================================================
--- branches/distr-2.8/pkg/distrMod/inst/NEWS 2018-08-08 01:04:10 UTC (rev 1261)
+++ branches/distr-2.8/pkg/distrMod/inst/NEWS 2018-08-09 23:29:20 UTC (rev 1262)
@@ -39,6 +39,7 @@
(i.e., in discrete distiributions, with a more refined version, extending the checking
of the numerically truncated support).
+ new model class / generator LogisticLocationScaleFamily
++ changed default for CvMMDEstiamtor to variant "Mod" (consistent to fitdistrplus)
bug fixes
+ discovered some issues with local variables in L2Families (global values were used instead...)
@@ -90,6 +91,7 @@
+ based on this tag "( mu = ... )" later on, in pkg RobAStBase, a (conditional)
coerce method produces the pIC of the MDE by means of .CvMMDCovariance[WithMux]
+ new subclasses "MLEstimate", "MDEstimate", "CvMMDEstimate" for internal method dispatch
+
##############
v 2.7
##############
Modified: branches/distr-2.8/pkg/distrMod/man/MDEstimator.Rd
===================================================================
--- branches/distr-2.8/pkg/distrMod/man/MDEstimator.Rd 2018-08-08 01:04:10 UTC (rev 1261)
+++ branches/distr-2.8/pkg/distrMod/man/MDEstimator.Rd 2018-08-09 23:29:20 UTC (rev 1262)
@@ -17,7 +17,7 @@
penalty = 1e20, validity.check = TRUE, asvar.fct, na.rm = TRUE,
..., .withEvalAsVar = TRUE, nmsffx = "",
.with.checkEstClassForParamFamily = TRUE)
-CvMMDEstimator(x, ParamFamily, muDatOrMod = c("Dat","Mod", "Other"),
+CvMMDEstimator(x, ParamFamily, muDatOrMod = c("Mod","Dat", "Other"),
mu = NULL, paramDepDist = FALSE, startPar = NULL, Infos,
trafo = NULL, penalty = 1e20, validity.check = TRUE,
asvar.fct = .CvMMDCovariance, na.rm = TRUE, ...,
@@ -52,7 +52,7 @@
integration (probability) measure / distribution \code{mu}
(corresponding to argument value \code{"Other"}) is to be used;
must be one of "Dat" (default) or "Mod" or "Other".
- You can specify just the initial letter.}
+ You can specify just the initial letter; the default is \code{"Mod"}.}
\item{mu}{ optional integration (probability) measure for CvM MDE.
defaults to \code{NULL} and is ignored in options
\code{muDatOrMod} in \code{"Dat"} and \code{"Mod"};
@@ -191,21 +191,21 @@
## or
KolmogorovMDEstimator(x = x, ParamFamily = G)
-## von Mises minimum distance estimator with default mu
+## von Mises minimum distance estimator with default mu = Mod
MDEstimator(x = x, ParamFamily = G, distance = CvMDist)
\donttest{
-## von Mises minimum distance estimator with default mu
+## von Mises minimum distance estimator with default mu = Mod
MDEstimator(x = x, ParamFamily = G, distance = CvMDist,
asvar.fct = .CvMMDCovarianceWithMux)
## or
CvMMDEstimator(x = x, ParamFamily = G)
## or
+CvMMDEstimator(x = x, ParamFamily = G, muDatOrMod="Mod")
+
+## or with data based integration measure:
CvMMDEstimator(x = x, ParamFamily = G, muDatOrMod="Dat")
-## or with model based integration measure:
-CvMMDEstimator(x = x, ParamFamily = G, muDatOrMod="Mod")
-
## von Mises minimum distance estimator with mu = N(0,1)
MDEstimator(x = x, ParamFamily = G, distance = CvMDist, mu = Norm())
## or, with asy Var
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