[Distr-commits] r1335 - branches/distr-2.9/pkg/distrMod/R branches/distr-2.9/pkg/distrMod/man branches/distr-2.9/pkg/distrMod/tests/Examples branches/distr-2.9/pkg/distrMod/vignettes pkg/distrMod/R pkg/distrMod/man pkg/distrMod/tests/Examples pkg/distrMod/vignettes
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Mar 31 19:14:24 CEST 2019
Author: ruckdeschel
Date: 2019-03-31 19:14:24 +0200 (Sun, 31 Mar 2019)
New Revision: 1335
Modified:
branches/distr-2.9/pkg/distrMod/R/L2ParamFamily.R
branches/distr-2.9/pkg/distrMod/man/checkL2deriv.Rd
branches/distr-2.9/pkg/distrMod/man/returnlevelplot.Rd
branches/distr-2.9/pkg/distrMod/tests/Examples/distrMod-Ex.Rout.save
branches/distr-2.9/pkg/distrMod/vignettes/distrMod.Rnw
pkg/distrMod/R/L2ParamFamily.R
pkg/distrMod/man/checkL2deriv.Rd
pkg/distrMod/man/returnlevelplot.Rd
pkg/distrMod/tests/Examples/distrMod-Ex.Rout.save
pkg/distrMod/vignettes/distrMod.Rnw
Log:
distrMod [branch 2.9 and trunk]:
+ checkL2deriv in distrMod still issued machine-dependent digits; now: differentiate between printed output (rounded to 5 digits) and return value (non-rounded, list valued)
+ example to returnlevelplot now only issues the names of the items of the return object
+ vignette has updated affiliation information
Modified: branches/distr-2.9/pkg/distrMod/R/L2ParamFamily.R
===================================================================
--- branches/distr-2.9/pkg/distrMod/R/L2ParamFamily.R 2019-03-30 20:48:25 UTC (rev 1334)
+++ branches/distr-2.9/pkg/distrMod/R/L2ParamFamily.R 2019-03-31 17:14:24 UTC (rev 1335)
@@ -186,32 +186,33 @@
L2deriv <- as(diag(dims) %*% L2Fam at L2deriv, "EuclRandVariable")
cent <- E(object = L2Fam, fun = L2deriv)
- if(out) cat("precision of centering:\t", cent, "\n")
+ if(out){
+ PrecCent <- 12-round(max(log(abs(cent)+1e-14)),10)
+ cent.out <- round(cent*10^PrecCent)/10^PrecCent
+ cat("precision of centering:\t", cent.out, "\n")
+ }
consist <- E(object = L2Fam, fun = L2deriv %*% t(L2deriv))
FI <- as(L2Fam at FisherInfo, "matrix")
consist <- consist - FI
if(out){
+ oldOps <- options()
+ on.exit(do.call(options,oldOps))
+ options(digits=5,scipen=-2)
cat("precision of Fisher information:\n")
print(consist)
cat("precision of Fisher information - relativ error [%]:\n")
print(100*consist/FI)
- }
- if(out){
- cat("condition of Fisher information:\n")
- print(kappa(FI))
+ cat("condition of Fisher information:\n")
+ print(kappa(FI))
}
prec <- max(abs(cent), abs(consist))
- ## PR 20190222:
- ## deleting all digits beyond 1e-12 (as numeric fuzz) --
- ## but check for relative accuracy by means of the "size" of the Fisher information
- ## measured in by the sqrt(max(FI))
- relPrec <- 12-round(log(max(FI),10)/2)
- prec <- round(prec*10^relPrec)/10^relPrec
-
- return(list(maximum.deviation = prec))
+ ret.value <- list(maximum.deviation = prec, cent=cent, consist=consist,
+ condition=kappa(FI))
+
+ return(invisible(ret.value))
})
Modified: branches/distr-2.9/pkg/distrMod/man/checkL2deriv.Rd
===================================================================
--- branches/distr-2.9/pkg/distrMod/man/checkL2deriv.Rd 2019-03-30 20:48:25 UTC (rev 1334)
+++ branches/distr-2.9/pkg/distrMod/man/checkL2deriv.Rd 2019-03-31 17:14:24 UTC (rev 1335)
@@ -17,7 +17,18 @@
The precisions of the centering and the Fisher information
are computed.
}
-\value{The maximum deviation is returned.}
+\value{A list with items \code{maximum.deviation}, \code{cent}, \code{consist},
+ and \code{condition} is invisibly returned, where \code{maximum.deviation}
+ comprises the maximal absolute value of all entries in \code{cent} and \code{consist},
+ \code{cent} shows the expectation of \code{L2deriv(L2Fam)}
+ (which should be 0), \code{consist} shows the difference
+ between the Fisher information and \code{cov(L2deriv(L2Fam))} (which should be 0), and
+ \code{condition} is the condition number of the Fisher information.}
+
+\note{The return value gives the non-rounded values (which will be machine dependent),
+ whereas on argument \code{out==TRUE} (the default) we only issue the values up to
+ 5 digits which should be independent of the machine.}
+
\references{
Rieder, H. (1994) \emph{Robust Asymptotic Statistics}. New York: Springer.
Modified: branches/distr-2.9/pkg/distrMod/man/returnlevelplot.Rd
===================================================================
--- branches/distr-2.9/pkg/distrMod/man/returnlevelplot.Rd 2019-03-30 20:48:25 UTC (rev 1334)
+++ branches/distr-2.9/pkg/distrMod/man/returnlevelplot.Rd 2019-03-31 17:14:24 UTC (rev 1335)
@@ -251,6 +251,7 @@
intervals.
}
\examples{
+set.seed(20190331)
returnlevelplot(r(Norm(15,sqrt(30)))(40), Chisq(df=15))
### more could be seen after installing RobExtremes and ismev
#
@@ -260,7 +261,9 @@
gevfit <- gev.fit(portpirie[,2]) ## taken from example from ismev::gev.fit
GEVF <- GEVFamily(scale=gevfit$mle[2],shape=gevfit$mle[3],loc=gevfit$mle[1])
erg <- returnlevelplot(portpirie[,2], GEVF)
- print(erg)
+ print(names(erg))
+ print(names(erg$plotArgs))
+ print(names(erg$IdLineArgs))
returnlevelplot(portpirie[,2], GEVF, datax=TRUE)
data(rain)
Modified: branches/distr-2.9/pkg/distrMod/tests/Examples/distrMod-Ex.Rout.save
===================================================================
--- branches/distr-2.9/pkg/distrMod/tests/Examples/distrMod-Ex.Rout.save 2019-03-30 20:48:25 UTC (rev 1334)
+++ branches/distr-2.9/pkg/distrMod/tests/Examples/distrMod-Ex.Rout.save 2019-03-31 17:14:24 UTC (rev 1335)
@@ -1,7 +1,7 @@
-R version 3.5.1 RC (2018-06-24 r74935) -- "Feather Spray"
-Copyright (C) 2018 The R Foundation for Statistical Computing
-Platform: i386-w64-mingw32/i386 (32-bit)
+R Under development (unstable) (2019-03-28 r76288) -- "Unsuffered Consequences"
+Copyright (C) 2019 The R Foundation for Statistical Computing
+Platform: x86_64-w64-mingw32/x64 (64-bit)
R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
@@ -21,18 +21,6 @@
> source(file.path(R.home("share"), "R", "examples-header.R"))
> options(warn = 1)
> options(pager = "console")
-> base::assign(".ExTimings", "distrMod-Ex.timings", pos = 'CheckExEnv')
-> base::cat("name\tuser\tsystem\telapsed\n", file=base::get(".ExTimings", pos = 'CheckExEnv'))
-> base::assign(".format_ptime",
-+ function(x) {
-+ if(!is.na(x[4L])) x[1L] <- x[1L] + x[4L]
-+ if(!is.na(x[5L])) x[2L] <- x[2L] + x[5L]
-+ options(OutDec = '.')
-+ format(x[1L:3L], digits = 7L)
-+ },
-+ pos = 'CheckExEnv')
->
-> ### * </HEADER>
> library('distrMod')
Loading required package: distr
Loading required package: startupmsg
@@ -146,7 +134,6 @@
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: BetaFamily
> ### Title: Generating function for Beta families
> ### Aliases: BetaFamily
@@ -181,32 +168,26 @@
shape1 1.0000000 -0.6449341
shape2 -0.6449341 1.0000000
> checkL2deriv(B1)
-precision of centering: 3.963281e-05 3.963334e-05
+precision of centering: 3.96327e-05 3.963591e-05
precision of Fisher information:
- shape1 shape2
-shape1 -1.851068e-05 1.648326e-06
-shape2 1.648326e-06 -1.851068e-05
+ shape1 shape2
+shape1 -1.8511e-05 1.6483e-06
+shape2 1.6483e-06 -1.8511e-05
precision of Fisher information - relativ error [%]:
- shape1 shape2
-shape1 -0.0018510679 -0.0002555806
-shape2 -0.0002555806 -0.0018510679
+ shape1 shape2
+shape1 -1.8511e-03 -2.5558e-04
+shape2 -2.5558e-04 -1.8511e-03
condition of Fisher information:
-[1] 5.277691
-$maximum.deviation
-[1] 3.963334e-05
-
+[1] 5.2777
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("BetaFamily", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("BiasType-class")
> ### * BiasType-class
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: BiasType-class
> ### Title: Bias Type
> ### Aliases: BiasType-class name,BiasType-method name<-,BiasType-method
@@ -220,15 +201,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("BiasType-class", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("BinomFamily")
> ### * BinomFamily
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: BinomFamily
> ### Title: Generating function for Binomial families
> ### Aliases: BinomFamily
@@ -262,30 +240,24 @@
prob
prob 133.3333
> checkL2deriv(B1)
-precision of centering: -2.855253e-15
+precision of centering: -1.099042e-15
precision of Fisher information:
- prob
-prob -2.842171e-14
+ prob
+prob 2.8422e-14
precision of Fisher information - relativ error [%]:
- prob
-prob -2.131628e-14
+ prob
+prob 2.1316e-14
condition of Fisher information:
[1] 1
-$maximum.deviation
-[1] 2.842171e-14
-
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("BinomFamily", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("CauchyLocationFamily")
> ### * CauchyLocationFamily
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: CauchyLocationFamily
> ### Title: Generating function for Cauchy location families
> ### Aliases: CauchyLocationFamily
@@ -319,30 +291,24 @@
loc 0.5
> ### need smaller integration range:
> checkL2deriv(C1)
-precision of centering: 9.75782e-18
+precision of centering: 8.456777e-18
precision of Fisher information:
- loc
-loc -1.061373e-13
+ loc
+loc -1.0603e-13
precision of Fisher information - relativ error [%]:
- loc
-loc -2.122746e-11
+ loc
+loc -2.1205e-11
condition of Fisher information:
[1] 1
-$maximum.deviation
-[1] 1.061373e-13
-
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("CauchyLocationFamily", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("CauchyLocationScaleFamily")
> ### * CauchyLocationScaleFamily
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: CauchyLocationScaleFamily
> ### Title: Generating function for Cauchy location and scale families
> ### Aliases: CauchyLocationScaleFamily
@@ -380,33 +346,27 @@
> ### need smaller integration range:
> distrExoptions("ElowerTruncQuantile"=1e-4,"EupperTruncQuantile"=1e-4)
> checkL2deriv(C1)
-precision of centering: 9.97466e-18 -2e-04
+precision of centering: 0 -2e-04
precision of Fisher information:
- loc scale
-loc -2.631895e-11 -3.577867e-17
-scale -3.577867e-17 -2.000000e-04
+ loc scale
+loc -2.6319e-11 2.1684e-17
+scale 2.1684e-17 -2.0000e-04
precision of Fisher information - relativ error [%]:
- loc scale
-loc -5.263789e-09 -Inf
-scale -Inf -0.03999999
+ loc scale
+loc -5.2638e-09 Inf
+scale Inf -4e-02
condition of Fisher information:
[1] 1
-$maximum.deviation
-[1] 2e-04
-
> distrExoptions("ElowerTruncQuantile"=1e-7,"EupperTruncQuantile"=1e-7)
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("CauchyLocationScaleFamily", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("Confint-class")
> ### * Confint-class
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: Confint-class
> ### Title: Confint-class
> ### Aliases: Confint-class type,Confint-method call.estimate
@@ -459,7 +419,7 @@
dimnames = list(nms, nms0))
list(fval = fval0, mat = mat0)
}
-<bytecode: 0x0e0c24c8>
+<bytecode: 0x0000000009f59f10>
Trafo / derivative matrix at which estimate was produced:
scale shape
shape 0.000 1
@@ -481,15 +441,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("Confint-class", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("Estimate-class")
> ### * Estimate-class
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: Estimate-class
> ### Title: Estimate-class.
> ### Aliases: Estimate-class name,Estimate-method name<-,Estimate-method
@@ -528,15 +485,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("Estimate-class", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("Estimator")
> ### * Estimator
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: Estimator
> ### Title: Function to compute estimates
> ### Aliases: Estimator
@@ -572,15 +526,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("Estimator", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("EvenSymmetric-class")
> ### * EvenSymmetric-class
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: EvenSymmetric-class
> ### Title: Class for Even Functions
> ### Aliases: EvenSymmetric-class
@@ -595,15 +546,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("EvenSymmetric-class", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("EvenSymmetric")
> ### * EvenSymmetric
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: EvenSymmetric
> ### Title: Generating function for EvenSymmetric-class
> ### Aliases: EvenSymmetric
@@ -627,15 +575,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("EvenSymmetric", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("ExpScaleFamily")
> ### * ExpScaleFamily
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: ExpScaleFamily
> ### Title: Generating function for exponential scale families
> ### Aliases: ExpScaleFamily
@@ -675,33 +620,27 @@
1)/c(scale = 1)
return(y)
}
-<environment: 0x0e862ca0>
+<environment: 0x000000000db0cd30>
> checkL2deriv(E1)
-precision of centering: -2.04266e-06
+precision of centering: -2.042661e-06
precision of Fisher information:
- scale
-scale -3.598621e-05
+ scale
+scale -3.5986e-05
precision of Fisher information - relativ error [%]:
- scale
-scale -0.003598621
+ scale
+scale -3.5986e-03
condition of Fisher information:
[1] 1
-$maximum.deviation
-[1] 3.598621e-05
-
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("ExpScaleFamily", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("FunSymmList-class")
> ### * FunSymmList-class
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: FunSymmList-class
> ### Title: List of Symmetries for a List of Functions
> ### Aliases: FunSymmList-class
@@ -729,15 +668,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("FunSymmList-class", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("FunSymmList")
> ### * FunSymmList
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: FunSymmList
> ### Title: Generating function for FunSymmList-class
> ### Aliases: FunSymmList
@@ -774,15 +710,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("FunSymmList", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("GammaFamily")
> ### * GammaFamily
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: GammaFamily
> ### Title: Generating function for Gamma families
> ### Aliases: GammaFamily
@@ -817,32 +750,26 @@
scale 1 1.000000
shape 1 1.644934
> checkL2deriv(G1)
-precision of centering: -2.04266e-06 1.791171e-06
+precision of centering: -2.042661e-06 1.791171e-06
precision of Fisher information:
- scale shape
-scale -3.598621e-05 -9.503625e-06
-shape -9.503625e-06 -3.944425e-05
+ scale shape
+scale -3.5986e-05 -9.5036e-06
+shape -9.5036e-06 -3.9444e-05
precision of Fisher information - relativ error [%]:
- scale shape
-scale -0.0035986209 -0.0009503625
-shape -0.0009503625 -0.0023979229
+ scale shape
+scale -3.5986e-03 -9.5036e-04
+shape -9.5036e-04 -2.3979e-03
condition of Fisher information:
-[1] 10.60328
-$maximum.deviation
-[1] 3.944425e-05
-
+[1] 10.603
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("GammaFamily", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("InfoNorm")
> ### * InfoNorm
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: InfoNorm
> ### Title: Generating function for InfoNorm-class
> ### Aliases: InfoNorm
@@ -861,10 +788,9 @@
[1] "Information matrix Norm"
Slot "fct":
-function (x)
-QuadFormNorm(x, A = A)
-<bytecode: 0x0f3eac18>
-<environment: 0x0f3eaa58>
+function(x) QuadFormNorm(x, A = A)
+<bytecode: 0x000000000c7f2678>
+<environment: 0x000000000c7f57d0>
>
> ## The function is currently defined as
@@ -876,15 +802,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("InfoNorm", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("L2GroupFamily-class")
> ### * L2GroupFamily-class
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: L2GroupParamFamily-class
> ### Title: L2 differentiable parametric group family
> ### Aliases: L2GroupParamFamily-class LogDeriv
@@ -899,15 +822,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("L2GroupFamily-class", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("L2LocationFamily-class")
> ### * L2LocationFamily-class
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: L2LocationFamily-class
> ### Title: L2 differentiable parametric group family
> ### Aliases: L2LocationFamily-class
@@ -920,15 +840,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("L2LocationFamily-class", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("L2LocationFamily")
> ### * L2LocationFamily
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: L2LocationFamily
> ### Title: Generating function for L2LocationFamily-class
> ### Aliases: L2LocationFamily
@@ -941,15 +858,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("L2LocationFamily", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("L2LocationScaleFamily-class")
> ### * L2LocationScaleFamily-class
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: L2LocationScaleFamily-class
> ### Title: L2 differentiable parametric group family
> ### Aliases: L2LocationScaleFamily-class
@@ -962,15 +876,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("L2LocationScaleFamily-class", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("L2LocationScaleFamily")
> ### * L2LocationScaleFamily
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: L2LocationScaleFamily
> ### Title: Generating function for L2LocationScaleFamily-class
> ### Aliases: L2LocationScaleFamily
@@ -983,15 +894,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("L2LocationScaleFamily", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("L2LocationUnknownScaleFamily")
> ### * L2LocationUnknownScaleFamily
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: L2LocationUnknownScaleFamily
> ### Title: Generating function for L2LocationScaleFamily-class in nuisance
> ### situation
@@ -1005,15 +913,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("L2LocationUnknownScaleFamily", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("L2ParamFamily-class")
> ### * L2ParamFamily-class
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: L2ParamFamily-class
> ### Title: L2 differentiable parametric family
> ### Aliases: plot plot-methods L2ParamFamily-class FisherInfo
@@ -1046,15 +951,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("L2ParamFamily-class", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("L2ParamFamily")
> ### * L2ParamFamily
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: L2ParamFamily
> ### Title: Generating function for L2ParamFamily-class
> ### Aliases: L2ParamFamily
@@ -1067,15 +969,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("L2ParamFamily", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("L2ScaleFamily-class")
> ### * L2ScaleFamily-class
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: L2ScaleFamily-class
> ### Title: L2 differentiable parametric group family
> ### Aliases: L2ScaleFamily-class
@@ -1088,15 +987,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("L2ScaleFamily-class", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("L2ScaleFamily")
> ### * L2ScaleFamily
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: L2ScaleFamily
> ### Title: Generating function for L2ScaleFamily-class
> ### Aliases: L2ScaleFamily
@@ -1109,15 +1005,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("L2ScaleFamily", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("L2ScaleUnknownLocationFamily")
> ### * L2ScaleUnknownLocationFamily
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: L2ScaleUnknownLocationFamily
> ### Title: Generating function for L2LocationScaleFamily-class in nuisance
> ### situation
@@ -1131,15 +1024,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("L2ScaleUnknownLocationFamily", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("LnormScaleFamily")
> ### * LnormScaleFamily
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: LnormScaleFamily
> ### Title: Generating function for lognormal scale families
> ### Aliases: LnormScaleFamily
@@ -1182,33 +1072,27 @@
1)/c(meanlog = 1)
return(y)
}
-<environment: 0x0ccc67b0>
+<environment: 0x0000000015b4cde8>
> 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
+meanlog -0.010279
+precision of Fisher information - relativ error [%]:
+ meanlog
+meanlog -1.0279
condition of Fisher information:
[1] 1
-$maximum.deviation
-[1] 0.01027919
-
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("LnormScaleFamily", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("LogisticLocationScaleFamily")
> ### * LogisticLocationScaleFamily
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: LogisticLocationScaleFamily
> ### Title: Generating function for Logistic location and scale families
> ### Aliases: LogisticLocationScaleFamily LOGISTINT2
@@ -1249,20 +1133,17 @@
> ### need smaller integration range:
> distrExoptions("ElowerTruncQuantile"=1e-4,"EupperTruncQuantile"=1e-4)
> checkL2deriv(L1)
-precision of centering: 2.264121e-17 -0.5873198
+precision of centering: 0 -0.5873198
precision of Fisher information:
- location scale
-location -1.600022e-01 -6.600106e-18
-scale -6.600106e-18 -8.349279e-01
+ location scale
+location -1.6000e-01 -6.6001e-18
+scale -6.6001e-18 -8.3493e-01
precision of Fisher information - relativ error [%]:
- location scale
-location -48.00065 -Inf
-scale -Inf -58.38836
+ location scale
+location -48.001 -Inf
+scale -Inf -58.388
condition of Fisher information:
-[1] 3.667949
-$maximum.deviation
-[1] 0.8349279
-
+[1] 3.6679
> distrExoptions("ElowerTruncQuantile"=1e-7,"EupperTruncQuantile"=1e-7)
> ##
> set.seed(123)
@@ -1288,15 +1169,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("LogisticLocationScaleFamily", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("MCEstimate-class")
> ### * MCEstimate-class
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: MCEstimate-class
> ### Title: MCEstimate-class.
> ### Aliases: MCEstimate-class MDEstimate-class MLEstimate-class
@@ -1355,8 +1233,6 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("MCEstimate-class", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> graphics::par(get("par.postscript", pos = 'CheckExEnv'))
> cleanEx()
> nameEx("MCEstimator")
@@ -1364,7 +1240,6 @@
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: MCEstimator
> ### Title: Function to compute minimum criterion estimates
> ### Aliases: MCEstimator
@@ -1443,10 +1318,10 @@
samplesize: 50
estimate:
scale shape
-0.2829625 5.0197311
+0.2829687 5.0197306
Criterion:
Total variation distance
- 0.4819868
+ 0.4866141
>
> ## or smooth empirical distribution (takes some time!)
> #MCEstimator(x = x, ParamFamily = G, criterion = TotalVarDist,
@@ -1479,15 +1354,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("MCEstimator", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("MDEstimator")
> ### * MDEstimator
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: MDEstimator
> ### Title: Function to compute minimum distance estimates
> ### Aliases: MDEstimator CvMMDEstimator KolmogorovMDEstimator
@@ -1550,15 +1422,12 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("MDEstimator", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> cleanEx()
> nameEx("MLEstimator")
> ### * MLEstimator
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: MLEstimator
> ### Title: Function to compute maximum likelihood estimates
> ### Aliases: MLEstimator
@@ -1801,8 +1670,6 @@
>
>
>
-> base::assign(".dptime", (proc.time() - get(".ptime", pos = "CheckExEnv")), pos = "CheckExEnv")
-> base::cat("MLEstimator", base::get(".format_ptime", pos = 'CheckExEnv')(get(".dptime", pos = "CheckExEnv")), "\n", file=base::get(".ExTimings", pos = 'CheckExEnv'), append=TRUE, sep="\t")
> graphics::par(get("par.postscript", pos = 'CheckExEnv'))
> cleanEx()
> nameEx("NBinomFamily")
@@ -1810,7 +1677,6 @@
>
> flush(stderr()); flush(stdout())
>
-> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: NbinomFamily
> ### Title: Generating function for Nbinomial families
> ### Aliases: NbinomFamily NbinomwithSizeFamily NbinomMeanSizeFamily
@@ -1842,16 +1708,13 @@
> checkL2deriv(N1)
precision of centering: 0.001177892
precision of Fisher information:
- prob
-prob -0.1601189
+ prob
+prob -0.16012
precision of Fisher information - relativ error [%]:
- prob
-prob -0.0300223
+ prob
+prob -0.030022
condition of Fisher information:
[1] 1
-$maximum.deviation
-[1] 0.1601189
-
> (N1.w <- NbinomwithSizeFamily(size = 25, prob = 0.25))
An object of class "NbinomwithSizeFamily"
### name: Negative Binomial family
@@ -1876,18 +1739,15 @@
> checkL2deriv(N1.w)
precision of centering: -6.245978e-06 0.001177892
precision of Fisher information:
- size prob
-size -4.462854e-06 0.0008481424
-prob 8.481424e-04 -0.1601189384
-precision of Fisher information - relativ error [%]:
size prob
-size -0.01465646 -0.02120356
-prob -0.02120356 -0.03002230
+size -4.4629e-06 8.4814e-04
+prob 8.4814e-04 -1.6012e-01
+precision of Fisher information - relativ error [%]:
+ size prob
+size -0.014656 -0.021204
+prob -0.021204 -0.030022
condition of Fisher information:
[1] 1194827
-$maximum.deviation
-[1] 0.1601189
-
> (N2.w <- NbinomMeanSizeFamily(size = 25, mean = 75))
An object of class "NbinomMeanSizeFamily"
### name: Negative Binomial family
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/distr -r 1335
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