[Gmm-commits] r65 - in pkg/gmmExtra: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Nov 13 20:44:08 CET 2012
Author: chaussep
Date: 2012-11-13 20:44:08 +0100 (Tue, 13 Nov 2012)
New Revision: 65
Modified:
pkg/gmmExtra/NAMESPACE
pkg/gmmExtra/R/KConfig.R
pkg/gmmExtra/R/bootGmm.R
pkg/gmmExtra/man/bootGmmMet.Rd
Log:
added print method to bootGmm
Modified: pkg/gmmExtra/NAMESPACE
===================================================================
--- pkg/gmmExtra/NAMESPACE 2012-11-05 15:41:48 UTC (rev 64)
+++ pkg/gmmExtra/NAMESPACE 2012-11-13 19:44:08 UTC (rev 65)
@@ -1,9 +1,10 @@
import(stats)
importFrom(car, linearHypothesis)
-export(KConfid, bootGmm, plot.bootGmm, summary.bootGmm, bootJ, linearHypothesis.bootGmm)
+export(KConfid, bootGmm, plot.bootGmm, summary.bootGmm, bootJ, linearHypothesis.bootGmm, print.bootGmm)
S3method(plot, bootGmm)
+S3method(print, bootGmm)
S3method(summary, bootGmm)
S3method(linearHypothesis, bootGmm)
Modified: pkg/gmmExtra/R/KConfig.R
===================================================================
--- pkg/gmmExtra/R/KConfig.R 2012-11-05 15:41:48 UTC (rev 64)
+++ pkg/gmmExtra/R/KConfig.R 2012-11-13 19:44:08 UTC (rev 65)
@@ -111,7 +111,6 @@
y1 <- xy34[[1]]
y2 <- xy34[[2]]
-print(c(x1,x2,y1,y2))
getAll <- function(lambda, dir=1, x)
{
yi <- y1*lambda + y0*(1-lambda)
Modified: pkg/gmmExtra/R/bootGmm.R
===================================================================
--- pkg/gmmExtra/R/bootGmm.R 2012-11-05 15:41:48 UTC (rev 64)
+++ pkg/gmmExtra/R/bootGmm.R 2012-11-13 19:44:08 UTC (rev 65)
@@ -227,7 +227,30 @@
print(round(attr(object,"gmm")$coefficients,4))
}
+print.bootGmm <- function(x, ...)
+ {
+ n <- length(x)
+ cat("#################\n")
+ cat("# GMM Bootstrap #\n")
+ cat("#################\n\n")
+ cat("Original Call:\n ", paste(deparse(attr(x,"gmm")$call), sep = "\n", collapse = "\n"), "\n")
+ cat("Number of resamplings: ", n,"\n")
+ conv <- sapply(1:n, function(i) x[[i]]$ans$algoInfo$convergence)
+ cat("Number of successful estimations (convergence): ",n-sum(conv),"\n")
+ coef <- t(sapply(1:n, function(i) x[[i]]$ans$coefficients))
+ ansB <- rbind(colMeans(coef), apply(coef,2,sd))
+ rownames(ansB) <- c("Mean","S-dev")
+ cat("\nBootstrap results:\n")
+ printCoefmat(ansB)
+ res <- attr(x,"gmm")
+ ans <- res$coefficients
+ ans <- rbind(ans, summary(res)$coefficients[,2])
+ cat("\nOriginal estimation:\n")
+ rownames(ans) <- c("Estimates","S-dev")
+ printCoefmat(ans)
+ }
+
plot.bootGmm <- function(x, which = 1, type = c("points", "density"), ...)
{
if (length(x) == 0)
Modified: pkg/gmmExtra/man/bootGmmMet.Rd
===================================================================
--- pkg/gmmExtra/man/bootGmmMet.Rd 2012-11-05 15:41:48 UTC (rev 64)
+++ pkg/gmmExtra/man/bootGmmMet.Rd 2012-11-13 19:44:08 UTC (rev 65)
@@ -1,12 +1,14 @@
\name{bootGmmMet}
\alias{plot.bootGmm}
\alias{summary.bootGmm}
+\alias{print.bootGmm}
\title{Methods for Bootstrap Gmm}
\description{Some methods to analyze the properties of the bootstrap estimates}
\usage{
\method{plot}{bootGmm}(x, which = 1, type = c("points", "density"), ...)
\method{summary}{bootGmm}(object, ...)
+\method{print}{bootGmm}(x, ...)
}
\arguments{
\item{object}{Object of class "bootGmm" returned by \link{bootGmm}}
@@ -54,6 +56,7 @@
res <- gmm(d$Y~d$X-1,~d$Z-1)
# Just resampling 25 time to save time
resB <- bootGmm(res, 25, seed = 123, niter = 2, trace = TRUE)
+resB
plot(resB, 2)
plot(resB, 2, "density")
summary(resB)
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