[Robast-commits] r166 - in branches/robast-0.6/pkg: ROptEst/chm RandVar/R RobAStBase/chm RobLox/chm
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Aug 27 11:02:39 CEST 2008
Author: ruckdeschel
Date: 2008-08-27 11:02:39 +0200 (Wed, 27 Aug 2008)
New Revision: 166
Modified:
branches/robast-0.6/pkg/ROptEst/chm/00Index.html
branches/robast-0.6/pkg/ROptEst/chm/ROptEst.chm
branches/robast-0.6/pkg/ROptEst/chm/ROptEst.hhp
branches/robast-0.6/pkg/ROptEst/chm/ROptEst.toc
branches/robast-0.6/pkg/ROptEst/chm/getAsRisk.html
branches/robast-0.6/pkg/ROptEst/chm/getBiasIC.html
branches/robast-0.6/pkg/ROptEst/chm/getFixRobIC.html
branches/robast-0.6/pkg/ROptEst/chm/getIneffDiff.html
branches/robast-0.6/pkg/ROptEst/chm/getInfCent.html
branches/robast-0.6/pkg/ROptEst/chm/getInfClip.html
branches/robast-0.6/pkg/ROptEst/chm/getInfRobIC.html
branches/robast-0.6/pkg/ROptEst/chm/getInfStand.html
branches/robast-0.6/pkg/ROptEst/chm/getL1normL2deriv.html
branches/robast-0.6/pkg/ROptEst/chm/leastFavorableRadius.html
branches/robast-0.6/pkg/ROptEst/chm/minmaxBias.html
branches/robast-0.6/pkg/ROptEst/chm/optIC.html
branches/robast-0.6/pkg/ROptEst/chm/radiusMinimaxIC.html
branches/robast-0.6/pkg/RandVar/R/util.R
branches/robast-0.6/pkg/RobAStBase/chm/00Index.html
branches/robast-0.6/pkg/RobAStBase/chm/IC-class.html
branches/robast-0.6/pkg/RobAStBase/chm/RobAStBase.chm
branches/robast-0.6/pkg/RobAStBase/chm/RobAStBase.toc
branches/robast-0.6/pkg/RobLox/chm/RobLox.chm
Log:
changed to generating function AbscontDistribution in .getImageDistr
... and some chm's
Modified: branches/robast-0.6/pkg/ROptEst/chm/00Index.html
===================================================================
--- branches/robast-0.6/pkg/ROptEst/chm/00Index.html 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/ROptEst/chm/00Index.html 2008-08-27 09:02:39 UTC (rev 166)
@@ -198,6 +198,20 @@
<td>Calculation of L1 norm of L2derivative</td></tr>
<tr><td width="25%"><a href="getL2normL2deriv.html">getL2normL2deriv</a></td>
<td>Calculation of L2 norm of L2derivative</td></tr>
+<tr><td width="25%"><a href="getModifyIC.html">getModifyIC</a></td>
+<td>Generic Function for the Computation of Functions for Slot modifyIC</td></tr>
+<tr><td width="25%"><a href="getModifyIC.html">getModifyIC,L2LocationFamily,UncondNeighborhood,asGRisk-method</a></td>
+<td>Generic Function for the Computation of Functions for Slot modifyIC</td></tr>
+<tr><td width="25%"><a href="getModifyIC.html">getModifyIC,L2LocationScaleFamily,ContNeighborhood,asGRisk-method</a></td>
+<td>Generic Function for the Computation of Functions for Slot modifyIC</td></tr>
+<tr><td width="25%"><a href="getModifyIC.html">getModifyIC,L2ParamFamily,Neighborhood,asRisk-method</a></td>
+<td>Generic Function for the Computation of Functions for Slot modifyIC</td></tr>
+<tr><td width="25%"><a href="getModifyIC.html">getModifyIC,L2ScaleFamily,ContNeighborhood,asGRisk-method</a></td>
+<td>Generic Function for the Computation of Functions for Slot modifyIC</td></tr>
+<tr><td width="25%"><a href="getModifyIC.html">getModifyIC,L2ScaleFamily,TotalVarNeighborhood,asGRisk-method</a></td>
+<td>Generic Function for the Computation of Functions for Slot modifyIC</td></tr>
+<tr><td width="25%"><a href="getModifyIC.html">getModifyIC-methods</a></td>
+<td>Generic Function for the Computation of Functions for Slot modifyIC</td></tr>
<tr><td width="25%"><a href="getRiskIC.html">getRiskIC</a></td>
<td>Generic function for the computation of a risk for an IC</td></tr>
<tr><td width="25%"><a href="getRiskIC.html">getRiskIC,HampIC,asCov,missing,L2ParamFamily-method</a></td>
Modified: branches/robast-0.6/pkg/ROptEst/chm/ROptEst.chm
===================================================================
(Binary files differ)
Modified: branches/robast-0.6/pkg/ROptEst/chm/ROptEst.hhp
===================================================================
--- branches/robast-0.6/pkg/ROptEst/chm/ROptEst.hhp 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/ROptEst/chm/ROptEst.hhp 2008-08-27 09:02:39 UTC (rev 166)
@@ -26,6 +26,7 @@
getInfV.html
getL1normL2deriv.html
getL2normL2deriv.html
+getModifyIC.html
getRiskIC.html
leastFavorableRadius.html
lowerCaseRadius.html
Modified: branches/robast-0.6/pkg/ROptEst/chm/ROptEst.toc
===================================================================
--- branches/robast-0.6/pkg/ROptEst/chm/ROptEst.toc 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/ROptEst/chm/ROptEst.toc 2008-08-27 09:02:39 UTC (rev 166)
@@ -354,6 +354,34 @@
<param name="Local" value="getL2normL2deriv.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="getModifyIC">
+<param name="Local" value="getModifyIC.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="getModifyIC,L2LocationFamily,UncondNeighborhood,asGRisk-method">
+<param name="Local" value="getModifyIC.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="getModifyIC,L2LocationScaleFamily,ContNeighborhood,asGRisk-method">
+<param name="Local" value="getModifyIC.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="getModifyIC,L2ParamFamily,Neighborhood,asRisk-method">
+<param name="Local" value="getModifyIC.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="getModifyIC,L2ScaleFamily,ContNeighborhood,asGRisk-method">
+<param name="Local" value="getModifyIC.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="getModifyIC,L2ScaleFamily,TotalVarNeighborhood,asGRisk-method">
+<param name="Local" value="getModifyIC.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="getModifyIC-methods">
+<param name="Local" value="getModifyIC.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="getRiskIC">
<param name="Local" value="getRiskIC.html">
</OBJECT>
@@ -539,6 +567,10 @@
<param name="Local" value="minmaxBias.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="Generic Function for the Computation of Functions for Slot modifyIC">
+<param name="Local" value="getModifyIC.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="Generic Function for the Computation of Inefficiency Differences">
<param name="Local" value="getIneffDiff.html">
</OBJECT>
Modified: branches/robast-0.6/pkg/ROptEst/chm/getAsRisk.html
===================================================================
--- branches/robast-0.6/pkg/ROptEst/chm/getAsRisk.html 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/ROptEst/chm/getAsRisk.html 2008-08-27 09:02:39 UTC (rev 166)
@@ -44,61 +44,75 @@
## S4 method for signature 'asMSE, UnivariateDistribution,
## Neighborhood, ANY':
-getAsRisk(risk, L2deriv, neighbor, biastype, clip, cent, stand, trafo)
+getAsRisk(risk, L2deriv,
+ neighbor, biastype, clip, cent, stand, trafo)
## S4 method for signature 'asMSE, EuclRandVariable,
## Neighborhood, ANY':
-getAsRisk(risk, L2deriv, neighbor, biastype, clip, cent, stand, trafo)
+getAsRisk(risk, L2deriv, neighbor,
+ biastype, clip, cent, stand, trafo)
## S4 method for signature 'asBias, UnivariateDistribution,
## ContNeighborhood, ANY':
-getAsRisk(risk, L2deriv, neighbor, biastype, trafo)
+getAsRisk(risk, L2deriv,
+ neighbor, biastype, trafo)
## S4 method for signature 'asBias, UnivariateDistribution,
## ContNeighborhood, onesidedBias':
-getAsRisk(risk, L2deriv, neighbor, biastype, trafo)
+getAsRisk(risk,
+ L2deriv, neighbor, biastype, trafo)
## S4 method for signature 'asBias, UnivariateDistribution,
## ContNeighborhood, asymmetricBias':
-getAsRisk(risk, L2deriv, neighbor, biastype, trafo)
+getAsRisk(risk,
+ L2deriv, neighbor, biastype, trafo)
## S4 method for signature 'asBias, UnivariateDistribution,
## TotalVarNeighborhood, ANY':
-getAsRisk(risk, L2deriv, neighbor, biastype, trafo)
+getAsRisk(risk, L2deriv,
+ neighbor, biastype, trafo)
## S4 method for signature 'asBias, RealRandVariable,
## ContNeighborhood, ANY':
-getAsRisk(risk, L2deriv, neighbor, biastype, Distr, DistrSymm, L2derivSymm,
- L2derivDistrSymm, trafo, z.start, A.start, maxiter, tol, warn)
+getAsRisk(risk, L2deriv, neighbor,
+ biastype, Distr, DistrSymm, L2derivSymm, L2derivDistrSymm,
+ trafo, z.start, A.start, maxiter, tol, warn)
## S4 method for signature 'asCov, UnivariateDistribution,
## ContNeighborhood, ANY':
-getAsRisk(risk, L2deriv, neighbor, biastype, clip, cent, stand)
+getAsRisk(risk, L2deriv,
+ neighbor, biastype, clip, cent, stand)
## S4 method for signature 'asCov, UnivariateDistribution,
## TotalVarNeighborhood, ANY':
-getAsRisk(risk, L2deriv, neighbor, biastype, clip, cent, stand)
+getAsRisk(risk, L2deriv,
+ neighbor, biastype, clip, cent, stand)
## S4 method for signature 'asCov, RealRandVariable,
## ContNeighborhood, ANY':
-getAsRisk(risk, L2deriv, neighbor, biastype, Distr, clip, cent, stand)
+getAsRisk(risk, L2deriv, neighbor,
+ biastype, Distr, cent, stand,
+ V.comp = matrix(TRUE, ncol = nrow(stand), nrow = nrow(stand)), w)
## S4 method for signature 'trAsCov,
## UnivariateDistribution, UncondNeighborhood, ANY':
-getAsRisk(risk, L2deriv, neighbor, biastype, clip, cent, stand)
+getAsRisk(risk, L2deriv,
+ neighbor, biastype, clip, cent, stand)
## S4 method for signature 'trAsCov, RealRandVariable,
## ContNeighborhood, ANY':
-getAsRisk(risk, L2deriv, neighbor, biastype, Distr, clip, cent, stand, normtype)
+getAsRisk(risk, L2deriv, neighbor,
+ biastype, Distr, clip, cent, stand, normtype)
## S4 method for signature 'asUnOvShoot,
## UnivariateDistribution, UncondNeighborhood, ANY':
-getAsRisk(risk, L2deriv, neighbor, biastype, clip, cent, stand, trafo)
+getAsRisk(risk, L2deriv,
+ neighbor, biastype, clip, cent, stand, trafo)
## S4 method for signature 'asSemivar,
## UnivariateDistribution, Neighborhood, onesidedBias':
-getAsRisk(risk, L2deriv, neighbor, biastype,
- clip, cent, stand, trafo)
+getAsRisk(risk, L2deriv,
+ neighbor, biastype, clip, cent, stand, trafo)
</pre>
@@ -163,6 +177,13 @@
<tr valign="top"><td><code>normtype</code></td>
<td>
object of class <code>"NormType"</code>. </td></tr>
+<tr valign="top"><td><code>V.comp</code></td>
+<td>
+matrix: indication which components of the standardizing
+matrix have to be computed. </td></tr>
+<tr valign="top"><td><code>w</code></td>
+<td>
+object of class <code>RobWeight</code>; current weight</td></tr>
</table>
<h3>Details</h3>
Modified: branches/robast-0.6/pkg/ROptEst/chm/getBiasIC.html
===================================================================
--- branches/robast-0.6/pkg/ROptEst/chm/getBiasIC.html 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/ROptEst/chm/getBiasIC.html 2008-08-27 09:02:39 UTC (rev 166)
@@ -28,7 +28,7 @@
getBiasIC(IC, neighbor, ...)
## S4 method for signature 'HampIC, UncondNeighborhood':
-getBiasIC(IC, neighbor, L2Fam)
+getBiasIC(IC, neighbor, L2Fam, ...)
</pre>
Modified: branches/robast-0.6/pkg/ROptEst/chm/getFixRobIC.html
===================================================================
--- branches/robast-0.6/pkg/ROptEst/chm/getFixRobIC.html 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/ROptEst/chm/getFixRobIC.html 2008-08-27 09:02:39 UTC (rev 166)
@@ -74,6 +74,16 @@
"left" or "right". </td></tr>
</table>
+<h3>Details</h3>
+
+<p>
+Computation of the optimally robust IC in sense of Huber (1968) which
+is also treated in Kohl (2005). The Algorithm used to compute the exact
+finite sample risk is introduced and explained in Kohl (2005). It is
+based on FFT.
+</p>
+
+
<h3>Value</h3>
<p>
@@ -100,6 +110,9 @@
Verw. Geb. <B>10</B>:269–278.
</p>
<p>
+Rieder, H. (1980) Estimates derived from robust tests. Ann. Stats. <B>8</B>: 106-115.
+</p>
+<p>
Kohl, M. (2005) <EM>Numerical Contributions to the Asymptotic Theory of Robustness</EM>.
Bayreuth: Dissertation.
</p>
Modified: branches/robast-0.6/pkg/ROptEst/chm/getIneffDiff.html
===================================================================
--- branches/robast-0.6/pkg/ROptEst/chm/getIneffDiff.html 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/ROptEst/chm/getIneffDiff.html 2008-08-27 09:02:39 UTC (rev 166)
@@ -34,7 +34,7 @@
getIneffDiff(
radius, L2Fam, neighbor, risk, loRad, upRad, loRisk, upRisk,
z.start = NULL, A.start = NULL, upper.b, MaxIter, eps, warn,
- loNorm = NULL, upNorm = NULL)
+ loNorm = NULL, upNorm = NULL, verbose = FALSE)
</pre>
@@ -96,6 +96,9 @@
object of class <code>"NormType"</code>; used in selfstandardization
to evaluate the bias of the current IC in the norm of the upper
bound</td></tr>
+<tr valign="top"><td><code>verbose</code></td>
+<td>
+logical: if <code>TRUE</code>, some messages are printed </td></tr>
</table>
<h3>Value</h3>
@@ -122,6 +125,10 @@
<h3>References</h3>
<p>
+Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing
+the Radius. Statistical Methods and Applications, <EM>17</EM>(1) 13-40.
+</p>
+<p>
Rieder, H., Kohl, M. and Ruckdeschel, P. (2001) The Costs of not Knowing
the Radius. Submitted. Appeared as discussion paper Nr. 81.
SFB 373 (Quantification and Simulation of Economic Processes),
Modified: branches/robast-0.6/pkg/ROptEst/chm/getInfCent.html
===================================================================
--- branches/robast-0.6/pkg/ROptEst/chm/getInfCent.html 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/ROptEst/chm/getInfCent.html 2008-08-27 09:02:39 UTC (rev 166)
@@ -48,7 +48,7 @@
## S4 method for signature 'RealRandVariable,
## ContNeighborhood, BiasType':
getInfCent(L2deriv,
- neighbor, biastype, z.comp, stand, cent, clip, w)
+ neighbor, biastype, Distr, z.comp, w)
## S4 method for signature 'UnivariateDistribution,
## ContNeighborhood, onesidedBias':
@@ -84,9 +84,6 @@
<tr valign="top"><td><code>cent</code></td>
<td>
optimal centering constant. </td></tr>
-<tr valign="top"><td><code>stand</code></td>
-<td>
-standardizing matrix. </td></tr>
<tr valign="top"><td><code>tol.z</code></td>
<td>
the desired accuracy (convergence tolerance). </td></tr>
@@ -96,6 +93,9 @@
<tr valign="top"><td><code>trafo</code></td>
<td>
matrix: transformation of the parameter. </td></tr>
+<tr valign="top"><td><code>Distr</code></td>
+<td>
+object of class <code>Distribution</code>. </td></tr>
<tr valign="top"><td><code>z.comp</code></td>
<td>
logical vector: indication which components of the
Modified: branches/robast-0.6/pkg/ROptEst/chm/getInfClip.html
===================================================================
--- branches/robast-0.6/pkg/ROptEst/chm/getInfClip.html 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/ROptEst/chm/getInfClip.html 2008-08-27 09:02:39 UTC (rev 166)
@@ -35,24 +35,29 @@
## S4 method for signature 'numeric,
## UnivariateDistribution, asMSE, ContNeighborhood':
-getInfClip(clip, L2deriv, risk, neighbor, biastype, cent, symm, trafo)
+getInfClip(clip, L2deriv,
+ risk, neighbor, biastype, cent, symm, trafo)
## S4 method for signature 'numeric,
## UnivariateDistribution, asMSE, TotalVarNeighborhood':
-getInfClip(clip, L2deriv, risk, neighbor, biastype, cent, symm, trafo)
+getInfClip(clip, L2deriv,
+ risk, neighbor, biastype, cent, symm, trafo)
## S4 method for signature 'numeric, EuclRandVariable,
## asMSE, ContNeighborhood':
-getInfClip(clip, L2deriv, risk, neighbor, Distr, stand, biastype, cent, trafo)
+getInfClip(clip, L2deriv, risk,
+ neighbor, biastype, Distr, stand, cent, trafo)
## S4 method for signature 'numeric,
## UnivariateDistribution, asUnOvShoot,
## UncondNeighborhood':
-getInfClip(clip, L2deriv, risk, neighbor, biastype, cent, symm, trafo)
+getInfClip(clip, L2deriv,
+ risk, neighbor, biastype, cent, symm, trafo)
## S4 method for signature 'numeric,
## UnivariateDistribution, asSemivar, ContNeighborhood':
-getInfClip(clip, L2deriv, risk, neighbor, cent, symm, trafo)
+getInfClip(clip, L2deriv,
+ risk, neighbor, cent, symm, trafo)
</pre>
Modified: branches/robast-0.6/pkg/ROptEst/chm/getInfRobIC.html
===================================================================
--- branches/robast-0.6/pkg/ROptEst/chm/getInfRobIC.html 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/ROptEst/chm/getInfRobIC.html 2008-08-27 09:02:39 UTC (rev 166)
@@ -40,46 +40,46 @@
## S4 method for signature 'UnivariateDistribution, asCov,
## ContNeighborhood':
-getInfRobIC(L2deriv, risk, neighbor, Finfo, trafo)
+getInfRobIC(L2deriv, risk, neighbor, Finfo, trafo, verbose = FALSE)
## S4 method for signature 'UnivariateDistribution, asCov,
## TotalVarNeighborhood':
-getInfRobIC(L2deriv, risk, neighbor, Finfo, trafo)
+getInfRobIC(L2deriv, risk, neighbor, Finfo, trafo, verbose = FALSE)
## S4 method for signature 'RealRandVariable, asCov,
## ContNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, Distr, Finfo, trafo,
- QuadForm = diag(nrow(trafo)))
+ QuadForm = diag(nrow(trafo)), verbose = FALSE)
## S4 method for signature 'UnivariateDistribution, asBias,
## UncondNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, symm, trafo,
- maxiter, tol, warn, Finfo)
+ maxiter, tol, warn, Finfo, verbose = FALSE, ...)
## S4 method for signature 'RealRandVariable, asBias,
## ContNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
- L2derivDistrSymm, z.start, A.start, Finfo, trafo, maxiter, tol, warn)
+ L2derivDistrSymm, z.start, A.start, Finfo, trafo, maxiter, tol, warn, verbose = FALSE, ...)
## S4 method for signature 'UnivariateDistribution,
## asHampel, UncondNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
- upper, maxiter, tol, warn, noLow = FALSE)
+ upper, maxiter, tol, warn, noLow = FALSE, verbose = FALSE)
## S4 method for signature 'RealRandVariable, asHampel,
## ContNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
- L2derivDistrSymm, Finfo, z.start, A.start, trafo, upper, maxiter, tol, warn)
+ L2derivDistrSymm, Finfo, trafo, onesetLM = FALSE, z.start, A.start, upper, maxiter, tol, warn, verbose = FALSE)
## S4 method for signature 'UnivariateDistribution,
## asGRisk, UncondNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
- upper, maxiter, tol, warn, noLow = FALSE)
+ upper, maxiter, tol, warn, noLow = FALSE, verbose = FALSE)
## S4 method for signature 'RealRandVariable, asGRisk,
## ContNeighborhood':
getInfRobIC(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
- L2derivDistrSymm, Finfo, z.start, A.start, trafo, upper, maxiter, tol, warn)
+ L2derivDistrSymm, Finfo, trafo, onesetLM = FALSE, z.start, A.start, upper, maxiter, tol, warn, verbose = FALSE)
## S4 method for signature 'UnivariateDistribution,
## asUnOvShoot, UncondNeighborhood':
@@ -146,11 +146,17 @@
<tr valign="top"><td><code>noLow</code></td>
<td>
logical: is lower case to be computed? </td></tr>
+<tr valign="top"><td><code>onesetLM</code></td>
+<td>
+logical: use one set of Lagrange multipliers? </td></tr>
<tr valign="top"><td><code>QuadForm</code></td>
<td>
matrix of (or which may coerced to) class
<code>PosSemDefSymmMatrix</code> for use of different
(standardizing) norm </td></tr>
+<tr valign="top"><td><code>verbose</code></td>
+<td>
+logical: if <code>TRUE</code>, some messages are printed </td></tr>
</table>
<h3>Value</h3>
Modified: branches/robast-0.6/pkg/ROptEst/chm/getInfStand.html
===================================================================
--- branches/robast-0.6/pkg/ROptEst/chm/getInfStand.html 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/ROptEst/chm/getInfStand.html 2008-08-27 09:02:39 UTC (rev 166)
@@ -46,7 +46,7 @@
## S4 method for signature 'RealRandVariable,
## ContNeighborhood, BiasType':
getInfStand(L2deriv,
- neighbor, biastype, Distr, A.comp, stand, clip, cent, trafo, w)
+ neighbor, biastype, Distr, A.comp, cent, trafo, w)
## S4 method for signature 'UnivariateDistribution,
## ContNeighborhood, BiasType':
@@ -82,9 +82,6 @@
<tr valign="top"><td><code>cent</code></td>
<td>
optimal centering constant. </td></tr>
-<tr valign="top"><td><code>stand</code></td>
-<td>
-standardizing matrix. </td></tr>
<tr valign="top"><td><code>Distr</code></td>
<td>
object of class <code>"Distribution"</code>. </td></tr>
Modified: branches/robast-0.6/pkg/ROptEst/chm/getL1normL2deriv.html
===================================================================
--- branches/robast-0.6/pkg/ROptEst/chm/getL1normL2deriv.html 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/ROptEst/chm/getL1normL2deriv.html 2008-08-27 09:02:39 UTC (rev 166)
@@ -30,10 +30,9 @@
getL1normL2deriv(L2deriv,
cent, ...)
-## S4 method for signature 'UnivariateDistribution':
+## S4 method for signature 'RealRandVariable':
getL1normL2deriv(L2deriv,
cent, stand, Distr, normtype, ...)
-
</pre>
Modified: branches/robast-0.6/pkg/ROptEst/chm/leastFavorableRadius.html
===================================================================
--- branches/robast-0.6/pkg/ROptEst/chm/leastFavorableRadius.html 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/ROptEst/chm/leastFavorableRadius.html 2008-08-27 09:02:39 UTC (rev 166)
@@ -32,7 +32,7 @@
leastFavorableRadius(
L2Fam, neighbor, risk, rho, upRad = 1,
z.start = NULL, A.start = NULL, upper = 100, maxiter = 100,
- tol = .Machine$double.eps^0.4, warn = FALSE)
+ tol = .Machine$double.eps^0.4, warn = FALSE, verbose = FALSE)
</pre>
@@ -76,6 +76,9 @@
<tr valign="top"><td><code>warn</code></td>
<td>
logical: print warnings. </td></tr>
+<tr valign="top"><td><code>verbose</code></td>
+<td>
+logical: if <code>TRUE</code>, some messages are printed </td></tr>
</table>
<h3>Value</h3>
Modified: branches/robast-0.6/pkg/ROptEst/chm/minmaxBias.html
===================================================================
--- branches/robast-0.6/pkg/ROptEst/chm/minmaxBias.html 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/ROptEst/chm/minmaxBias.html 2008-08-27 09:02:39 UTC (rev 166)
@@ -36,7 +36,7 @@
## S4 method for signature 'UnivariateDistribution,
## ContNeighborhood, BiasType':
minmaxBias(L2deriv, neighbor, biastype, symm, trafo,
- maxiter, tol, Finfo)
+ maxiter, tol, warn, Finfo)
## S4 method for signature 'UnivariateDistribution,
## ContNeighborhood, asymmetricBias':
@@ -55,8 +55,8 @@
## S4 method for signature 'RealRandVariable,
## ContNeighborhood, BiasType':
-minmaxBias(L2deriv, neighbor, biastype, Distr,
- L2derivDistrSymm, z.start, A.start, z.comp, A.comp, trafo, maxiter, tol, warn)
+minmaxBias(L2deriv, neighbor, biastype, normtype, Distr,
+ z.start, A.start, z.comp, A.comp, trafo, maxiter, tol)
</pre>
@@ -74,6 +74,9 @@
<tr valign="top"><td><code>biastype</code></td>
<td>
object of class <code>"BiasType"</code>. </td></tr>
+<tr valign="top"><td><code>normtype</code></td>
+<td>
+object of class <code>"NormType"</code>. </td></tr>
<tr valign="top"><td><code>...</code></td>
<td>
additional parameters. </td></tr>
@@ -83,9 +86,6 @@
<tr valign="top"><td><code>symm</code></td>
<td>
logical: indicating symmetry of <code>L2deriv</code>. </td></tr>
-<tr valign="top"><td><code>L2derivDistrSymm</code></td>
-<td>
-object of class <code>"DistrSymmList"</code>. </td></tr>
<tr valign="top"><td><code>z.start</code></td>
<td>
initial value for the centering constant. </td></tr>
Modified: branches/robast-0.6/pkg/ROptEst/chm/optIC.html
===================================================================
--- branches/robast-0.6/pkg/ROptEst/chm/optIC.html 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/ROptEst/chm/optIC.html 2008-08-27 09:02:39 UTC (rev 166)
@@ -30,18 +30,20 @@
optIC(model, risk, ...)
## S4 method for signature 'InfRobModel, asRisk':
-optIC(model, risk,
- z.start = NULL, A.start = NULL, upper = 1e4,
- maxiter = 50, tol = .Machine$double.eps^0.4, warn = TRUE, noLow = FALSE)
+optIC(model, risk, z.start = NULL, A.start = NULL,
+ upper = 1e4, maxiter = 50,
+ tol = .Machine$double.eps^0.4, warn = TRUE,
+ noLow = FALSE, verbose = FALSE)
## S4 method for signature 'InfRobModel, asUnOvShoot':
-optIC(model, risk,
- upper = 1e4, maxiter = 50,
- tol = .Machine$double.eps^0.4, warn = TRUE)
+optIC(model, risk, upper = 1e4, maxiter = 50,
+ tol = .Machine$double.eps^0.4, warn = TRUE)
## S4 method for signature 'FixRobModel, fiUnOvShoot':
-optIC(model, risk, sampleSize, upper = 1e4, maxiter = 50,
- tol = .Machine$double.eps^0.4, warn = TRUE, Algo = "A", cont = "left")
+optIC(model, risk, sampleSize, upper = 1e4,
+ maxiter = 50, tol = .Machine$double.eps^0.4,
+ warn = TRUE, Algo = "A", cont = "left",
+ verbose = FALSE)
</pre>
@@ -87,6 +89,9 @@
<tr valign="top"><td><code>noLow</code></td>
<td>
logical: is lower case to be computed? </td></tr>
+<tr valign="top"><td><code>verbose</code></td>
+<td>
+logical: if <code>TRUE</code>, some messages are printed </td></tr>
</table>
<h3>Details</h3>
Modified: branches/robast-0.6/pkg/ROptEst/chm/radiusMinimaxIC.html
===================================================================
--- branches/robast-0.6/pkg/ROptEst/chm/radiusMinimaxIC.html 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/ROptEst/chm/radiusMinimaxIC.html 2008-08-27 09:02:39 UTC (rev 166)
@@ -31,7 +31,8 @@
## UncondNeighborhood, asGRisk':
radiusMinimaxIC(
L2Fam, neighbor, risk, loRad, upRad, z.start = NULL, A.start = NULL,
- upper = 1e5, maxiter = 100, tol = .Machine$double.eps^0.4, warn = FALSE)
+ upper = 1e5, maxiter = 50, tol = .Machine$double.eps^0.4,
+ warn = FALSE, verbose = FALSE)
</pre>
@@ -74,8 +75,21 @@
<tr valign="top"><td><code>warn</code></td>
<td>
logical: print warnings. </td></tr>
+<tr valign="top"><td><code>verbose</code></td>
+<td>
+logical: if <code>TRUE</code>, some messages are printed </td></tr>
</table>
+<h3>Details</h3>
+
+<p>
+In case the neighborhood radius is unknown, Rieder et al. (2001, 2008)
+and Kohl (2005) show that there is nevertheless a way to compute an
+optimally robust IC - the so-called radius-minimax IC - which is
+optimal for some radius interval.
+</p>
+
+
<h3>Value</h3>
<p>
@@ -99,11 +113,11 @@
<p>
Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing
-the Radius. Statistical Methods and Applications <EM>17</EM>(1) 13-40.
+the Radius. Statistical Methods and Applications, <EM>17</EM>(1) 13-40.
</p>
<p>
Rieder, H., Kohl, M. and Ruckdeschel, P. (2001) The Costs of not Knowing
-the Radius. Submitted. Appeared as discussion paper Nr. 81.
+the Radius. Appeared as discussion paper Nr. 81.
SFB 373 (Quantification and Simulation of Economic Processes),
Humboldt University, Berlin; also available under
<a href="www.uni-bayreuth.de/departments/math/org/mathe7/RIEDER/pubs/RR.pdf">www.uni-bayreuth.de/departments/math/org/mathe7/RIEDER/pubs/RR.pdf</a>
@@ -125,8 +139,9 @@
<pre>
N <- NormLocationFamily(mean=0, sd=1)
-radiusMinimaxIC(L2Fam=N, neighbor=ContNeighborhood(),
- risk=asMSE(), loRad=0.1, upRad=0.5)
+radIC <- radiusMinimaxIC(L2Fam=N, neighbor=ContNeighborhood(),
+ risk=asMSE(), loRad=0.1, upRad=0.5)
+checkIC(radIC)
</pre>
Modified: branches/robast-0.6/pkg/RandVar/R/util.R
===================================================================
--- branches/robast-0.6/pkg/RandVar/R/util.R 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/RandVar/R/util.R 2008-08-27 09:02:39 UTC (rev 166)
@@ -3,5 +3,5 @@
{ if (is(try(return(f(distr)), silent = TRUE),
"try-error")){
rl <- function(n) { xr <- r(distr)(n); f(xr) }
- return(new("AbscontDistribution", r = rl, .withArith = TRUE, .withSim = TRUE))}
+ return(AbscontDistribution( r = rl, .withArith = TRUE, .withSim = TRUE)))}
}
\ No newline at end of file
Modified: branches/robast-0.6/pkg/RobAStBase/chm/00Index.html
===================================================================
--- branches/robast-0.6/pkg/RobAStBase/chm/00Index.html 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/RobAStBase/chm/00Index.html 2008-08-27 09:02:39 UTC (rev 166)
@@ -416,7 +416,7 @@
<td>ALEstimate-class.</td></tr>
<tr><td width="25%"><a href="ALEstimate-class.html">pIC,ALEstimate-method</a></td>
<td>ALEstimate-class.</td></tr>
-<tr><td width="25%"><a href="IC-class.html">plot,IC-method</a></td>
+<tr><td width="25%"><a href="IC-class.html">plot,IC,ANY-method</a></td>
<td>Influence curve</td></tr>
</table>
@@ -448,6 +448,8 @@
<h2><a name="S">-- S --</a></h2>
<table width="100%">
+<tr><td width="25%"><a href="ALEstimate-class.html">show,ALEstimate-method</a></td>
+<td>ALEstimate-class.</td></tr>
<tr><td width="25%"><a href="ContIC-class.html">show,ContIC-method</a></td>
<td>Influence curve of contamination type</td></tr>
<tr><td width="25%"><a href="FixRobModel-class.html">show,FixRobModel-method</a></td>
@@ -458,6 +460,10 @@
<td>Influence curve</td></tr>
<tr><td width="25%"><a href="InfRobModel-class.html">show,InfRobModel-method</a></td>
<td>Robust model with infinitesimal (unconditional) neighborhood</td></tr>
+<tr><td width="25%"><a href="kStepEstimate-class.html">show,kStepEstimate-method</a></td>
+<td>kStepEstimate-class.</td></tr>
+<tr><td width="25%"><a href="MEstimate-class.html">show,MEstimate-method</a></td>
+<td>MEstimate-class.</td></tr>
<tr><td width="25%"><a href="Neighborhood-class.html">show,Neighborhood-method</a></td>
<td>Neighborhood</td></tr>
<tr><td width="25%"><a href="TotalVarIC-class.html">show,TotalVarIC-method</a></td>
Modified: branches/robast-0.6/pkg/RobAStBase/chm/IC-class.html
===================================================================
--- branches/robast-0.6/pkg/RobAStBase/chm/IC-class.html 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/RobAStBase/chm/IC-class.html 2008-08-27 09:02:39 UTC (rev 166)
@@ -17,7 +17,7 @@
<param name="keyword" value="R: evalIC,IC,numeric-method">
<param name="keyword" value="R: evalIC,IC,matrix-method">
<param name="keyword" value="R: infoPlot,IC-method">
-<param name="keyword" value="R: plot,IC-method">
+<param name="keyword" value="R: plot,IC,ANY-method">
<param name="keyword" value="R: show,IC-method">
<param name="keyword" value=" Influence curve">
</object>
Modified: branches/robast-0.6/pkg/RobAStBase/chm/RobAStBase.chm
===================================================================
(Binary files differ)
Modified: branches/robast-0.6/pkg/RobAStBase/chm/RobAStBase.toc
===================================================================
--- branches/robast-0.6/pkg/RobAStBase/chm/RobAStBase.toc 2008-08-15 09:40:24 UTC (rev 165)
+++ branches/robast-0.6/pkg/RobAStBase/chm/RobAStBase.toc 2008-08-27 09:02:39 UTC (rev 166)
@@ -682,7 +682,7 @@
<param name="Local" value="ALEstimate-class.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="plot,IC-method">
+<param name="Name" value="plot,IC,ANY-method">
<param name="Local" value="IC-class.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
@@ -730,6 +730,10 @@
<param name="Local" value="RobWeight-class.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="show,ALEstimate-method">
+<param name="Local" value="ALEstimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="show,ContIC-method">
<param name="Local" value="ContIC-class.html">
</OBJECT>
@@ -750,6 +754,14 @@
<param name="Local" value="InfRobModel-class.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="show,kStepEstimate-method">
+<param name="Local" value="kStepEstimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="show,MEstimate-method">
+<param name="Local" value="MEstimate-class.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="show,Neighborhood-method">
<param name="Local" value="Neighborhood-class.html">
</OBJECT>
Modified: branches/robast-0.6/pkg/RobLox/chm/RobLox.chm
===================================================================
(Binary files differ)
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