[Robast-commits] r33 - pkg/ROptEst/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Feb 18 07:51:59 CET 2008
Author: stamats
Date: 2008-02-18 07:51:59 +0100 (Mon, 18 Feb 2008)
New Revision: 33
Modified:
pkg/ROptEst/R/AllGeneric.R
pkg/ROptEst/R/optIC.R
Log:
moved generic function "optIC" to package "RobAStBase"
Modified: pkg/ROptEst/R/AllGeneric.R
===================================================================
--- pkg/ROptEst/R/AllGeneric.R 2008-02-18 06:06:46 UTC (rev 32)
+++ pkg/ROptEst/R/AllGeneric.R 2008-02-18 06:51:59 UTC (rev 33)
@@ -1,6 +1,3 @@
-if(!isGeneric("optIC")){
- setGeneric("optIC", function(model, risk, ...) standardGeneric("optIC"))
-}
if(!isGeneric("getInfRobIC")){
setGeneric("getInfRobIC",
function(L2deriv, risk, neighbor, ...) standardGeneric("getInfRobIC"))
Modified: pkg/ROptEst/R/optIC.R
===================================================================
--- pkg/ROptEst/R/optIC.R 2008-02-18 06:06:46 UTC (rev 32)
+++ pkg/ROptEst/R/optIC.R 2008-02-18 06:51:59 UTC (rev 33)
@@ -1,31 +1,4 @@
###############################################################################
-## Classical optimal IC (optimal in sense of the Cramer-Rao bound)
-###############################################################################
-setMethod("optIC", signature(model = "L2ParamFamily", risk = "asCov"),
- function(model, risk){
- Curve <- as((model at param@trafo %*% solve(model at FisherInfo)) %*% model at L2deriv, "EuclRandVariable")
- asCov <- model at param@trafo %*% solve(model at FisherInfo) %*% t(model at param@trafo)
-
- return(IC(
- name = paste("Classical optimal influence curve for", model at name),
- CallL2Fam = call("L2ParamFamily",
- name = model at name,
- distribution = model at distribution,
- distrSymm = model at distrSymm,
- param = model at param,
- props = model at props,
- L2deriv = model at L2deriv,
- L2derivSymm = model at L2derivSymm,
- L2derivDistr = model at L2derivDistr,
- L2derivDistrSymm = model at L2derivDistrSymm,
- FisherInfo = model at FisherInfo),
- Curve = EuclRandVarList(Curve),
- Risks = list(asCov = asCov, trAsCov = sum(diag(asCov))),
- Infos = matrix(c("optIC", "optimal IC in sense of Cramer-Rao bound"),
- ncol = 2, dimnames = list(character(0), c("method", "message")))))
- })
-
-###############################################################################
## Optimally robust IC for infinitesimal robust model and asymptotic risks
###############################################################################
setMethod("optIC", signature(model = "InfRobModel", risk = "asRisk"),
More information about the Robast-commits
mailing list