[Robast-commits] r55 - in pkg: ROptEst/R RobAStBase/chm

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Wed Feb 20 10:32:48 CET 2008


Author: ruckdeschel
Date: 2008-02-20 10:32:48 +0100 (Wed, 20 Feb 2008)
New Revision: 55

Modified:
   pkg/ROptEst/R/getInfRobIC_asGRisk.R
   pkg/RobAStBase/chm/00Index.html
   pkg/RobAStBase/chm/RobAStBase.chm
   pkg/RobAStBase/chm/RobAStBase.hhp
   pkg/RobAStBase/chm/RobAStBase.toc
Log:
now bounds for b resp. c are only used in getInfRobIC_asGRisk if iter>1 and argument upper is NULL.

Modified: pkg/ROptEst/R/getInfRobIC_asGRisk.R
===================================================================
--- pkg/ROptEst/R/getInfRobIC_asGRisk.R	2008-02-20 06:45:08 UTC (rev 54)
+++ pkg/ROptEst/R/getInfRobIC_asGRisk.R	2008-02-20 09:32:48 UTC (rev 55)
@@ -31,13 +31,18 @@
             iter <- iter + 1
             z.old <- z
             c0.old <- c0
+            ## new
+            lower0 <- getL1normL2deriv(L2deriv = L2deriv, cent = z) / 
+                                      (1 + neighbor at radius^2)
+            upper0 <- sqrt( ( Finfo + z^2 )/(( 1 + neighbor at radius^2)^2 - 1) )
+            if (!is.null(upper)|(iter == 1)) 
+                    {lower <- .Machine$double.eps^0.75
+                }else{ lower <- lower0; upper <- upper0}
+            ##
             c0 <- try(uniroot(getInfClip, 
-## new
-lower = getL1normL2deriv(L2deriv = L2deriv, cent = z)/ (1 + neighbor at radius^2), 
-upper = sqrt( ( Finfo + z^2 )/(( 1 + neighbor at radius^2)^2 - 1) ), 
-#                        lower = .Machine$double.eps^0.75, 
-#                        upper = upper, 
-##
+                  ## new
+                        lower = lower, upper = upper,
+                  ##
                         tol = tol, L2deriv = L2deriv, risk = risk, 
                         neighbor = neighbor,  biastype = biastype,
                         cent = z, symm = S, 
@@ -86,7 +91,7 @@
              maxiter, tol, warn){
         biastype <- biastype(risk)
         if(is.null(z.start)) z.start <- numeric(ncol(trafo))
-        if(is.null(A.start)) A.start <- trafo
+        if(is.null(A.start)) A.start <- trafo %*% solve(Finfo)
 
         radius <- neighbor at radius
         if(identical(all.equal(radius, 0), TRUE)){
@@ -129,13 +134,19 @@
             z.old <- z
             b.old <- b
             A.old <- A
+            ## new
+            lower0 <- getL1normL2deriv(L2deriv = L2deriv, cent = z, stand = A, 
+                                       Distr = Distr)/(1+neighbor at radius^2)
+            upper0 <- sqrt( sum( diag(A%*%Finfo%*%t(A)) + (A%*%z)^2) / 
+                          ((1 + neighbor at radius^2)^2-1))
+            if (!is.null(upper)|(iter == 1)) 
+                    {lower <- .Machine$double.eps^0.75
+                }else{ lower <- lower0; upper <- upper0}
+            ##
             b <- try(uniroot(getInfClip, 
-## new
-lower = getL1normL2deriv(L2deriv = L2deriv, cent = z, stand = A, Distr = Distr)/(1+neighbor at radius^2),
-upper = sqrt( sum( diag(A%*%Finfo%*%t(A)) + (A%*%z)^2) / ((1 + neighbor at radius^2)^2-1)),
-#                         lower = .Machine$double.eps^0.75, 
-#                         upper = upper, 
-##
+                  ## new
+                         lower = lower, upper = upper,
+                  ##
                          tol = tol, L2deriv = L2deriv, risk = risk, 
                          biastype = biastype, Distr = Distr, neighbor = neighbor, 
                          stand = A, cent = z, trafo = trafo)$root, silent = TRUE)

Modified: pkg/RobAStBase/chm/00Index.html
===================================================================
--- pkg/RobAStBase/chm/00Index.html	2008-02-20 06:45:08 UTC (rev 54)
+++ pkg/RobAStBase/chm/00Index.html	2008-02-20 09:32:48 UTC (rev 55)
@@ -246,6 +246,12 @@
 <td>Generic function for the computation of one-step estimators</td></tr>
 <tr><td width="25%"><a href="oneStepEstimator.html">oneStepEstimator-methods</a></td>
 <td>Generic function for the computation of one-step estimators</td></tr>
+<tr><td width="25%"><a href="optIC.html">optIC</a></td>
+<td>Generic function for the computation of optimally robust ICs</td></tr>
+<tr><td width="25%"><a href="optIC.html">optIC,L2ParamFamily,asCov-method</a></td>
+<td>Generic function for the computation of optimally robust ICs</td></tr>
+<tr><td width="25%"><a href="optIC.html">optIC-methods</a></td>
+<td>Generic function for the computation of optimally robust ICs</td></tr>
 </table>
 
 <h2><a name="P">-- P --</a></h2>

Modified: pkg/RobAStBase/chm/RobAStBase.chm
===================================================================
(Binary files differ)

Modified: pkg/RobAStBase/chm/RobAStBase.hhp
===================================================================
--- pkg/RobAStBase/chm/RobAStBase.hhp	2008-02-20 06:45:08 UTC (rev 54)
+++ pkg/RobAStBase/chm/RobAStBase.hhp	2008-02-20 09:32:48 UTC (rev 55)
@@ -37,3 +37,4 @@
 infoPlot.html
 locMEstimator.html
 oneStepEstimator.html
+optIC.html

Modified: pkg/RobAStBase/chm/RobAStBase.toc
===================================================================
--- pkg/RobAStBase/chm/RobAStBase.toc	2008-02-20 06:45:08 UTC (rev 54)
+++ pkg/RobAStBase/chm/RobAStBase.toc	2008-02-20 09:32:48 UTC (rev 55)
@@ -378,6 +378,18 @@
 <param name="Local" value="oneStepEstimator.html">
 </OBJECT>
 <LI> <OBJECT type="text/sitemap">
+<param name="Name" value="optIC">
+<param name="Local" value="optIC.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="optIC,L2ParamFamily,asCov-method">
+<param name="Local" value="optIC.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="optIC-methods">
+<param name="Local" value="optIC.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
 <param name="Name" value="plot,IC-method">
 <param name="Local" value="IC-class.html">
 </OBJECT>
@@ -547,6 +559,10 @@
 <param name="Local" value="oneStepEstimator.html">
 </OBJECT>
 <LI> <OBJECT type="text/sitemap">
+<param name="Name" value="Generic function for the computation of optimally robust ICs">
+<param name="Local" value="optIC.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
 <param name="Name" value="Generic function for the generation of influence curves">
 <param name="Local" value="generateIC.html">
 </OBJECT>



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