[Robast-commits] r120 - branches/robast-0.6/pkg/ROptEst/inst/scripts
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Jul 24 12:47:51 CEST 2008
Author: stamats
Date: 2008-07-24 12:47:50 +0200 (Thu, 24 Jul 2008)
New Revision: 120
Modified:
branches/robast-0.6/pkg/ROptEst/inst/scripts/PoissonModel.R
Log:
adapted to new implementation
Modified: branches/robast-0.6/pkg/ROptEst/inst/scripts/PoissonModel.R
===================================================================
--- branches/robast-0.6/pkg/ROptEst/inst/scripts/PoissonModel.R 2008-07-24 10:32:26 UTC (rev 119)
+++ branches/robast-0.6/pkg/ROptEst/inst/scripts/PoissonModel.R 2008-07-24 10:47:50 UTC (rev 120)
@@ -12,14 +12,14 @@
plot(P) # plot of Pois(lambda = 4.5) and L_2 derivative
checkL2deriv(P)
-# classical optimal IC
+## classical optimal IC
IC0 <- optIC(model = P, risk = asCov())
IC0 # show IC
checkIC(IC0)
Risks(IC0)
plot(IC0) # plot IC
-# L_2 family + infinitesimal neighborhood
+## L_2 family + infinitesimal neighborhood
RobP1 <- InfRobModel(center = P, neighbor = ContNeighborhood(radius = 0.5))
RobP1 # show RobP1
(RobP2 <- InfRobModel(center = P, neighbor = TotalVarNeighborhood(radius = 0.5)))
@@ -28,7 +28,7 @@
lowerCaseRadius(L2Fam = P, ContNeighborhood(radius = 0.5), risk = asMSE())
lowerCaseRadius(L2Fam = P, TotalVarNeighborhood(radius = 0.5), risk = asMSE())
-# MSE solution
+## MSE solution
(IC1 <- optIC(model=RobP1, risk=asMSE()))
checkIC(IC1)
Risks(IC1)
@@ -50,14 +50,14 @@
plot(IC2)
-# lower case solutions
+## lower case solutions
(IC3 <- optIC(model=RobP1, risk=asBias()))
checkIC(IC3)
Risks(IC3)
plot(IC3)
(IC3.p <- optIC(model=RobP1, risk=asBias(biastype=positiveBias())))
-checkIC(IC3.p)
+checkIC(IC3.p) # numerical problem???
Risks(IC3.p)
plot(IC3.p)
@@ -72,7 +72,7 @@
Risks(IC4)
plot(IC4)
-# Hampel solution
+## Hampel solution
(IC5 <- optIC(model=RobP1, risk=asHampel(bound=clip(IC1))))
checkIC(IC5)
Risks(IC5)
@@ -84,7 +84,7 @@
plot(IC6)
-# radius minimax IC
+## radius minimax IC
(IC7 <- radiusMinimaxIC(L2Fam=P, neighbor=ContNeighborhood(),
risk=asMSE(), loRad=0, upRad=0.5))
checkIC(IC7)
@@ -109,8 +109,8 @@
Risks(IC8)
plot(IC8)
-# least favorable radius
-# (may take quite some time!)
+## least favorable radius
+## (may take quite some time!)
(r.rho1 <- leastFavorableRadius(L2Fam=P, neighbor=ContNeighborhood(),
risk=asMSE(), rho=0.5))
(r.rho2 <- leastFavorableRadius(L2Fam=P, neighbor=TotalVarNeighborhood(),
@@ -122,21 +122,21 @@
x <- c(rep(0, 57), rep(1, 203), rep(2, 383), rep(3, 525), rep(4, 532),
rep(5, 408), rep(6, 273), rep(7, 139), rep(8, 45), rep(9, 27),
rep(10, 10), rep(11, 4), rep(12, 0), rep(13, 1), rep(14, 1))
-
+
## 0. mean (classical optimal)
(est0 <- mean(x))
## 1. Kolmogorov(-Smirnov) minimum distance estimator
-(est1 <- ksEstimator(x=x, Pois()))
+(est1 <- MDEstimator(x=x, PoisFamily(), interval = c(0, 10)))
## 2. one-step estimation: radius interval
## 2.1 small amount of contamination < 2%
-IC9 <- radiusMinimaxIC(L2Fam=PoisFamily(lambda=est1$lambda),
+IC9 <- radiusMinimaxIC(L2Fam=PoisFamily(lambda=est1$estimate),
neighbor=ContNeighborhood(), risk=asMSE(), loRad=0, upRad=1)
-(est21 <- oneStepEstimator(x, IC=IC9, start=est1$lambda))
+(est21 <- oneStepEstimator(x, IC=IC9, start=est1$estimate))
## 2.2 amount of contamination unknown
-IC10 <- radiusMinimaxIC(L2Fam=PoisFamily(lambda=est1$lambda),
+IC10 <- radiusMinimaxIC(L2Fam=PoisFamily(lambda=est1$estimate),
neighbor=ContNeighborhood(), risk=asMSE(), loRad=0, upRad=Inf)
-(est22 <- oneStepEstimator(x, IC=IC10, start=est1$lambda))
+(est22 <- oneStepEstimator(x, IC=IC10, start=est1$estimate))
distroptions("TruncQuantile", 1e-5) # default
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