[Robast-commits] r193 - in pkg/ROptEst: . man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Oct 31 11:05:36 CET 2008
Author: stamats
Date: 2008-10-31 11:05:36 +0100 (Fri, 31 Oct 2008)
New Revision: 193
Added:
pkg/ROptEst/man/0ROptEst-package.Rd
Modified:
pkg/ROptEst/DESCRIPTION
Log:
package Rd-file added, DESCRIPTION file updated
Modified: pkg/ROptEst/DESCRIPTION
===================================================================
--- pkg/ROptEst/DESCRIPTION 2008-10-31 08:43:32 UTC (rev 192)
+++ pkg/ROptEst/DESCRIPTION 2008-10-31 10:05:36 UTC (rev 193)
@@ -1,9 +1,9 @@
Package: ROptEst
Version: 0.6.1
-Date: 2008-10-24
+Date: 2008-10-31
Title: Optimally robust estimation
-Description: Optimally robust estimation using S4 classes and methods
-Depends: R(>= 2.4.0), methods, distr(>= 2.0), distrEx(>= 2.0), distrMod(>= 2.0), RandVar(>= 0.6.4), RobAStBase
+Description: Optimally robust estimation in general smoothly parameterized models using S4 classes and methods.
+Depends: R(>= 2.7.0), methods, distr(>= 2.0), distrEx(>= 2.0), distrMod(>= 2.0), RandVar(>= 0.6.4), RobAStBase
Author: Matthias Kohl, Peter Ruckdeschel
Maintainer: Matthias Kohl <Matthias.Kohl at stamats.de>
LazyLoad: yes
Added: pkg/ROptEst/man/0ROptEst-package.Rd
===================================================================
--- pkg/ROptEst/man/0ROptEst-package.Rd (rev 0)
+++ pkg/ROptEst/man/0ROptEst-package.Rd 2008-10-31 10:05:36 UTC (rev 193)
@@ -0,0 +1,64 @@
+\name{ROptEst-package}
+\alias{ROptEst-package}
+\alias{ROptEst}
+\docType{package}
+\title{
+Optimally robust estimation
+}
+\description{
+Optimally robust estimation in general smoothly parameterized models
+using S4 classes and methods.
+}
+\details{
+\tabular{ll}{
+Package: \tab ROptEst\cr
+Type: \tab Package\cr
+Version: \tab 0.6.1\cr
+Date: \tab 2008-10-31\cr
+Depends: \tab Depends: R(>= 2.7.0), methods, distr(>= 2.0), distrEx(>= 2.0), distrMod(>= 2.0), RandVar(>= 0.6.4), RobAStBase\cr
+LazyLoad: \tab yes\cr
+License: \tab LGPL-3\cr
+URL: \tab http://robast.r-forge.r-project.org/\cr
+}
+}
+\author{
+Peter Ruckdeschel \email{Peter.Ruckdeschel at itwm.fraunhofer.de},\cr%
+Matthias Kohl \email{Matthias.Kohl at stamats.de}\cr
+
+Maintainer: Matthias Kohl \email{matthias.kohl at stamats.de}}
+\references{
+ M. Kohl (2005). Numerical Contributions to the Asymptotic Theory of Robustness.
+ Dissertation. University of Bayreuth.
+}
+\seealso{
+\code{\link[distr]{distr-package}}, \code{\link[distrEx]{distrEx-package}},
+\code{\link[distrMod]{distrMod-package}}, \code{\link[RandVar]{RandVar-package}},
+\code{\link[RobAStBase]{RobAStBase-package}}
+}
+\examples{
+library(ROptEst)
+
+## Example: Rutherford-Geiger (1910); cf. Feller~(1968), Section VI.7 (a)
+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))
+
+## ML-estimate from package distrMod
+MLest <- MLEstimator(x, PoisFamily())
+MLest
+## confidence interval based on CLT
+confint(MLest)
+
+## compute optimally (w.r.t to MSE) robust estimator (unknown contamination)
+robest <- roptest(x, PoisFamily(), eps.upper = 0.1, steps = 3)
+estimate(robest)
+## check influence curve
+checkIC(pIC(robest))
+## plot influence curve
+plot(pIC(robest))
+## confidence interval based on LAN - neglecting bias
+confint(robest)
+## confidence interval based on LAN - including bias
+confint(robest, method = symmetricBias())
+}
+\keyword{package}
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