[Robast-commits] r334 - in branches/robast-0.7/pkg: ROptEst/R ROptEst/chm ROptEst/man RobAStBase/R RobAStBase/chm
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Aug 4 06:58:47 CEST 2009
Author: ruckdeschel
Date: 2009-08-04 06:58:45 +0200 (Tue, 04 Aug 2009)
New Revision: 334
Modified:
branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asCov.R
branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asGRisk.R
branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asHampel.R
branches/robast-0.7/pkg/ROptEst/chm/00Index.html
branches/robast-0.7/pkg/ROptEst/chm/ROptEst.chm
branches/robast-0.7/pkg/ROptEst/chm/ROptEst.toc
branches/robast-0.7/pkg/ROptEst/chm/getInfRobIC.html
branches/robast-0.7/pkg/ROptEst/man/getInfRobIC.Rd
branches/robast-0.7/pkg/RobAStBase/R/Weights.R
branches/robast-0.7/pkg/RobAStBase/chm/RobAStBase.chm
Log:
RobAstBase/ROptEst: we now can digest case p=1, k>1 for asymmetric biastypes as well as for total variation
Modified: branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asCov.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asCov.R 2009-07-31 21:59:27 UTC (rev 333)
+++ branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asCov.R 2009-08-04 04:58:45 UTC (rev 334)
@@ -24,7 +24,8 @@
clip(w) <- b
cent(w) <- 0
stand(w) <- A
- weight(w) <- getweight(w, neighbor = neighbor, biastype = symmetricBias(),
+ weight(w) <- getweight(w, neighbor = neighbor,
+ biastype = symmetricBias(),
normW = NormType())
return(list(A = A, a = 0, b = b, d = NULL, w = w, risk = Risk, info = info))
@@ -51,16 +52,22 @@
w <- new("BdStWeight")
clip(w) <- c(0,b)+a
stand(w) <- A
- weight(w) <- getweight(w, neighbor = neighbor, biastype = biastype,
+ weight(w) <- getweight(w, neighbor = neighbor,
+ biastype = symmetricBias(),
normW = NormType())
return(list(A = A, a = -b/2, b = b, d = NULL, w = w, risk = Risk, info = info))
})
setMethod("getInfRobIC", signature(L2deriv = "RealRandVariable",
risk = "asCov",
- neighbor = "ContNeighborhood"),
+ neighbor = "UncondNeighborhood"),
function(L2deriv, risk, neighbor, Distr, Finfo, trafo,
QuadForm = diag(nrow(trafo)), verbose = FALSE){
+
+ Cont <- is(neighbor,"ContNeighborhood")
+ p <- nrow(trafo)
+ if(! Cont && p>1)
+ stop("Not yet implemented")
info <- c("optimal IC in sense of Cramer-Rao bound")
A <- trafo %*% solve(Finfo)
IC <- A %*% L2deriv
@@ -69,8 +76,12 @@
upper <- ifelse(is.finite(q(Distr)(1)), q(Distr)(1-1e-8), q(Distr)(1))
x <- seq(from = lower, to = upper, length = 1e5)
x <- x[x!=0] # problems with NaN=log(0)!
- b <- evalRandVar(IC, as.matrix(x))^2
- b <- sqrt(max(colSums(b, na.rm = TRUE)))
+ ICx <- evalRandVar(IC, as.matrix(x))
+ if(Cont)
+ b <- sqrt(max(colSums(ICx^2, na.rm = TRUE)))
+ else{
+ b <- max(ICx)-min(ICx)
+ }
}else{
b <- Inf # not yet implemented
}
@@ -88,13 +99,18 @@
asMSE = list(value = trAsCov + r^2*b^2,
r = r,
at = neighbor))
- w <- new("HampelWeight")
- clip(w) <- b
- cent(w) <- 0
- stand(w) <- A
- weight(w) <- getweight(w, neighbor = neighbor, biastype = symmetricBias(),
+ if(Cont){
+ w <- new("HampelWeight")
+ clip(w) <- b
+ cent(w) <- 0
+ stand(w) <- A
+ }else{
+ w <- new("BdStWeight")
+ clip(w) <- c(0,b)+as.numeric(A%*%z)
+ stand(w) <- A
+ }
+ weight(w) <- getweight(w, neighbor = neighbor, biastype = symmetricBias(),
normW = NormType())
-
- return(list(A = A, a = numeric(nrow(trafo)), b = b, d = NULL, w = w, risk = Risk,
+ return(list(A = A, a = numeric(nrow(trafo)), b = b, d = NULL, w = w, risk = Risk,
info = info))
})
Modified: branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asGRisk.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asGRisk.R 2009-07-31 21:59:27 UTC (rev 333)
+++ branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asGRisk.R 2009-08-04 04:58:45 UTC (rev 334)
@@ -143,12 +143,15 @@
setMethod("getInfRobIC", signature(L2deriv = "RealRandVariable",
risk = "asGRisk",
- neighbor = "ContNeighborhood"),
+ neighbor = "UncondNeighborhood"),
function(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, trafo, onesetLM = FALSE,
z.start, A.start, upper = NULL, maxiter, tol, warn, verbose = FALSE){
biastype <- biastype(risk)
normtype <- normtype(risk)
+ p <- nrow(trafo)
+ if(! is(neighbor,"ContNeighborhood") && p>1)
+ stop("Not yet implemented")
FI <- solve(trafo%*%solve(Finfo)%*%t(trafo))
if(is(normtype,"InfoNorm") || is(normtype,"SelfNorm") )
@@ -189,7 +192,11 @@
z.comp <- comp$"z.comp"
A.comp <- comp$"A.comp"
- w <- new("HampelWeight")
+ if(is(neighbor,"ContNeighborhood")){
+ w <- new("HampelWeight")
+ }else{
+ w <- new("BdStWeight")
+ }
z <- z.start
A <- A.start
b <- 0
@@ -201,8 +208,9 @@
b.old <- b
A.old <- A
##
- cent(w) <- z
- stand(w) <- A
+ if(is(neighbor,"ContNeighborhood"))
+ cent(w) <- z
+ stand(w) <- A
## new
lower0 <- getL1normL2deriv(L2deriv = L2deriv, cent = z, stand = A,
@@ -248,7 +256,11 @@
}
return(res)
}
- clip(w) <- b
+ if(is(neighbor,"ContNeighborhood")){
+ clip(w) <- b
+ }else{
+ clip(w) <- c(0,b)+as.numeric(A%*%z) ## =a
+ }
weight(w) <- getweight(w, neighbor = neighbor, biastype = biastype,
Modified: branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asHampel.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asHampel.R 2009-07-31 21:59:27 UTC (rev 333)
+++ branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asHampel.R 2009-08-04 04:58:45 UTC (rev 334)
@@ -130,7 +130,7 @@
setMethod("getInfRobIC", signature(L2deriv = "RealRandVariable",
risk = "asHampel",
- neighbor = "ContNeighborhood"),
+ neighbor = "UncondNeighborhood"),
function(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
L2derivDistrSymm, Finfo, trafo, onesetLM = FALSE,
z.start, A.start, upper = NULL, maxiter, tol, warn, verbose = FALSE,
@@ -139,6 +139,8 @@
biastype <- biastype(risk)
normtype <- normtype(risk)
p <- nrow(trafo)
+ if(! is(neighbor,"ContNeighborhood") && p>1)
+ stop("Not yet implemented")
FI <- solve(trafo%*%solve(Finfo)%*%t(trafo))
if(is(normtype,"InfoNorm") || is(normtype,"SelfNorm") )
@@ -151,71 +153,81 @@
b <- risk at bound
if(checkBounds){
- ClassIC <- trafo %*% solve(Finfo) %*% L2deriv
- lower.x <- q(Distr)(getdistrOption("TruncQuantile"))
- upper.x <- q(Distr)(1-getdistrOption("TruncQuantile"))
- x <- seq(from = lower.x, to = upper.x, length = 1000)
- bmax <- sapply(x,function(x) evalRandVar(ClassIC,x))
- bmax <- sqrt(max(colSums(bmax^2)))
- cat("numerical approximation of maximal bound:\t", bmax, "\n")
- if(b >= bmax){
- if(warn) cat("'b >= maximum asymptotic bias' => (classical) optimal IC\n",
- "in sense of Cramer-Rao bound is returned\n")
- res <- getInfRobIC(L2deriv = L2deriv, risk = asCov(), neighbor = neighbor,
- Distr = Distr, Finfo = Finfo, trafo = trafo,
- QuadForm = std, verbose = verbose)
- res <- c(res, list(biastype = biastype, normtype = normtype))
- trAsCov <- sum(diag(std%*%res$risk$asCov));
- r <- neighbor at radius
- res$risk$trAsCov <- list(value = trAsCov, normtype = normtype)
- res$risk$asBias <- list(value = b, biastype = biastype,
- normtype = normtype,
- neighbortype = class(neighbor))
- res$risk$asMSE <- list(value = trAsCov + r^2*b^2,
- r = r,
- at = neighbor)
- return(res)
- }
+ ClassIC <- trafo %*% solve(Finfo) %*% L2deriv
+ lower.x <- q(Distr)(getdistrOption("TruncQuantile"))
+ upper.x <- q(Distr)(1-getdistrOption("TruncQuantile"))
+ x <- seq(from = lower.x, to = upper.x, length = 1000)
+ bmax <- sapply(x,function(x) evalRandVar(ClassIC,x))
+ bmax <- sqrt(max(colSums(bmax^2)))
+ cat("numerical approximation of maximal bound:\t", bmax, "\n")
+ if(b >= bmax){
+ if(warn) cat("'b >= maximum asymptotic bias' => (classical) optimal IC\n",
+ "in sense of Cramer-Rao bound is returned\n")
+ res <- getInfRobIC(L2deriv = L2deriv, risk = asCov(), neighbor = neighbor,
+ Distr = Distr, Finfo = Finfo, trafo = trafo,
+ QuadForm = std, verbose = verbose)
+ res <- c(res, list(biastype = biastype, normtype = normtype))
+ trAsCov <- sum(diag(std%*%res$risk$asCov));
+ r <- neighbor at radius
+ res$risk$trAsCov <- list(value = trAsCov, normtype = normtype)
+ res$risk$asBias <- list(value = b, biastype = biastype,
+ normtype = normtype,
+ neighbortype = class(neighbor))
+ res$risk$asMSE <- list(value = trAsCov + r^2*b^2,
+ r = r,
+ at = neighbor)
+ return(res)
+ }
- res <- getInfRobIC(L2deriv = L2deriv,
- risk = asBias(biastype = biastype, normtype = normtype),
- neighbor = neighbor, Distr = Distr, DistrSymm = DistrSymm,
- L2derivSymm = L2derivSymm, L2derivDistrSymm = L2derivDistrSymm,
- z.start = z.start, A.start = A.start, trafo = trafo,
- maxiter = maxiter, tol = tol, warn = warn, Finfo = Finfo,
- verbose = verbose)
- bmin <- res$b
+ res <- getInfRobIC(L2deriv = L2deriv,
+ risk = asBias(biastype = biastype, normtype = normtype),
+ neighbor = neighbor, Distr = Distr, DistrSymm = DistrSymm,
+ L2derivSymm = L2derivSymm, L2derivDistrSymm = L2derivDistrSymm,
+ z.start = z.start, A.start = A.start, trafo = trafo,
+ maxiter = maxiter, tol = tol, warn = warn, Finfo = Finfo,
+ verbose = verbose)
+ bmin <- res$b
- cat("minimal bound:\t", bmin, "\n")
- if(b <= bmin){
- if(warn) cat("'b <= minimum asymptotic bias'\n",
- "=> the minimum asymptotic bias (lower case) solution is returned\n")
+ cat("minimal bound:\t", bmin, "\n")
+ if(b <= bmin){
+ if(warn) cat("'b <= minimum asymptotic bias'\n",
+ "=> the minimum asymptotic bias (lower case) solution is returned\n")
- asMSE <- sum(diag(std%*%res$risk$asCov)) + neighbor at radius^2*bmin^2
- if(!is.null(res$risk$asMSE)) res$risk$asMSE <- asMSE
- else res$risk <- c(list(asMSE = asMSE), res$risk)
+ asMSE <- sum(diag(std%*%res$risk$asCov)) + neighbor at radius^2*bmin^2
+ if(!is.null(res$risk$asMSE)) res$risk$asMSE <- asMSE
+ else res$risk <- c(list(asMSE = asMSE), res$risk)
- return(res)
+ return(res)
+ }
}
- }
comp <- .getComp(L2deriv, DistrSymm, L2derivSymm, L2derivDistrSymm)
z.comp <- comp$"z.comp"
A.comp <- comp$"A.comp"
- w <- new("HampelWeight")
- clip(w) <- b
z <- z.start
A <- A.start
+ if(is(neighbor,"ContNeighborhood")){
+ w <- new("HampelWeight")
+ }else{
+ w <- new("BdStWeight")
+ }
iter <- 0
repeat{
iter <- iter + 1
z.old <- z
A.old <- A
- cent(w) <- z
- stand(w) <- A
+ if(is(neighbor,"ContNeighborhood")){
+ clip(w) <- b
+ cent(w) <- z
+ stand(w) <- A
+ }else{
+ clip(w) <- c(0,b)+as.numeric(A%*%z)
+ stand(w) <- A
+ }
+
weight(w) <- getweight(w, neighbor = neighbor, biastype = biastype,
normW = normtype)
Modified: branches/robast-0.7/pkg/ROptEst/chm/00Index.html
===================================================================
--- branches/robast-0.7/pkg/ROptEst/chm/00Index.html 2009-07-31 21:59:27 UTC (rev 333)
+++ branches/robast-0.7/pkg/ROptEst/chm/00Index.html 2009-08-04 04:58:45 UTC (rev 334)
@@ -173,11 +173,11 @@
<td>Generic Function for the Computation of Optimally Robust ICs</td></tr>
<tr><td width="25%"><a href="getInfRobIC.html">getInfRobIC,RealRandVariable,asBias,ContNeighborhood-method</a></td>
<td>Generic Function for the Computation of Optimally Robust ICs</td></tr>
-<tr><td width="25%"><a href="getInfRobIC.html">getInfRobIC,RealRandVariable,asCov,ContNeighborhood-method</a></td>
+<tr><td width="25%"><a href="getInfRobIC.html">getInfRobIC,RealRandVariable,asCov,UncondNeighborhood-method</a></td>
<td>Generic Function for the Computation of Optimally Robust ICs</td></tr>
-<tr><td width="25%"><a href="getInfRobIC.html">getInfRobIC,RealRandVariable,asGRisk,ContNeighborhood-method</a></td>
+<tr><td width="25%"><a href="getInfRobIC.html">getInfRobIC,RealRandVariable,asGRisk,UncondNeighborhood-method</a></td>
<td>Generic Function for the Computation of Optimally Robust ICs</td></tr>
-<tr><td width="25%"><a href="getInfRobIC.html">getInfRobIC,RealRandVariable,asHampel,ContNeighborhood-method</a></td>
+<tr><td width="25%"><a href="getInfRobIC.html">getInfRobIC,RealRandVariable,asHampel,UncondNeighborhood-method</a></td>
<td>Generic Function for the Computation of Optimally Robust ICs</td></tr>
<tr><td width="25%"><a href="getInfRobIC.html">getInfRobIC,UnivariateDistribution,asBias,UncondNeighborhood-method</a></td>
<td>Generic Function for the Computation of Optimally Robust ICs</td></tr>
Modified: branches/robast-0.7/pkg/ROptEst/chm/ROptEst.chm
===================================================================
(Binary files differ)
Modified: branches/robast-0.7/pkg/ROptEst/chm/ROptEst.toc
===================================================================
--- branches/robast-0.7/pkg/ROptEst/chm/ROptEst.toc 2009-07-31 21:59:27 UTC (rev 333)
+++ branches/robast-0.7/pkg/ROptEst/chm/ROptEst.toc 2009-08-04 04:58:45 UTC (rev 334)
@@ -282,15 +282,15 @@
<param name="Local" value="getInfRobIC.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="getInfRobIC,RealRandVariable,asCov,ContNeighborhood-method">
+<param name="Name" value="getInfRobIC,RealRandVariable,asCov,UncondNeighborhood-method">
<param name="Local" value="getInfRobIC.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="getInfRobIC,RealRandVariable,asGRisk,ContNeighborhood-method">
+<param name="Name" value="getInfRobIC,RealRandVariable,asGRisk,UncondNeighborhood-method">
<param name="Local" value="getInfRobIC.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
-<param name="Name" value="getInfRobIC,RealRandVariable,asHampel,ContNeighborhood-method">
+<param name="Name" value="getInfRobIC,RealRandVariable,asHampel,UncondNeighborhood-method">
<param name="Local" value="getInfRobIC.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
Modified: branches/robast-0.7/pkg/ROptEst/chm/getInfRobIC.html
===================================================================
--- branches/robast-0.7/pkg/ROptEst/chm/getInfRobIC.html 2009-07-31 21:59:27 UTC (rev 333)
+++ branches/robast-0.7/pkg/ROptEst/chm/getInfRobIC.html 2009-08-04 04:58:45 UTC (rev 334)
@@ -9,13 +9,13 @@
<param name="keyword" value="R: getInfRobIC-methods">
<param name="keyword" value="R: getInfRobIC,UnivariateDistribution,asCov,ContNeighborhood-method">
<param name="keyword" value="R: getInfRobIC,UnivariateDistribution,asCov,TotalVarNeighborhood-method">
-<param name="keyword" value="R: getInfRobIC,RealRandVariable,asCov,ContNeighborhood-method">
+<param name="keyword" value="R: getInfRobIC,RealRandVariable,asCov,UncondNeighborhood-method">
<param name="keyword" value="R: getInfRobIC,UnivariateDistribution,asBias,UncondNeighborhood-method">
<param name="keyword" value="R: getInfRobIC,RealRandVariable,asBias,ContNeighborhood-method">
<param name="keyword" value="R: getInfRobIC,UnivariateDistribution,asHampel,UncondNeighborhood-method">
-<param name="keyword" value="R: getInfRobIC,RealRandVariable,asHampel,ContNeighborhood-method">
+<param name="keyword" value="R: getInfRobIC,RealRandVariable,asHampel,UncondNeighborhood-method">
<param name="keyword" value="R: getInfRobIC,UnivariateDistribution,asGRisk,UncondNeighborhood-method">
-<param name="keyword" value="R: getInfRobIC,RealRandVariable,asGRisk,ContNeighborhood-method">
+<param name="keyword" value="R: getInfRobIC,RealRandVariable,asGRisk,UncondNeighborhood-method">
<param name="keyword" value="R: getInfRobIC,UnivariateDistribution,asUnOvShoot,UncondNeighborhood-method">
<param name="keyword" value=" Generic Function for the Computation of Optimally Robust ICs">
</object>
@@ -40,52 +40,66 @@
## S4 method for signature 'UnivariateDistribution, asCov,
## ContNeighborhood':
-getInfRobIC(L2deriv, risk, neighbor, Finfo, trafo, verbose = FALSE)
+getInfRobIC(L2deriv,
+ risk, neighbor, Finfo, trafo, verbose = FALSE)
## S4 method for signature 'UnivariateDistribution, asCov,
## TotalVarNeighborhood':
-getInfRobIC(L2deriv, risk, neighbor, Finfo, trafo, verbose = FALSE)
+getInfRobIC(L2deriv,
+ risk, neighbor, Finfo, trafo, verbose = FALSE)
## S4 method for signature 'RealRandVariable, asCov,
-## ContNeighborhood':
-getInfRobIC(L2deriv, risk, neighbor, Distr, Finfo, trafo,
+## UncondNeighborhood':
+getInfRobIC(L2deriv, risk,
+ neighbor, Distr, Finfo, trafo,
QuadForm = diag(nrow(trafo)), verbose = FALSE)
## S4 method for signature 'UnivariateDistribution, asBias,
## UncondNeighborhood':
-getInfRobIC(L2deriv, risk, neighbor, symm, trafo,
- maxiter, tol, warn, Finfo, verbose = FALSE, ...)
+getInfRobIC(L2deriv,
+ risk, neighbor, symm, trafo,
+ 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, verbose = FALSE, ...)
+getInfRobIC(L2deriv, risk,
+ neighbor, Distr, DistrSymm, L2derivSymm,
+ 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 = NULL, maxiter, tol, warn, noLow = FALSE, verbose = FALSE, checkBounds = TRUE)
+getInfRobIC(L2deriv,
+ risk, neighbor, symm, Finfo, trafo, upper = NULL, maxiter,
+ tol, warn, noLow = FALSE, verbose = FALSE, checkBounds = TRUE)
## S4 method for signature 'RealRandVariable, asHampel,
-## ContNeighborhood':
-getInfRobIC(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
- L2derivDistrSymm, Finfo, trafo, onesetLM = FALSE, z.start, A.start, upper = NULL, maxiter, tol, warn,
- verbose = FALSE, checkBounds = TRUE)
+## UncondNeighborhood':
+getInfRobIC(L2deriv, risk,
+ neighbor, Distr, DistrSymm, L2derivSymm,
+ L2derivDistrSymm, Finfo, trafo, onesetLM = FALSE, z.start,
+ A.start, upper = NULL, maxiter, tol, warn,
+ verbose = FALSE, checkBounds = TRUE)
## S4 method for signature 'UnivariateDistribution,
## asGRisk, UncondNeighborhood':
-getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
- upper = NULL, maxiter, tol, warn, noLow = FALSE, verbose = FALSE)
+getInfRobIC(L2deriv,
+ risk, neighbor, symm, Finfo, trafo,
+ upper = NULL, maxiter, tol, warn, noLow = FALSE,
+ verbose = FALSE)
## S4 method for signature 'RealRandVariable, asGRisk,
-## ContNeighborhood':
-getInfRobIC(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
- L2derivDistrSymm, Finfo, trafo, onesetLM = FALSE, z.start, A.start, upper = NULL, maxiter, tol, warn, verbose = FALSE)
+## UncondNeighborhood':
+getInfRobIC(L2deriv, risk,
+ neighbor, Distr, DistrSymm, L2derivSymm,
+ L2derivDistrSymm, Finfo, trafo, onesetLM = FALSE, z.start,
+ A.start, upper = NULL, maxiter, tol, warn, verbose = FALSE)
## S4 method for signature 'UnivariateDistribution,
## asUnOvShoot, UncondNeighborhood':
-getInfRobIC(L2deriv, risk, neighbor, symm, Finfo, trafo,
- upper, maxiter, tol, warn)
+getInfRobIC(
+ L2deriv, risk, neighbor, symm, Finfo, trafo,
+ upper, maxiter, tol, warn)
</pre>
@@ -183,9 +197,12 @@
<dt>L2deriv = "RealRandVariable", risk = "asCov",
-neighbor = "ContNeighborhood"</dt><dd>computes the classical optimal influence curve for L2 differentiable
+neighbor = "UncondNeighborhood"</dt><dd>computes the classical optimal influence curve for L2 differentiable
parametric families with unknown <i>k</i>-dimensional parameter
-(<i>k > 1</i>) where the underlying distribution is univariate. </dd>
+(<i>k > 1</i>) where the underlying distribution is univariate;
+for total variation neighborhoods only is implemented for the case
+where there is a <i>1 x k</i> transformation <code>trafo</code>
+matrix. </dd>
<dt>L2deriv = "UnivariateDistribution", risk = "asBias",
@@ -205,9 +222,12 @@
<dt>L2deriv = "RealRandVariable", risk = "asHampel",
-neighbor = "ContNeighborhood"</dt><dd>computes the optimally robust influence curve for L2 differentiable
+neighbor = "UncondNeighborhood"</dt><dd>computes the optimally robust influence curve for L2 differentiable
parametric families with unknown <i>k</i>-dimensional parameter
-(<i>k > 1</i>) where the underlying distribution is univariate. </dd>
+(<i>k > 1</i>) where the underlying distribution is univariate;
+for total variation neighborhoods only is implemented for the case
+where there is a <i>1 x k</i> transformation <code>trafo</code>
+matrix. </dd>
<dt>L2deriv = "UnivariateDistribution", risk = "asGRisk",
@@ -216,9 +236,12 @@
<dt>L2deriv = "RealRandVariable", risk = "asGRisk",
-neighbor = "ContNeighborhood"</dt><dd>computes the optimally robust influence curve for L2 differentiable
+neighbor = "UncondNeighborhood"</dt><dd>computes the optimally robust influence curve for L2 differentiable
parametric families with unknown <i>k</i>-dimensional parameter
-(<i>k > 1</i>) where the underlying distribution is univariate. </dd>
+(<i>k > 1</i>) where the underlying distribution is univariate;
+for total variation neighborhoods only is implemented for the case
+where there is a <i>1 x k</i> transformation <code>trafo</code>
+matrix. </dd>
<dt>L2deriv = "UnivariateDistribution", risk = "asUnOvShoot",
@@ -230,7 +253,8 @@
<h3>Author(s)</h3>
<p>
-Matthias Kohl <a href="mailto:Matthias.Kohl at stamats.de">Matthias.Kohl at stamats.de</a>
+Matthias Kohl <a href="mailto:Matthias.Kohl at stamats.de">Matthias.Kohl at stamats.de</a>,<br>
+Peter Ruckdeschel <a href="mailto:Peter.Ruckdeschel at itwm.fraunhofer.de">Peter.Ruckdeschel at itwm.fraunhofer.de</a>
</p>
Modified: branches/robast-0.7/pkg/ROptEst/man/getInfRobIC.Rd
===================================================================
--- branches/robast-0.7/pkg/ROptEst/man/getInfRobIC.Rd 2009-07-31 21:59:27 UTC (rev 333)
+++ branches/robast-0.7/pkg/ROptEst/man/getInfRobIC.Rd 2009-08-04 04:58:45 UTC (rev 334)
@@ -3,13 +3,13 @@
\alias{getInfRobIC-methods}
\alias{getInfRobIC,UnivariateDistribution,asCov,ContNeighborhood-method}
\alias{getInfRobIC,UnivariateDistribution,asCov,TotalVarNeighborhood-method}
-\alias{getInfRobIC,RealRandVariable,asCov,ContNeighborhood-method}
+\alias{getInfRobIC,RealRandVariable,asCov,UncondNeighborhood-method}
\alias{getInfRobIC,UnivariateDistribution,asBias,UncondNeighborhood-method}
\alias{getInfRobIC,RealRandVariable,asBias,ContNeighborhood-method}
\alias{getInfRobIC,UnivariateDistribution,asHampel,UncondNeighborhood-method}
-\alias{getInfRobIC,RealRandVariable,asHampel,ContNeighborhood-method}
+\alias{getInfRobIC,RealRandVariable,asHampel,UncondNeighborhood-method}
\alias{getInfRobIC,UnivariateDistribution,asGRisk,UncondNeighborhood-method}
-\alias{getInfRobIC,RealRandVariable,asGRisk,ContNeighborhood-method}
+\alias{getInfRobIC,RealRandVariable,asGRisk,UncondNeighborhood-method}
\alias{getInfRobIC,UnivariateDistribution,asUnOvShoot,UncondNeighborhood-method}
\title{ Generic Function for the Computation of Optimally Robust ICs }
@@ -21,34 +21,48 @@
\usage{
getInfRobIC(L2deriv, risk, neighbor, ...)
-\S4method{getInfRobIC}{UnivariateDistribution,asCov,ContNeighborhood}(L2deriv, risk, neighbor, Finfo, trafo, verbose = FALSE)
+\S4method{getInfRobIC}{UnivariateDistribution,asCov,ContNeighborhood}(L2deriv,
+ risk, neighbor, Finfo, trafo, verbose = FALSE)
-\S4method{getInfRobIC}{UnivariateDistribution,asCov,TotalVarNeighborhood}(L2deriv, risk, neighbor, Finfo, trafo, verbose = FALSE)
+\S4method{getInfRobIC}{UnivariateDistribution,asCov,TotalVarNeighborhood}(L2deriv,
+ risk, neighbor, Finfo, trafo, verbose = FALSE)
-\S4method{getInfRobIC}{RealRandVariable,asCov,ContNeighborhood}(L2deriv, risk, neighbor, Distr, Finfo, trafo,
+\S4method{getInfRobIC}{RealRandVariable,asCov,UncondNeighborhood}(L2deriv, risk,
+ neighbor, Distr, Finfo, trafo,
QuadForm = diag(nrow(trafo)), verbose = FALSE)
-\S4method{getInfRobIC}{UnivariateDistribution,asBias,UncondNeighborhood}(L2deriv, risk, neighbor, symm, trafo,
- maxiter, tol, warn, Finfo, verbose = FALSE, ...)
+\S4method{getInfRobIC}{UnivariateDistribution,asBias,UncondNeighborhood}(L2deriv,
+ risk, neighbor, symm, trafo,
+ maxiter, tol, warn, Finfo, verbose = FALSE, ...)
-\S4method{getInfRobIC}{RealRandVariable,asBias,ContNeighborhood}(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
- L2derivDistrSymm, z.start, A.start, Finfo, trafo, maxiter, tol, warn, verbose = FALSE, ...)
+\S4method{getInfRobIC}{RealRandVariable,asBias,ContNeighborhood}(L2deriv, risk,
+ neighbor, Distr, DistrSymm, L2derivSymm,
+ L2derivDistrSymm, z.start, A.start, Finfo, trafo,
+ maxiter, tol, warn, verbose = FALSE, ...)
-\S4method{getInfRobIC}{UnivariateDistribution,asHampel,UncondNeighborhood}(L2deriv, risk, neighbor, symm, Finfo, trafo,
- upper = NULL, maxiter, tol, warn, noLow = FALSE, verbose = FALSE, checkBounds = TRUE)
+\S4method{getInfRobIC}{UnivariateDistribution,asHampel,UncondNeighborhood}(L2deriv,
+ risk, neighbor, symm, Finfo, trafo, upper = NULL, maxiter,
+ tol, warn, noLow = FALSE, verbose = FALSE, checkBounds = TRUE)
-\S4method{getInfRobIC}{RealRandVariable,asHampel,ContNeighborhood}(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
- L2derivDistrSymm, Finfo, trafo, onesetLM = FALSE, z.start, A.start, upper = NULL, maxiter, tol, warn,
- verbose = FALSE, checkBounds = TRUE)
+\S4method{getInfRobIC}{RealRandVariable,asHampel,UncondNeighborhood}(L2deriv, risk,
+ neighbor, Distr, DistrSymm, L2derivSymm,
+ L2derivDistrSymm, Finfo, trafo, onesetLM = FALSE, z.start,
+ A.start, upper = NULL, maxiter, tol, warn,
+ verbose = FALSE, checkBounds = TRUE)
-\S4method{getInfRobIC}{UnivariateDistribution,asGRisk,UncondNeighborhood}(L2deriv, risk, neighbor, symm, Finfo, trafo,
- upper = NULL, maxiter, tol, warn, noLow = FALSE, verbose = FALSE)
+\S4method{getInfRobIC}{UnivariateDistribution,asGRisk,UncondNeighborhood}(L2deriv,
+ risk, neighbor, symm, Finfo, trafo,
+ upper = NULL, maxiter, tol, warn, noLow = FALSE,
+ verbose = FALSE)
-\S4method{getInfRobIC}{RealRandVariable,asGRisk,ContNeighborhood}(L2deriv, risk, neighbor, Distr, DistrSymm, L2derivSymm,
- L2derivDistrSymm, Finfo, trafo, onesetLM = FALSE, z.start, A.start, upper = NULL, maxiter, tol, warn, verbose = FALSE)
+\S4method{getInfRobIC}{RealRandVariable,asGRisk,UncondNeighborhood}(L2deriv, risk,
+ neighbor, Distr, DistrSymm, L2derivSymm,
+ L2derivDistrSymm, Finfo, trafo, onesetLM = FALSE, z.start,
+ A.start, upper = NULL, maxiter, tol, warn, verbose = FALSE)
-\S4method{getInfRobIC}{UnivariateDistribution,asUnOvShoot,UncondNeighborhood}(L2deriv, risk, neighbor, symm, Finfo, trafo,
- upper, maxiter, tol, warn)
+\S4method{getInfRobIC}{UnivariateDistribution,asUnOvShoot,UncondNeighborhood}(
+ L2deriv, risk, neighbor, symm, Finfo, trafo,
+ upper, maxiter, tol, warn)
}
\arguments{
\item{L2deriv}{ L2-derivative of some L2-differentiable family
@@ -93,10 +107,13 @@
parametric families with unknown one-dimensional parameter. }
\item{L2deriv = "RealRandVariable", risk = "asCov",
- neighbor = "ContNeighborhood"}{
+ neighbor = "UncondNeighborhood"}{
computes the classical optimal influence curve for L2 differentiable
parametric families with unknown \eqn{k}-dimensional parameter
- (\eqn{k > 1}) where the underlying distribution is univariate. }
+ (\eqn{k > 1}) where the underlying distribution is univariate;
+ for total variation neighborhoods only is implemented for the case
+ where there is a \eqn{1\times k}{1 x k} transformation \code{trafo}
+ matrix. }
\item{L2deriv = "UnivariateDistribution", risk = "asBias",
neighbor = "UncondNeighborhood"}{
@@ -115,10 +132,13 @@
parametric families with unknown one-dimensional parameter. }
\item{L2deriv = "RealRandVariable", risk = "asHampel",
- neighbor = "ContNeighborhood"}{
+ neighbor = "UncondNeighborhood"}{
computes the optimally robust influence curve for L2 differentiable
parametric families with unknown \eqn{k}-dimensional parameter
- (\eqn{k > 1}) where the underlying distribution is univariate. }
+ (\eqn{k > 1}) where the underlying distribution is univariate;
+ for total variation neighborhoods only is implemented for the case
+ where there is a \eqn{1\times k}{1 x k} transformation \code{trafo}
+ matrix. }
\item{L2deriv = "UnivariateDistribution", risk = "asGRisk",
neighbor = "UncondNeighborhood"}{
@@ -126,10 +146,13 @@
parametric families with unknown one-dimensional parameter. }
\item{L2deriv = "RealRandVariable", risk = "asGRisk",
- neighbor = "ContNeighborhood"}{
+ neighbor = "UncondNeighborhood"}{
computes the optimally robust influence curve for L2 differentiable
parametric families with unknown \eqn{k}-dimensional parameter
- (\eqn{k > 1}) where the underlying distribution is univariate. }
+ (\eqn{k > 1}) where the underlying distribution is univariate;
+ for total variation neighborhoods only is implemented for the case
+ where there is a \eqn{1\times k}{1 x k} transformation \code{trafo}
+ matrix. }
\item{L2deriv = "UnivariateDistribution", risk = "asUnOvShoot",
neighbor = "UncondNeighborhood"}{
@@ -151,7 +174,8 @@
Kohl, M. (2005) \emph{Numerical Contributions to the Asymptotic Theory of Robustness}.
Bayreuth: Dissertation.
}
-\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
+\author{Matthias Kohl \email{Matthias.Kohl at stamats.de},\cr
+ Peter Ruckdeschel \email{Peter.Ruckdeschel at itwm.fraunhofer.de}}
%\note{}
\seealso{\code{\link[RobAStBase]{InfRobModel-class}}}
%\examples{}
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/robast -r 334
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