[Robast-commits] r335 - in branches/robast-0.7/pkg/ROptEst: R chm
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Aug 4 19:22:25 CEST 2009
Author: ruckdeschel
Date: 2009-08-04 19:22:22 +0200 (Tue, 04 Aug 2009)
New Revision: 335
Modified:
branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asGRisk.R
branches/robast-0.7/pkg/ROptEst/chm/ROptEst.chm
Log:
slightly modified b search range in MSE problem -- in the hope it will do for Totalvariation neighborhood, p=1, k>1
Modified: branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asGRisk.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asGRisk.R 2009-08-04 04:58:45 UTC (rev 334)
+++ branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asGRisk.R 2009-08-04 17:22:22 UTC (rev 335)
@@ -44,11 +44,13 @@
z.old <- z
c0.old <- c0
## new
- lower0 <- getL1normL2deriv(L2deriv = L2deriv, cent = z) /
- (1 + neighbor at radius^2)
- upper0 <- sqrt( as.numeric( Finfo + z^2 )/(( 1 + neighbor at radius^2)^2 - 1) )
+ L1n <- getL1normL2deriv(L2deriv = L2deriv, cent = z)
+ lower0 <- L1n/(1 + radius^2)
+ if(!is(neighbor,"ContNeighborhood")) lower0 <- lower0/2
+ upper0 <- max(L1n/radius,
+ sqrt( as.numeric( Finfo + z^2 )/(( 1 + radius^2)^2 - 1) ))
if (!is.null(upper)|(iter == 1))
- {lower <- .Machine$double.eps^0.75
+ {lower <- .Machine$double.eps^0.6
}else{ lower <- lower0; upper <- upper0}
##
c0 <- try(uniroot(getInfClip,
@@ -213,18 +215,21 @@
stand(w) <- A
## new
- lower0 <- getL1normL2deriv(L2deriv = L2deriv, cent = z, stand = A,
- Distr = Distr, normtype = normtype)/(1+neighbor at radius^2)
+ L1n <- getL1normL2deriv(L2deriv = L2deriv, cent = z, stand = A,
+ Distr = Distr, normtype = normtype)
+ lower0 <- L1n/(1+radius^2)
QF <- if(is(normtype,"QFNorm")) QuadForm(normtype) else diag(nrow(A))
- upper0 <- sqrt( (sum( diag(QF%*%A%*%Finfo%*%t(A))) + t(A%*%z)%*%QF%*%(A%*%z)) /
- ((1 + radius^2)^2-1))
+ upper0 <- max(L1n/radius,
+ sqrt( (sum( diag(QF%*%A%*%Finfo%*%t(A))) + t(A%*%z)%*%QF%*%(A%*%z)) /
+ ((1 + radius^2)^2-1)))
if (!is.null(upper)|(iter == 1))
- {lower <- .Machine$double.eps^0.75;
+ {lower <- .Machine$double.eps^0.6;
if(is.null(upper)) upper <- 10*upper0
}else{ lower <- lower0; upper <- upper0}
+ if(!is(neighbor,"ContNeighborhood")) lower0 <- lower0/2
##
b <- try(uniroot(getInfClip,
## new
Modified: branches/robast-0.7/pkg/ROptEst/chm/ROptEst.chm
===================================================================
(Binary files differ)
More information about the Robast-commits
mailing list