[Robast-commits] r308 - pkg/ROptEst/inst/scripts
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Jun 30 06:32:35 CEST 2009
Author: stamats
Date: 2009-06-30 06:32:35 +0200 (Tue, 30 Jun 2009)
New Revision: 308
Modified:
pkg/ROptEst/inst/scripts/GammaModel.R
Log:
added comment due to new E method in distrEx which increases precision of certain computations.
Modified: pkg/ROptEst/inst/scripts/GammaModel.R
===================================================================
--- pkg/ROptEst/inst/scripts/GammaModel.R 2009-06-17 02:43:56 UTC (rev 307)
+++ pkg/ROptEst/inst/scripts/GammaModel.R 2009-06-30 04:32:35 UTC (rev 308)
@@ -4,6 +4,7 @@
require(ROptEst)
options("newDevice"=TRUE)
+
## generates Gamma Family with
## scale = 2 and shape = 0.1
G <- GammaFamily(scale = 2, shape = 0.1)
@@ -12,11 +13,16 @@
distrExOptions(ErelativeTolerance = 1e-8) # increase precision for E
checkL2deriv(G)
+## 30.06.09: new method for "E" with
+## signature(object = "Gammad", fun = "function", cond = "missing")
+## in package distrEx introduced which slightly reduces the problem
+## documented below.
+
## more precisely:
## numerical integration gives
E(Gammad(scale = 2, shape = 0.1), function(x) (log(x/2)-digamma(0.1))^2)
-## vhereas
+## whereas
trigamma(0.1)
## Problem is more or less caused by integration of log(x/2)^2
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