[Robast-commits] r392 - in pkg: . ROptEst ROptEst/R ROptEst/chm ROptEst/inst ROptEst/inst/scripts ROptEst/man ROptEstOld ROptEstOld/R ROptEstOld/chm ROptEstOld/man ROptRegTS ROptRegTS/chm ROptRegTS/inst ROptRegTS/man RandVar RandVar/R RandVar/chm RandVar/inst RandVar/inst/doc RandVar/man RandVar/tests RobAStBase RobAStBase/R RobAStBase/chm RobAStBase/inst RobAStBase/man RobLox RobLox/R RobLox/chm RobLox/inst RobLox/man RobLoxBioC RobLoxBioC/inst RobLoxBioC/man RobRex RobRex/chm RobRex/inst
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Nov 1 11:47:37 CET 2009
Author: stamats
Date: 2009-11-01 11:47:36 +0100 (Sun, 01 Nov 2009)
New Revision: 392
Added:
pkg/ROptEst/R/getInfLM.R
pkg/ROptEst/chm/getinfLM.html
pkg/ROptEst/chm/internals.html
pkg/ROptEst/inst/TOBEDONE
pkg/ROptEst/man/getinfLM.Rd
pkg/ROptEst/man/internals.Rd
pkg/ROptEst/tests/
pkg/ROptEstOld/inst/
pkg/ROptRegTS/inst/TOBEDONE
pkg/ROptRegTS/tests/
pkg/RandVar-check-output.txt
pkg/RandVar/inst/TOBEDONE
pkg/RandVar/tests/Examples/
pkg/RandVar/tests/tests.Rout.save
pkg/RobAStBase/R/getboundedIC.R
pkg/RobAStBase/R/kStepEstimate.R
pkg/RobAStBase/R/kStepEstimatorStart.R
pkg/RobAStBase/R/masked.R
pkg/RobAStBase/R/qqplot.R
pkg/RobAStBase/inst/MASKING
pkg/RobAStBase/inst/TOBEDONE
pkg/RobAStBase/man/OptionalInfluenceCurve-Class.Rd
pkg/RobAStBase/man/RobAStBaseMASK.Rd
pkg/RobAStBase/man/getBoundedIC.Rd
pkg/RobAStBase/man/internals-qqplot.Rd
pkg/RobAStBase/man/kStepEstimatorStart-methods.Rd
pkg/RobAStBase/man/masked-methods.Rd
pkg/RobAStBase/man/qqplot.Rd
pkg/RobAStBase/tests/
pkg/RobLox/inst/TOBEDONE
pkg/RobLox/tests/
pkg/RobLoxBioC/inst/TOBEDONE
pkg/RobLoxBioC/tests/
pkg/RobRex/inst/TOBEDONE
pkg/RobRex/tests/
Removed:
pkg/ROptEstOld/R/DistrSymmList.R
pkg/ROptEstOld/R/PosDefSymmMatrix.R
pkg/ROptEstOld/man/DistrSymmList-class.Rd
pkg/ROptEstOld/man/DistrSymmList.Rd
pkg/ROptEstOld/man/DistributionSymmetry-class.Rd
pkg/ROptEstOld/man/EllipticalSymmetry-class.Rd
pkg/ROptEstOld/man/EllipticalSymmetry.Rd
pkg/ROptEstOld/man/NoSymmetry-class.Rd
pkg/ROptEstOld/man/NoSymmetry.Rd
pkg/ROptEstOld/man/OptionalNumeric-class.Rd
pkg/ROptEstOld/man/PosDefSymmMatrix-class.Rd
pkg/ROptEstOld/man/PosDefSymmMatrix.Rd
pkg/ROptEstOld/man/SphericalSymmetry-class.Rd
pkg/ROptEstOld/man/SphericalSymmetry.Rd
pkg/ROptEstOld/man/Symmetry-class.Rd
pkg/RandVar/inst/doc/RandVar.pdf
Modified:
pkg/ROptEst/DESCRIPTION
pkg/ROptEst/NAMESPACE
pkg/ROptEst/R/AllGeneric.R
pkg/ROptEst/R/LowerCaseMultivariate.R
pkg/ROptEst/R/cniperCont.R
pkg/ROptEst/R/getAsRisk.R
pkg/ROptEst/R/getFixRobIC_fiUnOvShoot.R
pkg/ROptEst/R/getIneffDiff.R
pkg/ROptEst/R/getInfCent.R
pkg/ROptEst/R/getInfClip.R
pkg/ROptEst/R/getInfGamma.R
pkg/ROptEst/R/getInfRobIC_asBias.R
pkg/ROptEst/R/getInfRobIC_asCov.R
pkg/ROptEst/R/getInfRobIC_asGRisk.R
pkg/ROptEst/R/getInfRobIC_asHampel.R
pkg/ROptEst/R/getInfRobIC_asUnOvShoot.R
pkg/ROptEst/R/getInfStand.R
pkg/ROptEst/R/getInfV.R
pkg/ROptEst/R/getModifyIC.R
pkg/ROptEst/R/leastFavorableRadius.R
pkg/ROptEst/R/optIC.R
pkg/ROptEst/R/optRisk.R
pkg/ROptEst/R/radiusMinimaxIC.R
pkg/ROptEst/R/roptest.R
pkg/ROptEst/chm/00Index.html
pkg/ROptEst/chm/0ROptEst-package.html
pkg/ROptEst/chm/ROptEst.chm
pkg/ROptEst/chm/ROptEst.hhp
pkg/ROptEst/chm/ROptEst.toc
pkg/ROptEst/chm/cniperCont.html
pkg/ROptEst/chm/getAsRisk.html
pkg/ROptEst/chm/getBiasIC.html
pkg/ROptEst/chm/getFiRisk.html
pkg/ROptEst/chm/getFixClip.html
pkg/ROptEst/chm/getFixRobIC.html
pkg/ROptEst/chm/getIneffDiff.html
pkg/ROptEst/chm/getInfCent.html
pkg/ROptEst/chm/getInfClip.html
pkg/ROptEst/chm/getInfGamma.html
pkg/ROptEst/chm/getInfRobIC.html
pkg/ROptEst/chm/getInfStand.html
pkg/ROptEst/chm/getInfV.html
pkg/ROptEst/chm/getL1normL2deriv.html
pkg/ROptEst/chm/getL2normL2deriv.html
pkg/ROptEst/chm/getModifyIC.html
pkg/ROptEst/chm/getRiskIC.html
pkg/ROptEst/chm/leastFavorableRadius.html
pkg/ROptEst/chm/lowerCaseRadius.html
pkg/ROptEst/chm/minmaxBias.html
pkg/ROptEst/chm/optIC.html
pkg/ROptEst/chm/optRisk.html
pkg/ROptEst/chm/radiusMinimaxIC.html
pkg/ROptEst/chm/roptest.html
pkg/ROptEst/chm/updateNorm-methods.html
pkg/ROptEst/inst/NEWS
pkg/ROptEst/inst/scripts/BinomialModel.R
pkg/ROptEst/inst/scripts/ExponentialScaleModel.R
pkg/ROptEst/inst/scripts/GumbelLocationModel.R
pkg/ROptEst/inst/scripts/LognormalAndNormalModel.R
pkg/ROptEst/inst/scripts/NormalLocationScaleModel.R
pkg/ROptEst/inst/scripts/PoissonModel.R
pkg/ROptEst/man/0ROptEst-package.Rd
pkg/ROptEst/man/getAsRisk.Rd
pkg/ROptEst/man/getFixRobIC.Rd
pkg/ROptEst/man/getIneffDiff.Rd
pkg/ROptEst/man/getInfCent.Rd
pkg/ROptEst/man/getInfClip.Rd
pkg/ROptEst/man/getInfGamma.Rd
pkg/ROptEst/man/getInfRobIC.Rd
pkg/ROptEst/man/getInfStand.Rd
pkg/ROptEst/man/getInfV.Rd
pkg/ROptEst/man/getModifyIC.Rd
pkg/ROptEst/man/getRiskIC.Rd
pkg/ROptEst/man/leastFavorableRadius.Rd
pkg/ROptEst/man/minmaxBias.Rd
pkg/ROptEst/man/optIC.Rd
pkg/ROptEst/man/radiusMinimaxIC.Rd
pkg/ROptEst/man/roptest.Rd
pkg/ROptEstOld/DESCRIPTION
pkg/ROptEstOld/NAMESPACE
pkg/ROptEstOld/R/AllClass.R
pkg/ROptEstOld/R/AllGeneric.R
pkg/ROptEstOld/R/AllShow.R
pkg/ROptEstOld/R/Symmetry.R
pkg/ROptEstOld/chm/00Index.html
pkg/ROptEstOld/chm/EvenSymmetric.html
pkg/ROptEstOld/chm/FunctionSymmetry-class.html
pkg/ROptEstOld/chm/OddSymmetric.html
pkg/ROptEstOld/chm/ROptEstOld.chm
pkg/ROptEstOld/chm/ROptEstOld.toc
pkg/ROptEstOld/chm/TotalVarIC-class.html
pkg/ROptEstOld/chm/asUnOvShoot-class.html
pkg/ROptEstOld/chm/fiUnOvShoot-class.html
pkg/ROptEstOld/man/EvenSymmetric.Rd
pkg/ROptEstOld/man/FunctionSymmetry-class.Rd
pkg/ROptEstOld/man/GammaFamily.Rd
pkg/ROptEstOld/man/OddSymmetric.Rd
pkg/ROptEstOld/man/TotalVarIC-class.Rd
pkg/ROptEstOld/man/asUnOvShoot-class.Rd
pkg/ROptEstOld/man/fiUnOvShoot-class.Rd
pkg/ROptRegTS/DESCRIPTION
pkg/ROptRegTS/chm/00Index.html
pkg/ROptRegTS/chm/Av1CondContIC-class.html
pkg/ROptRegTS/chm/Av1CondContIC.html
pkg/ROptRegTS/chm/Av1CondContNeighborhood-class.html
pkg/ROptRegTS/chm/Av1CondContNeighborhood.html
pkg/ROptRegTS/chm/Av1CondNeighborhood-class.html
pkg/ROptRegTS/chm/Av1CondTotalVarIC-class.html
pkg/ROptRegTS/chm/Av1CondTotalVarIC.html
pkg/ROptRegTS/chm/Av1CondTotalVarNeighborhood-class.html
pkg/ROptRegTS/chm/Av1CondTotalVarNeighborhood.html
pkg/ROptRegTS/chm/Av2CondContIC-class.html
pkg/ROptRegTS/chm/Av2CondContIC.html
pkg/ROptRegTS/chm/Av2CondContNeighborhood-class.html
pkg/ROptRegTS/chm/Av2CondContNeighborhood.html
pkg/ROptRegTS/chm/Av2CondNeighborhood-class.html
pkg/ROptRegTS/chm/AvCondNeighborhood-class.html
pkg/ROptRegTS/chm/CondContIC-class.html
pkg/ROptRegTS/chm/CondContIC.html
pkg/ROptRegTS/chm/CondContNeighborhood-class.html
pkg/ROptRegTS/chm/CondContNeighborhood.html
pkg/ROptRegTS/chm/CondIC-class.html
pkg/ROptRegTS/chm/CondIC.html
pkg/ROptRegTS/chm/CondNeighborhood-class.html
pkg/ROptRegTS/chm/CondTotalVarIC-class.html
pkg/ROptRegTS/chm/CondTotalVarIC.html
pkg/ROptRegTS/chm/CondTotalVarNeighborhood-class.html
pkg/ROptRegTS/chm/CondTotalVarNeighborhood.html
pkg/ROptRegTS/chm/FixRobRegTypeModel-class.html
pkg/ROptRegTS/chm/FixRobRegTypeModel.html
pkg/ROptRegTS/chm/InfRobRegTypeModel-class.html
pkg/ROptRegTS/chm/InfRobRegTypeModel.html
pkg/ROptRegTS/chm/L2RegTypeFamily-class.html
pkg/ROptRegTS/chm/L2RegTypeFamily.html
pkg/ROptRegTS/chm/NormLinRegFamily.html
pkg/ROptRegTS/chm/NormLinRegInterceptFamily.html
pkg/ROptRegTS/chm/NormLinRegScaleFamily.html
pkg/ROptRegTS/chm/RegTypeFamily-class.html
pkg/ROptRegTS/chm/RegTypeFamily.html
pkg/ROptRegTS/chm/generateIC-methods.html
pkg/ROptRegTS/chm/getAsRiskRegTS.html
pkg/ROptRegTS/chm/getFiRiskRegTS.html
pkg/ROptRegTS/chm/getFixClipRegTS.html
pkg/ROptRegTS/chm/getFixRobRegTypeIC.html
pkg/ROptRegTS/chm/getIneffDiff-methods.html
pkg/ROptRegTS/chm/getInfCentRegTS.html
pkg/ROptRegTS/chm/getInfClipRegTS.html
pkg/ROptRegTS/chm/getInfGammaRegTS.html
pkg/ROptRegTS/chm/getInfRobRegTypeIC.html
pkg/ROptRegTS/chm/getInfStandRegTS.html
pkg/ROptRegTS/chm/leastFavorableRadius-methods.html
pkg/ROptRegTS/chm/optIC-methods.html
pkg/ROptRegTS/chm/radiusMinimaxIC-methods.html
pkg/ROptRegTS/inst/NEWS
pkg/ROptRegTS/man/CondIC-class.Rd
pkg/ROptRegTS/man/CondNeighborhood-class.Rd
pkg/ROptRegTS/man/FixRobRegTypeModel-class.Rd
pkg/ROptRegTS/man/InfRobRegTypeModel-class.Rd
pkg/ROptRegTS/man/RegTypeFamily-class.Rd
pkg/ROptRegTS/man/generateIC-methods.Rd
pkg/ROptRegTS/man/getAsRiskRegTS.Rd
pkg/ROptRegTS/man/getFiRiskRegTS.Rd
pkg/ROptRegTS/man/getFixClipRegTS.Rd
pkg/ROptRegTS/man/getIneffDiff-methods.Rd
pkg/ROptRegTS/man/getInfCentRegTS.Rd
pkg/ROptRegTS/man/getInfClipRegTS.Rd
pkg/ROptRegTS/man/getInfGammaRegTS.Rd
pkg/ROptRegTS/man/getInfStandRegTS.Rd
pkg/ROptRegTS/man/leastFavorableRadius-methods.Rd
pkg/ROptRegTS/man/optIC-methods.Rd
pkg/ROptRegTS/man/radiusMinimaxIC-methods.Rd
pkg/RandVar/DESCRIPTION
pkg/RandVar/R/Expectation.R
pkg/RandVar/R/Matrixmult.R
pkg/RandVar/chm/00Index.html
pkg/RandVar/chm/EuclRandMatrix-class.html
pkg/RandVar/chm/EuclRandMatrix.html
pkg/RandVar/chm/EuclRandVarList-class.html
pkg/RandVar/chm/EuclRandVarList.html
pkg/RandVar/chm/EuclRandVariable-class.html
pkg/RandVar/chm/EuclRandVariable.html
pkg/RandVar/chm/OptionalrSpace-class.html
pkg/RandVar/chm/RandVar.chm
pkg/RandVar/chm/RandVar.hhp
pkg/RandVar/chm/RandVariable-class.html
pkg/RandVar/chm/RandVariable.html
pkg/RandVar/chm/RealRandVariable-class.html
pkg/RandVar/chm/RealRandVariable.html
pkg/RandVar/chm/util.html
pkg/RandVar/inst/NEWS
pkg/RandVar/man/0RandVar-package.Rd
pkg/RandVar/man/EuclRandMatrix-class.Rd
pkg/RandVar/man/EuclRandVarList-class.Rd
pkg/RandVar/man/EuclRandVariable-class.Rd
pkg/RandVar/man/RandVariable-class.Rd
pkg/RandVar/man/RealRandVariable-class.Rd
pkg/RandVar/tests/tests.R
pkg/RobAStBase/DESCRIPTION
pkg/RobAStBase/NAMESPACE
pkg/RobAStBase/R/AllClass.R
pkg/RobAStBase/R/AllGeneric.R
pkg/RobAStBase/R/AllPlot.R
pkg/RobAStBase/R/AllShow.R
pkg/RobAStBase/R/ContIC.R
pkg/RobAStBase/R/IC.R
pkg/RobAStBase/R/Neighborhood.R
pkg/RobAStBase/R/RobAStBaseOptions.R
pkg/RobAStBase/R/RobModel.R
pkg/RobAStBase/R/TotalVarIC.R
pkg/RobAStBase/R/Weights.R
pkg/RobAStBase/R/bALEstimate.R
pkg/RobAStBase/R/comparePlot.R
pkg/RobAStBase/R/generateICfct.R
pkg/RobAStBase/R/getBiasIC.R
pkg/RobAStBase/R/getRiskIC.R
pkg/RobAStBase/R/infoPlot.R
pkg/RobAStBase/R/kStepEstimator.R
pkg/RobAStBase/R/locMEstimator.R
pkg/RobAStBase/R/oneStepEstimator.R
pkg/RobAStBase/R/optIC.R
pkg/RobAStBase/chm/00Index.html
pkg/RobAStBase/chm/0RobAStBase-package.html
pkg/RobAStBase/chm/ALEstimate-class.html
pkg/RobAStBase/chm/BdStWeight-class.html
pkg/RobAStBase/chm/BoundedWeight-class.html
pkg/RobAStBase/chm/ContIC-class.html
pkg/RobAStBase/chm/ContIC.html
pkg/RobAStBase/chm/ContNeighborhood-class.html
pkg/RobAStBase/chm/ContNeighborhood.html
pkg/RobAStBase/chm/FixRobModel-class.html
pkg/RobAStBase/chm/FixRobModel.html
pkg/RobAStBase/chm/HampIC-class.html
pkg/RobAStBase/chm/HampelWeight-class.html
pkg/RobAStBase/chm/IC-class.html
pkg/RobAStBase/chm/IC.html
pkg/RobAStBase/chm/InfRobModel-class.html
pkg/RobAStBase/chm/InfRobModel.html
pkg/RobAStBase/chm/InfluenceCurve-class.html
pkg/RobAStBase/chm/InfluenceCurve.html
pkg/RobAStBase/chm/MEstimate-class.html
pkg/RobAStBase/chm/Neighborhood-class.html
pkg/RobAStBase/chm/RobAStBase.chm
pkg/RobAStBase/chm/RobAStBase.hhp
pkg/RobAStBase/chm/RobAStBase.toc
pkg/RobAStBase/chm/RobAStBaseOptions.html
pkg/RobAStBase/chm/RobAStControl-class.html
pkg/RobAStBase/chm/RobModel-class.html
pkg/RobAStBase/chm/RobWeight-class.html
pkg/RobAStBase/chm/TotalVarIC-class.html
pkg/RobAStBase/chm/TotalVarIC.html
pkg/RobAStBase/chm/TotalVarNeighborhood-class.html
pkg/RobAStBase/chm/TotalVarNeighborhood.html
pkg/RobAStBase/chm/UncondNeighborhood-class.html
pkg/RobAStBase/chm/checkIC.html
pkg/RobAStBase/chm/comparePlot.html
pkg/RobAStBase/chm/cutoff-class.html
pkg/RobAStBase/chm/cutoff.html
pkg/RobAStBase/chm/ddPlot-methods.html
pkg/RobAStBase/chm/evalIC.html
pkg/RobAStBase/chm/generateIC.html
pkg/RobAStBase/chm/generateICfct.html
pkg/RobAStBase/chm/getBiasIC.html
pkg/RobAStBase/chm/getRiskIC.html
pkg/RobAStBase/chm/getweight.html
pkg/RobAStBase/chm/infoPlot.html
pkg/RobAStBase/chm/internals.html
pkg/RobAStBase/chm/internals_ddPlot.html
pkg/RobAStBase/chm/kStepEstimate-class.html
pkg/RobAStBase/chm/kStepEstimator.html
pkg/RobAStBase/chm/locMEstimator.html
pkg/RobAStBase/chm/makeIC-methods.html
pkg/RobAStBase/chm/oneStepEstimator.html
pkg/RobAStBase/chm/optIC.html
pkg/RobAStBase/chm/outlyingPlotIC.html
pkg/RobAStBase/chm/plot-methods.html
pkg/RobAStBase/inst/NEWS
pkg/RobAStBase/man/0RobAStBase-package.Rd
pkg/RobAStBase/man/ALEstimate-class.Rd
pkg/RobAStBase/man/BdStWeight-class.Rd
pkg/RobAStBase/man/BoundedWeight-class.Rd
pkg/RobAStBase/man/ContIC-class.Rd
pkg/RobAStBase/man/ContNeighborhood-class.Rd
pkg/RobAStBase/man/FixRobModel-class.Rd
pkg/RobAStBase/man/HampIC-class.Rd
pkg/RobAStBase/man/HampelWeight-class.Rd
pkg/RobAStBase/man/IC-class.Rd
pkg/RobAStBase/man/InfRobModel-class.Rd
pkg/RobAStBase/man/InfluenceCurve-class.Rd
pkg/RobAStBase/man/MEstimate-class.Rd
pkg/RobAStBase/man/Neighborhood-class.Rd
pkg/RobAStBase/man/RobAStBaseOptions.Rd
pkg/RobAStBase/man/RobAStControl-class.Rd
pkg/RobAStBase/man/RobModel-class.Rd
pkg/RobAStBase/man/RobWeight-class.Rd
pkg/RobAStBase/man/TotalVarIC-class.Rd
pkg/RobAStBase/man/TotalVarNeighborhood-class.Rd
pkg/RobAStBase/man/UncondNeighborhood-class.Rd
pkg/RobAStBase/man/comparePlot.Rd
pkg/RobAStBase/man/getRiskIC.Rd
pkg/RobAStBase/man/infoPlot.Rd
pkg/RobAStBase/man/internals_ddPlot.Rd
pkg/RobAStBase/man/kStepEstimate-class.Rd
pkg/RobAStBase/man/kStepEstimator.Rd
pkg/RobAStBase/man/locMEstimator.Rd
pkg/RobAStBase/man/oneStepEstimator.Rd
pkg/RobAStBase/man/plot-methods.Rd
pkg/RobLox/DESCRIPTION
pkg/RobLox/R/colRoblox.R
pkg/RobLox/R/roblox.R
pkg/RobLox/R/rowRoblox.R
pkg/RobLox/chm/00Index.html
pkg/RobLox/chm/RobLox.chm
pkg/RobLox/chm/RobLox.hhp
pkg/RobLox/chm/RobLox.toc
pkg/RobLox/chm/roblox.html
pkg/RobLox/chm/rowRoblox.html
pkg/RobLox/inst/NEWS
pkg/RobLox/man/0RobLox-package.Rd
pkg/RobLox/man/roblox.Rd
pkg/RobLox/man/rowRoblox.Rd
pkg/RobLoxBioC/DESCRIPTION
pkg/RobLoxBioC/inst/NEWS
pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd
pkg/RobLoxBioC/man/KolmogorovMinDist.Rd
pkg/RobLoxBioC/man/robloxbioc.Rd
pkg/RobRex/DESCRIPTION
pkg/RobRex/chm/00Index.html
pkg/RobRex/chm/rgsOptIC.AL.html
pkg/RobRex/chm/rgsOptIC.ALc.html
pkg/RobRex/chm/rgsOptIC.ALs.html
pkg/RobRex/chm/rgsOptIC.BM.html
pkg/RobRex/chm/rgsOptIC.M.html
pkg/RobRex/chm/rgsOptIC.MK.html
pkg/RobRex/chm/rgsOptIC.Mc.html
pkg/RobRex/chm/rgsOptIC.Ms.html
pkg/RobRex/inst/NEWS
Log:
merged branch 0.7 into trunk
Modified: pkg/ROptEst/DESCRIPTION
===================================================================
--- pkg/ROptEst/DESCRIPTION 2009-10-16 17:39:14 UTC (rev 391)
+++ pkg/ROptEst/DESCRIPTION 2009-11-01 10:47:36 UTC (rev 392)
@@ -1,15 +1,14 @@
Package: ROptEst
Version: 0.7
-Date: 2009-04-22
+Date: 2009-10-16
Title: Optimally robust estimation
-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
+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
License: LGPL-3
URL: http://robast.r-forge.r-project.org/
+Encoding: latin1
LastChangedDate: {$LastChangedDate$}
LastChangedRevision: {$LastChangedRevision$}
Modified: pkg/ROptEst/NAMESPACE
===================================================================
--- pkg/ROptEst/NAMESPACE 2009-10-16 17:39:14 UTC (rev 391)
+++ pkg/ROptEst/NAMESPACE 2009-11-01 10:47:36 UTC (rev 392)
@@ -25,6 +25,6 @@
"getL1normL2deriv",
"getModifyIC",
"cniperCont", "cniperPoint", "cniperPointPlot")
-exportMethods("updateNorm")
+exportMethods("updateNorm", "scaleUpdateIC")
export("getL2normL2deriv")
-export("roptest")
+export("roptest","getLagrangeMultByOptim","getLagrangeMultByIter")
Modified: pkg/ROptEst/R/AllGeneric.R
===================================================================
--- pkg/ROptEst/R/AllGeneric.R 2009-10-16 17:39:14 UTC (rev 391)
+++ pkg/ROptEst/R/AllGeneric.R 2009-11-01 10:47:36 UTC (rev 392)
@@ -72,8 +72,11 @@
setGeneric("updateNorm", function(normtype, ...) standardGeneric("updateNorm"))
}
if(!isGeneric("getModifyIC")){
- setGeneric("getModifyIC", function(L2FamIC, neighbor, risk) standardGeneric("getModifyIC"))
+ setGeneric("getModifyIC", function(L2FamIC, neighbor, risk, ...) standardGeneric("getModifyIC"))
}
+if(!isGeneric("scaleUpdateIC")){
+ setGeneric("scaleUpdateIC", function(neighbor, ...) standardGeneric("scaleUpdateIC"))
+}
if(!isGeneric("cniperCont")){
setGeneric("cniperCont", function(IC1, IC2, L2Fam, neighbor, risk, ...) standardGeneric("cniperCont"))
}
Modified: pkg/ROptEst/R/LowerCaseMultivariate.R
===================================================================
--- pkg/ROptEst/R/LowerCaseMultivariate.R 2009-10-16 17:39:14 UTC (rev 391)
+++ pkg/ROptEst/R/LowerCaseMultivariate.R 2009-11-01 10:47:36 UTC (rev 392)
@@ -1,11 +1,15 @@
.LowerCaseMultivariate <- function(L2deriv, neighbor, biastype,
- normtype, Distr, trafo, z.start,
- A.start, z.comp, A.comp, maxiter, tol){
+ normtype, Distr, Finfo, trafo, z.start = NULL,
+ A.start = NULL, z.comp = NULL, A.comp = NULL, maxiter, tol,
+ verbose = NULL){
+ if(missing(verbose)|| is.null(verbose))
+ verbose <- getRobAStBaseOption("all.verbose")
+
w <- new("HampelWeight")
if(is.null(z.start)) z.start <- numeric(ncol(trafo))
- if(is.null(A.start)) A.start <- trafo
+ if(is.null(A.start)) A.start <- trafo%*%solve(as.matrix(Finfo))
if(is.null(A.comp))
A.comp <- matrix(TRUE, nrow = nrow(trafo), ncol = ncol(trafo))
if(is.null(z.comp))
@@ -19,14 +23,16 @@
return(fct(normtype)(Y))
}
+ itermin <- 0
bmin.fct <- function(param, L2deriv, Distr, trafo){
+ itermin <<- itermin + 1
p <- nrow(trafo)
k <- ncol(trafo)
A <- matrix(0, ncol = k, nrow = p)
A[A.comp] <- param[1:lA.comp]
z <- numeric(k)
z[z.comp] <- param[(lA.comp+1):length(param)]
-
+
# if(is(normtype,"SelfNorm"))
# A <- A/max(A)
@@ -51,6 +57,12 @@
erg <- E1/sum(diag(stA %*% t(trafo)))
clip(w0) <- 1/erg
w <<- w0
+ if(verbose && itermin %% 15 == 1){
+ cat("trying to find lower case solution;\n")
+ cat("current Lagrange Multiplier value:\n")
+ print(list(A=A, z=z,erg=erg))
+ }
+
return(erg)
}
@@ -61,7 +73,68 @@
control = list(reltol = tol, maxit = 100*maxiter),
L2deriv = L2deriv, Distr = Distr, trafo = trafo)
- return(list(erg=erg, w=w, normtype = normtype, z.comp = z.comp))
+
+ return(list(erg=erg, w=w, normtype = normtype, z.comp = z.comp, itermin = itermin))
}
+.LowerCaseMultivariateTV <- function(L2deriv, neighbor, biastype,
+ normtype, Distr, Finfo, trafo,
+ A.start = NULL, maxiter, tol,
+ verbose = NULL){
+
+ if(missing(verbose)|| is.null(verbose))
+ verbose <- getRobAStBaseOption("all.verbose")
+
+ w <- new("BdStWeight")
+ k <- ncol(trafo)
+
+ if(is.null(A.start)) A.start <- trafo%*%solve(Finfo)
+
+ pos.fct <- function(x, L2, stand){
+ X <- evalRandVar(L2, as.matrix(x))[,,1]
+ Y <- stand %*% X
+ return(Y*(Y>0))
+ }
+
+ itermin <- 0
+
+ bmin.fct <- function(param, L2deriv, Distr, trafo){
+ itermin <<- itermin + 1
+ p <- 1
+ A <- matrix(param, ncol = k, nrow = 1)
+ # print(A)
+ E1 <- E(object = Distr, fun = pos.fct, L2 = L2deriv, stand = A,
+ useApply = FALSE)
+ erg <- E1/sum(diag(A %*% t(trafo)))
+ return(erg)
+ }
+
+ erg <- optim(as.numeric(A.start), bmin.fct, method = "Nelder-Mead",
+ control = list(reltol = tol, maxit = 100*maxiter),
+ L2deriv = L2deriv, Distr = Distr, trafo = trafo)
+
+ A <- matrix(erg$par, ncol = k, nrow = 1)
+ b <- 1/erg$value
+ stand(w) <- A
+
+ pr.fct <- function(x, L2, pr.sign=1){
+ X <- evalRandVar(L2, as.matrix(x)) [,,1]
+ Y <- as.numeric(A %*% X)
+ return(as.numeric(pr.sign*Y>0))
+ }
+ p.p <- E(object = Distr, fun = pr.fct, L2 = L2deriv,
+ useApply = FALSE, pr.sign = 1)
+ m.p <- E(object = Distr, fun = pr.fct, L2 = L2deriv,
+ useApply = FALSE, pr.sign = -1)
+
+
+ a <- -b * p.p/(p.p+m.p)
+
+ clip(w) <- c(0,b)+a
+ weight(w) <- minbiasweight(w, neighbor = neighbor,
+ biastype = biastype,
+ normW = normtype)
+ return(list(A=A,b=b, w=w, a=a, itermin = itermin))
+ }
+
Modified: pkg/ROptEst/R/cniperCont.R
===================================================================
--- pkg/ROptEst/R/cniperCont.R 2009-10-16 17:39:14 UTC (rev 391)
+++ pkg/ROptEst/R/cniperCont.R 2009-11-01 10:47:36 UTC (rev 392)
@@ -32,11 +32,12 @@
neighbor = "ContNeighborhood",
risk = "asMSE"),
function(L2Fam, neighbor, risk, lower, upper){
- tr.invF <- sum(diag(solve(FisherInfo(L2Fam))))
+ D <- trafo(L2Fam at param)
+ tr.invF <- sum(diag(D %*% solve(FisherInfo(L2Fam)) %*% t(D)))
psi <- optIC(model = L2Fam, risk = asCov())
robMod <- InfRobModel(center = L2Fam, neighbor = neighbor)
eta <- optIC(model = robMod, risk = asMSE())
- maxMSE <- Risks(eta)$asMSE
+ maxMSE <- Risks(eta)$asMSE$value
Delta <- sqrt(maxMSE - tr.invF)/neighbor at radius
fun <- function(x){
y <- evalIC(psi, x)
@@ -50,11 +51,12 @@
neighbor = "ContNeighborhood",
risk = "asMSE"),
function(L2Fam, neighbor, risk, lower, upper, n = 101){
- tr.invF <- sum(diag(solve(FisherInfo(L2Fam))))
+ D <- trafo(L2Fam at param)
+ tr.invF <- sum(diag(D %*% solve(FisherInfo(L2Fam)) %*% t(D)))
psi <- optIC(model = L2Fam, risk = asCov())
robMod <- InfRobModel(center = L2Fam, neighbor = neighbor)
eta <- optIC(model = robMod, risk = asMSE())
- maxMSE <- Risks(eta)$asMSE
+ maxMSE <- Risks(eta)$asMSE$value
fun <- function(x){
y <- evalIC(psi, x)
tr.invF + as.vector(y %*% y)*neighbor at radius^2 - maxMSE
Modified: pkg/ROptEst/R/getAsRisk.R
===================================================================
--- pkg/ROptEst/R/getAsRisk.R 2009-10-16 17:39:14 UTC (rev 391)
+++ pkg/ROptEst/R/getAsRisk.R 2009-11-01 10:47:36 UTC (rev 392)
@@ -58,11 +58,16 @@
neighbor = "ContNeighborhood",
biastype = "ANY"),
function(risk, L2deriv, neighbor, biastype, Distr, DistrSymm, L2derivSymm,
- L2derivDistrSymm, trafo, z.start, A.start, maxiter, tol, warn){
+ L2derivDistrSymm, Finfo, trafo, z.start, A.start, maxiter, tol, warn,
+ verbose = NULL){
+ if(missing(verbose)|| is.null(verbose))
+ verbose <- getRobAStBaseOption("all.verbose")
+
normtype <- normtype(risk)
biastype <- biastype(risk)
+
if(is(normtype,"SelfNorm")){
warntxt <- paste(gettext(
"Using self-standardization, there are problems with the existence\n"
@@ -75,18 +80,43 @@
comp <- .getComp(L2deriv, DistrSymm, L2derivSymm, L2derivDistrSymm)
z.comp <- comp$"z.comp"
A.comp <- comp$"A.comp"
+ DA.comp <- abs(trafo) %*% A.comp != 0
eerg <- .LowerCaseMultivariate(L2deriv = L2deriv, neighbor = neighbor,
- biastype = biastype, normtype = normtype, Distr = Distr,
- trafo = trafo, z.start = z.start, A.start, z.comp = z.comp,
- A.comp = A.comp, maxiter = maxiter, tol = tol)
+ biastype = biastype, normtype = normtype, Distr = Distr, Finfo = Finfo,
+ trafo = trafo, z.start = z.start, A.start = A.start, z.comp = z.comp,
+ A.comp = DA.comp, maxiter = maxiter, tol = tol, verbose = verbose)
erg <- eerg$erg
bias <- 1/erg$value
return(list(asBias = bias, normtype = eerg$normtype))
})
+setMethod("getAsRisk", signature(risk = "asBias",
+ L2deriv = "RealRandVariable",
+ neighbor = "TotalVarNeighborhood",
+ biastype = "ANY"),
+ function(risk, L2deriv, neighbor, biastype, Distr, DistrSymm, L2derivSymm,
+ L2derivDistrSymm, Finfo, trafo, z.start, A.start, maxiter, tol, warn,
+ verbose = NULL){
+ if(missing(verbose)|| is.null(verbose))
+ verbose <- getRobAStBaseOption("all.verbose")
+ normtype <- normtype(risk)
+ biastype <- biastype(risk)
+ Finfo <- FisherInfo(L2deriv)
+
+ eerg <- .LowerCaseMultivariateTV(L2deriv = L2deriv,
+ neighbor = neighbor, biastype = biastype,
+ normtype = normtype, Distr = Distr, Finfo = Finfo, trafo = trafo,
+ A.start = A.start, maxiter = maxiter,
+ tol = tol, verbose = verbose)
+ erg <- eerg$b
+
+ return(list(asBias = bias, normtype = eerg$normtype))
+ })
+
+
###############################################################################
## asymptotic covariance
###############################################################################
Modified: pkg/ROptEst/R/getFixRobIC_fiUnOvShoot.R
===================================================================
--- pkg/ROptEst/R/getFixRobIC_fiUnOvShoot.R 2009-10-16 17:39:14 UTC (rev 391)
+++ pkg/ROptEst/R/getFixRobIC_fiUnOvShoot.R 2009-11-01 10:47:36 UTC (rev 392)
@@ -4,7 +4,7 @@
setMethod("getFixRobIC", signature(Distr = "Norm",
risk = "fiUnOvShoot",
neighbor = "UncondNeighborhood"),
- function(Distr, risk, neighbor, sampleSize, upper, maxiter, tol, warn,
+ function(Distr, risk, neighbor, sampleSize, upper, lower, maxiter, tol, warn,
Algo, cont){
radius <- neighbor at radius
if(identical(all.equal(radius, 0), TRUE)){
Modified: pkg/ROptEst/R/getIneffDiff.R
===================================================================
--- pkg/ROptEst/R/getIneffDiff.R 2009-10-16 17:39:14 UTC (rev 391)
+++ pkg/ROptEst/R/getIneffDiff.R 2009-11-01 10:47:36 UTC (rev 392)
@@ -6,23 +6,37 @@
neighbor = "UncondNeighborhood",
risk = "asMSE"),
function(radius, L2Fam, neighbor, risk, loRad, upRad, loRisk, upRisk,
- z.start = NULL, A.start = NULL, upper.b, MaxIter, eps, warn,
- loNorm = NULL, upNorm = NULL, verbose = FALSE){
+ z.start = NULL, A.start = NULL, upper.b = NULL, lower.b = NULL,
+ OptOrIter = "iterate", MaxIter, eps, warn,
+ loNorm = NULL, upNorm = NULL,
+ verbose = NULL, ...){
+
+ if(missing(verbose)|| is.null(verbose))
+ verbose <- getRobAStBaseOption("all.verbose")
L2derivDim <- numberOfMaps(L2Fam at L2deriv)
if(L2derivDim == 1){
+ ##print(radius)
neighbor at radius <- radius
res <- getInfRobIC(L2deriv = L2Fam at L2derivDistr[[1]], neighbor = neighbor,
risk = risk, symm = L2Fam at L2derivDistrSymm[[1]],
- Finfo = L2Fam at FisherInfo, upper = upper.b,
- trafo = L2Fam at param@trafo, maxiter = MaxIter, tol = eps,
+ Finfo = L2Fam at FisherInfo, upper = upper.b, lower = lower.b,
+ trafo = trafo(L2Fam at param),
+ maxiter = MaxIter, tol = eps,
warn = warn, verbose = verbose)
- trafo <- as.vector(L2Fam at param@trafo)
+ trafo <- as.vector(trafo(L2Fam at param))
ineffLo <- (as.vector(res$A)*trafo - res$b^2*(radius^2-loRad^2))/loRisk
+ ####cat("---------------\n")
+ ##res00=res;res00$w <- NULL; res00$biastype <- NULL; res00$d <- NULL
+ ##res00$normtype <- NULL;res00$info <- NULL;res00$risk <- NULL;
+ ##print(res00)
+ ##print(c(lower.b,upper.b,loRisk,"upR"=upRisk))
+ ####cat("---------------\n")
if(upRad == Inf)
ineffUp <- res$b^2/upRisk
else
ineffUp <- (as.vector(res$A)*trafo - res$b^2*(radius^2-upRad^2))/upRisk
assign("ineff", ineffUp, envir = sys.frame(which = -4))
+ ##print(c(ineffUp,ineffLo,ineffUp - ineffLo))
return(ineffUp - ineffLo)
}else{
if(is(L2Fam at distribution, "UnivariateDistribution")){
@@ -45,17 +59,20 @@
L2derivDistrSymm <- new("DistrSymmList", L2)
}
}
- trafo <- L2Fam at param@trafo
+ trafo <- trafo(L2Fam at param)
p <- nrow(trafo)
neighbor at radius <- radius
res <- getInfRobIC(L2deriv = L2deriv, neighbor = neighbor, risk = risk,
Distr = L2Fam at distribution, DistrSymm = L2Fam at distrSymm,
L2derivSymm = L2derivSymm, L2derivDistrSymm = L2derivDistrSymm,
Finfo = L2Fam at FisherInfo, trafo = trafo, z.start = z.start,
- A.start = A.start, upper = upper.b, maxiter = MaxIter,
- tol = eps, warn = warn, verbose = verbose)
+ A.start = A.start, upper = upper.b, lower = lower.b,
+ OptOrIter = OptOrIter, maxiter = MaxIter,
+ tol = eps, warn = warn, verbose = verbose,
+ withPICcheck = FALSE,...)
normtype(risk) <- res$normtype
- std <- if(is(normtype(risk),"QFNorm")) QuadForm(normtype(risk)) else diag(p)
+ std <- if(is(normtype(risk),"QFNorm"))
+ QuadForm(normtype(risk)) else diag(p)
biasLo <- biasUp <- res$b
@@ -84,7 +101,13 @@
biasUp^2*(radius^2-upRad^2))/upRisk}
assign("ineff", ineffUp, envir = sys.frame(which = -4))
if(verbose)
- cat("current radius:\t", radius, "\tMSE-inefficiency difference:\t", ineffUp - ineffLo, "\n")
+ cat(paste(rep("-",75), sep = "", collapse = ""),"\n",
+ "current radius: ", round(radius,4),
+ "\tMSE-inefficiency difference: ",
+ round(ineffUp - ineffLo,4),
+ paste("\n",paste(rep("-",75), sep = "",
+ collapse = ""),"\n",sep="")
+ )
return(ineffUp - ineffLo)
}else{
Modified: pkg/ROptEst/R/getInfCent.R
===================================================================
--- pkg/ROptEst/R/getInfCent.R 2009-10-16 17:39:14 UTC (rev 391)
+++ pkg/ROptEst/R/getInfCent.R 2009-11-01 10:47:36 UTC (rev 392)
@@ -11,8 +11,8 @@
z.fct <- function(z, c0, D1){
return(c0 + (z-c0)*p(D1)(z-c0) - (z+c0)*p(D1)(z+c0) + m1df(D1, z+c0) - m1df(D1, z-c0))
}
- lower <- q(L2deriv)(getdistrOption("TruncQuantile"))
- upper <- q(L2deriv)(1-getdistrOption("TruncQuantile"))
+ lower <- getLow(L2deriv)
+ upper <- getUp(L2deriv)
return(uniroot(z.fct, lower = lower, upper = upper, tol = tol.z,
c0=clip, D1=L2deriv)$root)
@@ -26,19 +26,45 @@
D1 <- sign(as.vector(trafo))*L2deriv
g.fct <- function(g, c0, D1){
- return(g*p(D1)(g) + (g+c0)*(1-p(D1)(g+c0)) - m1df(D1, g) + m1df(D1, g+c0))
+ return(g*p(D1)(g) + (g+c0)*(p(D1)(g+c0, lower.tail = FALSE)) - m1df(D1, g) + m1df(D1, g+c0))
}
- lower <- q(L2deriv)(getdistrOption("TruncQuantile"))
- upper <- q(L2deriv)(1-getdistrOption("TruncQuantile"))
-
- return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z,
+ lower <- -clip
+ upper <- 0
+ return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z,
c0 = clip, D1 = D1)$root)
})
+
setMethod("getInfCent", signature(L2deriv = "RealRandVariable",
+ neighbor = "TotalVarNeighborhood",
+ biastype = "BiasType"),
+ function(L2deriv, neighbor, biastype, Distr, z.comp, w,
+ tol.z = .Machine$double.eps^.5){
+ stand <- stand(w)
+ clip <- clip(w)
+ b <- clip[2]-clip[1]
+ ### if(symm) return(b/2)
+
+ g.fct <- function(g, c0){
+ fct <- function(x){
+ Lx <- evalRandVar(L2deriv, as.matrix(x)) [,,1]
+ Y <- as.numeric(stand%*%Lx)
+ pmin(pmax(g,Y),g+c0)
+ }
+ return(E(object = Distr, fun = fct, useApply = FALSE))
+ }
+ lower <- -b
+ upper <- 0
+
+ return(uniroot(g.fct, lower = lower, upper = upper, tol = tol.z,
+ c0 = b)$root)
+ })
+
+setMethod("getInfCent", signature(L2deriv = "RealRandVariable",
neighbor = "ContNeighborhood",
biastype = "BiasType"),
- function(L2deriv, neighbor, biastype, Distr, z.comp, w){
+ function(L2deriv, neighbor, biastype, Distr, z.comp, w,
+ tol.z = .Machine$double.eps^.5){
integrand1 <- function(x){
weight(w)(evalRandVar(L2deriv, as.matrix(x)) [,,1])
}
@@ -71,14 +97,14 @@
z.fct <- function(z, c0, D1){
return(c0 - (z+c0)*p(D1)(z+c0) + m1df(D1, z+c0))
}
- lower <- q(L2deriv)(getdistrOption("TruncQuantile"))
+ lower <- getLow(L2deriv)
upper <- 0
}else{
z.fct <- function(z, c0, D1){
return(- z + (z-c0)*p(D1)(z-c0) - m1df(D1, z-c0))
}
lower <- 0
- upper <- q(L2deriv)(1-getdistrOption("TruncQuantile"))
+ upper <- getUp(L2deriv)
}
return(uniroot(z.fct, lower = lower, upper = upper, tol = tol.z,
c0=clip, D1=L2deriv)$root)
@@ -96,8 +122,8 @@
(z+c0/nu2)*p(D1)(z+c0/nu2) + m1df(D1, z+c0/nu2) -
m1df(D1, z-c0/nu1))
}
- lower <- q(L2deriv)(getdistrOption("TruncQuantile"))
- upper <- q(L2deriv)(1-getdistrOption("TruncQuantile"))
+ lower <- getLow(L2deriv)
+ upper <- getUp(L2deriv)
return(uniroot(z.fct, lower = lower, upper = upper, tol = tol.z,
c0=clip, D1=L2deriv)$root)
Modified: pkg/ROptEst/R/getInfClip.R
===================================================================
--- pkg/ROptEst/R/getInfClip.R 2009-10-16 17:39:14 UTC (rev 391)
+++ pkg/ROptEst/R/getInfClip.R 2009-11-01 10:47:36 UTC (rev 392)
@@ -30,10 +30,10 @@
setMethod("getInfClip", signature(clip = "numeric",
L2deriv = "EuclRandVariable",
risk = "asMSE",
- neighbor = "ContNeighborhood"),
+ neighbor = "UncondNeighborhood"),
function(clip, L2deriv, risk, neighbor, biastype,
Distr, stand, cent, trafo){
- return(neighbor at radius^2*clip +
+ return(neighbor at radius^2*clip +
getInfGamma(L2deriv = L2deriv, risk = risk, neighbor = neighbor,
biastype = biastype, Distr = Distr, stand = stand,
cent = cent, clip = clip))
Modified: pkg/ROptEst/R/getInfGamma.R
===================================================================
--- pkg/ROptEst/R/getInfGamma.R 2009-10-16 17:39:14 UTC (rev 391)
+++ pkg/ROptEst/R/getInfGamma.R 2009-11-01 10:47:36 UTC (rev 392)
@@ -9,7 +9,7 @@
c1 <- cent - clip
c2 <- cent + clip
return(m1df(L2deriv, c2) + m1df(L2deriv, c1)
- - c1*p(L2deriv)(c1) + c2*(1-p(L2deriv)(c2)))
+ - c1*p(L2deriv)(c1) + c2*p(L2deriv)(c2, lower.tail = FALSE))
})
###############################################################################
## r^2 b = E(c - A Lambda)_+ Probleme mit Startwerten!!!
@@ -20,7 +20,8 @@
neighbor = "TotalVarNeighborhood",
biastype = "BiasType"),
function(L2deriv, risk, neighbor, biastype, cent, clip){
- return(m1df(L2deriv, cent+clip) + (cent+clip)*(1-p(L2deriv)(cent+clip)))
+ return(m1df(L2deriv, cent+clip) + (cent+clip)*p(L2deriv)(cent+clip,
+ lower.tail = FALSE))
})
setMethod("getInfGamma", signature(L2deriv = "RealRandVariable",
@@ -28,19 +29,36 @@
neighbor = "ContNeighborhood",
biastype = "BiasType"),
function(L2deriv, risk, neighbor, biastype, Distr,
- stand, cent, clip){
- integrandG <- function(x, L2, stand, cent, clip){
+ stand, cent, clip, power = 1L){
+ integrandG <- function(x, L2, stand, cent, clip){
X <- evalRandVar(L2, as.matrix(x))[,,1] - cent
Y <- stand %*% X
res <- norm(risk)(Y) - clip
- return((res > 0)*res)
+ return((res > 0)*res^power)
}
return(-E(object = Distr, fun = integrandG, L2 = L2deriv,
stand = stand, cent = cent, clip = clip, useApply = FALSE))
})
+setMethod("getInfGamma", signature(L2deriv = "RealRandVariable",
+ risk = "asMSE",
+ neighbor = "TotalVarNeighborhood",
+ biastype = "BiasType"),
+ function(L2deriv, risk, neighbor, biastype, Distr,
+ stand, cent, clip, power = 1L){
+ integrandG <- function(x, L2, stand, cent, clip){
+ X <- evalRandVar(L2, as.matrix(x))[,,1] - cent
+ Y <- stand %*% X
+ res <- Y - clip
+
+ return((res > 0)*res^power)
+ }
+
+ return(-E(object = Distr, fun = integrandG, L2 = L2deriv,
+ stand = stand, cent = cent, clip = clip, useApply = FALSE))
+ })
###############################################################################
## gamma in case of asymptotic under-/overshoot risk
###############################################################################
Copied: pkg/ROptEst/R/getInfLM.R (from rev 391, branches/robast-0.7/pkg/ROptEst/R/getInfLM.R)
===================================================================
--- pkg/ROptEst/R/getInfLM.R (rev 0)
+++ pkg/ROptEst/R/getInfLM.R 2009-11-01 10:47:36 UTC (rev 392)
@@ -0,0 +1,305 @@
+###################################################################################
+# Lagrange Multipliers either by iteration or by optimization --- new 10-08-09
+###################################################################################
+
+getLagrangeMultByIter <- function(b, L2deriv, risk, trafo,
+ neighbor, biastype, normtype, Distr,
+ a.start, z.start, A.start, w.start, std,
+ z.comp, A.comp, maxiter, tol,
+ verbose = NULL, warnit = TRUE){
+ if(missing(verbose)|| is.null(verbose))
+ verbose <- getRobAStBaseOption("all.verbose")
+ LMcall <- match.call()
+
+ ## initialization
+ z <- z.start
+ A <- A.start
+ w <- w.start
+ iter <- 0
+ a <- a.start
+
+ ## iteration-loop
+ repeat{
+ ## increment
+ iter <- iter + 1
+ a.old <- a
+ z.old <- z
+ A.old <- A
+
+ ## update weight
+ if(is(neighbor,"ContNeighborhood")){
+ clip(w) <- b
+ cent(w) <- as.numeric(z)
+ stand(w) <- A
+ }else if(is(neighbor,"TotalVarNeighborhood")){
+ clip(w) <- if(.isVirginW(w)) c(-b,b)/2 else c(0,b)+a
+ stand(w) <- A
+ }
+ weight(w) <- getweight(w, neighbor = neighbor, biastype = biastype,
+ normW = normtype)
+
+ # print(w)
+ ## update centering
+ z <- getInfCent(L2deriv = L2deriv, neighbor = neighbor,
+ biastype = biastype, Distr = Distr, z.comp = z.comp,
+ w = w, tol.z = .Machine$double.eps^.5)
+ # print(c("z"=z))
+ if(is(neighbor,"TotalVarNeighborhood")){
+ a <- z
+ z <- as.numeric(solve(A,a))
+ zc <- numeric(ncol(trafo))
+ }else if(is(neighbor,"ContNeighborhood")) {
+ zc <- z
+ }
+
+ # update standardization
+ A <- getInfStand(L2deriv = L2deriv, neighbor = neighbor,
+ biastype = biastype, Distr = Distr, A.comp = A.comp,
+ cent = zc, trafo = trafo, w = w)
+
+ # print(c("A"=A))
+ ## in case of self-standardization: update norm
+ normtype.old <- normtype
+ if(is(normtype,"SelfNorm")){
+ normtype(risk) <- normtype <- updateNorm(normtype = normtype,
+ L2 = L2deriv, neighbor = neighbor, biastype = biastype,
+ Distr = Distr, V.comp = A.comp, cent = zc, stand = A, w = w)
+ }
+
+ ## precision and iteration counting
+ prec <- max(max(abs(A-A.old)), max(abs(a-a.old)),max(abs(z-z.old)))
+# if(verbose)
+# .checkPIC(L2deriv = L2deriv, neighbor = neighbor,
+# Distr = Distr, trafo = trafo, z = zc, A = A, w = w,
+# z.comp = z.comp, A.comp = A.comp)
+
+ if(verbose && iter>1 && iter < maxiter && iter%%5 == 1){
+ cat("current precision in IC algo:\t", prec, "\n")
+ print(round(c(A=A,a=a),3))
+ }
+ if(prec < tol) break
+ if(iter > maxiter){
+ if(warnit)
+ cat("maximum iterations reached!\n",
+ "achieved precision:\t", prec, "\n")
+ break
+ }
+ }
+
+ ## determine LM a
+ if(is(neighbor,"ContNeighborhood"))
+ a <- as.vector(A %*% zc)
+
+ if(is(normtype,"QFNorm")) std <- QuadForm(normtype)
+
+ return(list(A = A, a = a, z = zc, w = w,
+ biastype = biastype, normtype = normtype,
+ normtype.old = normtype.old,
+ risk = risk, std = std,
+ iter = iter, prec = prec, b = b,
+ call = LMcall ))
+}
+
+getLagrangeMultByOptim <- function(b, L2deriv, risk, FI, trafo,
+ neighbor, biastype, normtype, Distr,
+ a.start, z.start, A.start, w.start, std, z.comp,
+ A.comp, maxiter, tol, verbose = NULL, ...){
+
+ if(missing(verbose)|| is.null(verbose))
+ verbose <- getRobAStBaseOption("all.verbose")
+ LMcall <- match.call()
+ ### manipulate dots in call -> set control argument for optim
+ dots <- list(...)
+ if(is.null(dots$method)) dots$method <- "L-BFGS-B"
+
+ if(!is.null(dots$control)){
+ if(is.null(dots$control$maxit)) dots$control$maxit <- round(maxiter)
+ if(is.null(dots$control$reltol)) dots$control$reltol <- tol
+ if(is.null(dots$control$abstol)) dots$control$abstol <- tol
+ }else{
+ dots$control = list(maxit=min(round(maxiter),1e8), reltol=tol, abstol=tol)
+ }
+ #print(dots$control)
+ ## initialization
+ z <- z.start
+ A <- A.start
+ p <- nrow(trafo)
+ k <- ncol(trafo)
+
+ A0vec0 <- as.numeric(cbind(A, A%*%z))
+
+ lvec0 <- seq(along=A0vec0)
+ A0log <- as.logical(cbind(A.comp, as.logical(A.comp%*%as.numeric(z.comp)>0)))
+ lvlog <- lvec0[A0log]
+ A0vec1 <- A0vec0[A0log]
+# print(list(A0vec0,A0log,lvlog,A0vec1))
+
+ iter1 <- 0
+ stdC <- stdC.opt <- std
+ optV <- Inf
+
+ risk1 <- risk1.opt <- risk
+ normtype1 <- normtype1.old <- normtype
+ normtype1.opt <- normtype1.opt.old <- normtype
+ w1.opt <- w1 <- w.start
+ z1.opt <- numeric(k)
+ b.opt <- b
+
+ optimfct <- function(A0vec){
+ iter1 <<- iter1 + 1
+# print(A0vec)
+ A0vecA <- numeric(p*(k+1))
+
+ A0vecA[lvlog] <- A0vec
+
+ ### read out current value of LM in usual format
+ A0 <- matrix(A0vecA[1:(p*k)],nrow=p,ncol=k)
+ a0 <- as.numeric(A0vecA[(p*k)+(1:p)])
+
+# print(list(A0vecA,A0,a0))
+
+ z0 <- as.numeric(solve(A0,a0))
+ std0 <- stdC
+ w0 <- w1
+ risk0 <- risk1
+ b0 <- b
+
+ if(is(risk0,"asMSE")){
+ funint.opt <-
+ function(b1){
+ -getInfGamma(L2deriv = L2deriv, risk = risk0,
+ neighbor = neighbor, biastype = biastype,
+ Distr = Distr, stand = A0, cent = z0, clip = b1,
+ power = 2)+radius(neighbor)^2*b1^2
+ }
+
+ b0 <- optimize(funint.opt, interval=c(1e-8,1e8))$minimum
+ }
+
+ ### determine corresponding weight
+ if(is(neighbor,"ContNeighborhood")){
+ clip(w0) <- b0
+ cent(w0) <- as.numeric(z0)
+ stand(w0) <- A0
+ }else if(is(neighbor,"TotalVarNeighborhood")){
+ clip(w0) <- if(.isVirginW(w0)) c(-b0,b0)/2 else c(0,b0)+a0
+ stand(w0) <- A0
+ }
+ weight(w0) <- getweight(w0, neighbor = neighbor, biastype = biastype,
+ normW = normtype1)
+
+ ### in case of self-standardization update norm:
+ if (is(normtype1,"SelfNorm"))
+ {
+ ## transport current & precedent norm outside the optimizer:
+ normtype1.old <<- normtype1
+ normtype1 <<- updateNorm(normtype = normtype1,
+ L2 = L2deriv, neighbor = neighbor,
+ biastype = biastype, Distr = Distr,
+ V.comp = A.comp, cent = a0,
+ stand = A0, w = w0)
+ normtype(risk0) <- normtype1
+ ## transport current quadratic form & risk outside
+ ## the optimizer:
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/robast -r 392
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