[Robast-commits] r363 - in branches/robast-0.7/pkg: ROptEst/R ROptEst/chm ROptEst/inst/scripts ROptEst/man RobAStBase/R RobAStBase/chm RobAStBase/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Sep 2 03:08:06 CEST 2009
Author: ruckdeschel
Date: 2009-09-02 03:08:06 +0200 (Wed, 02 Sep 2009)
New Revision: 363
Modified:
branches/robast-0.7/pkg/ROptEst/R/LowerCaseMultivariate.R
branches/robast-0.7/pkg/ROptEst/R/getAsRisk.R
branches/robast-0.7/pkg/ROptEst/R/getIneffDiff.R
branches/robast-0.7/pkg/ROptEst/R/getInfLM.R
branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asBias.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/R/leastFavorableRadius.R
branches/robast-0.7/pkg/ROptEst/R/radiusMinimaxIC.R
branches/robast-0.7/pkg/ROptEst/chm/00Index.html
branches/robast-0.7/pkg/ROptEst/chm/0ROptEst-package.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/getAsRisk.html
branches/robast-0.7/pkg/ROptEst/chm/getInfRobIC.html
branches/robast-0.7/pkg/ROptEst/chm/internals.html
branches/robast-0.7/pkg/ROptEst/chm/radiusMinimaxIC.html
branches/robast-0.7/pkg/ROptEst/inst/scripts/BinomialModel.R
branches/robast-0.7/pkg/ROptEst/inst/scripts/ExponentialScaleModel.R
branches/robast-0.7/pkg/ROptEst/inst/scripts/GumbelLocationModel.R
branches/robast-0.7/pkg/ROptEst/inst/scripts/LognormalAndNormalModel.R
branches/robast-0.7/pkg/ROptEst/inst/scripts/NormalLocationScaleModel.R
branches/robast-0.7/pkg/ROptEst/man/0ROptEst-package.Rd
branches/robast-0.7/pkg/ROptEst/man/getAsRisk.Rd
branches/robast-0.7/pkg/ROptEst/man/getInfRobIC.Rd
branches/robast-0.7/pkg/ROptEst/man/internals.Rd
branches/robast-0.7/pkg/ROptEst/man/radiusMinimaxIC.Rd
branches/robast-0.7/pkg/RobAStBase/R/kStepEstimator.R
branches/robast-0.7/pkg/RobAStBase/chm/RobAStBase.chm
branches/robast-0.7/pkg/RobAStBase/man/0RobAStBase-package.Rd
Log:
ROptEst:
some bug corrections; pretty printing if verbose == TRUE, ...
-------------
all scripts at the exception of NormalLocationScaleModel.R ---
and there the radiusminimax solution for self-standardization do run now without (obvious) error...
-------------
+ to this end radiusMinimaxIC gains argument loRad0 to be able to adjust the lower search bound (for getIneffDiff) case by case.
+ getAsRisk for "asBias", "RealRandVariable", "ContNeighborhood" and "ANY" was missing argument Finfo and did not check for verbose
+ new: getAsRisk for "asBias", "RealRandVariable", "TotalVarNeighborhood" and "ANY"
+ getIneffDiff now inhibits permanent checks for IC even if verbose==TRUE
+ in addition to precision information, current Lagrange multipliers are issued if verbose==TRUE
(but only every 5 iterations in asGRisk- and every 15 in asBias-method for getInfRobIC)
+ lowerCase solutions now count the number of iterations
Modified: branches/robast-0.7/pkg/ROptEst/R/LowerCaseMultivariate.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/LowerCaseMultivariate.R 2009-09-01 04:35:13 UTC (rev 362)
+++ branches/robast-0.7/pkg/ROptEst/R/LowerCaseMultivariate.R 2009-09-02 01:08:06 UTC (rev 363)
@@ -1,6 +1,6 @@
.LowerCaseMultivariate <- function(L2deriv, neighbor, biastype,
- normtype, Distr, Finfo, 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))
@@ -9,7 +9,7 @@
w <- new("HampelWeight")
if(is.null(z.start)) z.start <- numeric(ncol(trafo))
- if(is.null(A.start)) A.start <- trafo%*%solve(Finfo)
+ 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))
@@ -23,7 +23,9 @@
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)
@@ -55,7 +57,7 @@
erg <- E1/sum(diag(stA %*% t(trafo)))
clip(w0) <- 1/erg
w <<- w0
- if(verbose){
+ 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))
@@ -72,13 +74,13 @@
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, maxiter, tol,
+ A.start = NULL, maxiter, tol,
verbose = NULL){
if(missing(verbose)|| is.null(verbose))
@@ -95,7 +97,10 @@
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)
@@ -130,6 +135,6 @@
weight(w) <- minbiasweight(w, neighbor = neighbor,
biastype = biastype,
normW = normtype)
- return(list(A=A,b=b, w=w, a=a))
+ return(list(A=A,b=b, w=w, a=a, itermin = itermin))
}
Modified: branches/robast-0.7/pkg/ROptEst/R/getAsRisk.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/getAsRisk.R 2009-09-01 04:35:13 UTC (rev 362)
+++ branches/robast-0.7/pkg/ROptEst/R/getAsRisk.R 2009-09-02 01:08:06 UTC (rev 363)
@@ -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"
@@ -78,16 +83,40 @@
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 = DA.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$normtype))
+ })
+
+
###############################################################################
## asymptotic covariance
###############################################################################
Modified: branches/robast-0.7/pkg/ROptEst/R/getIneffDiff.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/getIneffDiff.R 2009-09-01 04:35:13 UTC (rev 362)
+++ branches/robast-0.7/pkg/ROptEst/R/getIneffDiff.R 2009-09-02 01:08:06 UTC (rev 363)
@@ -67,7 +67,8 @@
Finfo = L2Fam at FisherInfo, trafo = trafo, z.start = z.start,
A.start = A.start, upper = upper.b, lower = lower.b,
maxiter = MaxIter,
- tol = eps, warn = warn, verbose = verbose, ...)
+ tol = eps, warn = warn, verbose = verbose,
+ withPICcheck = FALSE,...)
normtype(risk) <- res$normtype
std <- if(is(normtype(risk),"QFNorm"))
QuadForm(normtype(risk)) else diag(p)
@@ -99,7 +100,13 @@
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: branches/robast-0.7/pkg/ROptEst/R/getInfLM.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/getInfLM.R 2009-09-01 04:35:13 UTC (rev 362)
+++ branches/robast-0.7/pkg/ROptEst/R/getInfLM.R 2009-09-02 01:08:06 UTC (rev 363)
@@ -73,8 +73,10 @@
# Distr = Distr, trafo = trafo, z = zc, A = A, w = w,
# z.comp = z.comp, A.comp = A.comp)
- if(verbose && iter < maxiter)
+ 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)
Modified: branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asBias.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asBias.R 2009-09-01 04:35:13 UTC (rev 362)
+++ branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asBias.R 2009-09-02 01:08:06 UTC (rev 363)
@@ -177,10 +177,10 @@
if(missing(verbose)|| is.null(verbose))
verbose <- getRobAStBaseOption("all.verbose")
DA.comp <- abs(trafo) %*% A.comp != 0
- eerg <- .LowerCaseMultivariate(L2deriv, neighbor, biastype,
- normtype, Distr, Finfo, trafo, z.start,
- A.start, z.comp = z.comp, A.comp = DA.comp, maxiter, tol,
- verbose = verbose)
+ eerg <- .LowerCaseMultivariate(L2deriv = L2deriv, neighbor = neighbor,
+ biastype = biastype, normtype = normtype, Distr = Distr,
+ Finfo = Finfo, trafo, z.start, A.start = A.start, z.comp = z.comp,
+ A.comp = DA.comp, maxiter = maxiter, tol = tol, verbose = verbose)
erg <- eerg$erg
b <- 1/erg$value
Modified: branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asGRisk.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asGRisk.R 2009-09-01 04:35:13 UTC (rev 362)
+++ branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asGRisk.R 2009-09-02 01:08:06 UTC (rev 363)
@@ -102,8 +102,10 @@
## print(c(c0,z))
prec <- max(abs(z - z.old), abs(c0-c0.old))
if(iter>1){
- if(verbose)
+ if(verbose && iter%%5==1){
cat("current precision in IC algo:\t", prec, "\n")
+ print(round(c(r=radius,c=c0,z=z),3))
+ }
}
if(prec < tol) break
if(abs(prec.old - prec) < 1e-10){
@@ -172,7 +174,7 @@
L2derivDistrSymm, Finfo, trafo, onesetLM = FALSE,
z.start, A.start, upper = NULL, lower = NULL,
OptOrIter = "iterate",
- maxiter, tol, warn, verbose = NULL,
+ maxiter, tol, warn, verbose = NULL, withPICcheck = TRUE,
...){
if(missing(verbose)|| is.null(verbose))
@@ -401,8 +403,10 @@
prec.old <- prec
prec <- max(abs(b-b.old), max(abs(A-A.old)),
max(abs(z-z.old), max(abs(a-a.old))))
- if(verbose)
- cat("current precision in IC algo:\t", prec, "\n")
+ if(verbose && iter%%5==1){
+ cat("current precision in IC algo:\t", prec, "\n")
+ print(round(c(r=radius,b=b,A=A,a=a),3))
+ }
if(prec < tol) break
if(abs(prec.old - prec) < 1e-10){
cat("algorithm did not converge!\n", "achieved precision:\t", prec, "\n")
@@ -426,7 +430,7 @@
else normtype <- normtype.old
### issue some diagnostics if wanted
- if(verbose){
+ if(verbose && withPICcheck){
cat("Iterations needed: outer (b-loop):",
iter," inner (A,a-loop):", iter.In,"\n")
cat("Precision achieved: all in all (b+A,a-loop):",
@@ -439,7 +443,7 @@
biastype = biastype, Distr = Distr,
V.comp = A.comp, cent = a,
stand = A, w = w)
- if(verbose) print(list(Cov=Cov,A=A,a=a,w=w))
+ if(verbose && withPICcheck) print(list(Cov=Cov,A=A,a=a,w=w))
if(!is(risk, "asMSE")){
Risk <- getAsRisk(risk = risk, L2deriv = L2deriv, neighbor = neighbor,
biastype = biastype, clip = b, cent = a, stand = A,
@@ -464,7 +468,7 @@
r = radius,
at = neighbor)))
- if(verbose)
+ if(verbose && withPICcheck)
.checkPIC(L2deriv = L2deriv, neighbor = neighbor,
Distr = Distr, trafo = trafo, z = z, A = A, w = w,
z.comp = z.comp, A.comp = A.comp, ...)
Modified: branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asHampel.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asHampel.R 2009-09-01 04:35:13 UTC (rev 362)
+++ branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asHampel.R 2009-09-02 01:08:06 UTC (rev 363)
@@ -92,6 +92,11 @@
biastype = biastype,
clip = c0, cent = z, trafo = trafo, tol.z = tol, symm = S)
if(max(abs(as.vector(A-A.old)), abs(z-z.old)) < tol) break
+ if(verbose && iter%%5==1){
+ cat("current precision in IC algo:\t",
+ max(abs(as.vector(A-A.old)), abs(z-z.old)), "\n")
+ print(round(c(A=A,z=z),3))
+ }
if(iter > maxiter){
cat("maximum iterations reached!\n", "achieved precision:\t",
max(abs(as.vector(A-A.old)), abs(z-z.old)), "\n")
Modified: branches/robast-0.7/pkg/ROptEst/R/leastFavorableRadius.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/leastFavorableRadius.R 2009-09-01 04:35:13 UTC (rev 362)
+++ branches/robast-0.7/pkg/ROptEst/R/leastFavorableRadius.R 2009-09-02 01:08:06 UTC (rev 363)
@@ -153,10 +153,10 @@
DistrSymm = L2Fam at distrSymm,
L2derivSymm = L2derivSymm,
L2derivDistrSymm= L2derivDistrSymm,
- trafo = trafo, z.start = z.start,
- A.start = A.start,
+ Finfo = L2Fam at FisherInfo, trafo = trafo,
+ z.start = z.start, A.start = A.start,
maxiter = maxiter, tol = tol,
- warn = warn)
+ warn = warn, verbose = verbose)
bmin <- biasR$asBias
upRisk <- bmin^2
upNorm <- biasR$normtype
@@ -183,7 +183,16 @@
eps = eps, MaxIter = MaxIter, warn = warn,
loNorm = loNorm, upNorm = upNorm)$root
options(ow)
- cat("current radius:\t", r, "\tinefficiency:\t", ineff, "\n")
+
+ if(verbose)
+ cat(paste(rep("-",75), sep = "", collapse = ""),"\n")
+ cat("current radius: ", round(radius,4),
+ "\tinefficiency: ", round(ineff,4))
+ if(verbose)
+ cat(paste("\n",paste(rep("-",75), sep = "",
+ collapse = ""),"\n",sep=""))
+ else cat("\n")
+
return(ineff)
}
if(is.null(z.start)) z.start <- numeric(L2derivDim)
Modified: branches/robast-0.7/pkg/ROptEst/R/radiusMinimaxIC.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/radiusMinimaxIC.R 2009-09-01 04:35:13 UTC (rev 362)
+++ branches/robast-0.7/pkg/ROptEst/R/radiusMinimaxIC.R 2009-09-02 01:08:06 UTC (rev 363)
@@ -8,7 +8,7 @@
function(L2Fam, neighbor, risk, loRad = 0, upRad = Inf, z.start = NULL,
A.start = NULL, upper = NULL, lower = NULL, maxiter = 50,
tol = .Machine$double.eps^0.4, warn = FALSE,
- verbose = NULL, ...){
+ verbose = NULL, loRad0 = 1e-3, ...){
if(missing(verbose)|| is.null(verbose))
verbose <- getRobAStBaseOption("all.verbose")
ow <- options("warn")
@@ -30,7 +30,7 @@
options(warn = -1)
upper.b <- upper
lower.b <- lower
- lower <- if(identical(all.equal(loRad, 0), TRUE)) 1e-4 else loRad
+ lower <- max(loRad, loRad0)
upper <- if(upRad == Inf) max(lower+2, 4) else upRad
if(is(neighbor,"TotalVarNeighborhood")) {upper <- upper/2}
if(identical(all.equal(loRad, 0), TRUE)){
@@ -68,8 +68,8 @@
stand = resUp$A, trafo = trafo)[[1]]
}
-# print(c(loRad,loRisk,lower,lower.b,upRad,upRisk,upper,upper.b))
loNorm<- upNorm <- NormType()
+## print(c(loRad=loRad,loRisk=loRisk,lower=lower,upRad=upRad,upRisk=upRisk,upper=upper))
leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper,
tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor,
upper.b = upper.b, lower.b = lower.b, risk = risk, loRad = loRad, upRad = upRad,
@@ -164,10 +164,10 @@
DistrSymm = L2Fam at distrSymm,
L2derivSymm = L2derivSymm,
L2derivDistrSymm= L2derivDistrSymm,
- trafo = trafo, z.start = z.start,
- A.start = A.start,
+ Finfo = L2Fam at FisherInfo, trafo = trafo,
+ z.start = z.start, A.start = A.start,
maxiter = maxiter, tol = tol,
- warn = warn)
+ warn = warn, verbose = verbose)
bmin <- biasR$asBias
upNorm <- biasR$normtype
upRisk <- bmin^2
@@ -187,7 +187,7 @@
stand = resUp$A, trafo = trafo)[[1]]
upNorm <- resUp$normtype
}
- leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper,
+ leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper,
tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor,
z.start = z.start, A.start = A.start, upper.b = upper.b,
lower.b = lower.b, risk = risk,
Modified: branches/robast-0.7/pkg/ROptEst/chm/00Index.html
===================================================================
--- branches/robast-0.7/pkg/ROptEst/chm/00Index.html 2009-09-01 04:35:13 UTC (rev 362)
+++ branches/robast-0.7/pkg/ROptEst/chm/00Index.html 2009-09-02 01:08:06 UTC (rev 363)
@@ -71,6 +71,8 @@
<td>Generic Function for Computation of Asymptotic Risks</td></tr>
<tr><td width="25%"><a href="getAsRisk.html">getAsRisk,asBias,RealRandVariable,ContNeighborhood,ANY-method</a></td>
<td>Generic Function for Computation of Asymptotic Risks</td></tr>
+<tr><td width="25%"><a href="getAsRisk.html">getAsRisk,asBias,RealRandVariable,TotalVarNeighborhood,ANY-method</a></td>
+<td>Generic Function for Computation of Asymptotic Risks</td></tr>
<tr><td width="25%"><a href="getAsRisk.html">getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,ANY-method</a></td>
<td>Generic Function for Computation of Asymptotic Risks</td></tr>
<tr><td width="25%"><a href="getAsRisk.html">getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,asymmetricBias-method</a></td>
Modified: branches/robast-0.7/pkg/ROptEst/chm/0ROptEst-package.html
===================================================================
--- branches/robast-0.7/pkg/ROptEst/chm/0ROptEst-package.html 2009-09-01 04:35:13 UTC (rev 362)
+++ branches/robast-0.7/pkg/ROptEst/chm/0ROptEst-package.html 2009-09-02 01:08:06 UTC (rev 363)
@@ -38,7 +38,7 @@
</tr>
<tr>
<td align="left">
-Date: </td><td align="left"> 2009-07-16 </td>
+Date: </td><td align="left"> 2009-09-02 </td>
</tr>
<tr>
<td align="left">
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 2009-09-01 04:35:13 UTC (rev 362)
+++ branches/robast-0.7/pkg/ROptEst/chm/ROptEst.toc 2009-09-02 01:08:06 UTC (rev 363)
@@ -58,6 +58,10 @@
<param name="Local" value="getAsRisk.html">
</OBJECT>
<LI> <OBJECT type="text/sitemap">
+<param name="Name" value="getAsRisk,asBias,RealRandVariable,TotalVarNeighborhood,ANY-method">
+<param name="Local" value="getAsRisk.html">
+</OBJECT>
+<LI> <OBJECT type="text/sitemap">
<param name="Name" value="getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,ANY-method">
<param name="Local" value="getAsRisk.html">
</OBJECT>
Modified: branches/robast-0.7/pkg/ROptEst/chm/getAsRisk.html
===================================================================
--- branches/robast-0.7/pkg/ROptEst/chm/getAsRisk.html 2009-09-01 04:35:13 UTC (rev 362)
+++ branches/robast-0.7/pkg/ROptEst/chm/getAsRisk.html 2009-09-02 01:08:06 UTC (rev 363)
@@ -1,10 +1,10 @@
<html><head><title>Generic Function for Computation of Asymptotic Risks</title>
-<meta http-equiv="Content-Type" content="text/html; charset=iso-8859-1">
+<meta http-equiv="Content-Type" content="text/html; charset=utf-8">
<link rel="stylesheet" type="text/css" href="Rchm.css">
-</head>
-<body>
+</head><body>
-<table width="100%"><tr><td>getAsRisk(ROptEst)</td><td align="right">R Documentation</td></tr></table><object type="application/x-oleobject" classid="clsid:1e2a7bd0-dab9-11d0-b93a-00c04fc99f9e">
+<table width="100%"><tr><td>getAsRisk(ROptEst)</td><td align="right">R Documentation</td></tr></table>
+<object type="application/x-oleobject" classid="clsid:1e2a7bd0-dab9-11d0-b93a-00c04fc99f9e">
<param name="keyword" value="R: getAsRisk">
<param name="keyword" value="R: getAsRisk-methods">
<param name="keyword" value="R: getAsRisk,asMSE,UnivariateDistribution,Neighborhood,ANY-method">
@@ -14,6 +14,7 @@
<param name="keyword" value="R: getAsRisk,asBias,UnivariateDistribution,ContNeighborhood,asymmetricBias-method">
<param name="keyword" value="R: getAsRisk,asBias,UnivariateDistribution,TotalVarNeighborhood,ANY-method">
<param name="keyword" value="R: getAsRisk,asBias,RealRandVariable,ContNeighborhood,ANY-method">
+<param name="keyword" value="R: getAsRisk,asBias,RealRandVariable,TotalVarNeighborhood,ANY-method">
<param name="keyword" value="R: getAsRisk,asCov,UnivariateDistribution,ContNeighborhood,ANY-method">
<param name="keyword" value="R: getAsRisk,asCov,UnivariateDistribution,TotalVarNeighborhood,ANY-method">
<param name="keyword" value="R: getAsRisk,asCov,RealRandVariable,ContNeighborhood,ANY-method">
@@ -42,77 +43,69 @@
<pre>
getAsRisk(risk, L2deriv, neighbor, biastype, ...)
-## S4 method for signature 'asMSE, UnivariateDistribution,
-## Neighborhood, ANY':
-getAsRisk(risk, L2deriv,
- neighbor, biastype, clip, cent, stand, trafo)
+## S4 method for signature 'asMSE,UnivariateDistribution,Neighborhood,ANY':
+getAsRisk(risk,
+ L2deriv, neighbor, biastype, clip, cent, stand, trafo)
-## S4 method for signature 'asMSE, EuclRandVariable,
-## Neighborhood, ANY':
-getAsRisk(risk, L2deriv, neighbor,
- biastype, clip, cent, stand, trafo)
+## S4 method for signature 'asMSE,EuclRandVariable,Neighborhood,ANY':
+getAsRisk(risk,
+ L2deriv, neighbor, biastype, clip, cent, stand, trafo)
-## S4 method for signature 'asBias, UnivariateDistribution,
-## ContNeighborhood, ANY':
-getAsRisk(risk, L2deriv,
- neighbor, biastype, trafo)
+## S4 method for signature 'asBias,UnivariateDistribution,ContNeighborhood,ANY':
+getAsRisk(risk,
+ L2deriv, neighbor, biastype, trafo)
-## S4 method for signature 'asBias, UnivariateDistribution,
-## ContNeighborhood, onesidedBias':
-getAsRisk(risk,
- L2deriv, neighbor, biastype, trafo)
+## S4 method for signature 'asBias,UnivariateDistribution,ContNeighborhood,onesidedBias':
+getAsRisk(
+ risk, L2deriv, neighbor, biastype, trafo)
-## S4 method for signature 'asBias, UnivariateDistribution,
-## ContNeighborhood, asymmetricBias':
-getAsRisk(risk,
- L2deriv, neighbor, biastype, trafo)
+## S4 method for signature 'asBias,UnivariateDistribution,ContNeighborhood,asymmetricBias':
+getAsRisk(
+ risk, L2deriv, neighbor, biastype, trafo)
-## S4 method for signature 'asBias, UnivariateDistribution,
-## TotalVarNeighborhood, ANY':
-getAsRisk(risk, L2deriv,
- neighbor, biastype, trafo)
+## S4 method for signature 'asBias,UnivariateDistribution,TotalVarNeighborhood,ANY':
+getAsRisk(
+ risk, L2deriv, neighbor, biastype, trafo)
-## S4 method for signature 'asBias, RealRandVariable,
-## ContNeighborhood, ANY':
-getAsRisk(risk, L2deriv, neighbor,
- biastype, Distr, DistrSymm, L2derivSymm, L2derivDistrSymm,
- trafo, z.start, A.start, maxiter, tol, warn)
+## S4 method for signature 'asBias,RealRandVariable,ContNeighborhood,ANY':
+getAsRisk(
+ risk,L2deriv, neighbor, biastype, Distr, DistrSymm, L2derivSymm,
+ L2derivDistrSymm, Finfo, trafo, z.start, A.start, maxiter, tol,
+ warn, verbose = NULL)
+## S4 method for signature 'asBias,RealRandVariable,TotalVarNeighborhood,ANY':
+getAsRisk(
+ risk, L2deriv, neighbor, biastype, Distr, DistrSymm, L2derivSymm,
+ L2derivDistrSymm, Finfo, trafo, z.start, A.start, maxiter, tol,
+ warn, verbose = NULL)
-## S4 method for signature 'asCov, UnivariateDistribution,
-## ContNeighborhood, ANY':
-getAsRisk(risk, L2deriv,
- neighbor, biastype, clip, cent, stand)
+## S4 method for signature 'asCov,UnivariateDistribution,ContNeighborhood,ANY':
+getAsRisk(
+ risk, L2deriv, neighbor, biastype, clip, cent, stand)
-## S4 method for signature 'asCov, UnivariateDistribution,
-## TotalVarNeighborhood, ANY':
-getAsRisk(risk, L2deriv,
- neighbor, biastype, clip, cent, stand)
+## S4 method for signature 'asCov,UnivariateDistribution,TotalVarNeighborhood,ANY':
+getAsRisk(
+ risk, L2deriv, neighbor, biastype, clip, cent, stand)
-## S4 method for signature 'asCov, RealRandVariable,
-## ContNeighborhood, ANY':
-getAsRisk(risk, L2deriv, neighbor,
- biastype, Distr, cent, stand,
- V.comp = matrix(TRUE, ncol = nrow(stand), nrow = nrow(stand)), w)
+## S4 method for signature 'asCov,RealRandVariable,ContNeighborhood,ANY':
+getAsRisk(risk,
+ L2deriv, neighbor, biastype, Distr, cent, stand,
+ V.comp = matrix(TRUE, ncol = nrow(stand), nrow = nrow(stand)), w)
-## S4 method for signature 'trAsCov,
-## UnivariateDistribution, UncondNeighborhood, ANY':
-getAsRisk(risk, L2deriv,
- neighbor, biastype, clip, cent, stand)
+## S4 method for signature 'trAsCov,UnivariateDistribution,UncondNeighborhood,ANY':
+getAsRisk(
+ risk, L2deriv, neighbor, biastype, clip, cent, stand)
-## S4 method for signature 'trAsCov, RealRandVariable,
-## ContNeighborhood, ANY':
-getAsRisk(risk, L2deriv, neighbor,
- biastype, Distr, clip, cent, stand, normtype)
+## S4 method for signature 'trAsCov,RealRandVariable,ContNeighborhood,ANY':
+getAsRisk(risk,
+ L2deriv, neighbor, biastype, Distr, clip, cent, stand, normtype)
-## S4 method for signature 'asUnOvShoot,
-## UnivariateDistribution, UncondNeighborhood, ANY':
-getAsRisk(risk, L2deriv,
- neighbor, biastype, clip, cent, stand, trafo)
+## S4 method for signature 'asUnOvShoot,UnivariateDistribution,UncondNeighborhood,ANY':
+getAsRisk(
+ risk, L2deriv, neighbor, biastype, clip, cent, stand, trafo)
-## S4 method for signature 'asSemivar,
-## UnivariateDistribution, Neighborhood, onesidedBias':
-getAsRisk(risk, L2deriv,
- neighbor, biastype, clip, cent, stand, trafo)
+## S4 method for signature 'asSemivar,UnivariateDistribution,Neighborhood,onesidedBias':
+getAsRisk(
+ risk, L2deriv, neighbor, biastype, clip, cent, stand, trafo)
</pre>
@@ -121,140 +114,183 @@
<table summary="R argblock">
<tr valign="top"><td><code>risk</code></td>
<td>
-object of class <code>"asRisk"</code>. </td></tr>
+ object of class <code>"asRisk"</code>. </td></tr>
<tr valign="top"><td><code>L2deriv</code></td>
<td>
-L2-derivative of some L2-differentiable family
+ L2-derivative of some L2-differentiable family
of probability distributions. </td></tr>
<tr valign="top"><td><code>neighbor</code></td>
<td>
-object of class <code>"Neighborhood"</code>. </td></tr>
+ object of class <code>"Neighborhood"</code>. </td></tr>
<tr valign="top"><td><code>biastype</code></td>
<td>
-object of class <code>"ANY"</code>. </td></tr>
+ object of class <code>"ANY"</code>. </td></tr>
<tr valign="top"><td><code>...</code></td>
<td>
-additional parameters. </td></tr>
+ additional parameters. </td></tr>
<tr valign="top"><td><code>clip</code></td>
<td>
-optimal clipping bound. </td></tr>
+ optimal clipping bound. </td></tr>
<tr valign="top"><td><code>cent</code></td>
<td>
-optimal centering constant. </td></tr>
+ optimal centering constant. </td></tr>
<tr valign="top"><td><code>stand</code></td>
<td>
-standardizing matrix. </td></tr>
+ standardizing matrix. </td></tr>
+<tr valign="top"><td><code>Finfo</code></td>
+<td>
+ matrix: the Fisher Information of the parameter. </td></tr>
<tr valign="top"><td><code>trafo</code></td>
<td>
-matrix: transformation of the parameter. </td></tr>
+ matrix: transformation of the parameter. </td></tr>
<tr valign="top"><td><code>Distr</code></td>
<td>
-object of class <code>"Distribution"</code>. </td></tr>
+ object of class <code>"Distribution"</code>. </td></tr>
<tr valign="top"><td><code>DistrSymm</code></td>
<td>
-object of class <code>"DistributionSymmetry"</code>. </td></tr>
+ object of class <code>"DistributionSymmetry"</code>. </td></tr>
<tr valign="top"><td><code>L2derivSymm</code></td>
<td>
-object of class <code>"FunSymmList"</code>. </td></tr>
+ object of class <code>"FunSymmList"</code>. </td></tr>
<tr valign="top"><td><code>L2derivDistrSymm</code></td>
<td>
-object of class <code>"DistrSymmList"</code>. </td></tr>
+ object of class <code>"DistrSymmList"</code>. </td></tr>
<tr valign="top"><td><code>z.start</code></td>
<td>
-initial value for the centering constant. </td></tr>
+ initial value for the centering constant. </td></tr>
<tr valign="top"><td><code>A.start</code></td>
<td>
-initial value for the standardizing matrix. </td></tr>
+ initial value for the standardizing matrix. </td></tr>
<tr valign="top"><td><code>maxiter</code></td>
<td>
-the maximum number of iterations </td></tr>
+ the maximum number of iterations </td></tr>
<tr valign="top"><td><code>tol</code></td>
<td>
-the desired accuracy (convergence tolerance).</td></tr>
+ the desired accuracy (convergence tolerance).</td></tr>
<tr valign="top"><td><code>warn</code></td>
<td>
-logical: print warnings. </td></tr>
+ logical: print warnings. </td></tr>
<tr valign="top"><td><code>normtype</code></td>
<td>
-object of class <code>"NormType"</code>. </td></tr>
+ object of class <code>"NormType"</code>. </td></tr>
<tr valign="top"><td><code>V.comp</code></td>
<td>
-matrix: indication which components of the standardizing
+ matrix: indication which components of the standardizing
matrix have to be computed. </td></tr>
<tr valign="top"><td><code>w</code></td>
<td>
object of class <code>RobWeight</code>; current weight</td></tr>
+<tr valign="top"><td><code>verbose</code></td>
+<td>
+logical: if <code>TRUE</code> some diagnostics are printed out.</td></tr>
</table>
+
<h3>Details</h3>
-<p>
-This function is rarely called directly. It is used by
-other functions/methods.
-</p>
+<p> This function is rarely called directly. It is used by
+other functions/methods. </p>
<h3>Value</h3>
-<p>
-The asymptotic risk is computed.</p>
+<p>The asymptotic risk is computed.</p>
+
<h3>Methods</h3>
+<p>
+
<dl>
-<dt>risk = "asMSE", L2deriv = "UnivariateDistribution", neighbor = "Neighborhood", biastype = "ANY":</dt><dd>computes asymptotic mean square error in methods for
+<dt>risk = "asMSE", L2deriv = "UnivariateDistribution",
+neighbor = "Neighborhood", biastype = "ANY":</dt><dd>
+computes asymptotic mean square error in methods for
function <code>getInfRobIC</code>. </dd>
-
-
[TRUNCATED]
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svnlook diff /svnroot/robast -r 363
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