[Robast-commits] r376 - in branches/robast-0.7/pkg: ROptEst/R ROptEst/chm ROptEst/man RobAStBase/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Sep 10 21:13:14 CEST 2009
Author: ruckdeschel
Date: 2009-09-10 21:13:13 +0200 (Thu, 10 Sep 2009)
New Revision: 376
Modified:
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_asGRisk.R
branches/robast-0.7/pkg/ROptEst/R/leastFavorableRadius.R
branches/robast-0.7/pkg/ROptEst/R/optIC.R
branches/robast-0.7/pkg/ROptEst/R/radiusMinimaxIC.R
branches/robast-0.7/pkg/ROptEst/R/roptest.R
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/getIneffDiff.html
branches/robast-0.7/pkg/ROptEst/chm/getInfRobIC.html
branches/robast-0.7/pkg/ROptEst/chm/getRiskIC.html
branches/robast-0.7/pkg/ROptEst/chm/leastFavorableRadius.html
branches/robast-0.7/pkg/ROptEst/chm/optIC.html
branches/robast-0.7/pkg/ROptEst/chm/radiusMinimaxIC.html
branches/robast-0.7/pkg/ROptEst/chm/roptest.html
branches/robast-0.7/pkg/ROptEst/man/getIneffDiff.Rd
branches/robast-0.7/pkg/ROptEst/man/getInfRobIC.Rd
branches/robast-0.7/pkg/ROptEst/man/leastFavorableRadius.Rd
branches/robast-0.7/pkg/ROptEst/man/optIC.Rd
branches/robast-0.7/pkg/ROptEst/man/radiusMinimaxIC.Rd
branches/robast-0.7/pkg/ROptEst/man/roptest.Rd
branches/robast-0.7/pkg/RobAStBase/R/AllPlot.R
Log:
minor correction in AllPlot.R
correction of the duality algorithm to also cover MSE (at least better than before; still not very reliable :-(
all functions calling getInfRobIC_asGRisk,_asHampel now gain argument OptOrIter
Modified: branches/robast-0.7/pkg/ROptEst/R/getIneffDiff.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/getIneffDiff.R 2009-09-05 10:58:07 UTC (rev 375)
+++ branches/robast-0.7/pkg/ROptEst/R/getIneffDiff.R 2009-09-10 19:13:13 UTC (rev 376)
@@ -7,7 +7,7 @@
risk = "asMSE"),
function(radius, L2Fam, neighbor, risk, loRad, upRad, loRisk, upRisk,
z.start = NULL, A.start = NULL, upper.b = NULL, lower.b = NULL,
- MaxIter, eps, warn,
+ OptOrIter = "iterate", MaxIter, eps, warn,
loNorm = NULL, upNorm = NULL,
verbose = NULL, ...){
@@ -20,7 +20,8 @@
res <- getInfRobIC(L2deriv = L2Fam at L2derivDistr[[1]], neighbor = neighbor,
risk = risk, symm = L2Fam at L2derivDistrSymm[[1]],
Finfo = L2Fam at FisherInfo, upper = upper.b, lower = lower.b,
- trafo = trafo(L2Fam at param), maxiter = MaxIter, tol = eps,
+ trafo = trafo(L2Fam at param),
+ maxiter = MaxIter, tol = eps,
warn = warn, verbose = verbose)
trafo <- as.vector(trafo(L2Fam at param))
ineffLo <- (as.vector(res$A)*trafo - res$b^2*(radius^2-loRad^2))/loRisk
@@ -66,7 +67,7 @@
L2derivSymm = L2derivSymm, L2derivDistrSymm = L2derivDistrSymm,
Finfo = L2Fam at FisherInfo, trafo = trafo, z.start = z.start,
A.start = A.start, upper = upper.b, lower = lower.b,
- maxiter = MaxIter,
+ OptOrIter = OptOrIter, maxiter = MaxIter,
tol = eps, warn = warn, verbose = verbose,
withPICcheck = FALSE,...)
normtype(risk) <- res$normtype
Modified: branches/robast-0.7/pkg/ROptEst/R/getInfLM.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/getInfLM.R 2009-09-05 10:58:07 UTC (rev 375)
+++ branches/robast-0.7/pkg/ROptEst/R/getInfLM.R 2009-09-10 19:13:13 UTC (rev 376)
@@ -143,6 +143,7 @@
normtype1.opt <- normtype1.opt.old <- normtype
w1.opt <- w1 <- w.start
z1.opt <- numeric(k)
+ b.opt <- b
optimfct <- function(A0vec){
iter1 <<- iter1 + 1
@@ -161,14 +162,27 @@
std0 <- stdC
w0 <- w1
risk0 <- risk1
+ b0 <- b
+ if(is(risk0,"asMSE")){
+ funint.opt <-
+ function(b1){
+ -getInfGamma(L2deriv = L2deriv, risk = risk0,
+ neighbor = neighbor, biastype = biastype,
+ Distr = Distr, stand = A0, cent = z0, clip = b1,
+ power = 2)+radius(neighbor)^2*b1^2
+ }
+
+ b0 <- optimize(funint.opt, interval=c(1e-8,1e8))$minimum
+ }
+
### determine corresponding weight
if(is(neighbor,"ContNeighborhood")){
- clip(w0) <- b
+ clip(w0) <- b0
cent(w0) <- as.numeric(z0)
stand(w0) <- A0
}else if(is(neighbor,"TotalVarNeighborhood")){
- clip(w0) <- if(.isVirginW(w0)) c(-b,b)/2 else c(0,b)+a0
+ 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,
@@ -207,7 +221,7 @@
## ~ E |Y_A|_Q^2 / 2
getInfGamma(L2deriv = L2deriv, risk = riskA,
neighbor = neighbor, biastype = biastype,
- Distr = Distr, stand = A0, cent = z0, clip = b,
+ Distr = Distr, stand = A0, cent = z0, clip = b0,
power = 2)/2 -
# ~ - E[|Y_A|_Q^2 (1-w_b(|Y_A|_Q))^2]/2
sum(diag(std0%*%A0%*%t(trafo)) ))
@@ -222,7 +236,7 @@
return(Y^2*(Y<0))
}, useApply = FALSE)/2)
- }else if(is(risk0,"asMSE")){
+ }else if(is(riskA,"asMSE")){
val <- (E(object = Distr, fun = function(x){
X <- evalRandVar(L2deriv, as.matrix(x))[,,1] - z0
Y <- A0 %*% X
@@ -252,11 +266,17 @@
optV <<- val
w1.opt <<- w0
z1.opt <<- z0
+ b.opt <<- b0
normtype1.opt.old <<- normtype1.opt
normtype1.opt <<- normtype1
risk1.opt <<- risk0
stdC.opt <<- stdC
}
+
+ if(verbose && iter1>1 && iter1 < maxiter && iter1%%8 == 1){
+ print(round(c(val=val,A=A0,a=a0,b=b0),4))
+ }
+
return(val)
}
@@ -273,8 +293,8 @@
a <- as.numeric(Aoptvec[(p*k)+(1:p)])
z <- z1.opt
w <- w1.opt
+ b <- b.opt
-
return(list(A = A, a = a, z = z, w = w,
biastype = biastype, normtype = normtype1.opt,
normtype.old = normtype1.opt.old,
Modified: branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asGRisk.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asGRisk.R 2009-09-05 10:58:07 UTC (rev 375)
+++ branches/robast-0.7/pkg/ROptEst/R/getInfRobIC_asGRisk.R 2009-09-10 19:13:13 UTC (rev 376)
@@ -261,8 +261,6 @@
#if(is.null(upper))
upper <- 5*max(solve(Finfo))
- iter.In <- 0
- prec.In <- 0
OptIterCall <- numeric(1)
Cov <- 0
Risk <- 1e10
@@ -270,67 +268,41 @@
a <- as.numeric(A %*% z)
normtype.opt <- normtype
- asGRiskb <- function(b0){
- iter <<- iter + 1
- erg <- getLagrangeMultByOptim(b = b0, L2deriv = L2deriv, risk = risk,
+# asGRiskb <- function(b0){
+# iter <<- iter + 1
+ erg <- getLagrangeMultByOptim(b = 1, L2deriv = L2deriv, risk = risk,
FI = Finfo, trafo = trafo, neighbor = neighbor,
biastype = biastype, normtype = normtype, Distr = Distr,
a.start = a, z.start = z, A.start = A, w.start = w, std = std,
z.comp = z.comp, A.comp = A.comp,
maxiter = round(maxiter/50*iter^5), tol = tol^(iter^5/40),
- onesetLM = onesetLM, verbose = verbose, ...)
+ verbose = verbose, ...)
- w0 <- erg$w
- A0 <- erg$A
- a0 <- erg$a
- z0 <- erg$z
- std0 <- if(is.null(erg$std)) std else erg$std
- biastype0 <- erg$biastype
- normtype.old0 <- erg$normtype.old
- normtype0 <- erg$normtype
- risk0 <- erg$risk
- iter.In <<- iter.In + erg$iter
-# cat("Iteration ",iter ,"--innen:", erg$iter,"\n")
-# print(round(c(maxiter = maxiter/30*iter, tol = tol^(iter/15)),4))
- Cov0 <- getInfV(L2deriv = L2deriv, neighbor = neighbor,
+ w <- erg$w
+ A <- erg$A
+ a <- erg$a
+ z <- erg$z
+ b <- erg$b
+ OptIterCall <- erg$call
+ std <- if(is.null(erg$std)) std else erg$std
+ biastype <- erg$biastype
+ normtype.old <- erg$normtype.old
+ normtype <- erg$normtype
+ risk <- erg$risk
+ iter <- erg$iter
+ prec <- prec.In <- iter.In <- NULL
+ Cov <- getInfV(L2deriv = L2deriv, neighbor = neighbor,
biastype = biastype, Distr = Distr,
- V.comp = A.comp, cent = a0,
- stand = A0, w = w0)
+ V.comp = A.comp, cent = a,
+ stand = A, w = w)
- if(!is(risk, "asMSE")){
- Risk0 <- getAsRisk(risk = risk0, L2deriv = L2deriv, neighbor = neighbor,
- biastype = biastype0, clip = b0, cent = a0, stand = A0,
+ if(!is(risk, "asMSE")){
+ Risk <- getAsRisk(risk = risk, L2deriv = L2deriv, neighbor = neighbor,
+ biastype = biastype, clip = b, cent = a, stand = A,
trafo = trafo)
- }else{
- Risk0 <- sum(diag(std0%*%Cov0)) + radius^2 * b0^2
- }
- Risk <<- Risk0
-# print("A")
-# print(list(Risk=Risk0,A=A0,a=a0,z=z0,b=b0))
-# print("...")
- w <<- w0
- A <<- A0
- a <<- a0
- z <<- z0
- b <<- b0
- std <<- std0
- biastype <<- biastype0
- normtype.old <<- normtype.old0
- normtype <<- normtype0
- risk <<- risk0
- prec.In <<- erg$prec
- OptIterCall <<- erg$call
- Cov <<- Cov0
-# print(c(b0,Risk0))
- return((Risk0-sum(diag(std0%*%A0%*%t(trafo))))^2)
+ }else{
+ Risk <- sum(diag(std%*%Cov)) + radius^2 * b^2
}
- tol0 <- tol^.5
-# f.l <- asGRiskb(lower)
-# f.u <- asGRiskb(upper)
-
-# du <- uniroot(asGRiskb, interval = c(lower,upper), tol = tol0,
-# f.lower=f.l, f.upper=f.u)
- du <- optimize(asGRiskb, interval = c(1e-4,1e8), tol = tol0^2)
}else{
repeat{
iter <- iter + 1
Modified: branches/robast-0.7/pkg/ROptEst/R/leastFavorableRadius.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/leastFavorableRadius.R 2009-09-05 10:58:07 UTC (rev 375)
+++ branches/robast-0.7/pkg/ROptEst/R/leastFavorableRadius.R 2009-09-10 19:13:13 UTC (rev 376)
@@ -5,8 +5,9 @@
setMethod("leastFavorableRadius", signature(L2Fam = "L2ParamFamily",
neighbor = "UncondNeighborhood",
risk = "asGRisk"),
- function(L2Fam, neighbor, risk, rho, upRad = 1, z.start = NULL,
- A.start = NULL, upper = 100, maxiter = 100,
+ function(L2Fam, neighbor, risk, rho, upRad = 1,
+ z.start = NULL, A.start = NULL, upper = 100,
+ OptOrIter = "iterate", maxiter = 100,
tol = .Machine$double.eps^0.4, warn = FALSE, verbose = NULL){
if(missing(verbose)|| is.null(verbose))
verbose <- getRobAStBaseOption("all.verbose")
@@ -135,7 +136,8 @@
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,
+ A.start = A.start, upper = upper.b,
+ OptOrIter = OptOrIter, maxiter = MaxIter,
tol = eps, warn = warn, verbose = verbose)
riskLo <- risk
normtype(riskLo) <- resLo$normtype
@@ -166,7 +168,8 @@
Distr = L2Fam at distribution, DistrSymm = L2Fam at distrSymm,
L2derivSymm = L2derivSymm, L2derivDistrSymm = L2derivDistrSymm,
Finfo = L2Fam at FisherInfo, trafo = trafo, z.start = z.start,
- A.start = A.start, upper = upper.b, maxiter = maxiter,
+ A.start = A.start, upper = upper.b,
+ OptOrIter = OptOrIter, maxiter = maxiter,
tol = tol, warn = warn, verbose = verbose)
riskUp <- risk
normtype(riskUp) <- resUp$normtype
@@ -176,11 +179,14 @@
upNorm <- resUp$normtype
}
leastFavR <- uniroot(getIneffDiff, lower = lower, upper = upper,
- tol = .Machine$double.eps^0.25, L2Fam = L2Fam, neighbor = neighbor,
- z.start = z.start, A.start = A.start, upper.b = upper.b,
+ tol = .Machine$double.eps^0.25, L2Fam = L2Fam,
+ neighbor = neighbor, z.start = z.start,
+ A.start = A.start, upper.b = upper.b,
risk = risk,
- loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk,
- eps = eps, MaxIter = MaxIter, warn = warn,
+ loRad = loRad, upRad = upRad,
+ loRisk = loRisk, upRisk = upRisk,
+ eps = eps, OptOrIter = OptOrIter,
+ MaxIter = MaxIter, warn = warn,
loNorm = loNorm, upNorm = upNorm)$root
options(ow)
Modified: branches/robast-0.7/pkg/ROptEst/R/optIC.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/optIC.R 2009-09-05 10:58:07 UTC (rev 375)
+++ branches/robast-0.7/pkg/ROptEst/R/optIC.R 2009-09-10 19:13:13 UTC (rev 376)
@@ -3,7 +3,8 @@
###############################################################################
setMethod("optIC", signature(model = "InfRobModel", risk = "asRisk"),
function(model, risk, z.start = NULL, A.start = NULL, upper = 1e4,
- lower = 1e-4, maxiter = 50, tol = .Machine$double.eps^0.4,
+ lower = 1e-4, OptOrIter = "iterate",
+ maxiter = 50, tol = .Machine$double.eps^0.4,
warn = TRUE, noLow = FALSE, verbose = NULL, ...){
if(missing(verbose)|| is.null(verbose))
verbose <- getRobAStBaseOption("all.verbose")
@@ -50,7 +51,8 @@
DistrSymm = model at center@distrSymm, L2derivSymm = L2derivSymm,
L2derivDistrSymm = L2derivDistrSymm, Finfo = model at center@FisherInfo,
trafo = trafo(model at center@param), z.start = z.start, A.start = A.start,
- upper = upper, lower = lower, maxiter = maxiter, tol = tol, warn = warn,
+ upper = upper, lower = lower, OptOrIter = OptOrIter,
+ maxiter = maxiter, tol = tol, warn = warn,
verbose = verbose, ...)
options(ow)
res$info <- c("optIC", res$info)
Modified: branches/robast-0.7/pkg/ROptEst/R/radiusMinimaxIC.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/radiusMinimaxIC.R 2009-09-05 10:58:07 UTC (rev 375)
+++ branches/robast-0.7/pkg/ROptEst/R/radiusMinimaxIC.R 2009-09-10 19:13:13 UTC (rev 376)
@@ -6,7 +6,8 @@
neighbor = "UncondNeighborhood",
risk = "asGRisk"),
function(L2Fam, neighbor, risk, loRad = 0, upRad = Inf, z.start = NULL,
- A.start = NULL, upper = NULL, lower = NULL, maxiter = 50,
+ A.start = NULL, upper = NULL, lower = NULL,
+ OptOrIter = "iterate", maxiter = 50,
tol = .Machine$double.eps^0.4, warn = FALSE,
verbose = NULL, loRad0 = 1e-3, ...){
if(missing(verbose)|| is.null(verbose))
@@ -60,7 +61,7 @@
resUp <- getInfRobIC(L2deriv = L2Fam at L2derivDistr[[1]], neighbor = neighbor,
risk = risk, symm = L2Fam at L2derivDistrSymm[[1]],
Finfo = L2Fam at FisherInfo, upper = upper.b, lower=lower.b,
- trafo = trafo, maxiter = maxiter, tol = tol,
+ trafo = trafo, maxiter = maxiter, tol = tol,
warn = warn, verbose = verbose)
upRisk <- getAsRisk(risk = risk, L2deriv = L2Fam at L2derivDistr[[1]],
neighbor = neighbor, biastype = biastype,
@@ -145,7 +146,7 @@
L2derivSymm = L2derivSymm, L2derivDistrSymm = L2derivDistrSymm,
Finfo = L2Fam at FisherInfo, trafo = trafo, z.start = z.start,
A.start = A.start, upper = upper.b, lower = lower.b,
- maxiter = maxiter,
+ OptOrIter = OptOrIter, maxiter = maxiter,
tol = tol, warn = warn, verbose = verbose, ...)
riskLo <- risk
normtype(riskLo) <- resLo$normtype
@@ -178,7 +179,7 @@
L2derivSymm = L2derivSymm, L2derivDistrSymm = L2derivDistrSymm,
Finfo = L2Fam at FisherInfo, trafo = trafo, z.start = z.start,
A.start = A.start, upper = upper.b, lower = lower.b,
- maxiter = maxiter,
+ OptOrIter = OptOrIter, maxiter = maxiter,
tol = tol, warn = warn, verbose = verbose, ...)
riskUp <- risk
normtype(riskUp) <- resUp$normtype
@@ -192,14 +193,15 @@
z.start = z.start, A.start = A.start, upper.b = upper.b,
lower.b = lower.b, risk = risk,
loRad = loRad, upRad = upRad, loRisk = loRisk, upRisk = upRisk,
- eps = tol, MaxIter = maxiter, warn = warn,
+ OptOrIter = OptOrIter, eps = tol, MaxIter = maxiter, warn = warn,
loNorm = loNorm, upNorm = upNorm, verbose = verbose, ...)$root
neighbor at radius <- leastFavR
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, lower = lower.b, maxiter = maxiter,
+ A.start = A.start, upper = upper.b, lower = lower.b,
+ OptOrIter = OptOrIter, maxiter = maxiter,
tol = tol, warn = warn, verbose = verbose, ...)
res$info <- c("radiusMinimaxIC", paste("radius minimax IC for radius interval [",
round(loRad, 3), ", ", round(upRad, 3), "]", sep=""))
Modified: branches/robast-0.7/pkg/ROptEst/R/roptest.R
===================================================================
--- branches/robast-0.7/pkg/ROptEst/R/roptest.R 2009-09-05 10:58:07 UTC (rev 375)
+++ branches/robast-0.7/pkg/ROptEst/R/roptest.R 2009-09-10 19:13:13 UTC (rev 376)
@@ -4,6 +4,7 @@
roptest <- function(x, L2Fam, eps, eps.lower, eps.upper, fsCor = 1, initial.est,
neighbor = ContNeighborhood(), risk = asMSE(), steps = 1L,
distance = CvMDist, startPar = NULL, verbose = NULL,
+ OptOrIter = "iterate",
useLast = getRobAStBaseOption("kStepUseLast"),
withUpdateInKer = getRobAStBaseOption("withUpdateInKer"),
IC.UpdateInKer = getRobAStBaseOption("IC.UpdateInKer"),
@@ -85,16 +86,19 @@
r.lower <- sqrtn*eps.lower
r.upper <- sqrtn*eps.upper
ICstart <- radiusMinimaxIC(L2Fam = L2FamStart, neighbor = neighbor, risk = risk,
- loRad = r.lower, upRad = r.upper, verbose = verbose, ...)
+ loRad = r.lower, upRad = r.upper, verbose = verbose,
+ OptOrIter = OptOrIter, ...)
if(!isTRUE(all.equal(fsCor, 1, tol = 1e-3))){
neighbor at radius <- neighborRadius(ICstart)*fsCor
infMod <- InfRobModel(center = L2FamStart, neighbor = neighbor)
- ICstart <- optIC(model = infMod, risk = risk, verbose = verbose, ...)
+ ICstart <- optIC(model = infMod, risk = risk, verbose = verbose,
+ OptOrIter = OptOrIter, ...)
}
}else{
neighbor at radius <- sqrtn*eps*fsCor
infMod <- InfRobModel(center = L2FamStart, neighbor = neighbor)
- ICstart <- optIC(model = infMod, risk = risk, verbose = verbose, ...)
+ ICstart <- optIC(model = infMod, risk = risk, verbose = verbose,
+ OptOrIter = OptOrIter, ...)
}
res <- kStepEstimator(x, IC = ICstart, start = initial.est, steps = steps, useLast = useLast,
withUpdateInKer = withUpdateInKer, IC.UpdateInKer = IC.UpdateInKer,
Modified: branches/robast-0.7/pkg/ROptEst/chm/0ROptEst-package.html
===================================================================
--- branches/robast-0.7/pkg/ROptEst/chm/0ROptEst-package.html 2009-09-05 10:58:07 UTC (rev 375)
+++ branches/robast-0.7/pkg/ROptEst/chm/0ROptEst-package.html 2009-09-10 19:13:13 UTC (rev 376)
@@ -97,9 +97,11 @@
<h3>See Also</h3>
<p>
-<code><a onclick="findlink('distr', 'distr-package.html')" style="text-decoration: underline; color: blue; cursor: hand">distr-package</a></code>, <code><a onclick="findlink('distrEx', 'distrEx-package.html')" style="text-decoration: underline; color: blue; cursor: hand">distrEx-package</a></code>,
-<code><a onclick="findlink('distrMod', 'distrMod-package.html')" style="text-decoration: underline; color: blue; cursor: hand">distrMod-package</a></code>, <code><a onclick="findlink('RandVar', 'RandVar-package.html')" style="text-decoration: underline; color: blue; cursor: hand">RandVar-package</a></code>,
-<code><a onclick="findlink('RobAStBase', 'RobAStBase-package.html')" style="text-decoration: underline; color: blue; cursor: hand">RobAStBase-package</a></code>
+<code><a onclick="findlink('distr', '0distr-package.html')" style="text-decoration: underline; color: blue; cursor: hand">distr-package</a></code>,
+<code><a onclick="findlink('distrEx', '0distrEx-package.html')" style="text-decoration: underline; color: blue; cursor: hand">distrEx-package</a></code>,
+<code><a onclick="findlink('distrMod', '0distrMod-package.html')" style="text-decoration: underline; color: blue; cursor: hand">distrMod-package</a></code>,
+<code><a onclick="findlink('RandVar', '0RandVar-package.html')" style="text-decoration: underline; color: blue; cursor: hand">RandVar-package</a></code>,
+<code><a onclick="findlink('RobAStBase', '0RobAStBase-package.html')" style="text-decoration: underline; color: blue; cursor: hand">RobAStBase-package</a></code>
</p>
Modified: branches/robast-0.7/pkg/ROptEst/chm/ROptEst.chm
===================================================================
(Binary files differ)
Modified: branches/robast-0.7/pkg/ROptEst/chm/getIneffDiff.html
===================================================================
--- branches/robast-0.7/pkg/ROptEst/chm/getIneffDiff.html 2009-09-05 10:58:07 UTC (rev 375)
+++ branches/robast-0.7/pkg/ROptEst/chm/getIneffDiff.html 2009-09-10 19:13:13 UTC (rev 376)
@@ -33,7 +33,7 @@
getIneffDiff(
radius, L2Fam, neighbor, risk, loRad, upRad, loRisk, upRisk,
z.start = NULL, A.start = NULL, upper.b = NULL, lower.b = NULL,
- MaxIter, eps, warn, loNorm = NULL, upNorm = NULL,
+ OptOrIter = "iterate", MaxIter, eps, warn, loNorm = NULL, upNorm = NULL,
verbose = NULL, ...)
</pre>
@@ -77,6 +77,17 @@
<tr valign="top"><td><code>lower.b</code></td>
<td>
lower bound for the optimal clipping bound. </td></tr>
+<tr valign="top"><td><code>OptOrIter</code></td>
+<td>
+character; which method to be used for determining Lagrange
+multipliers <code>A</code> and <code>a</code>: if (partially) matched to <code>"optimize"</code>,
+<code>getLagrangeMultByOptim</code> is used; otherwise: by default, or if matched to
+<code>"iterate"</code> or to <code>"doubleiterate"</code>,
+<code>getLagrangeMultByIter</code> is used. More specifically,
+when using <code>getLagrangeMultByIter</code>, and if argument <code>risk</code> is of
+class <code>"asGRisk"</code>, by default and if matched to <code>"iterate"</code>
+we use only one (inner) iteration, if matched to <code>"doubleiterate"</code>
+we use up to <code>Maxiter</code> (inner) iterations.</td></tr>
<tr valign="top"><td><code>MaxIter</code></td>
<td>
the maximum number of iterations </td></tr>
Modified: branches/robast-0.7/pkg/ROptEst/chm/getInfRobIC.html
===================================================================
--- branches/robast-0.7/pkg/ROptEst/chm/getInfRobIC.html 2009-09-05 10:58:07 UTC (rev 375)
+++ branches/robast-0.7/pkg/ROptEst/chm/getInfRobIC.html 2009-09-10 19:13:13 UTC (rev 376)
@@ -148,13 +148,14 @@
<tr valign="top"><td><code>OptOrIter</code></td>
<td>
character; which method to be used for determining Lagrange
-multipliers <code>A</code> and <code>a</code>: if (partially) matched to <code>"optimize"</code>
-(and by default) <code>getLagrangeMultByOptim</code> is used; else if matched to
-<code>"iterate"</code>, (or in case <code>risk</code> is of class <code>"asGRisk"</code>
-<code>"doubleiterate"</code>) <code>getLagrangeMultByIter</code> is used —
-in case <code>risk</code> is of class <code>"asGRisk"</code> if matched to <code>"iterate"</code>
-with only one (inner) iteration, if matched to <code>"doubleiterate"</code> maximally
-<code>Maxiter</code> (inner) iterations.</td></tr>
+multipliers <code>A</code> and <code>a</code>: if (partially) matched to <code>"optimize"</code>,
+<code>getLagrangeMultByOptim</code> is used; otherwise: by default, or if matched to
+<code>"iterate"</code> or to <code>"doubleiterate"</code>,
+<code>getLagrangeMultByIter</code> is used. More specifically,
+when using <code>getLagrangeMultByIter</code>, and if argument <code>risk</code> is of
+class <code>"asGRisk"</code>, by default and if matched to <code>"iterate"</code>
+we use only one (inner) iteration, if matched to <code>"doubleiterate"</code>
+we use up to <code>Maxiter</code> (inner) iterations.</td></tr>
<tr valign="top"><td><code>maxiter</code></td>
<td>
the maximum number of iterations. </td></tr>
Modified: branches/robast-0.7/pkg/ROptEst/chm/getRiskIC.html
===================================================================
--- branches/robast-0.7/pkg/ROptEst/chm/getRiskIC.html 2009-09-05 10:58:07 UTC (rev 375)
+++ branches/robast-0.7/pkg/ROptEst/chm/getRiskIC.html 2009-09-10 19:13:13 UTC (rev 376)
@@ -1,10 +1,10 @@
<html><head><title>Generic function for the computation of a risk for an IC</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>getRiskIC(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>getRiskIC(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: getRiskIC">
<param name="keyword" value="R: getRiskIC-methods">
<param name="keyword" value="R: getRiskIC,HampIC,asCov,missing,missing-method">
@@ -29,15 +29,12 @@
<pre>
getRiskIC(IC, risk, neighbor, L2Fam, ...)
-## S4 method for signature 'HampIC, asCov, missing,
-## missing':
+## S4 method for signature 'HampIC,asCov,missing,missing':
getRiskIC(IC, risk)
-## S4 method for signature 'HampIC, asCov, missing,
-## L2ParamFamily':
+## S4 method for signature 'HampIC,asCov,missing,L2ParamFamily':
getRiskIC(IC, risk, L2Fam)
-## S4 method for signature 'TotalVarIC, asCov, missing,
-## L2ParamFamily':
+## S4 method for signature 'TotalVarIC,asCov,missing,L2ParamFamily':
getRiskIC(IC, risk, L2Fam)
</pre>
@@ -48,58 +45,60 @@
<table summary="R argblock">
<tr valign="top"><td><code>IC</code></td>
<td>
-object of class <code>"InfluenceCurve"</code> </td></tr>
+ object of class <code>"InfluenceCurve"</code> </td></tr>
<tr valign="top"><td><code>risk</code></td>
<td>
-object of class <code>"RiskType"</code>. </td></tr>
+ object of class <code>"RiskType"</code>. </td></tr>
<tr valign="top"><td><code>neighbor</code></td>
<td>
-object of class <code>"Neighborhood"</code>; missing in the methods described here. </td></tr>
+ object of class <code>"Neighborhood"</code>; missing in the methods described here. </td></tr>
<tr valign="top"><td><code>...</code></td>
<td>
-additional parameters </td></tr>
+ additional parameters </td></tr>
<tr valign="top"><td><code>L2Fam</code></td>
<td>
-object of class <code>"L2ParamFamily"</code>. </td></tr>
+ object of class <code>"L2ParamFamily"</code>. </td></tr>
</table>
+
<h3>Details</h3>
-<p>
-To make sure that the results are valid, it is recommended
+<p>To make sure that the results are valid, it is recommended
to include an additional check of the IC properties of <code>IC</code>
-using <code>checkIC</code>.
-</p>
+using <code>checkIC</code>.</p>
<h3>Value</h3>
-<p>
-The risk of an IC is computed.</p>
+<p>The risk of an IC is computed.</p>
+
<h3>Methods</h3>
-<dl>
-<dt>IC = "HampIC", risk = "asCov", neighbor = "missing", L2Fam = "missing"</dt><dd>asymptotic covariance of <code>IC</code> read off from corresp. <code>Risks</code> slot. </dd>
+<p>
-
-<dt>IC = "HampIC", risk = "asCov", neighbor = "missing", L2Fam = "L2ParamFamily"</dt><dd>asymptotic covariance of <code>IC</code> under <code>L2Fam</code> read off from corresp. <code>Risks</code> slot. </dd>
-<dt>IC = "TotalVarIC", risk = "asCov", neighbor = "missing", L2Fam = "L2ParamFamily"</dt><dd>asymptotic covariance of <code>IC</code> read off from corresp. <code>Risks</code> slot,
-resp. if this is <code>NULL</code> calculates it via <code><a href="getInfV.html">getInfV</a></code>.</dd>
+<dl>
+<dt>IC = "HampIC", risk = "asCov", neighbor = "missing", L2Fam = "missing"</dt><dd>
+asymptotic covariance of <code>IC</code> read off from corresp. <code>Risks</code> slot. </dd>
+</p>
+<p>
+<dt>IC = "HampIC", risk = "asCov", neighbor = "missing", L2Fam = "L2ParamFamily"</dt><dd>
+asymptotic covariance of <code>IC</code> under <code>L2Fam</code> read off from corresp. <code>Risks</code> slot. </dd>
+<dt>IC = "TotalVarIC", risk = "asCov", neighbor = "missing", L2Fam = "L2ParamFamily"</dt><dd>
+asymptotic covariance of <code>IC</code> read off from corresp. <code>Risks</code> slot,
+resp. if this is <code>NULL</code> calculates it via <code></code>.</dd>
</dl>
+</p>
+
<h3>Note</h3>
-<p>
-This generic function is still under construction.
-</p>
+<p>This generic function is still under construction.</p>
<h3>Author(s)</h3>
-<p>
-Peter Ruckdeschel <a href="mailto:Peter.Ruckdeschel at itwm.fraunhofer.de">Peter.Ruckdeschel at itwm.fraunhofer.de</a>
-</p>
+<p>Peter Ruckdeschel <a href="mailto:Peter.Ruckdeschel at itwm.fraunhofer.de">Peter.Ruckdeschel at itwm.fraunhofer.de</a></p>
<h3>References</h3>
@@ -126,9 +125,7 @@
<h3>See Also</h3>
-<p>
-<code><a href="getRiskIC-methods.html">getRiskIC-methods</a></code>, <code><a onclick="findlink('RobAStBase', 'InfRobModel-class.html')" style="text-decoration: underline; color: blue; cursor: hand">InfRobModel-class</a></code>
-</p>
+<p><code><a href="getRiskIC.html">getRiskIC</a></code>, <code><a onclick="findlink('RobAStBase', 'InfRobModel-class.html')" style="text-decoration: underline; color: blue; cursor: hand">InfRobModel-class</a></code></p>
<script Language="JScript">
function findlink(pkg, fn) {
@@ -140,7 +137,5 @@
}
</script>
-
<hr><div align="center">[Package <em>ROptEst</em> version 0.7 <a href="00Index.html">Index</a>]</div>
-
</body></html>
Modified: branches/robast-0.7/pkg/ROptEst/chm/leastFavorableRadius.html
===================================================================
--- branches/robast-0.7/pkg/ROptEst/chm/leastFavorableRadius.html 2009-09-05 10:58:07 UTC (rev 375)
+++ branches/robast-0.7/pkg/ROptEst/chm/leastFavorableRadius.html 2009-09-10 19:13:13 UTC (rev 376)
@@ -30,7 +30,8 @@
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/robast -r 376
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