[Robast-commits] r436 - in branches: . robast-0.9 robast-0.9/pkg/ROptEst robast-0.9/pkg/ROptEst/inst robast-0.9/pkg/ROptEst/man robast-0.9/pkg/ROptEstOld robast-0.9/pkg/ROptEstOld/inst robast-0.9/pkg/ROptRegTS robast-0.9/pkg/ROptRegTS/inst robast-0.9/pkg/RandVar robast-0.9/pkg/RandVar/inst robast-0.9/pkg/RandVar/man robast-0.9/pkg/RobAStBase robast-0.9/pkg/RobAStBase/R robast-0.9/pkg/RobAStBase/inst robast-0.9/pkg/RobAStBase/man robast-0.9/pkg/RobLox robast-0.9/pkg/RobLox/inst robast-0.9/pkg/RobLox/man robast-0.9/pkg/RobLoxBioC robast-0.9/pkg/RobLoxBioC/inst robast-0.9/pkg/RobLoxBioC/man robast-0.9/pkg/RobRex robast-0.9/pkg/RobRex/inst
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Dec 2 14:59:11 CET 2010
Author: ruckdeschel
Date: 2010-12-02 14:59:11 +0100 (Thu, 02 Dec 2010)
New Revision: 436
Added:
branches/robast-0.9/
branches/robast-0.9/README
branches/robast-0.9/pkg/
branches/robast-0.9/pkg/ROptEst/DESCRIPTION
branches/robast-0.9/pkg/ROptEst/inst/NEWS
branches/robast-0.9/pkg/ROptEst/man/0ROptEst-package.Rd
branches/robast-0.9/pkg/ROptEstOld/DESCRIPTION
branches/robast-0.9/pkg/ROptEstOld/inst/NEWS
branches/robast-0.9/pkg/ROptRegTS/DESCRIPTION
branches/robast-0.9/pkg/ROptRegTS/inst/NEWS
branches/robast-0.9/pkg/RandVar/DESCRIPTION
branches/robast-0.9/pkg/RandVar/inst/NEWS
branches/robast-0.9/pkg/RandVar/man/0RandVar-package.Rd
branches/robast-0.9/pkg/RobAStBase/DESCRIPTION
branches/robast-0.9/pkg/RobAStBase/R/ddPlot.R
branches/robast-0.9/pkg/RobAStBase/R/ddPlot_utils.R
branches/robast-0.9/pkg/RobAStBase/R/qqplot.R
branches/robast-0.9/pkg/RobAStBase/inst/NEWS
branches/robast-0.9/pkg/RobAStBase/man/0RobAStBase-package.Rd
branches/robast-0.9/pkg/RobAStBase/man/cutoff-class.Rd
branches/robast-0.9/pkg/RobAStBase/man/cutoff.Rd
branches/robast-0.9/pkg/RobAStBase/man/ddPlot-methods.Rd
branches/robast-0.9/pkg/RobAStBase/man/internals_ddPlot.Rd
branches/robast-0.9/pkg/RobAStBase/man/qqplot.Rd
branches/robast-0.9/pkg/RobLox/DESCRIPTION
branches/robast-0.9/pkg/RobLox/inst/NEWS
branches/robast-0.9/pkg/RobLox/man/0RobLox-package.Rd
branches/robast-0.9/pkg/RobLoxBioC/DESCRIPTION
branches/robast-0.9/pkg/RobLoxBioC/inst/NEWS
branches/robast-0.9/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd
branches/robast-0.9/pkg/RobRex/DESCRIPTION
branches/robast-0.9/pkg/RobRex/inst/NEWS
branches/robast-0.9/www/
Removed:
branches/robast-0.9/pkg/ROptEst/DESCRIPTION
branches/robast-0.9/pkg/ROptEst/inst/NEWS
branches/robast-0.9/pkg/ROptEst/man/0ROptEst-package.Rd
branches/robast-0.9/pkg/ROptEstOld/DESCRIPTION
branches/robast-0.9/pkg/ROptEstOld/inst/NEWS
branches/robast-0.9/pkg/ROptRegTS/DESCRIPTION
branches/robast-0.9/pkg/ROptRegTS/inst/NEWS
branches/robast-0.9/pkg/RandVar/DESCRIPTION
branches/robast-0.9/pkg/RandVar/inst/NEWS
branches/robast-0.9/pkg/RandVar/man/0RandVar-package.Rd
branches/robast-0.9/pkg/RobAStBase/DESCRIPTION
branches/robast-0.9/pkg/RobAStBase/R/ddPlot.R
branches/robast-0.9/pkg/RobAStBase/R/ddPlot_utils.R
branches/robast-0.9/pkg/RobAStBase/R/qqplot.R
branches/robast-0.9/pkg/RobAStBase/inst/NEWS
branches/robast-0.9/pkg/RobAStBase/man/0RobAStBase-package.Rd
branches/robast-0.9/pkg/RobAStBase/man/cutoff-class.Rd
branches/robast-0.9/pkg/RobAStBase/man/cutoff.Rd
branches/robast-0.9/pkg/RobAStBase/man/ddPlot-methods.Rd
branches/robast-0.9/pkg/RobAStBase/man/internals_ddPlot.Rd
branches/robast-0.9/pkg/RobAStBase/man/qqplot.Rd
branches/robast-0.9/pkg/RobLox/DESCRIPTION
branches/robast-0.9/pkg/RobLox/inst/NEWS
branches/robast-0.9/pkg/RobLox/man/0RobLox-package.Rd
branches/robast-0.9/pkg/RobLoxBioC/DESCRIPTION
branches/robast-0.9/pkg/RobLoxBioC/inst/NEWS
branches/robast-0.9/pkg/RobLoxBioC/man/0RobLoxBioC-package.Rd
branches/robast-0.9/pkg/RobRex/DESCRIPTION
branches/robast-0.9/pkg/RobRex/inst/NEWS
Log:
created new branch robast-0.9
Copied: branches/robast-0.9/README (from rev 429, branches/robast-0.8/README)
===================================================================
--- branches/robast-0.9/README (rev 0)
+++ branches/robast-0.9/README 2010-12-02 13:59:11 UTC (rev 436)
@@ -0,0 +1,49 @@
+ R-Forge SVN README
+
+
+(See "http://download.r-forge.r-project.org/manuals/R-Forge_Manual.pdf"
+ for detailed information on registering a new project.
+
+1. Introduction
+-----------------------------------------------------------------------
+R is free software distributed under a GNU-style copyleft. R-Forge is
+a service for R users and package developers providing certain tools
+for collaborative source code management.
+
+2. The directory you're in
+-----------------------------------------------------------------------
+This is the repository of your project. It contains two important
+pre-defined directories namely 'www' and 'pkg'. They must not be
+deleted otherwise R-Forge's core functionality will not be available
+(daily check and build of your package or project websites).
+These two directories are standardized and therefore are going to be
+described in this README. The rest of your repository can be used as
+you like.
+
+3. 'pkg' directory
+-----------------------------------------------------------------------
+Typically this directory contains the R package with the usual
+DESCRIPTION and R/, man/, data/ directories etc (see 'Writing R
+Extension' for more details). In the future it will also be possible to
+have multiple packages managed by a control file, however currently
+this feature is still under development).
+
+Furthermore, this directory will be checked out daily, the package is
+checked and if it passes this procedure it is build and made available at
+http://R-Forge.R-project.org/src/contrib/ (as source tar.gz and win32
+.zip). It should be possible to install the package via
+install.packages("foo",url="R-Forge.R-project.org") within R
+then.
+
+4. 'www' directory
+-----------------------------------------------------------------------
+This directory contains your project homepage which is available at
+http://<projectname>.R-Forge.R-project.org.
+Note that it will be checked out daily, so please take
+into consideration that it will not be available right after you
+commit your changes or updates.
+
+5. Help
+-----------------------------------------------------------------------
+If you need help don't hesitate to contact us
+(R-Forge at R-project.org)
Deleted: branches/robast-0.9/pkg/ROptEst/DESCRIPTION
===================================================================
--- branches/robast-0.8/pkg/ROptEst/DESCRIPTION 2010-10-18 17:50:32 UTC (rev 429)
+++ branches/robast-0.9/pkg/ROptEst/DESCRIPTION 2010-12-02 13:59:11 UTC (rev 436)
@@ -1,14 +0,0 @@
-Package: ROptEst
-Version: 0.8
-Date: 2009-11-01
-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
-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: {$LastChangedRevision$}
Copied: branches/robast-0.9/pkg/ROptEst/DESCRIPTION (from rev 430, branches/robast-0.8/pkg/ROptEst/DESCRIPTION)
===================================================================
--- branches/robast-0.9/pkg/ROptEst/DESCRIPTION (rev 0)
+++ branches/robast-0.9/pkg/ROptEst/DESCRIPTION 2010-12-02 13:59:11 UTC (rev 436)
@@ -0,0 +1,18 @@
+Package: ROptEst
+Version: 0.9
+Date: 2010-12-02
+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
+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: 2010-10-20 15:04:32 +0200 (Mi, 20
+ Okt 2010) $}
+LastChangedRevision: {$LastChangedRevision$}
+SVNRevision: 429
Deleted: branches/robast-0.9/pkg/ROptEst/inst/NEWS
===================================================================
--- branches/robast-0.8/pkg/ROptEst/inst/NEWS 2010-10-18 17:50:32 UTC (rev 429)
+++ branches/robast-0.9/pkg/ROptEst/inst/NEWS 2010-12-02 13:59:11 UTC (rev 436)
@@ -1,202 +0,0 @@
-###############################################################################
-## News: to package ROptEst
-###############################################################################
-
-(first two numbers of package versions do not necessarily reflect
- package-individual development, but rather are chosen for the
- RobAStXXX family as a whole in order to ease updating "depends"
- information)
-
-#######################################
-version 0.7
-#######################################
-
-USER-VISIBLE CHANGES:
-
-
-*** DUALITY BASED optIC-ALGORITHM
-
--> optional use of alternative algorithm to obtain Lagrange multipliers
- using duality based optimization
--> rewritten algorithm:
-+ getInfRob_asGRisk.R now have both an iterative and an optimization
-+ getInfRob_asHampel.R algorithm to obtain Lagrange Multipliers;
- --- i.e. depending on argument OptOrIter (default: iteration as before...)
- they call getLagrangeMultByOptim resp. getLagrangeMultByIter
- (unfortunately: optimization is slow; only L-BFGS-B works satisfactory)
-+ getInfLM now gains (unfortunately not a good idea as to speed!) the new
- MSE - optimization routines for obtaining LagrangeMultipliers
-
-*** optIC Solution for general trafo / with nuisance
-
-+ we now can digest case p=1, k>1 for asymmetric biastypes as well as for total variation
-+ implemented lower Case solution for *=v p=1 k>1
-+ roptest gains arguments withUpdateInKer, IC.UpdateInKer, na.rm
-
-*** others
-
-+ added argument fsCor to function roptest enabling a finite-sample correction of the radius ...
-+ added QQ plots in examples to roptest
-
-SCRIPTS
-
-+ all scripts do run now without (obvious) error ---
- at the exception of NormalLocationScaleModel.R ---
- and there the radiusminimax solution for self-standardization ...
-+ in script GammaModel.R, added comment due to new E method in distrEx
- which increases precision of certain computations.
-+ scripts in part now with R output in comment
-+ new example with k=15 steps in script PoissonModel.R
-+ example for lower Case solution for *=v p=1 k>1 added in script NormalLocationScaleModel.R
-+ new example for trafo-based model in script NormalLocationScaleModel.R
-+ inserted some new lines in script NormalLocationScaleModel.R
- --- now has an example with nuisance parameters
-
-GENERAL ENHANCEMENTS:
-
-+ added tests/Examples folder with file ROptEst-Ex.Rout.save to have
- some automatic testing
-+ added TOBEDONE (sic!) files; in English (for possible collaborators)
-+ added keyword robust and made some minor corrections ...
-+ added/updated NEWS files, updated CITATION files using code by A. Zeileis
-
-+ Rd-parsing:
- * patch for Brian Ripley's
- Re: [Rd] Warning: missing text for item ... in \describe?
- * fixed errors / warnings in .Rd files detected by parser 2
- (c.f. [Rd] More intensive checking of R help files, Prof Brian Ripley, 09.01.2009 10:25)
-
-+ svn-revision-tags
- * added in all DESCRIPTION files
- * added field "Encoding: latin1" to all DESCRIPTION files because
- substituting $LastChangedDate by svn would cause problems for
- packages built under Windows (German) local when checking under Linux.
-
-+ removed pdf-file from version control - Rnw-file is sufficient
-
-
-INTERNALLY:
-
-+ k dimension / p dimension -- trafo & nuisance
- * lower case and Hampel now seem to work with trafo
- * in getInfRob_asHampel: added argument checkBounds, setting this to FALSE
- clearly speeds up computations for asHampel Risk
- * cniper contamination now also available for partial ICs
- * slightly modified b search range in MSE problem -- in the hope it will do
- for Totalvariation neighborhood, p=1, k>1
- * new: getAsRisk for "asBias", "RealRandVariable", "TotalVarNeighborhood" and "ANY"
- * getModifyIC has been changed so that also nuisance parameter models
- can be covered.
-
-+ new IC algorithm
- * upper by default is now set to NULL in getInfRobIC_asGRisk, getInfRobIC_asHampel, getIneffDiff
- * slightly modified b search range in MSE problem -- in the hope it will do
- for Totalvariation neighborhood, p=1, k>1
- * outsourced several steps in getInfRob_asGRisk.R and getInfRob_asHampel.R
- into internal, non-exported functions
- .getLowUpB() .getLowerSol() .getUpperSol() .checkUpLow()
- * radiusMinimaxIC gains argument loRad0 to be able to adjust
- the lower search bound (for getIneffDiff) case by case.
- * getInfCent, getInfGamma
- - uses getLow/getUp now
- - changed search interval for getInfCent Totalvariation one-dim
- - use of lower.tail = FALSE instead of 1-p in
- * verbosity:
- - for rob.-opt. ICs: in verbose mode now an automatic check for [p]IC is done
- - optIC, getIneffDiff, getInfLM, getInfRob,
- leastFavorableRadius, .LowerCaseMultivariate.R[TV],
- radiusMinimaxIC gain default NULL for argument verbose
- in these function we check for is.null and if so set it
- to getRobAStBaseOption("all.verbose")
- - new helper function .checkPIC for checking within getInfRobIC
- - work on pretty printing if verbose == TRUE, ...
- - 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
- * changed detault search interval for r in radiusMinimaxIC.R
- * changed default search interval for b in getInfRobIC_asGRisk (one-dim)
- * getLagrangeMultBy[...]() gain arg a.start to transmit the actual
- centering / clipping modification in transformed models
-
-+ Risk slot
- * made Risk slot slightly more consistent (no longer double asMSE),
- in particular in case there is no convergence.
-
-+ roptest
- * now has an argument initial.est.ArgList to transmit arguments
- for a call to initial.est (for those familiar with it:
- similarly to startEstArgList in roptest.gpareto...)
- * roptest gains arguments withUpdateInKer, IC.UpdateInKer, na.rm
-
-+ getmodifyIC
- * new generic scaleUpdateIC for scale-Update in
- location/scale/locscale models
- -> to avoid similar code for the many variants
- ScaleModel, LocationScaleModel, LocationUnknownScaleModel,
- ScaleUnknownLocationModel; in the latter two also
- totalvariation nbds are allowed
- * getModifyIC gains ... argument
- and for signature((L2FamIC = "L2ParamFamily",
- neighbor = "Neighborhood", risk ="asRisk")
- inserts a verbose= getRobAStBaseOption("all.verbose")
- into modifyIC-slot
-
-
-BUGFIXES:
-
-
-+ scripts
- * two minor buglets in scripts NormalLocationScaleModel.R & UnderOverShootRisk.R
- * small shape parameters in GammaModel.R
- lead to functions which are hard to integrate numerically;
- added some code to demonstrate this ...
-
-+ k dimension / p dimension issues
- * fixed issues with polymorph nature of slot param of ParamFamParameter:
- now we can determine opt-rob ICs for trafos; annotation gets right;
- see example(comparePlot)
- * Symmetry slots did not work correctly for non-trivial trafos
- (at least would have to be reworked); now: all entries are computed
- * in ..asHampel: bmax had to be converted to matrix in case p=1, k>1
-
-+ new IC algorithm issues
- * in MSE-method (as iter <= 1 always), clipping bounds in weights
- in Total Variation case (p=1, k>1) were never updated
- -> new helper functino .isVirginW
- * small bugs removed in getInfRobIC_asGRisk, getInfRobIC_asHampel, getInfClip
- * std (standardization in non-standard norms) was not updated correctly in getLagrangeMultBy[...]
-
-+ roptest
- * modifies slot start of return value to become initial.est argument
-
-+ others:
- * definition of weight was missing in getInfRobIC_asCov.R
- * small bug in getAsRisk. Now radiusMinimaxIC works for models with trafo.
- * corrected a simple bug in scaleUpdateIC for UncondNeighborhoods
- * fixed an error in getModifyIC in the computation of the transferred risks
- * fixed a buglet in getModifyIC.R:
- had to cast out a second appearance of argument verbose (within ...) ...
- * getAsRisk for "asBias", "RealRandVariable", "ContNeighborhood" and "ANY"
- was lacking argument Finfo and did not check for verbose
- * minor documentation bug in radiusMinimaxIC.Rd
-
-
-TO BE CHECKED
-
-+ remains to be done: self standardization does not yet work...
-+ total variation nbd: case 1=p<k works but still some checking needed.
-+ to be checked: symm for total variation
-
-
-
-#######################################
-version 0.6.2
-#######################################
-+ added functions to compute and plot cniper contamination and cniper points,
- respectively.
-+ introduced option("newDevice") to control new opening of graphic devices
-+ use of on.exit() to restore old settings for options() and par() at the end
- of functions
-+ introduction of NEWS-file
-+ update of CITATION-file (based on code provided by A. Zeileis on R help)
\ No newline at end of file
Copied: branches/robast-0.9/pkg/ROptEst/inst/NEWS (from rev 435, branches/robast-0.8/pkg/ROptEst/inst/NEWS)
===================================================================
--- branches/robast-0.9/pkg/ROptEst/inst/NEWS (rev 0)
+++ branches/robast-0.9/pkg/ROptEst/inst/NEWS 2010-12-02 13:59:11 UTC (rev 436)
@@ -0,0 +1,289 @@
+###############################################################################
+## News: to package ROptEst
+###############################################################################
+
+(first two numbers of package versions do not necessarily reflect
+ package-individual development, but rather are chosen for the
+ RobAStXXX family as a whole in order to ease updating "depends"
+ information)
+
+#######################################
+version 0.8
+#######################################
+
+USER-VISIBLE CHANGES:
+
+ functions/classes:
+ + added new Risk class asAnscombe for determining OBRE to given ARE in
+ the ideal model
+ + now Anscombe-Risk also works with information standardization
+ ( but is not suited for self-standardization!)
+
+ + new risk asL1 asL4 (for asy. mean absolute error and asy mean power 4 error)
+ with generators etc
+
+ + new method get.asGRisk.fct to obtain a function in r,s,b (s=var^.5)
+ to compute respective as. G-Risk
+
+ + getAsRisk now has (almost) the same signature for different methods
+ (so that in can easily be called when the actual risk is not clear)
+
+ + new helper methods makeIC to apply to functions or list of functions
+ for easily producing (suboptimal) ICs
+
+ + new function getReq for two ICs IC1 and IC2 to compute a radius
+ interval where IC1 is better than IC2 acc. to G-Risk
+
+ + new function getMaxIneff() to compute for any IC of class
+ 'IC' the maximal inefficiency on r in [0,Inf)
+
+ scripts/examples:
+ + uploaded Script for NbinomFamily
+ + added demo script for Normal Location case
+ + added calls to getMaxIneff() and getReq() in script to Normal Location
+ + examples for asAnscombe (see examples in inst folder (Binomial, Gamma, Nbinom,
+ NormalLocationScale, NormalScale, Poisson);
+ + Integrated new example to getReq.Rd and new script AnscombeOrNot.R
+
+ + some modifications/additions needed for the revised version
+ of the corresponding manuscript.
+ names of added scripts were wrong ...
+
+ documentation:
+ + new references included in help files
+ + DESCRIPTION files and package-help files gain a tag SVNRevision
+ to be filled by get[All]RevNr.R from utils in distr
+
+ enhancements:
+ + filled Feature Request #919 /
+ cniperPointPlot now digests arbitrary plot arguments.
+
+
+BUG FIXES
+
+ + fixed an issue with lower case solution in
+ information/self-standardization;
+
+ + committed some missing Rd files for Anscombe class
+ + fixed some bug in Anscombe-risk for univariate L2deriv
+
+ + fixed a bug in multivariate version of getMaxIneff()
+ included respective examples to Rd file (with sin,cos-IC)
+ + a buglet in getInfClip.R
+
+ + fixed the asL1, asL4 issue --- getInfGamma beforehand was
+ defined for asMSE not for asGRisk
+
+ + fixed two bugs in calculation of risks:
+ trAsCov and asCov (for total variation)
+
+ + fixed a little bug in comparePlot if we want to plot pIC's
+
+ + fixed a buglet in asL1 asL4 risks
+
+ + fixed yet another buglet in asL1 risks
+
+ + fixed a little bug in getMaxIneff.R
+ + lower and upper interval bounds for search in clipping height
+ in getInfRobIC_asGRisk.R are now selected differently for
+ univariate L2-deriv according to whether risk is asMSE() or not
+
+ + for restoring old par() values, not all attributes may
+ be set; hence deleted them from stored value in plot
+ functions by something like
+ opar$cin <- opar$cra <- opar$csi <- opar$cxy <- opar$din <- NULL
+
+
+#######################################
+version 0.7
+#######################################
+
+USER-VISIBLE CHANGES:
+
+
+*** DUALITY BASED optIC-ALGORITHM
+
+-> optional use of alternative algorithm to obtain Lagrange multipliers
+ using duality based optimization
+-> rewritten algorithm:
++ getInfRob_asGRisk.R now have both an iterative and an optimization
++ getInfRob_asHampel.R algorithm to obtain Lagrange Multipliers;
+ --- i.e. depending on argument OptOrIter (default: iteration as before...)
+ they call getLagrangeMultByOptim resp. getLagrangeMultByIter
+ (unfortunately: optimization is slow; only L-BFGS-B works satisfactory)
++ getInfLM now gains (unfortunately not a good idea as to speed!) the new
+ MSE - optimization routines for obtaining LagrangeMultipliers
+
+*** optIC Solution for general trafo / with nuisance
+
++ we now can digest case p=1, k>1 for asymmetric biastypes as well as for total variation
++ implemented lower Case solution for *=v p=1 k>1
++ roptest gains arguments withUpdateInKer, IC.UpdateInKer, na.rm
+
+*** others
+
++ added argument fsCor to function roptest enabling a finite-sample correction of the radius ...
++ added QQ plots in examples to roptest
+
+SCRIPTS
+
++ all scripts do run now without (obvious) error ---
+ at the exception of NormalLocationScaleModel.R ---
+ and there the radiusminimax solution for self-standardization ...
++ in script GammaModel.R, added comment due to new E method in distrEx
+ which increases precision of certain computations.
++ scripts in part now with R output in comment
++ new example with k=15 steps in script PoissonModel.R
++ example for lower Case solution for *=v p=1 k>1 added in script NormalLocationScaleModel.R
++ new example for trafo-based model in script NormalLocationScaleModel.R
++ inserted some new lines in script NormalLocationScaleModel.R
+ --- now has an example with nuisance parameters
+
+GENERAL ENHANCEMENTS:
+
++ added tests/Examples folder with file ROptEst-Ex.Rout.save to have
+ some automatic testing
++ added TOBEDONE (sic!) files; in English (for possible collaborators)
++ added keyword robust and made some minor corrections ...
++ added/updated NEWS files, updated CITATION files using code by A. Zeileis
+
++ Rd-parsing:
+ * patch for Brian Ripley's
+ Re: [Rd] Warning: missing text for item ... in \describe?
+ * fixed errors / warnings in .Rd files detected by parser 2
+ (c.f. [Rd] More intensive checking of R help files, Prof Brian Ripley, 09.01.2009 10:25)
+
++ svn-revision-tags
+ * added in all DESCRIPTION files
+ * added field "Encoding: latin1" to all DESCRIPTION files because
+ substituting $LastChangedDate by svn would cause problems for
+ packages built under Windows (German) local when checking under Linux.
+
++ removed pdf-file from version control - Rnw-file is sufficient
+
+
+INTERNALLY:
+
++ k dimension / p dimension -- trafo & nuisance
+ * lower case and Hampel now seem to work with trafo
+ * in getInfRob_asHampel: added argument checkBounds, setting this to FALSE
+ clearly speeds up computations for asHampel Risk
+ * cniper contamination now also available for partial ICs
+ * slightly modified b search range in MSE problem -- in the hope it will do
+ for Totalvariation neighborhood, p=1, k>1
+ * new: getAsRisk for "asBias", "RealRandVariable", "TotalVarNeighborhood" and "ANY"
+ * getModifyIC has been changed so that also nuisance parameter models
+ can be covered.
+
++ new IC algorithm
+ * upper by default is now set to NULL in getInfRobIC_asGRisk, getInfRobIC_asHampel, getIneffDiff
+ * slightly modified b search range in MSE problem -- in the hope it will do
+ for Totalvariation neighborhood, p=1, k>1
+ * outsourced several steps in getInfRob_asGRisk.R and getInfRob_asHampel.R
+ into internal, non-exported functions
+ .getLowUpB() .getLowerSol() .getUpperSol() .checkUpLow()
+ * radiusMinimaxIC gains argument loRad0 to be able to adjust
+ the lower search bound (for getIneffDiff) case by case.
+ * getInfCent, getInfGamma
+ - uses getLow/getUp now
+ - changed search interval for getInfCent Totalvariation one-dim
+ - use of lower.tail = FALSE instead of 1-p in
+ * verbosity:
+ - for rob.-opt. ICs: in verbose mode now an automatic check for [p]IC is done
+ - optIC, getIneffDiff, getInfLM, getInfRob,
+ leastFavorableRadius, .LowerCaseMultivariate.R[TV],
+ radiusMinimaxIC gain default NULL for argument verbose
+ in these function we check for is.null and if so set it
+ to getRobAStBaseOption("all.verbose")
+ - new helper function .checkPIC for checking within getInfRobIC
+ - work on pretty printing if verbose == TRUE, ...
+ - 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
+ * changed detault search interval for r in radiusMinimaxIC.R
+ * changed default search interval for b in getInfRobIC_asGRisk (one-dim)
+ * getLagrangeMultBy[...]() gain arg a.start to transmit the actual
+ centering / clipping modification in transformed models
+
++ Risk slot
+ * made Risk slot slightly more consistent (no longer double asMSE),
+ in particular in case there is no convergence.
+
++ roptest
+ * now has an argument initial.est.ArgList to transmit arguments
+ for a call to initial.est (for those familiar with it:
+ similarly to startEstArgList in roptest.gpareto...)
+ * roptest gains arguments withUpdateInKer, IC.UpdateInKer, na.rm
+
++ getmodifyIC
+ * new generic scaleUpdateIC for scale-Update in
+ location/scale/locscale models
+ -> to avoid similar code for the many variants
+ ScaleModel, LocationScaleModel, LocationUnknownScaleModel,
+ ScaleUnknownLocationModel; in the latter two also
+ totalvariation nbds are allowed
+ * getModifyIC gains ... argument
+ and for signature((L2FamIC = "L2ParamFamily",
+ neighbor = "Neighborhood", risk ="asRisk")
+ inserts a verbose= getRobAStBaseOption("all.verbose")
+ into modifyIC-slot
+
+
+BUGFIXES:
+
+
++ scripts
+ * two minor buglets in scripts NormalLocationScaleModel.R & UnderOverShootRisk.R
+ * small shape parameters in GammaModel.R
+ lead to functions which are hard to integrate numerically;
+ added some code to demonstrate this ...
+
++ k dimension / p dimension issues
+ * fixed issues with polymorph nature of slot param of ParamFamParameter:
+ now we can determine opt-rob ICs for trafos; annotation gets right;
+ see example(comparePlot)
+ * Symmetry slots did not work correctly for non-trivial trafos
+ (at least would have to be reworked); now: all entries are computed
+ * in ..asHampel: bmax had to be converted to matrix in case p=1, k>1
+
++ new IC algorithm issues
+ * in MSE-method (as iter <= 1 always), clipping bounds in weights
+ in Total Variation case (p=1, k>1) were never updated
+ -> new helper functino .isVirginW
+ * small bugs removed in getInfRobIC_asGRisk, getInfRobIC_asHampel, getInfClip
+ * std (standardization in non-standard norms) was not updated correctly in getLagrangeMultBy[...]
+
++ roptest
+ * modifies slot start of return value to become initial.est argument
+
++ others:
+ * definition of weight was missing in getInfRobIC_asCov.R
+ * small bug in getAsRisk. Now radiusMinimaxIC works for models with trafo.
+ * corrected a simple bug in scaleUpdateIC for UncondNeighborhoods
+ * fixed an error in getModifyIC in the computation of the transferred risks
+ * fixed a buglet in getModifyIC.R:
+ had to cast out a second appearance of argument verbose (within ...) ...
+ * getAsRisk for "asBias", "RealRandVariable", "ContNeighborhood" and "ANY"
+ was lacking argument Finfo and did not check for verbose
+ * minor documentation bug in radiusMinimaxIC.Rd
+
+
+TO BE CHECKED
+
++ remains to be done: self standardization does not yet work...
++ total variation nbd: case 1=p<k works but still some checking needed.
++ to be checked: symm for total variation
+
+
+
+#######################################
+version 0.6.2
+#######################################
++ added functions to compute and plot cniper contamination and cniper points,
+ respectively.
++ introduced option("newDevice") to control new opening of graphic devices
++ use of on.exit() to restore old settings for options() and par() at the end
+ of functions
++ introduction of NEWS-file
++ update of CITATION-file (based on code provided by A. Zeileis on R help)
\ No newline at end of file
Deleted: branches/robast-0.9/pkg/ROptEst/man/0ROptEst-package.Rd
===================================================================
--- branches/robast-0.8/pkg/ROptEst/man/0ROptEst-package.Rd 2010-10-18 17:50:32 UTC (rev 429)
+++ branches/robast-0.9/pkg/ROptEst/man/0ROptEst-package.Rd 2010-12-02 13:59:11 UTC (rev 436)
@@ -1,71 +0,0 @@
-\name{ROptEst-package}
-\alias{ROptEst-package}
-\alias{ROptEst}
-\docType{package}
-\title{
-Optimally robust estimation
-}
-\description{
-Optimally robust estimation in general smoothly parameterized models
-using S4 classes and methods.
-}
-\details{
-\tabular{ll}{
-Package: \tab ROptEst \cr
-Version: \tab 0.8 \cr
-Date: \tab 2009-11-01 \cr
-Depends: \tab R(>= 2.7.0), methods, distr(>= 2.0), distrEx(>= 2.0), distrMod(>= 2.0), RandVar(>= 0.6.4), RobAStBase \cr
-LazyLoad: \tab yes \cr
-License: \tab LGPL-3 \cr
-URL: \tab http://robast.r-forge.r-project.org/\cr
-}
-}
-\author{
-Peter Ruckdeschel \email{Peter.Ruckdeschel at itwm.fraunhofer.de},\cr%
-Matthias Kohl \email{Matthias.Kohl at stamats.de}\cr
-
-Maintainer: Matthias Kohl \email{matthias.kohl at stamats.de}}
-\references{
- M. Kohl (2005). Numerical Contributions to the Asymptotic Theory of Robustness.
- Dissertation. University of Bayreuth.
-}
-\seealso{
-\code{\link[distr:0distr-package]{distr-package}},
-\code{\link[distrEx:0distrEx-package]{distrEx-package}},
-\code{\link[distrMod:0distrMod-package]{distrMod-package}},
-\code{\link[RandVar:0RandVar-package]{RandVar-package}},
-\code{\link[RobAStBase:0RobAStBase-package]{RobAStBase-package}}
-}
-\section{Package versions}{
-Note: The first two numbers of package versions do not necessarily reflect
- package-individual development, but rather are chosen for the
- RobAStXXX family as a whole in order to ease updating "depends"
- information.
-}
-\examples{
-library(ROptEst)
-
-## Example: Rutherford-Geiger (1910); cf. Feller~(1968), Section VI.7 (a)
-x <- c(rep(0, 57), rep(1, 203), rep(2, 383), rep(3, 525), rep(4, 532),
- rep(5, 408), rep(6, 273), rep(7, 139), rep(8, 45), rep(9, 27),
- rep(10, 10), rep(11, 4), rep(12, 0), rep(13, 1), rep(14, 1))
-
-## ML-estimate from package distrMod
-MLest <- MLEstimator(x, PoisFamily())
-MLest
-## confidence interval based on CLT
-confint(MLest)
-
-## compute optimally (w.r.t to MSE) robust estimator (unknown contamination)
-robest <- roptest(x, PoisFamily(), eps.upper = 0.1, steps = 3)
-estimate(robest)
-## check influence curve
-checkIC(pIC(robest))
-## plot influence curve
-plot(pIC(robest))
-## confidence interval based on LAN - neglecting bias
-confint(robest)
-## confidence interval based on LAN - including bias
-confint(robest, method = symmetricBias())
-}
-\keyword{package}
Copied: branches/robast-0.9/pkg/ROptEst/man/0ROptEst-package.Rd (from rev 430, branches/robast-0.8/pkg/ROptEst/man/0ROptEst-package.Rd)
===================================================================
--- branches/robast-0.9/pkg/ROptEst/man/0ROptEst-package.Rd (rev 0)
+++ branches/robast-0.9/pkg/ROptEst/man/0ROptEst-package.Rd 2010-12-02 13:59:11 UTC (rev 436)
@@ -0,0 +1,73 @@
+\name{ROptEst-package}
+\alias{ROptEst-package}
+\alias{ROptEst}
+\docType{package}
+\title{
+Optimally robust estimation
+}
+\description{
+Optimally robust estimation in general smoothly parameterized models
+using S4 classes and methods.
+}
+\details{
+\tabular{ll}{
+Package: \tab ROptEst \cr
+Version: \tab 0.9 \cr
+Date: \tab 2010-12-02 \cr
+Depends: \tab R(>= 2.7.0), methods, distr(>= 2.0), distrEx(>= 2.0),
+distrMod(>= 2.0), RandVar(>= 0.6.4), RobAStBase \cr
+LazyLoad: \tab yes \cr
+License: \tab LGPL-3 \cr
+URL: \tab http://robast.r-forge.r-project.org/\cr
+SVNRevision: \tab 429 \cr
+}
+}
+\author{
+Peter Ruckdeschel \email{Peter.Ruckdeschel at itwm.fraunhofer.de},\cr%
+Matthias Kohl \email{Matthias.Kohl at stamats.de}\cr
+
+Maintainer: Matthias Kohl \email{matthias.kohl at stamats.de}}
+\references{
+ M. Kohl (2005). Numerical Contributions to the Asymptotic Theory of Robustness.
+ Dissertation. University of Bayreuth.
+}
+\seealso{
+\code{\link[distr:0distr-package]{distr-package}},
+\code{\link[distrEx:0distrEx-package]{distrEx-package}},
+\code{\link[distrMod:0distrMod-package]{distrMod-package}},
+\code{\link[RandVar:0RandVar-package]{RandVar-package}},
+\code{\link[RobAStBase:0RobAStBase-package]{RobAStBase-package}}
+}
+\section{Package versions}{
+Note: The first two numbers of package versions do not necessarily reflect
+ package-individual development, but rather are chosen for the
+ RobAStXXX family as a whole in order to ease updating "depends"
+ information.
+}
+\examples{
+library(ROptEst)
+
+## Example: Rutherford-Geiger (1910); cf. Feller~(1968), Section VI.7 (a)
+x <- c(rep(0, 57), rep(1, 203), rep(2, 383), rep(3, 525), rep(4, 532),
+ rep(5, 408), rep(6, 273), rep(7, 139), rep(8, 45), rep(9, 27),
+ rep(10, 10), rep(11, 4), rep(12, 0), rep(13, 1), rep(14, 1))
+
+## ML-estimate from package distrMod
+MLest <- MLEstimator(x, PoisFamily())
+MLest
+## confidence interval based on CLT
+confint(MLest)
+
+## compute optimally (w.r.t to MSE) robust estimator (unknown contamination)
+robest <- roptest(x, PoisFamily(), eps.upper = 0.1, steps = 3)
+estimate(robest)
+## check influence curve
+checkIC(pIC(robest))
+## plot influence curve
+plot(pIC(robest))
+## confidence interval based on LAN - neglecting bias
+confint(robest)
+## confidence interval based on LAN - including bias
+confint(robest, method = symmetricBias())
+}
+\keyword{package}
Deleted: branches/robast-0.9/pkg/ROptEstOld/DESCRIPTION
===================================================================
--- branches/robast-0.8/pkg/ROptEstOld/DESCRIPTION 2010-10-18 17:50:32 UTC (rev 429)
+++ branches/robast-0.9/pkg/ROptEstOld/DESCRIPTION 2010-12-02 13:59:11 UTC (rev 436)
@@ -1,15 +0,0 @@
-Package: ROptEstOld
-Version: 0.8
-Date: 2009-11-01
-Title: Optimally robust estimation - old version
-Description: Optimally robust estimation using S4 classes and methods. Old version still needed for current versions of ROptRegTS and
- RobRex.
-Depends: R(>= 2.4.0), methods, distr(>= 2.2), distrEx(>= 2.2), RandVar(>= 0.7)
-Author: Matthias Kohl
-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$}
Copied: branches/robast-0.9/pkg/ROptEstOld/DESCRIPTION (from rev 430, branches/robast-0.8/pkg/ROptEstOld/DESCRIPTION)
===================================================================
--- branches/robast-0.9/pkg/ROptEstOld/DESCRIPTION (rev 0)
+++ branches/robast-0.9/pkg/ROptEstOld/DESCRIPTION 2010-12-02 13:59:11 UTC (rev 436)
@@ -0,0 +1,19 @@
+Package: ROptEstOld
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/robast -r 436
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