[Robast-commits] r500 - in branches/robast-0.9/pkg/RobExtremes: . man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Jul 3 10:34:47 CEST 2012
Author: stamats
Date: 2012-07-03 10:34:46 +0200 (Tue, 03 Jul 2012)
New Revision: 500
Added:
branches/robast-0.9/pkg/RobExtremes/man/WeibullFamily.Rd
Modified:
branches/robast-0.9/pkg/RobExtremes/NAMESPACE
branches/robast-0.9/pkg/RobExtremes/man/InternalReturnClasses-class.Rd
Log:
cleaned NAMESPACE, added documentation of WeibulFamily
Modified: branches/robast-0.9/pkg/RobExtremes/NAMESPACE
===================================================================
--- branches/robast-0.9/pkg/RobExtremes/NAMESPACE 2012-07-02 17:12:32 UTC (rev 499)
+++ branches/robast-0.9/pkg/RobExtremes/NAMESPACE 2012-07-03 08:34:46 UTC (rev 500)
@@ -3,11 +3,7 @@
import("methods")
import("distr")
import("distrEx")
-import("RandVar")
import("distrMod")
-import("robustbase")
-import("RobAStBase")
-import("ROptEst")
exportClasses("GumbelParameter",
"ParetoParameter",
@@ -15,23 +11,23 @@
"GEVParameter",
"LDEstimate")
exportClasses("Gumbel", "Pareto", "GPareto", "GEV")
-exportClasses("GParetoFamily", "GumbelLocationFamily")
+exportClasses("GParetoFamily", "GumbelLocationFamily", "WeibullFamily")
+
exportMethods("initialize", "show")
-exportMethods("loc", "loc<-",
- "E", "var", "IQR", "median", "kMAD", "Sn", "Qn")
+exportMethods("loc", "loc<-", "kMAD", "Sn", "Qn")
exportMethods("validParameter",
"location", "location<-",
"scale", "scale<-",
"shape", "shape<-",
"+", "*",
"Min", "Min<-",
- "Range",
"E", "var", "IQR", "skewness", "kurtosis",
- "sd", "median", "mad", "dispersion", "location")
+ "sd", "median", "mad", "dispersion")
exportMethods("modifyModel")
+
export("EULERMASCHERONICONSTANT","APERYCONSTANT")
export("Gumbel", "Pareto", "GPareto", "GEV")
-export("GParetoFamily", "GumbelLocationFamily")
+export("GParetoFamily", "GumbelLocationFamily", "WeibullFamily")
export("LDEstimator", "medkMAD", "medSn", "medQn", "medkMADhybr")
export("getShapeGrid", "getSnGrid", "PickandsEstimator")
-export("loc", "loc<-", "asvarMedkMAD","asvarPickands")
\ No newline at end of file
+export("loc", "loc<-", "kMAD", "Sn", "Qn", "asvarMedkMAD","asvarPickands")
\ No newline at end of file
Modified: branches/robast-0.9/pkg/RobExtremes/man/InternalReturnClasses-class.Rd
===================================================================
--- branches/robast-0.9/pkg/RobExtremes/man/InternalReturnClasses-class.Rd 2012-07-02 17:12:32 UTC (rev 499)
+++ branches/robast-0.9/pkg/RobExtremes/man/InternalReturnClasses-class.Rd 2012-07-03 08:34:46 UTC (rev 500)
@@ -11,6 +11,7 @@
\alias{LnormScaleFamily-class}
\alias{GammaFamily-class}
\alias{GParetoFamily-class}
+\alias{WeibullFamily-class}
\alias{BetaFamily-class}
\alias{NormLocationScaleFamily-class}
\alias{CauchyLocationScaleFamily-class}
Added: branches/robast-0.9/pkg/RobExtremes/man/WeibullFamily.Rd
===================================================================
--- branches/robast-0.9/pkg/RobExtremes/man/WeibullFamily.Rd (rev 0)
+++ branches/robast-0.9/pkg/RobExtremes/man/WeibullFamily.Rd 2012-07-03 08:34:46 UTC (rev 500)
@@ -0,0 +1,57 @@
+\name{WeibullFamily}
+\alias{WeibullFamily}
+
+\title{Generating function for Weibull family}
+\description{
+ Generates an object of class \code{"WeibullFamily"} which
+ represents a Generalized Pareto family.
+}
+\usage{
+WeibullFamily(scale = 1, shape = 0.5, of.interest = c("scale", "shape"),
+ p = NULL, N = NULL, trafo = NULL, start0Est = NULL, withPos = TRUE)
+}
+\arguments{
+ \item{scale}{ positive real: scale parameter }
+ \item{shape}{ positive real: shape parameter }
+ \item{of.interest}{ character: which parameters, transformations are of interest.\cr
+ possibilites are: "scale", "shape", "quantile", "expected loss",
+ "expected shortfall"; a maximum number of two of these may be selected }
+ \item{p}{real or NULL: probability needed for quantile and expected shortfall }
+ \item{N}{real or NULL: expected frequency for expected loss }
+ \item{trafo}{ matrix or NULL: transformation of the parameter }
+ \item{start0Est}{ startEstimator --- if \code{NULL} \code{\link{medkMADhybr}} is used }
+ \item{withPos}{ logical of length 1: Is shape restricted to positive values? }
+}
+\details{
+ The slots of the corresponding L2 differentiable parameteric family are filled.
+}
+\value{Object of class \code{"WeibullFamily"}}
+\references{
+ Kohl, M. (2005) \emph{Numerical Contributions to
+ the Asymptotic Theory of Robustness}. Bayreuth: Dissertation.\cr
+
+ M.~Kohl, P. Ruckdeschel, H.~Rieder (2010):
+ Infinitesimally Robust Estimation in General Smoothly Parametrized Models.
+ \emph{Stat. Methods Appl.}, \bold{19}, 333--354.\cr
+
+ Ruckdeschel, P. and Horbenko, N. (2011): Optimally-Robust Estimators in Generalized
+ Pareto Models. ArXiv 1005.1476. To appear at \emph{Statistics}.
+ DOI: 10.1080/02331888.2011.628022. \cr
+
+ Ruckdeschel, P. and Horbenko, N. (2011): Yet another breakdown point notion:
+ EFSBP --illustrated at scale-shape models. ArXiv 1005.1480. To appear at \emph{Metrika}.
+ DOI: 10.1007/s00184-011-0366-4
+}
+
+\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}\cr
+ Peter Ruckdeschel \email{peter.ruckdeschel at itwm.fraunhofer.de}\cr
+ Nataliya Horbenko \email{nataliya.horbenko at itwm.fraunhofer.de}}
+%\note{}
+\seealso{\code{\link[distrMod]{L2ParamFamily-class}}, \code{\link[distr]{Weibull-class}}}
+\examples{
+(G1 <- WeibullFamily())
+FisherInfo(G1)
+checkL2deriv(G1)
+}
+\concept{Weibull model}
+\keyword{models}
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