[Robast-commits] r621 - in branches/robast-0.9/pkg: ROptEst/inst RandVar/inst RobAStBase/inst RobAStRDA RobAStRDA/inst RobExtremes/inst
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Tue Feb 26 12:43:41 CET 2013
Author: ruckdeschel
Date: 2013-02-26 12:43:41 +0100 (Tue, 26 Feb 2013)
New Revision: 621
Added:
branches/robast-0.9/pkg/RobAStRDA/inst/
branches/robast-0.9/pkg/RobAStRDA/inst/NEWS
branches/robast-0.9/pkg/RobAStRDA/inst/TOBEDONE
Modified:
branches/robast-0.9/pkg/ROptEst/inst/NEWS
branches/robast-0.9/pkg/RandVar/inst/NEWS
branches/robast-0.9/pkg/RobAStBase/inst/NEWS
branches/robast-0.9/pkg/RobExtremes/inst/NEWS
Log:
NEWS updated
Modified: branches/robast-0.9/pkg/ROptEst/inst/NEWS
===================================================================
--- branches/robast-0.9/pkg/ROptEst/inst/NEWS 2013-02-23 23:15:26 UTC (rev 620)
+++ branches/robast-0.9/pkg/ROptEst/inst/NEWS 2013-02-26 11:43:41 UTC (rev 621)
@@ -8,6 +8,125 @@
information)
#######################################
+version 0.9
+#######################################
+
+user-visible CHANGES:
+
+
++ new more modularized user-interface robest
++ roptest (the new one) gains argument withMDE to skip call to MDE
+ when starting estimator is robust anyway;
++ roptest gains argument withEvalAsVar
++ roptest may force logscale when calling kStepEstimator
++ removed argument scalename from arglist of roptest --
+ it is computed automatically now.
+
++ added new function 'showdown' to compare some estimator with
+ our rmx estimator by some Monte-Carlo study.
+
++ assigned result of qqplot to some variable to reduce output
+
++ generating function genkStepCtrl for control arguments for kStepEstimator
+ gains argument withEvalAsVar
+
++ similarly genstartCtrl() gains optional argument withMDE
+
++ optIC gains argument .withEvalAsVar
+
++ new functionality to determine "optimal" radius (getRadius, getInfRad (the latter an S4method));
+
+GENERAL ENHANCEMENTS:
+
++ RobASt-Pkgs: DESCRIPTION depends become stricter (requiring distrMod, distrEx, distr >=2.4 to be on the safe side)
++ deleted chm folders --- they are no longer needed
+
++ delayed evaluation is done to speed up things
+
++ added argument no.readonly = TRUE in all assignments of type opar <- par();
++ commented out all assignments of type omar$cin <- NULL
++ removed calls to require from R sources and replaced it by directives in the NAMESPACE file
++ all packages get a DESCRIPTION tag "ByteCompile"
++ Suggests field with RobLox and MASS due to a warning by R CMD check
+
+
+under the hood:
+
++ Had to add 'importFrom(distr, q)' to NAMESPACE to avoid error with
+ function 'q' inside of 'showdown' - why?!
+
++ replaced former interface roptest by a new, more modularized one
++ timings in roptest, robest are now optional; at any rate are attached as attribute
+
++ moved asL1, asL4 risk methods from RobAStBase to ROptEst
+
++ getStartIC.R
+ * cleaned up (deleted unnecessary diagnostic prints)
+ skipped unnecessary steps when dealing with MBRE
+ * getStartIC for signature L2ParamFamily,asGRisk gains argument withEvalAsVar
++ getStartIC - method for interpolRisks (and hence internal-getpsi, too) moved
+ from ROptEst to RobExtremes
++ getStartIC now also dispatches on asCov, trASCov, and asBias risk
+
++ getRiskIC gains example and for signature(IC = "HampIC", risk = "asCov",
+ neighbor = "missing", L2Fam = "L2ParamFamily") in 1dim case now uses getInfV() .
++ getRiskIC is careful and first evaluates covariance objects
+
++++ optIC already contains stubs to use moveL2Fam2RefParam,
+ moveICBackFromRefParam
+ (still some checking necessary before using this really...)
+
++ modified interval search in leastFavorableRadius and radiusMinimaxIC
+ in case uniroot fails to find zeroes
++ some more try-catches for radiusMinimaxIC (to keep this clean rewritten, with call
+ manipulations) and leastFavorableRadius (only minimal call manipulations -> got longer)
+
++ getIneffDiff now returns a vector (if called as from radiusMinimaxIC, leastFavorableRadius)
+ with lower and upper inefficiency; difference is computed in local functions now
+
++ getInfRobIC_asGRisk getInfRobIC_asHampel now get argument .withEvalAsVar and,
+ accordingly only produce calls to generate asyVariances or evaluate them as
+ well
+
++ getInfClip, signature(clip = "numeric", L2deriv = "UnivariateDistribution",
+ risk = "asSemivar", neighbor = "ContNeighborhood") regains argument
+ biastype as it is called this way in getInfRobIC_asGRisk.R
+
++ getInfV now always returns a matrix
+
+
++ interpolation infrastructure:
+ * .mergeF
+ * .copyGrid
+ * .renameGridName
+ * .MakeGridList
+ * .saveInterpGrid (with new argument structure / new defaults)
+ * .recomputeInterpolators
+ * .getLMGrid
+ * .RMXE.th
+ * .MBRE.th
+ * .OMSE.th
++ .recomputeInterpolators, .saveInterpGrid gain argument sysdataWriteFile to be
+ able to write to other files (other than sysdata.rda) => no need anymore to
+ write in separate folders when creating new grids in parallel
+
+
+BUGFIXES:
++ a minimal correction in getInfRobIC_asGRisk.R
++ in roptest forgot to treat the case when additional arguments
+ are passed to the initial estimator
++ two silly errors in roptest.new.R -> threw error when passed on S4-estimators
+ as starting estimators
++ fixed a bug in in leastFavorableRadius and radiusMinimaxIC
++ .evalListRec was not prepared for length 0
++ some substitute functions have not been passed as arguments...
++ functions where identical in grid..!)
++ a minor error in helper function .check.eps
++ fixed two bugs (for radius 0) in "getInfRobIC", signature(L2deriv = "RealRandVariable",
+ risk = "asGRisk",neighbor = "UncondNeighborhood")
++ cleared bug from ticket #131
+
+#######################################
version 0.8
#######################################
Modified: branches/robast-0.9/pkg/RandVar/inst/NEWS
===================================================================
--- branches/robast-0.9/pkg/RandVar/inst/NEWS 2013-02-23 23:15:26 UTC (rev 620)
+++ branches/robast-0.9/pkg/RandVar/inst/NEWS 2013-02-26 11:43:41 UTC (rev 621)
@@ -11,6 +11,11 @@
version 0.9
#######################################
+ introduced folder vignettes
++ some encoding problems with vignette which now includes "\usepackage[utf8]{inputenc}"
++ update of Rout.save files, added seed for reproducibility
++ suppressed gaps handling and warnings from .makeDNew (annoying with GEVD) in .getImageDistr
++ deleted chm folders --- they are no longer needed
++ RobASt-Pkgs: DESCRIPTION depends become stricter (requiring distrMod, distrEx, distr >=2.4 to be on the safe side)
#######################################
Modified: branches/robast-0.9/pkg/RobAStBase/inst/NEWS
===================================================================
--- branches/robast-0.9/pkg/RobAStBase/inst/NEWS 2013-02-23 23:15:26 UTC (rev 620)
+++ branches/robast-0.9/pkg/RobAStBase/inst/NEWS 2013-02-26 11:43:41 UTC (rev 621)
@@ -11,7 +11,70 @@
version 0.9
#######################################
+user-visible CHANGES:
+GENERAL ENHANCEMENTS:
+
++ RobASt-Pkgs: DESCRIPTION depends become stricter (requiring distrMod, distrEx, distr >=2.4 to be on the safe side)
++ deleted chm folders --- they are no longer needed
++ added argument no.readonly = TRUE in all assignments of type opar <- par();
++ commented out all assignments of type omar$cin <- NULL
++ removed calls to require from R sources and replaced it by directives in the NAMESPACE file
++ all packages get a DESCRIPTION tag "ByteCompile"
+
+
+under the hood:
+
++ created new interpolRisk-class to be able to use speed up in (new version) of roptest
++ interpolRisks extended by slot samplesize
+
++ implemented scale estimation on log-scale for kStepEstimator
++ in kStepEstimator asyvar of starting estimator is no longer computed
+ (unless done so anyway in the call to the starting estimator)/ as not needed
++ in kStepEstimator one can now delay evaluations of covariance matrices,
+ depending on new argument withEvalAsVar
++ a small change in kStepEstimator -- now uses the (possibly nonlinear)
+ trafo instead of the Jacobian to get the pIC-estimator from the untransformed estimator
++ in kStepEstimator we force an argument list (to avoid an "argument missing" error)
+
++ checkIC now also reports relative errors (has possibly already been there
+ but not merged?)
+
++ new S4methods/functions moveL2Fam2RefParam and moveICBackFromRefParam to only
+ solve optimization problems for ICs at reference parameters (if these are
+ available) and the to backtransform the IC to the original parameter
+ (is not yet in place in optIC; still testing necessary).
+
++ the accessor to slot Risks now checks if all items of the list are already
+ evaluated or if some calls still have to be forced; to this end it uses
+ new auxiliary .evalListRec
+
++ minor Enhancements of ddPlot, changes in outlyingPlot
++ modularized diagnostic plots; still checking + debugging necessary
+
++ documented helper functions
+
++ thx to hint by Matthias (NAMESPACE), and some (more specific) Rd-links to
+ gettextf, now no more notes or warnings in R-2.16.0dev
+
++ .rescalefct looses argument scaleY.inv (not needed).
+
+
+BUGFIXES:
+
++ Bug in infoPlot(), detected by Nataliya Horbenko, tentatively fixed
++ use of colnames instead of sampleNames to avoid the error on CRAN ...
++ fixed some 1-dim vs >1-dim issues in kStepEstimator.R
++ ...and yet some correction as to variances
++ Removed "..." in definition of generic for "samplesize<-", this had led to a warning in R CMD check.
++ .evalListRec was not prepared for length 0
++ some substitute functions have not been passed as arguments...
+
+
+
+
+
+
#######################################
version 0.8
#######################################
Added: branches/robast-0.9/pkg/RobAStRDA/inst/NEWS
===================================================================
--- branches/robast-0.9/pkg/RobAStRDA/inst/NEWS (rev 0)
+++ branches/robast-0.9/pkg/RobAStRDA/inst/NEWS 2013-02-26 11:43:41 UTC (rev 621)
@@ -0,0 +1,25 @@
+###############################################################################
+## News: to package RobAStRDA
+###############################################################################
+
+(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 0.9
+#######################################
+
++ created anew as a new rda-data-only package;
++ the reason to separate the rda file from the actual R packages is to
+ keep the latter small while we expect the present package to only
+ need seldom updates.
++ See also mail exchange P.Ruckdeschel - U.Ligges on R-devel---
+ \url{https://stat.ethz.ch/pipermail/r-devel/2013-February/065794.html}.
++ explained purpose of package RobAStRDA in man/0RobRDA-package.Rd and
+ in R/Comment.R
+
+
+under the hood:
+
Added: branches/robast-0.9/pkg/RobAStRDA/inst/TOBEDONE
===================================================================
--- branches/robast-0.9/pkg/RobAStRDA/inst/TOBEDONE (rev 0)
+++ branches/robast-0.9/pkg/RobAStRDA/inst/TOBEDONE 2013-02-26 11:43:41 UTC (rev 621)
@@ -0,0 +1,5 @@
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+to be done in package RobAStRDA
+++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++
+
++ generate grids for quantile estimation in scale shape models
\ No newline at end of file
Modified: branches/robast-0.9/pkg/RobExtremes/inst/NEWS
===================================================================
--- branches/robast-0.9/pkg/RobExtremes/inst/NEWS 2013-02-23 23:15:26 UTC (rev 620)
+++ branches/robast-0.9/pkg/RobExtremes/inst/NEWS 2013-02-26 11:43:41 UTC (rev 621)
@@ -13,11 +13,128 @@
Creation of this new package
-moved from distrEx
++ moved Extreme value / scale shape infrastructure from distrEx and distrMod
+ (i.e. Pareto, GPareto, GEV, Weibull, Gumbel)
++ Moved script GumbelLocationModel.R from pkg ROptEst
++ created generating functions for GEV, Weibull, Pareto families
++ PickandsEstimator (incl. as.var)
+
under the hood:
+
++ RobASt-Pkgs: DESCRIPTION depends become stricter (requiring distrMod, distrEx, distr >=2.4 to be on the safe side)
+
++ kMad:
+ kMad.c now has Unix ending (LF instead of CR, CRLF
+ removed lazyload tag in DESCRIPTION
+ deleted occurrences of ll and lr in kMad.c (as proposed by Matthias)
+ deleted dll's and .d files from distrEx src folder
+
++ deleted stuff from "simple" estimators (LDE, Pickands, QuantileBCC) which
+ is delegated to Estimator in distrMod() (i.e., asVar-calculations)
+
++ created methods for Sn and Weibull, Gammad and GEV
++ moved definition of S4 method for Sn and GPareto from interpolSn.R to SnQn.R
+
++ PickandsEstimator got a corrected asVar (due to the new computation for beta, increasing the bdp;
++ mentioned the increase of BDP in the Rd file.
++ bdpPickands committed
++ updated Metrika reference.
+
++ MedkMAD now has as.var information
++ interchanged order of ParamFamily and k (medkMAD) and alpha (PickandsEstimator);
+
++ implemented the Quantile estimator of Boudt Caliskan Croux for Weibull family
+ as starting estimator (together with asvarQBCC..)
+
++ new LDEstimate class
++ LDEstimator now uses asvar
++ LDEstimators now may delay evaluation of variances and skip or delay
+ evaluation of L2derivDistr
++ in LDEstimator.R changed ... any(is.na(es))... into
+ ...any(is.na(estimate(es)))...
++ new S4-method .loc to center GParetoFamily and GEVFamily objects in LDEstimators
++ fixed an error in .LDMatch (forgot to substract loc0)
+
++ modularized generating functions GEVFamily, GParetoFamily, and WeibullFamily
+ [ as to defining trafo, tau, Dtau ]
++ checked and computed FI in GEV model
++ explicit terms for the FI in the Weibull model
++ GEVFamily, ParetoFamily, WeibullFamily, GParetoFamily now have optional
+ arguments
+ * withCentL2 = FALSE (should L2deriv be numerically centered?
+ -> formerly this was done automatically, and there was an error as
+ the distribution under which centering was done was not the same
+ (parameter) as the one to which L2deriv was calculated
+ * withL2derivDistr: for GEVFamily, WeibullFamily, GParetoFamily this involves
+ calls to imageDistr (hence random samples and calls to density()...)
+ which was very costly now by default is skipped in slot call but not
+ in direct calls
+ * throw an error if argument startPar is no function.
++ GEVFamily, GParetoFamily, WeibullFamily
+ * now set new slot .withMDE to FALSE (to avoid calling CvM-MDE);
+ * .withEvalAsVar, .withEvalL2derivDistr equal to FALSE
+
++ getStartIC - method for interpolRisks (and hence internal-getpsi, too) moved
+ from ROptEst to RobExtremes
++ getStartIC-method for interpolRisks and Sn methods now load grids from
+ RobAStRDA namespace
+
++ added particular moveL2Fam2RefParam, moveICBackFromRefParam methods for
+ scale shape models
+
++ considerably improved grid for Sn method for GPareto
++ finished interpolation grids (corrected a.o. Sn for GEV),
++ produced Weibull and GEV grids (in part; RMXE still missing; MBRE-GEV gave problems)
+
++ non-RobExtremes-specific interpolation infrastructure gets "imported"
+ by something like .recomputeInterpolators <- ROptEst:::.recomputeInterpolators
++ minor changes in interpolation scripts
++ .mergeF and .recomputeInterpolators gain functionality to skip grids when
+ merging/recomputing
++ write up to interpolation strategies
++ extract from rd file on internal interpolation infrastructure inserted
+ into interpolation/WriteUp-Interpolators.txt
++ gave more detailed comments in interpolation/interpolationscripts.R
++ inserted scripts for generating interpol grids for GEVD Weibull Gamma
++ some diagnostic tools for interpolation grids (accessible through R-code)
+ Rdir <- system.file("AddMaterial/interpolation", package= "RobExtremes")
+ dir(Rdir)
+ file.show(file.path(Rdir,"plotInterpol.R"))
++ forgot a "recursive = TRUE" in dir.create in interpolation script
+
++ shifted comments with auxiliary calculations to inst folder
+
+
++ TestInfrastructure for RobExtremes
+ Tests for RobExtremes
++ to share some ideas: some test files in connection with RobExtremes
+
+
+bugfixes:
+
++ forgot to initialize correctly slots L2derivSymm and
+ L2derivDistrSymm in GParetoFamily.R;
++ minor error in CITATION file corrected
++ removed withPos relics in GParetoFamily
++ fixed error in initialize for Pareto-distribution
+ (no lower endpoint was set)
++ some corrections in interpolation routines for GPD
++ some fixes in generating function to GParetoFamily
++ added class definition for Weibull family
++ minor correction in generating function for Weibull family
++ adapted title of the package to other RobASt-packages
++ fixed bugs in GEV-, GPareto-, and WeibullFamily
++ re-did the interpolation grids (for GPareto, so far)
++ functions where identical in grid..!
++ Corrected some errors in the scores function for the Weibull family;
++ fixed a minor issue in GEVFamily.R and suppressed warnings in call to imageDistr
++ bug in new S4 methods for Sn / fixed
++ found reason why GEV caused problems in finding optIC s for interpoloation:
+ L2Fam call called GEV instead of GEVFamily ...
++ example to medSn had to be changed / lower upper bounds to be given; otherwise there was an error.
++ argh: forgot assignment of nE in getSnGrid...
++ .LDMatch produced names like scale.scale...
+
+
+
\ No newline at end of file
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