[Robast-commits] r546 - in branches/robast-0.9/pkg/RobExtremes: R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Jan 19 03:48:09 CET 2013
Author: ruckdeschel
Date: 2013-01-19 03:48:08 +0100 (Sat, 19 Jan 2013)
New Revision: 546
Modified:
branches/robast-0.9/pkg/RobExtremes/R/SnQn.R
branches/robast-0.9/pkg/RobExtremes/R/interpolLM.R
branches/robast-0.9/pkg/RobExtremes/R/interpolSn.R
branches/robast-0.9/pkg/RobExtremes/R/sysdata.rda
branches/robast-0.9/pkg/RobExtremes/man/PickandsEstimator.Rd
branches/robast-0.9/pkg/RobExtremes/man/internal-interpolateLM.Rd
branches/robast-0.9/pkg/RobExtremes/man/interpolateSn.Rd
Log:
RobExtremes: first version that passed the tests
Modified: branches/robast-0.9/pkg/RobExtremes/R/SnQn.R
===================================================================
--- branches/robast-0.9/pkg/RobExtremes/R/SnQn.R 2013-01-19 01:09:11 UTC (rev 545)
+++ branches/robast-0.9/pkg/RobExtremes/R/SnQn.R 2013-01-19 02:48:08 UTC (rev 546)
@@ -108,7 +108,9 @@
function(x, ...){
if(abs(scale(x)-1)< 1e-12){
# sng <- .SnGrids
- sng <- getFromNamespace(.versionSuff(".SnGrids"), ns = "RobExtremes")
+ sng <- try(getFromNamespace(.versionSuff(".SnGrids"),
+ ns = "RobExtremes"), silent =TRUE)
+ if(is(sng,"try-error")) return(Sn(as(x,"AbscontDistribution")))
snf <- sng[["Generalized Pareto Family"]][["fct"]]
ret <- snf(shape(x))
}else ret <- scale(x)*Sn(x=x/scale(x))
Modified: branches/robast-0.9/pkg/RobExtremes/R/interpolLM.R
===================================================================
--- branches/robast-0.9/pkg/RobExtremes/R/interpolLM.R 2013-01-19 01:09:11 UTC (rev 545)
+++ branches/robast-0.9/pkg/RobExtremes/R/interpolLM.R 2013-01-19 02:48:08 UTC (rev 546)
@@ -39,7 +39,7 @@
PFam = GParetoFamily(scale=1,shape=2),
optFct = .RMXE.xi,
withSmooth = TRUE,
- withPrint = FALSE){
+ withPrint = FALSE, withCall = FALSE){
print(match.call())
call <- match.call()
itLM <- 0
@@ -72,7 +72,7 @@
res <- .MakeGridList(xiGrid, Y=t(LMGrid), withSmooth = withSmooth)
print(res)
return(list(grid = res$grid,
- fct = res$fct, call = call))
+ fct = res$fct, call = if(withCall) call else NULL))
}
.MakeGridList <- function(xiGrid, Y, withSmooth = TRUE){
Modified: branches/robast-0.9/pkg/RobExtremes/R/interpolSn.R
===================================================================
--- branches/robast-0.9/pkg/RobExtremes/R/interpolSn.R 2013-01-19 01:09:11 UTC (rev 545)
+++ branches/robast-0.9/pkg/RobExtremes/R/interpolSn.R 2013-01-19 02:48:08 UTC (rev 546)
@@ -59,7 +59,7 @@
getSnGrid <- function(xiGrid = getShapeGrid(), PFam=GParetoFamily(), low=0,
upp=1.01, accuracy = 10000, withSmooth = TRUE,
- withPrint = FALSE){
+ withPrint = FALSE, withCall = FALSE){
call <- match.call()
itSn <- 0
getSn <- function(xi){
@@ -93,7 +93,7 @@
return(y1)
}
return(list(grid = cbind(xi=xiGrid,Sn=SnGrid),
- fct = fct, call = call))
+ fct = fct, call = if(withCall) call else NULL))
}
.saveInterpGrid <- function(xiGrid = getShapeGrid(), PFam = GParetoFamily(),
@@ -148,7 +148,7 @@
}else{
l.ng <- 1
InterpGrids <- vector("list",1)
- whatIsThereAlready <- c(whatIsThereAlready,nameInSysdata)
+ whatIsThereAlready <- c(whatIsThereAlready,.versionSuff(nameInSysdata))
}
if(l.ng>0){
Modified: branches/robast-0.9/pkg/RobExtremes/R/sysdata.rda
===================================================================
(Binary files differ)
Modified: branches/robast-0.9/pkg/RobExtremes/man/PickandsEstimator.Rd
===================================================================
--- branches/robast-0.9/pkg/RobExtremes/man/PickandsEstimator.Rd 2013-01-19 01:09:11 UTC (rev 545)
+++ branches/robast-0.9/pkg/RobExtremes/man/PickandsEstimator.Rd 2013-01-19 02:48:08 UTC (rev 546)
@@ -48,7 +48,7 @@
\note{
The scale estimate we use, i.e., with scale = \eqn{\beta}{beta}
and shape = \eqn{\xi}{xi}, we estimate scale by
-\eqn{\beta= \xi*a_1/(\alpha^\xi-1)}{\code{beta= xi*a1/(alpha^xi-1)}}, differs from
+\eqn{\beta= \xi a_1/(\alpha^\xi-1)}{\code{beta= xi*a1/(alpha^xi-1)}}, differs from
the one given in the original reference, where it was
\eqn{\beta= \xi a_1^2/(a_2-2a_1)}{\code{beta= xi * a1^2 /(a2-2*a1)}}.
The one chosen here avoids taking differences \eqn{a_2-2a_1}{a2-2*a1}
Modified: branches/robast-0.9/pkg/RobExtremes/man/internal-interpolateLM.Rd
===================================================================
--- branches/robast-0.9/pkg/RobExtremes/man/internal-interpolateLM.Rd 2013-01-19 01:09:11 UTC (rev 545)
+++ branches/robast-0.9/pkg/RobExtremes/man/internal-interpolateLM.Rd 2013-01-19 02:48:08 UTC (rev 546)
@@ -26,7 +26,7 @@
PFam = GParetoFamily(scale=1, shape=2),
optFct = .RMXE.xi,
withSmooth = TRUE,
- withPrint = FALSE)
+ withPrint = FALSE, withCall = FALSE)
.MakeGridList(xiGrid, Y, withSmooth = TRUE)
}
@@ -43,6 +43,7 @@
\item{Y}{array or matrix; contains precomputed y-values. }
\item{optFct}{function with arguments \code{xi} and \code{PFam};
determines the Lagrange multipliers. }
+ \item{withCall}{logical of length 1: shall the call be saved, too?}
}
\details{
\code{.MBRE.xi} computes the Lagrange multipliers for the MBRE estimator,
@@ -58,7 +59,7 @@
Instead of \code{.getSnGrid} in our case this will call \code{.getLMGrid}
to compute the Lagrange multipliers.
}
-\note{These functions are only meant for the developers of package \pkg{ROptEst}
+\note{These functions are only meant for the developers of package \pkg{RobExtremes}
(or respective packages).
They can be used to speed up things by interpolation.
Our use case is a speed up for further scale-shape families (or enhance
@@ -88,8 +89,8 @@
\examples{
\dontrun{
### code to produce grid for GPareto:
- .saveInterpGrid(sysRdaFolder = "C:/rtest/distr/branches/distr-2.4/pkg/distrMod/R",
- accuracy = 5000)
+ .saveInterpGrid(sysRdaFolder = "C:/rtest/RobASt/branches/RobASt-0.9/pkg/RobExtremes/R",
+ accuracy = 800)
}
}
\keyword{internal}
Modified: branches/robast-0.9/pkg/RobExtremes/man/interpolateSn.Rd
===================================================================
--- branches/robast-0.9/pkg/RobExtremes/man/interpolateSn.Rd 2013-01-19 01:09:11 UTC (rev 545)
+++ branches/robast-0.9/pkg/RobExtremes/man/interpolateSn.Rd 2013-01-19 02:48:08 UTC (rev 546)
@@ -17,7 +17,7 @@
getSnGrid(xiGrid = getShapeGrid(), PFam=GParetoFamily(), low=0,
upp=1.01, accuracy = 10000, withSmooth= TRUE,
- withPrint = FALSE)
+ withPrint = FALSE, withCall = FALSE)
}
\arguments{
\item{gridsize}{integer; the size of the grid to be created. }
@@ -36,6 +36,7 @@
\item{accuracy}{numeric; argument for \code{\link{Sn}}. }
\item{withSmooth}{logical of length 1: shall a smoothing spline be used?}
\item{withPrint}{logical of length 1: shall current shape value be printed out?}
+ \item{withCall}{logical of length 1: shall the call be saved, too?}
}
\details{
\code{getShapeGrid} is a helper function to produce an unequally spaced
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