[Robast-commits] r665 - branches/robast-0.9/pkg/RobExtremes/R

[noreply at r-forge.r-project.org]

Author: ruckdeschel
Date: 2013-05-27 15:04:23 +0200 (Mon, 27 May 2013)
New Revision: 665

Modified:
   branches/robast-0.9/pkg/RobExtremes/R/GEVFamily.R
Log:
and yet another bug in bDel / GEV

Modified: branches/robast-0.9/pkg/RobExtremes/R/GEVFamily.R
===================================================================
--- branches/robast-0.9/pkg/RobExtremes/R/GEVFamily.R	2013-05-24 17:16:02 UTC (rev 664)
+++ branches/robast-0.9/pkg/RobExtremes/R/GEVFamily.R	2013-05-27 13:04:23 UTC (rev 665)
@@ -198,8 +198,9 @@
                             el }, list(loc0 = loc,N0 = N))
        bDel <- substitute({ if(theta[2]>=1L){ D1 <- D2 <- NA}else{
                             scale <- theta[1]; shape <- theta[2]
-                            D1 <- N0*(gamma(1-shape)-1)/shape
-                            D2 <- -N0*theta[1]*digamma(1-theta[2])/theta[2]-
+                            ga <- gamma(1-shape)
+                            D1 <- N0*(ga-1)/shape
+                            D2 <- -N0*scale*ga*digamma(1-shape)/shape-
                                    D1*scale/shape}
                             D <- t(c(D1, D2))
                             rownames(D) <- "expected loss"