[Robast-commits] r736 - branches/robast-1.0/pkg/RobExtremes/R

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

Author: ruckdeschel
Date: 2014-04-03 09:58:03 +0200 (Thu, 03 Apr 2014)
New Revision: 736

Modified:
   branches/robast-1.0/pkg/RobExtremes/R/GEVFamily.R
   branches/robast-1.0/pkg/RobExtremes/R/GEVFamilyMuUnknown.R
   branches/robast-1.0/pkg/RobExtremes/R/GParetoFamily.R
   branches/robast-1.0/pkg/RobExtremes/R/startEstGEV.R
Log:
RobExtremes: yet another fix with the search interval for GEV

Modified: branches/robast-1.0/pkg/RobExtremes/R/GEVFamily.R
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/R/GEVFamily.R	2014-04-03 01:48:39 UTC (rev 735)
+++ branches/robast-1.0/pkg/RobExtremes/R/GEVFamily.R	2014-04-03 07:58:03 UTC (rev 736)
@@ -257,10 +257,10 @@
         }
 #        print(e0); print(str(x)); print(head(summary(x))); print(mu)
         if(e0[2]>0) if(any(x < mu-e0[1]/e0[2]))
-               stop("some data smaller than 'loc-scale/shape' ")
+               stop("shape is positive and some data smaller than 'loc-scale/shape' ")
 
         if(e0[2]<0) if(any(x > mu-e0[1]/e0[2]))
-               stop("some data larger than 'loc-scale/shape' ")
+               stop("shape is negative and some data larger than 'loc-scale/shape' ")
 
         names(e0) <- NULL
         return(e0)

Modified: branches/robast-1.0/pkg/RobExtremes/R/GEVFamilyMuUnknown.R
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/R/GEVFamilyMuUnknown.R	2014-04-03 01:48:39 UTC (rev 735)
+++ branches/robast-1.0/pkg/RobExtremes/R/GEVFamilyMuUnknown.R	2014-04-03 07:58:03 UTC (rev 736)
@@ -143,10 +143,10 @@
         }
 #        print(e0); print(str(x)); print(head(summary(x))); print(mu)
         if(e0[3]>0) if(any(x < e0[1]-e0[2]/e0[3]))
-               stop("some data smaller than 'loc-scale/shape' ")
+               stop("shape is positive and some data smaller than 'loc-scale/shape' ")
 
         if(e0[3]<0) if(any(x > e0[1]-e0[2]/e0[3]))
-               stop("some data larger than 'loc-scale/shape' ")
+               stop("shape is negative and some data larger than 'loc-scale/shape' ")
 
         names(e0) <- NULL
         return(e0)

Modified: branches/robast-1.0/pkg/RobExtremes/R/GParetoFamily.R
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/R/GParetoFamily.R	2014-04-03 01:48:39 UTC (rev 735)
+++ branches/robast-1.0/pkg/RobExtremes/R/GParetoFamily.R	2014-04-03 07:58:03 UTC (rev 736)
@@ -146,6 +146,8 @@
 
         if(any(x < tr-.Machine$double.eps))
                stop("some data smaller than 'loc' ")
+        if(e0[2]<0) if(any(x > tr-e0[1]/e0[2]))
+               stop("shape is negative and some data larger than 'loc-scale/shape' ")
 #        if(any(x < tr-e0["scale"]/e0["shape"]))
 #               stop("some data smaller than 'loc-scale/shape' ")
 

Modified: branches/robast-1.0/pkg/RobExtremes/R/startEstGEV.R
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/R/startEstGEV.R	2014-04-03 01:48:39 UTC (rev 735)
+++ branches/robast-1.0/pkg/RobExtremes/R/startEstGEV.R	2014-04-03 07:58:03 UTC (rev 736)
@@ -11,7 +11,8 @@
          mygev1 <- GEV(loc=0,scale=sig,shape=xi)
          CvMDist(x0,mygev1)
       }
-      sigCvMMD1 <- optimize(funl, interval=c(1e-5,s0))$minimum
+      intv <- if(xi<0) c(1e-5, max(xi*min(x)-mu,2e-5)) else c(max(1e-5,xi*min(x)-mu),s0)
+      sigCvMMD1 <- optimize(funl, interval=intv)$minimum
       mygev <- GEVFamily(loc=0,scale=sigCvMMD1,shape=xi, withPos=withPos,
                          start0Est = fu, ..withWarningGEV=FALSE)
       mde0 <- MDEstimator(x0, mygev, distance=CvMDist, startPar=c("scale"=sigCvMMD1,"shape"=xi))