[Robast-commits] r751 - in branches/robast-1.0/pkg/RobExtremes: R inst/AddMaterial/interpolation man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Apr 16 01:12:55 CEST 2014
Author: ruckdeschel
Date: 2014-04-16 01:12:55 +0200 (Wed, 16 Apr 2014)
New Revision: 751
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/interpolLM.R
branches/robast-1.0/pkg/RobExtremes/inst/AddMaterial/interpolation/getLMInterpol.R
branches/robast-1.0/pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R
branches/robast-1.0/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd
branches/robast-1.0/pkg/RobExtremes/man/internal-interpolate.Rd
Log:
RobExtremes: fixed buglets in GEVFamilyMuUnknown which hindered evaluation of LagrangeMults, prepared code for evaluation of LMs on xi grid for this family; .pretreat.of.interest and .define.tau.Dtau are more accurate now; cleaned small buglet in modifyPar
Modified: branches/robast-1.0/pkg/RobExtremes/R/GEVFamily.R
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/R/GEVFamily.R 2014-04-14 23:24:49 UTC (rev 750)
+++ branches/robast-1.0/pkg/RobExtremes/R/GEVFamily.R 2014-04-15 23:12:55 UTC (rev 751)
@@ -15,34 +15,46 @@
}
### pretreatment of of.interest
-.pretreat.of.interest <- function(of.interest,trafo){
+.pretreat.of.interest <- function(of.interest,trafo,withMu=FALSE){
if(is.null(trafo)){
of.interest <- unique(of.interest)
- if(length(of.interest) > 2)
+ if(!withMu && length(of.interest) > 2)
stop("A maximum number of two parameters resp. parameter transformations may be selected.")
- if(!all(of.interest %in% c("scale", "shape", "quantile", "expected loss", "expected shortfall")))
+ if(withMu && length(of.interest) > 3)
+ stop("A maximum number of three parameters resp. parameter transformations may be selected.")
+ if(!withMu && !all(of.interest %in% c("scale", "shape", "quantile", "expected loss", "expected shortfall")))
stop("Parameters resp. transformations of interest have to be selected from: ",
"'scale', 'shape', 'quantile', 'expected loss', 'expected shortfall'.")
+ if(withMu && !all(of.interest %in% c("loc", "scale", "shape", "quantile", "expected loss", "expected shortfall")))
+ stop("Parameters resp. transformations of interest have to be selected from: ",
+ "'loc', 'scale', 'shape', 'quantile', 'expected loss', 'expected shortfall'.")
## reordering of of.interest
- if(("scale" %in% of.interest) && ("scale" != of.interest[1])){
- of.interest[2] <- of.interest[1]
- of.interest[1] <- "scale"
+ muAdd <- 0
+ if(withMu & "loc" %in% of.interest){
+ muAdd <- 1
+ muWhich <- which(of.interest=="loc")
+ notmuWhich <- which(!of.interest %in% "loc")
+ of.interest <- of.interest[c(muWhich,notmuWhich)]
}
- if(!("scale" %in% of.interest) && ("shape" %in% of.interest) && ("shape" != of.interest[1])){
- of.interest[2] <- of.interest[1]
- of.interest[1] <- "shape"
+ if(("scale" %in% of.interest) && ("scale" != of.interest[1+muAdd])){
+ of.interest[2+muAdd] <- of.interest[1+muAdd]
+ of.interest[1+muAdd] <- "scale"
}
+ if(!("scale" %in% of.interest) && ("shape" %in% of.interest) && ("shape" != of.interest[1+muAdd])){
+ of.interest[2+muAdd] <- of.interest[1+muAdd]
+ of.interest[1+muAdd] <- "shape"
+ }
if(!any(c("scale", "shape") %in% of.interest) && ("quantile" %in% of.interest)
- && ("quantile" != of.interest[1])){
- of.interest[2] <- of.interest[1]
- of.interest[1] <- "quantile"
+ && ("quantile" != of.interest[1+muAdd])){
+ of.interest[2+muAdd] <- of.interest[1+muAdd]
+ of.interest[1+muAdd] <- "quantile"
}
if(!any(c("scale", "shape", "quantile") %in% of.interest)
&& ("expected shortfall" %in% of.interest)
- && ("expected shortfall" != of.interest[1])){
- of.interest[2] <- of.interest[1]
- of.interest[1] <- "expected shortfall"
+ && ("expected shortfall" != of.interest[1+muAdd])){
+ of.interest[2+muAdd] <- of.interest[1+muAdd]
+ of.interest[1+muAdd] <- "expected shortfall"
}
}
return(of.interest)
@@ -74,12 +86,20 @@
}else{
tau1 <- tau
tau <- function(theta){ }
- body(tau) <- substitute({ btq0; c(tau0(theta), q) },
- list(btq0=btq, tau0 = tau1))
+ body(tau) <- substitute({ btq0
+ th0 <- tau0(theta)
+ th <- c(th0, q)
+ names(th) <- c(names(th0),"quantile")
+ th
+ }, list(btq0=btq, tau0 = tau1))
Dtau1 <- Dtau
Dtau <- function(theta){}
- body(Dtau) <- substitute({ bDq0; rbind(Dtau0(theta), D) },
- list(Dtau0 = Dtau1, bDq0 = bDq))
+ body(Dtau) <- substitute({ bDq0
+ D0 <- Dtau0(theta)
+ D1 <- rbind(D0, D)
+ rownames(D1) <- c(rownames(D0),"quantile")
+ D1
+ }, list(Dtau0 = Dtau1, bDq0 = bDq))
}
}
if("expected shortfall" %in% of.interest){
@@ -90,12 +110,18 @@
}else{
tau1 <- tau
tau <- function(theta){ }
- body(tau) <- substitute({ btes0; c(tau0(theta), es) },
- list(tau0 = tau1, btes0=btes))
+ body(tau) <- substitute({ btes0
+ th0 <- tau0(theta)
+ th <- c(th0, es)
+ names(th) <- c(names(th0),"expected shortfall")
+ th}, list(tau0 = tau1, btes0=btes))
Dtau1 <- Dtau
Dtau <- function(theta){}
- body(Dtau) <- substitute({ bDes0; rbind(Dtau0(theta), D) },
- list(Dtau0 = Dtau1, bDes0=bDes))
+ body(Dtau) <- substitute({ bDes0
+ D0 <- Dtau0(theta)
+ D1 <- rbind(D0, D)
+ rownames(D1) <- c(rownames(D0),"expected shortfall")
+ D1}, list(Dtau0 = Dtau1, bDes0=bDes))
}
}
if("expected loss" %in% of.interest){
@@ -106,12 +132,18 @@
}else{
tau1 <- tau
tau <- function(theta){ }
- body(tau) <- substitute({ btel0; c(tau0(theta), el) },
- list(tau0 = tau1, btel0=btel))
+ body(tau) <- substitute({ btel0
+ th0 <- tau0(theta)
+ th <- c(th0, el)
+ names(th) <- c(names(th0),"expected los")
+ th}, list(tau0 = tau1, btel0=btel))
Dtau1 <- Dtau
Dtau <- function(theta){}
- body(Dtau) <- substitute({ bDel0; rbind(Dtau0(theta), D) },
- list(Dtau0 = Dtau1, bDel0=bDel))
+ body(Dtau) <- substitute({ bDel0
+ D0 <- Dtau0(theta)
+ D1 <- rbind(D0, D)
+ rownames(D1) <- c(rownames(D0),"expected loss")
+ D1}, list(Dtau0 = Dtau1, bDel0=bDel))
}
}
trafo <- function(x){ list(fval = tau(x), mat = Dtau(x)) }
@@ -287,7 +319,8 @@
modifyPar <- function(theta){
theta <- makeOKPar(theta)
- if(..withWarningGEV).warningGEVShapeLarge(theta["shape"])
+ sh <- if(!is.null(names(theta))) theta["shape"] else theta[2]
+ if(..withWarningGEV).warningGEVShapeLarge(sh)
if(!is.null(names(theta))){
sc <- theta["scale"]
sh <- theta["shape"]
Modified: branches/robast-1.0/pkg/RobExtremes/R/GEVFamilyMuUnknown.R
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/R/GEVFamilyMuUnknown.R 2014-04-14 23:24:49 UTC (rev 750)
+++ branches/robast-1.0/pkg/RobExtremes/R/GEVFamilyMuUnknown.R 2014-04-15 23:12:55 UTC (rev 751)
@@ -28,19 +28,130 @@
## trafo: optional parameter transformation
## start0Est: startEstimator for MLE and MDE --- if NULL HybridEstimator is used;
+.define.tau.Dtau.withMu <- function(of.interest, btq, bDq, btes,
+ bDes, btel, bDel, p, N){
+ tau <- NULL
+ if("loc" %in% of.interest){
+ tau <- function(theta){ th <- theta[1]; names(th) <- "loc"; th}
+ Dtau <- function(theta){ D <- t(c(1, 0,0)); rownames(D) <- "loc"; D}
+ }
+ if("scale" %in% of.interest){
+ if(is.null(tau)){
+ tau <- function(theta){th <- theta[2]; names(th) <- "scale"; th}
+ Dtau <- function(theta){D <- t(c(0,1,0));rownames(D) <- "scale";D}
+ }else{
+ tau <- function(theta){ th <- theta;
+ names(th) <- c("loc","scale"); th}
+ Dtau <- function(theta){ D <- t(matrix(c(1,0,0,0,1, 0),3,2))
+ rownames(D) <- c("loc","scale"); D}
+ }
+ }
+ if("shape" %in% of.interest){
+ if(is.null(tau)){
+ tau <- function(theta){th <- theta[3]; names(th) <- "shape"; th}
+ Dtau <- function(theta){D <- t(c(0,0,1));rownames(D) <- "shape";D}
+ }else{
+ .tauo <- tau
+ .Dtauo <- Dtau
+ tau <- function(theta){
+ th1 <- .tauo(theta)
+ th <- c(th1,theta[3])
+ names(th) <- c(names(th1),"shape")
+ th}
+ Dtau <- function(theta){
+ D0 <- .Dtauo(theta)
+ D <- rbind(D0,t(c(0,0,1)))
+ rownames(D) <- c(rownames(D0),"shape")
+ D}
+ }
+ }
+ if("quantile" %in% of.interest){
+ if(is.null(p)) stop("Probability 'p' has to be specified.")
+ if(is.null(tau)){
+ tau <- function(theta){ }; body(tau) <- btq
+ Dtau <- function(theta){ };body(Dtau) <- bDq
+ }else{
+ tau1 <- tau
+ tau <- function(theta){ }
+ body(tau) <- substitute({ btq0
+ th0 <- tau0(theta)
+ th <- c(th0, q)
+ names(th) <- c(names(th0),"quantile")
+ th
+ }, list(btq0=btq, tau0 = tau1))
+ Dtau1 <- Dtau
+ Dtau <- function(theta){}
+ body(Dtau) <- substitute({ bDq0
+ D0 <- Dtau0(theta)
+ D1 <- rbind(D0, D)
+ rownames(D1) <- c(rownames(D0),"quantile")
+ D1
+ }, list(Dtau0 = Dtau1, bDq0 = bDq))
+ }
+ }
+ if("expected shortfall" %in% of.interest){
+ if(is.null(p)) stop("Probability 'p' has to be specified.")
+ if(is.null(tau)){
+ tau <- function(theta){ }; body(tau) <- btes
+ Dtau <- function(theta){ }; body(Dtau) <- bDes
+ }else{
+ tau1 <- tau
+ tau <- function(theta){ }
+ body(tau) <- substitute({ btes0
+ th0 <- tau0(theta)
+ th <- c(th0, es)
+ names(th) <- c(names(th0),"expected shortfall")
+ th}, list(tau0 = tau1, btes0=btes))
+ Dtau1 <- Dtau
+ Dtau <- function(theta){}
+ body(Dtau) <- substitute({ bDes0
+ D0 <- Dtau0(theta)
+ D1 <- rbind(D0, D)
+ rownames(D1) <- c(rownames(D0),"expected shortfall")
+ D1}, list(Dtau0 = Dtau1, bDes0=bDes))
+ }
+ }
+ if("expected loss" %in% of.interest){
+ if(is.null(N)) stop("Expected frequency 'N' has to be specified.")
+ if(is.null(tau)){
+ tau <- function(theta){ }; body(tau) <- btel
+ Dtau <- function(theta){ }; body(Dtau) <- bDel
+ }else{
+ tau1 <- tau
+ tau <- function(theta){ }
+ body(tau) <- substitute({ btel0
+ th0 <- tau0(theta)
+ th <- c(th0, el)
+ names(th) <- c(names(th0),"expected los")
+ th}, list(tau0 = tau1, btel0=btel))
+ Dtau1 <- Dtau
+ Dtau <- function(theta){}
+ body(Dtau) <- substitute({ bDel0
+ D0 <- Dtau0(theta)
+ D1 <- rbind(D0, D)
+ rownames(D1) <- c(rownames(D0),"expected loss")
+ D1}, list(Dtau0 = Dtau1, bDel0=bDel))
+ }
+ }
+ trafo <- function(x){ list(fval = tau(x), mat = Dtau(x)) }
+ return(trafo)
+}
+
+
GEVFamilyMuUnknown <- function(loc = 0, scale = 1, shape = 0.5,
- of.interest = c("scale", "shape"),
+ of.interest = c("loc","scale", "shape"),
p = NULL, N = NULL, trafo = NULL,
start0Est = NULL, withPos = TRUE,
secLevel = 0.7,
withCentL2 = FALSE,
withL2derivDistr = FALSE,
..ignoreTrafo = FALSE,
- ..withWarningGEV = TRUE){
+ ..withWarningGEV = TRUE,
+ ..name =""){
theta <- c(loc, scale, shape)
if(..withWarningGEV).warningGEVShapeLarge(shape)
- of.interest <- .pretreat.of.interest(of.interest,trafo)
+ of.interest <- .pretreat.of.interest(of.interest,trafo,withMu=TRUE)
##symmetry
distrSymm <- NoSymmetry()
@@ -110,8 +221,8 @@
fromOfInt <- FALSE
if(is.null(trafo)||..ignoreTrafo){fromOfInt <- TRUE
- trafo <- .define.tau.Dtau(of.interest, btq, bDq, btes, bDes,
- btel, bDel, p, N)
+ trafo <- .define.tau.Dtau.withMu(of.interest, btq, bDq, btes, bDes,
+ btel, bDel, p, N)
}else if(is.matrix(trafo) & nrow(trafo) > 3)
stop("number of rows of 'trafo' > 3")
####
@@ -174,7 +285,8 @@
modifyPar <- function(theta){
theta <- makeOKPar(theta)
- if(..withWarningGEV).warningGEVShapeLarge(theta["shape"])
+ sh <- if(!is.null(names(theta))) theta["shape"] else theta[3]
+ if(..withWarningGEV).warningGEVShapeLarge(sh)
if(!is.null(names(theta))){
loc <- theta["loc"]
sc <- theta["scale"]
@@ -274,7 +386,7 @@
FisherInfo <- FisherInfo.fct(param)
- name <- "GEV Family"
+ name <- if(..name=="") "GEV Family" else ..name
## initializing the GPareto family with components of L2-family
L2Fam <- new("GEVFamilyMuUnknown")
@@ -288,8 +400,8 @@
L2Fam at startPar <- startPar
L2Fam at makeOKPar <- makeOKPar
L2Fam at modifyParam <- modifyPar
- L2Fam at L2derivSymm <- FunSymmList(NonSymmetric(), NonSymmetric())
- L2Fam at L2derivDistrSymm <- DistrSymmList(NoSymmetry(), NoSymmetry())
+ L2Fam at L2derivSymm <- FunSymmList(NonSymmetric(), NonSymmetric(), NonSymmetric())
+ L2Fam at L2derivDistrSymm <- DistrSymmList(NoSymmetry(), NoSymmetry(), NoSymmetry())
L2deriv <- EuclRandVarList(RealRandVariable(L2deriv.fct(param),
Domain = Reals()))
@@ -300,7 +412,7 @@
}
if(fromOfInt){
- L2Fam at fam.call <- substitute(GEVFamily(loc = loc0, scale = scale0,
+ L2Fam at fam.call <- substitute(GEVFamilyMuUnknown(loc = loc0, scale = scale0,
shape = shape0, of.interest = of.interest0,
p = p0, N = N0,
withPos = withPos0, withCentL2 = FALSE,
@@ -309,7 +421,7 @@
of.interest0 = of.interest, p0 = p, N0 = N,
withPos0 = withPos))
}else{
- L2Fam at fam.call <- substitute(GEVFamily(loc = loc0, scale = scale0,
+ L2Fam at fam.call <- substitute(GEVFamilyMuUnknown(loc = loc0, scale = scale0,
shape = shape0, of.interest = NULL,
p = p0, N = N0, trafo = trafo0,
withPos = withPos0, withCentL2 = FALSE,
Modified: branches/robast-1.0/pkg/RobExtremes/R/interpolLM.R
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/R/interpolLM.R 2014-04-14 23:24:49 UTC (rev 750)
+++ branches/robast-1.0/pkg/RobExtremes/R/interpolLM.R 2014-04-15 23:12:55 UTC (rev 751)
@@ -16,11 +16,11 @@
.getLMGrid <- function(xiGrid = getShapeGrid(),
PFam = GParetoFamily(scale=1,shape=2),
optFct = .RMXE.xi, GridFileName="LMGrid.Rdata",
- withPrint = FALSE){
+ withPrint = FALSE, len = 13){
### changed defaults and argnames (for historical reasons):
ROptEst::.getLMGrid(thGrid = xiGrid, PFam = PFam, optFct = optFct,
modifyfct = NULL, GridFileName = GridFileName,
- withPrint = withPrint)}
+ withPrint = withPrint, len = len)}
.svInt <- function(optF = .RMXE.th, xiGrid = getShapeGrid(700, cutoff.at.0=0.005),
@@ -30,12 +30,13 @@
maxiter = 150, tol = .Machine$double.eps^0.5,
loRad = 0, upRad = Inf, loRad0 = 1e-3,
loRad.s=0.2, up.Rad.s=1,
- withStartLM = TRUE){
+ withStartLM = TRUE, len = 13){
namF <- gsub("\\.th$","",paste(deparse(substitute(optF))))
namF <- gsub(" ", "",namF)
to <- gsub("XXXX",gsub(" ","",name(PFam)),
gsub("YYYY", namF, "interpolYYYYXXXX.csv"))
print(to)
+ len0 <- if(name(PFam)=="GEVU Family") 25 else 13
.generateInterpGrid(thGrid = xiGrid,
PFam = PFam, toFileCSV = to,
getFun = ROptEst::.getLMGrid,
@@ -44,7 +45,7 @@
upper = upper, lower = lower, OptOrIter = OptOrIter,
maxiter = maxiter, tol = tol, loRad = loRad, upRad = upRad,
loRad0 = loRad0, loRad.s = loRad.s, up.Rad.s = up.Rad.s,
- withStartLM = withStartLM)
+ withStartLM = withStartLM, len = len0)
}
Modified: branches/robast-1.0/pkg/RobExtremes/inst/AddMaterial/interpolation/getLMInterpol.R
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/inst/AddMaterial/interpolation/getLMInterpol.R 2014-04-14 23:24:49 UTC (rev 750)
+++ branches/robast-1.0/pkg/RobExtremes/inst/AddMaterial/interpolation/getLMInterpol.R 2014-04-15 23:12:55 UTC (rev 751)
@@ -1,4 +1,4 @@
-getLMs <- function(Gridnam,Famnam,xi=0.7, baseDir="C:/rtest/robast", withPrint=FALSE){
+getLMs <- function(Gridnam,Famnam,xi=0.7, baseDir="C:/rtest/robast", withPrint=FALSE, withLoc = FALSE){
## Gridnam in (Sn,OMSE,RMXE,MBRE) ## uses partial matching!!
## Famnam in "Generalized Pareto Family",
## "GEV Family",
@@ -6,12 +6,15 @@
## "Weibull Family" ## uses partial matching!!
## xi Scaleparameter (can be vector)
## basedir: Oberverzeichnis des r-forge svn checkouts
+ ## withPrint: diagnostischer Output?
+ ## withLoc: anzuschalten bei GEVFamilyMuUnknown...
file <- file.path(baseDir, "branches/robast-0.9/pkg/RobAStRDA/R/sysdata.rda")
if(!file.exists(file)) stop("Fehler mit Checkout")
nE <- new.env()
load(file, envir=nE)
Gnams <- c("Sn","OMSE","RMXE","MBRE")
Fnams <- c("Generalized Pareto Family",
+ "GEVU Family",
"GEV Family",
"Gamma family",
"Weibull Family")
@@ -38,8 +41,16 @@
len <- length(fct)
LM <- sapply(1:len, function(i) fct[[i]](xi))
if(length(xi)==1) LM <- matrix(LM,ncol=len)
- colnames(LM) <- c("b","a1.a", "a2.a", "a1.i", "a2.i", "A11.a",
- "A12.a", "A21.a", "A22.a", "A11.i", "A12.i", "A21.i", "A22.i")
+ if(withLoc){
+ colnames(LM) <- c("b","a1.a", "a2.a", "a3.a", "a1.i", "a2.i", "a3.i",
+ "A11.a", "A12.a", "A13.a", "A21.a", "A22.a", "A23.a",
+ "A31.a", "A32.a", "A33.a", "A11.i", "A12.i", "A13.i",
+ "A21.i", "A22.i", "A23.i", "A31.i", "A32.i", "A33.i")
+ }else{
+ colnames(LM) <- c("b","a1.a", "a2.a", "a1.i", "a2.i", "A11.a",
+ "A12.a", "A21.a", "A22.a", "A11.i", "A12.i",
+ "A21.i", "A22.i")
+ }
return(cbind(xi,LM))
}else{
Sn <- fct(xi)
Modified: branches/robast-1.0/pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R 2014-04-14 23:24:49 UTC (rev 750)
+++ branches/robast-1.0/pkg/RobExtremes/inst/AddMaterial/interpolation/interpolationscripts.R 2014-04-15 23:12:55 UTC (rev 751)
@@ -5,7 +5,7 @@
### open R session
require(RobExtremes)
### -> change this according to where you checked out the svn repo:
-.basepath <- "C:/rtest/RobASt/branches/robast-0.9/pkg"
+.basepath <- "C:/rtest/RobASt/branches/robast-1.0./pkg"
## <-
oldwd <- getwd()
.myFolderTo <- file.path(.basepath,"RobExtremesBuffer")
@@ -17,7 +17,8 @@
#
#PF <- GParetoFamily()
#PF <- GEVFamily()
-PF <- GammaFamily()
+PF <- GEVFamilyMuUnknown(withPos=FALSE, ..name="GEVU Family")
+#PF <- GammaFamily()
#PF <- WeibullFamily()
###
.svInt <- RobExtremes:::.svInt
@@ -25,7 +26,8 @@
# RobExtremes:::.generateInterpGridSn(PFam = PF)}
## to make this parallel, start this on several processors
#.svInt1()
-.svInt(.OMSE.th, PFam=PF, xiGrid = getShapeGrid(3, cutoff.at.0=0.005))
+#.svInt(.OMSE.th, PFam=PF, xiGrid = getShapeGrid(3, cutoff.at.0=0.005))
+#.svInt(.OMSE.th, PFam=PF)
#.svInt(.MBRE.th, PFam=PF)
.svInt(.RMXE.th, PFam=PF)
setwd(oldwd)
Modified: branches/robast-1.0/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd 2014-04-14 23:24:49 UTC (rev 750)
+++ branches/robast-1.0/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd 2014-04-15 23:12:55 UTC (rev 751)
@@ -7,10 +7,11 @@
represents a Generalized EV family with unknown location parameter \code{mu}.
}
\usage{
-GEVFamilyMuUnknown(loc = 0, scale = 1, shape = 0.5, of.interest = c("scale", "shape"),
- p = NULL, N = NULL, trafo = NULL, start0Est = NULL, withPos = TRUE,
- secLevel = 0.7, withCentL2 = FALSE, withL2derivDistr = FALSE,
- ..ignoreTrafo = FALSE, ..withWarningGEV = TRUE)
+GEVFamilyMuUnknown(loc = 0, scale = 1, shape = 0.5, of.interest = c("loc",
+ "scale", "shape"), p = NULL, N = NULL, trafo = NULL,
+ start0Est = NULL, withPos = TRUE, secLevel = 0.7,
+ withCentL2 = FALSE, withL2derivDistr = FALSE,
+ ..ignoreTrafo = FALSE, ..withWarningGEV = TRUE, ..name = "")
}
\arguments{
\item{loc}{ real: known/fixed threshold/location parameter }
@@ -38,6 +39,8 @@
be computed? Defaults to \code{FALSE} (to speeds up computations).}
\item{..ignoreTrafo}{logical: only used internally in \code{kStepEstimator}; do not change this.}
\item{..withWarningGEV}{logical: shall warnings be issued if shape is large?}
+ \item{..name}{character: optional alternative name for the parametric family;
+ used in generating interpolating grids. }
}
\details{
The slots of the corresponding L2 differentiable
Modified: branches/robast-1.0/pkg/RobExtremes/man/internal-interpolate.Rd
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/man/internal-interpolate.Rd 2014-04-14 23:24:49 UTC (rev 750)
+++ branches/robast-1.0/pkg/RobExtremes/man/internal-interpolate.Rd 2014-04-15 23:12:55 UTC (rev 751)
@@ -30,13 +30,14 @@
.OMSE.xi(xi, PFam)
.getLMGrid(xiGrid = getShapeGrid(), PFam = GParetoFamily(scale=1,shape=2),
- optFct = .RMXE.xi, GridFileName="LMGrid.Rdata", withPrint = FALSE)
+ optFct = .RMXE.xi, GridFileName="LMGrid.Rdata", withPrint = FALSE,
+ len = 13)
.svInt(optF = .RMXE.th, xiGrid = getShapeGrid(700, cutoff.at.0=0.005),
PFam = GParetoFamily(shape=1,scale=2), radius = 0.5, upper = 1e4,
lower = 1e-4, OptOrIter = "iterate", maxiter = 150,
tol = .Machine$double.eps^0.5, loRad = 0, upRad = Inf, loRad0 = 1e-3,
- loRad.s = 0.2, up.Rad.s = 1, withStartLM = TRUE)
+ loRad.s = 0.2, up.Rad.s = 1, withStartLM = TRUE, len = 13)
.generateInterpGridSn(xiGrid = getShapeGrid(500, cutoff.at.0=0.005),
PFam = GParetoFamily(), withPrint = TRUE)
@@ -94,6 +95,7 @@
internally set to \code{max(loRad,loRad0)}. }
\item{withStartLM}{ logical of length 1: shall the LM's of the preceding grid
value serve as starting value for the next grid value? }
+ \item{len}{integer; number of Lagrange multipliers to be calibrated. }
}
\details{
\code{.getpsi} reads the respective interpolating function
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