[Robast-commits] r784 - in branches/robast-1.0/pkg/RobExtremes: . R inst man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Aug 11 03:48:40 CEST 2014
Author: ruckdeschel
Date: 2014-08-11 03:48:39 +0200 (Mon, 11 Aug 2014)
New Revision: 784
Added:
branches/robast-1.0/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R
branches/robast-1.0/pkg/RobExtremes/R/gevgpddiag.R
branches/robast-1.0/pkg/RobExtremes/man/internal-methods.Rd
branches/robast-1.0/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd
Modified:
branches/robast-1.0/pkg/RobExtremes/DESCRIPTION
branches/robast-1.0/pkg/RobExtremes/NAMESPACE
branches/robast-1.0/pkg/RobExtremes/R/AllClass.R
branches/robast-1.0/pkg/RobExtremes/R/AllGeneric.R
branches/robast-1.0/pkg/RobExtremes/R/LDEstimator.R
branches/robast-1.0/pkg/RobExtremes/inst/TOBEDONE
Log:
[RobExtremes] provide wrapper for ismev-diagnostics ie gev.diag, gev.prof, gev.profxi, gpd.diag, gpd.prof, gpd.profxi
Modified: branches/robast-1.0/pkg/RobExtremes/DESCRIPTION
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/DESCRIPTION 2014-08-10 22:21:47 UTC (rev 783)
+++ branches/robast-1.0/pkg/RobExtremes/DESCRIPTION 2014-08-11 01:48:39 UTC (rev 784)
@@ -5,7 +5,7 @@
Description: Optimally robust estimation for extreme value distributions using S4 classes and methods (based on
packages distr, distrEx, distrMod, RobAStBase, and ROptEst)
Depends: R (>= 2.14.0), methods, distrMod(>= 2.5.2), ROptEst(>= 0.9), robustbase(>= 0.8-0), evd, actuar
-Suggests: RUnit (>= 0.4.26)
+Suggests: RUnit (>= 0.4.26), ismev (>= 1.39)
Imports: RobAStRDA, distr, distrEx, RandVar, RobAStBase
Author: Peter Ruckdeschel, Matthias Kohl, Nataliya Horbenko
Maintainer: Peter Ruckdeschel <peter.ruckdeschel at itwm.fraunhofer.de>
Modified: branches/robast-1.0/pkg/RobExtremes/NAMESPACE
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/NAMESPACE 2014-08-10 22:21:47 UTC (rev 783)
+++ branches/robast-1.0/pkg/RobExtremes/NAMESPACE 2014-08-11 01:48:39 UTC (rev 784)
@@ -45,4 +45,6 @@
export("loc", "loc<-", "kMAD", "Sn", "Qn",
"asvarMedkMAD","asvarPickands", "asvarQBCC")
exportMethods("rescaleFunction")
-S3method(print, riskMeasure)
\ No newline at end of file
+S3method(print, riskMeasure)
+exportMethods("gev.diag", "gpd.diag","gev.prof", "gpd.prof",
+ "gev.profxi", "gpd.profxi")
\ No newline at end of file
Modified: branches/robast-1.0/pkg/RobExtremes/R/AllClass.R
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/R/AllClass.R 2014-08-10 22:21:47 UTC (rev 783)
+++ branches/robast-1.0/pkg/RobExtremes/R/AllClass.R 2014-08-11 01:48:39 UTC (rev 784)
@@ -277,3 +277,14 @@
mat = matrix(1))
),
contains = "Estimate")
+
+setOldClass("gev.fit")
+setOldClass("gpd.fit")
+setClass("GPDEstimate", contains="Estimate")
+setClass("GPDMCEstimate", contains=c("MCEstimate", "GPDEstimate"))
+setClass("GPDLDEstimate", contains=c("LDEstimate", "GPDEstimate"))
+setClass("GPDkStepEstimate", contains=c("kStepEstimate", "GPDEstimate"))
+setClass("GEVEstimate", contains="Estimate")
+setClass("GEVLDEstimate", contains=c("LDEstimate", "GEVEstimate"))
+setClass("GEVkStepEstimate", contains=c("kStepEstimate", "GEVEstimate"))
+setClass("GEVMCEstimate", contains=c("MCEstimate", "GEVEstimate"))
Modified: branches/robast-1.0/pkg/RobExtremes/R/AllGeneric.R
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/R/AllGeneric.R 2014-08-10 22:21:47 UTC (rev 783)
+++ branches/robast-1.0/pkg/RobExtremes/R/AllGeneric.R 2014-08-11 01:48:39 UTC (rev 784)
@@ -28,3 +28,21 @@
if(!isGeneric(".loc")){
setGeneric(".loc", function(L2Fam, ...) standardGeneric(".loc"))
}
+if(!isGeneric("gev.diag")){
+ setGeneric("gev.diag", function(z) standardGeneric("gev.diag"))
+}
+if(!isGeneric("gev.prof")){
+ setGeneric("gev.prof", function(z, ...) standardGeneric("gev.prof"))
+}
+if(!isGeneric("gev.profxi")){
+ setGeneric("gev.profxi", function(z, ...) standardGeneric("gev.profxi"))
+}
+if(!isGeneric("gpd.diag")){
+ setGeneric("gpd.diag", function(z) standardGeneric("gpd.diag"))
+}
+if(!isGeneric("gpd.prof")){
+ setGeneric("gpd.prof", function(z, ...) standardGeneric("gpd.prof"))
+}
+if(!isGeneric("gpd.profxi")){
+ setGeneric("gpd.profxi", function(z, ...) standardGeneric("gpd.profxi"))
+}
Modified: branches/robast-1.0/pkg/RobExtremes/R/LDEstimator.R
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/R/LDEstimator.R 2014-08-10 22:21:47 UTC (rev 783)
+++ branches/robast-1.0/pkg/RobExtremes/R/LDEstimator.R 2014-08-11 01:48:39 UTC (rev 784)
@@ -143,7 +143,7 @@
estim at dispersion <- LDMval["disp"]
estim at location <- LDMval["loc"]
- return(estim)
+ return(.checkEstClassForParamFamily(ParamFamily,estim))
}
@@ -170,7 +170,7 @@
.withEvalAsVar = .withEvalAsVar, vdbg = vdbg)
es at estimate.call <- es.call
- return(es)
+ return(.checkEstClassForParamFamily(ParamFamily,es))
}
medQn <- function(x, ParamFamily, q.lo =1e-3, q.up=15, nuis.idx = NULL,
@@ -189,7 +189,7 @@
asvar.fct = asvar.fct, na.rm = na.rm, ...,
.withEvalAsVar = .withEvalAsVar)
es at estimate.call <- es.call
- return(es)
+ return(.checkEstClassForParamFamily(ParamFamily,es))
}
medSn <- function(x, ParamFamily, q.lo =1e-3, q.up=10, nuis.idx = NULL,
@@ -208,7 +208,7 @@
asvar.fct = asvar.fct, na.rm = na.rm, ...,
.withEvalAsVar = .withEvalAsVar)
es at estimate.call <- es.call
- return(es)
+ return(.checkEstClassForParamFamily(ParamFamily,es))
}
medkMADhybr <- function(x, ParamFamily, k=1, q.lo =1e-3, q.up=15,
@@ -223,7 +223,7 @@
..., .withEvalAsVar = FALSE),
silent=TRUE)
if(! any(is.na(estimate(es))) && !is(es,"try-error"))
- {return(es)}
+ {return(.checkEstClassForParamFamily(ParamFamily,es))}
k1 <- 3.23
while(i<KK){
@@ -240,10 +240,11 @@
if(is.call(es at untransformed.asvar))
es at untransformed.asvar <- eval(es at untransformed.asvar)
}
- return(es)}
+ return(.checkEstClassForParamFamily(ParamFamily,es))}
}
return(c("scale"=NA,"shape"=NA))
}
setMethod("location", "LDEstimate", function(object) object at location)
-setMethod("dispersion", "LDEstimate", function(object) object at dispersion)
\ No newline at end of file
+setMethod("dispersion", "LDEstimate", function(object) object at dispersion)
+
Added: branches/robast-1.0/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R (rev 0)
+++ branches/robast-1.0/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R 2014-08-11 01:48:39 UTC (rev 784)
@@ -0,0 +1,36 @@
+setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GParetoFamily",estimator="Estimate"),
+ function(PFam, estimator) as(estimator,"GPDEstimate"))
+setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GParetoFamily",estimator="LDEstimate"),
+ function(PFam, estimator) as(estimator,"GPDLDEstimate"))
+setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GParetoFamily",estimator="kStepEstimate"),
+ function(PFam, estimator) as(estimator,"GPDkStepEstimate"))
+setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GParetoFamily",estimator="MCEstimate"),
+ function(PFam, estimator) as(estimator,"GPDMCEstimate"))
+setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GEVFamily",estimator="Estimate"),
+ function(PFam, estimator) as(estimator,"GEVkStepEstimate"))
+setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GEVFamily",estimator="LDEstimate"),
+ function(PFam, estimator) as(estimator,"GEVLDEstimate"))
+setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GEVFamily",estimator="kStepEstimate"),
+ function(PFam, estimator) as(estimator,"GEVkStepEstimate"))
+setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GEVFamily",estimator="MCEstimate"),
+ function(PFam, estimator) as(estimator,"GEVMCEstimate"))
+setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GEVFamilyMuUnknown",estimator="Estimate"),
+ function(PFam, estimator) as(estimator,"GEVkStepEstimate"))
+setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GEVFamilyMuUnknown",estimator="LDEstimate"),
+ function(PFam, estimator) as(estimator,"GEVLDEstimate"))
+setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GEVFamilyMuUnknown",estimator="kStepEstimate"),
+ function(PFam, estimator) as(estimator,"GEVkStepEstimate"))
+setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GEVFamilyMuUnknown",estimator="MCEstimate"),
+ function(PFam, estimator) as(estimator,"GEVMCEstimate"))
Added: branches/robast-1.0/pkg/RobExtremes/R/gevgpddiag.R
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/R/gevgpddiag.R (rev 0)
+++ branches/robast-1.0/pkg/RobExtremes/R/gevgpddiag.R 2014-08-11 01:48:39 UTC (rev 784)
@@ -0,0 +1,52 @@
+setMethod("gev.diag", "gev.fit", function(z) ismev::gev.diag(z))
+setMethod("gpd.diag", "gpd.fit", function(z) ismev::gpd.diag(z))
+setMethod("gev.diag", "GEVEstimate", function(z)ismev::gev.diag(..gevgpd.diag.fct(z)))
+setMethod("gpd.diag", "GPDEstimate", function(z)ismev::gev.diag(..gevgpd.diag.fct(z)))
+setMethod("gev.prof", "gev.fit", function(z, m, xlow, xup, conf = 0.95, nint = 100)
+ ismev::gev.prof(z, m, xlow, xup, conf = 0.95, nint = 100))
+setMethod("gpd.prof", "gpd.fit", function(z, m, xlow, xup, npy = 365, conf = 0.95, nint = 100)
+ ismev::gpd.prof(z, m, xlow, xup, npy, conf, nint))
+setMethod("gev.prof", "GEVEstimate", function(z, m, xlow, xup, conf = 0.95, nint = 100)
+ ismev::gev.prof(..gevgpd.diag.fct(z), m, xlow, xup, conf = 0.95, nint = 100))
+setMethod("gpd.prof", "GPDEstimate", function(z, m, xlow, xup, npy = 365, conf = 0.95, nint = 100)
+ ismev::gev.prof(..gevgpd.diag.fct(z), m, xlow, xup, npy = 365, conf = 0.95, nint = 100))
+setMethod("gev.profxi", "gev.fit", function(z, xlow, xup, conf = 0.95, nint = 100)
+ ismev::gev.profxi(z, xlow, xup, conf = 0.95, nint = 100))
+setMethod("gpd.profxi", "gpd.fit", function(z, xlow, xup, conf = 0.95, nint = 100)
+ ismev::gpd.profxi(z, xlow, xup, conf = 0.95, nint = 100))
+setMethod("gev.profxi", "GEVEstimate", function(z, xlow, xup, conf = 0.95, nint = 100)
+ ismev::gev.profxi(..gevgpd.diag.fct(z), xlow, xup, conf = 0.95, nint = 100))
+setMethod("gpd.profxi", "GPDEstimate", function(z, xlow, xup, conf = 0.95, nint = 100)
+ ismev::gev.profxi(..gevgpd.diag.fct(z), xlow, xup, conf = 0.95, nint = 100))
+
+..gevgpd.diag.fct <- function(z){
+ utfe <- untransformed.estimate(z)
+ if(length(utfe)==2)
+ param <- ParamFamParameter(main=utfe, nuisance=nuisance(z),
+ fixed=fixed(z))
+ else param <- ParamFamParameter(main=utfe, nuisance=nuisance(z))
+ es.call <- z at estimate.call
+ nm.call <- names(es.call)
+ PFam <- NULL
+ if("ParamFamily" %in% nm.call)
+ PFam <- eval(as.list(es.call)[["ParamFamily"]])
+ if(is.null(PFam))
+ stop("There is no object of class 'ProbFamily' in the call of 'z'")
+ PFam0 <- modifyModel(PFam, param)
+ x <- eval(es.call$x)
+ z0 <- list()
+ z0$trans <- FALSE
+ z0$model <- list(NULL,NULL,NULL)
+ z0$link <- rep("identity",3)
+ z0$conv <- 0
+ z0$nllh <- sum(d(PFam0)(x,log=TRUE))
+ z0$data <- x
+ ml0 <- c(untransformed.estimate(z))
+ if(!is.null(fixed(z))) ml0 <- c(fixed(z),ml0)
+ z0$mle <- ml0
+ z0$cov <- asvar(z)/length(x)
+ z0$se <- diag(z0$cov)^.5
+ z0$vals <- t(matrix(z0$mle,3,length(x)))
+ return(z0)
+ #ismev::gev.fit(z0)
+}
Modified: branches/robast-1.0/pkg/RobExtremes/inst/TOBEDONE
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/inst/TOBEDONE 2014-08-10 22:21:47 UTC (rev 783)
+++ branches/robast-1.0/pkg/RobExtremes/inst/TOBEDONE 2014-08-11 01:48:39 UTC (rev 784)
@@ -4,4 +4,5 @@
+ generate LM-Grids for GEVFamilyMuUnknown
+ write code so that it uses different (semi-equivariant) norms
- in GEVFamily, GParetoFamily, GParetoFamilyMuUnknown
\ No newline at end of file
+ in GEVFamily, GParetoFamily, GParetoFamilyMuUnknown
++ use .Call interface for kMAD
\ No newline at end of file
Added: branches/robast-1.0/pkg/RobExtremes/man/internal-methods.Rd
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/man/internal-methods.Rd (rev 0)
+++ branches/robast-1.0/pkg/RobExtremes/man/internal-methods.Rd 2014-08-11 01:48:39 UTC (rev 784)
@@ -0,0 +1,62 @@
+\name{.checkEstClassForParamFamily-methods}
+\docType{methods}
+\alias{.checkEstClassForParamFamily}
+\alias{.checkEstClassForParamFamily-methods}
+\alias{.checkEstClassForParamFamily,GParetoFamily,Estimate-method}
+\alias{.checkEstClassForParamFamily,GParetoFamily,LDEstimate-method}
+\alias{.checkEstClassForParamFamily,GParetoFamily,MCEstimate-method}
+\alias{.checkEstClassForParamFamily,GParetoFamily,kStepEstimate-method}
+\alias{.checkEstClassForParamFamily,GEVFamily,Estimate-method}
+\alias{.checkEstClassForParamFamily,GEVFamily,MCEstimate-method}
+\alias{.checkEstClassForParamFamily,GEVFamily,LDEstimate-method}
+\alias{.checkEstClassForParamFamily,GEVFamily,kStepEstimate-method}
+\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,Estimate-method}
+\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,MCEstimate-method}
+\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,LDEstimate-method}
+\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,kStepEstimate-method}
+\title{ Methods for Function .checkEstClassForParamFamily in Package `RobExtremes' }
+\description{.checkEstClassForParamFamily-methods}
+\usage{
+.checkEstClassForParamFamily(PFam, estimator)
+\S4method{.checkEstClassForParamFamily}{GParetoFamily,Estimate}(PFam, estimator)
+\S4method{.checkEstClassForParamFamily}{GParetoFamily,MCEstimate}(PFam, estimator)
+\S4method{.checkEstClassForParamFamily}{GParetoFamily,LDEstimate}(PFam, estimator)
+\S4method{.checkEstClassForParamFamily}{GParetoFamily,kStepEstimate}(PFam, estimator)
+\S4method{.checkEstClassForParamFamily}{GEVFamily,Estimate}(PFam, estimator)
+\S4method{.checkEstClassForParamFamily}{GEVFamily,LDEstimate}(PFam, estimator)
+\S4method{.checkEstClassForParamFamily}{GEVFamily,MCEstimate}(PFam, estimator)
+\S4method{.checkEstClassForParamFamily}{GEVFamily,kStepEstimate}(PFam, estimator)
+\S4method{.checkEstClassForParamFamily}{GEVFamilyMuUnknown,Estimate}(PFam, estimator)
+\S4method{.checkEstClassForParamFamily}{GEVFamilyMuUnknown,LDEstimate}(PFam, estimator)
+\S4method{.checkEstClassForParamFamily}{GEVFamilyMuUnknown,MCEstimate}(PFam, estimator)
+\S4method{.checkEstClassForParamFamily}{GEVFamilyMuUnknown,kStepEstimate}(PFam, estimator)
+}
+\arguments{
+ \item{PFam}{a parametric family.}
+ \item{estimator}{an estimator. }
+ }
+\details{
+The respective methods can be used to cast an estimator to
+a model-specific subclass with particular methods.
+}
+
+\value{
+The \code{GParetoFamily,Estimate}-method returns the estimator cast to \code{GPDEstimate},
+the \code{GParetoFamily,LDEstimate}-method to \code{GPDLDEstimate},
+the \code{GParetoFamily,MCEstimate}-method to \code{GPDMCEstimate},
+the \code{GParetoFamily,kStepEstimate}-method to \code{GPDkStepstimate},
+the \code{GEVFamily,Estimate}-method to \code{GEVEstimate},
+the \code{GEVFamily,LDEstimate}-method to \code{GEVLDEstimate},
+the \code{GEVFamily,MCEstimate}-method to \code{GEVMCEstimate},
+the \code{GEVFamily,kStepEstimate}-method to \code{GEVkStepstimate}.
+the \code{GEVFamilyMuUnknown,Estimate}-method to \code{GEVEstimate},
+the \code{GEVFamilyMuUnknown,LDEstimate}-method to \code{GEVLDEstimate},
+the \code{GEVFamilyMuUnknown,MCEstimate}-method to \code{GEVMCEstimate},
+the \code{GEVFamilyMuUnknown,kStepEstimate}-method to \code{GEVkStepstimate}.
+}
+\author{
+ Peter Ruckdeschel \email{Peter.Ruckdeschel at itwm.fraunhofer.de}
+ }
+
+\keyword{methods}
+
Added: branches/robast-1.0/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd (rev 0)
+++ branches/robast-1.0/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd 2014-08-11 01:48:39 UTC (rev 784)
@@ -0,0 +1,131 @@
+\name{ismevgpdgevdiag-methods}
+\docType{methods}
+\alias{gpd.diag}
+\alias{gev.diag}
+\alias{gpd.prof}
+\alias{gev.prof}
+\alias{gpd.profxi}
+\alias{gev.profxi}
+\alias{gpd.diag-methods}
+\alias{gev.diag-methods}
+\alias{gpd.profxi-methods}
+\alias{gev.profxi-methods}
+\alias{gpd.diag,GPDEstimate-method}
+\alias{gpd.diag,gpd.fit-method}
+\alias{gev.diag,GEVEstimate-method}
+\alias{gev.diag,gev.fit-method}
+\alias{gpd.prof,GPDEstimate-method}
+\alias{gpd.prof,gpd.fit-method}
+\alias{gev.prof,GEVEstimate-method}
+\alias{gev.prof,gev.fit-method}
+\alias{gpd.profxi,GPDEstimate-method}
+\alias{gpd.profxi,gpd.fit-method}
+\alias{gev.profxi,GEVEstimate-method}
+\alias{gev.profxi,gev.fit-method}
+\title{ Methods for Diagnostic Functions in Package `RobExtremes' }
+\description{We provide wrapper to the diagnostic plots
+\code{gpd.diag} and \code{gev.diag} of package \pkg{ismev},
+as well as to profilers \code{gpd.prof}, \code{gpd.profxi} and \code{gev.prof},
+ \code{gev.profxi}. }
+
+\usage{
+gpd.diag(z)
+\S4method{gpd.diag}{gpd.fit}(z)
+\S4method{gpd.diag}{GPDEstimate}(z)
+gev.diag(z)
+\S4method{gev.diag}{gev.fit}(z)
+\S4method{gev.diag}{GEVEstimate}(z)
+gpd.prof(z,...)
+\S4method{gpd.prof}{gpd.fit}(z, m, xlow, xup, npy = 365, conf = 0.95, nint = 100)
+\S4method{gpd.prof}{GPDEstimate}(z, m, xlow, xup, npy = 365, conf = 0.95, nint = 100)
+gev.prof(z,...)
+\S4method{gev.prof}{gev.fit}(z, m, xlow, xup, conf = 0.95, nint = 100)
+\S4method{gev.prof}{GEVEstimate}(z, m, xlow, xup, conf = 0.95, nint = 100)
+gpd.profxi(z,...)
+\S4method{gpd.profxi}{gpd.fit}(z, xlow, xup, conf = 0.95, nint = 100)
+\S4method{gpd.profxi}{GPDEstimate}(z, xlow, xup, conf = 0.95, nint = 100)
+gev.profxi(z,...)
+\S4method{gev.profxi}{gev.fit}(z, xlow, xup, conf = 0.95, nint = 100)
+\S4method{gev.profxi}{GEVEstimate}(z, xlow, xup, conf = 0.95, nint = 100)
+}
+
+\arguments{
+ \item{z}{an argument of class \code{gpd.fit}, \code{gev.fit} (recovering
+ the original calling convention from package \pkg{ismev} or of class
+ \code{GEVFamily} or \code{GParetoFamily}.}
+
+\item{m}{The return level (i.e.\ the profile likelihood is for the
+ value that is exceeded with probability \code{1/m}). }
+
+\item{\dots}{further parameters to be passed on the specific methods. }
+
+\item{xlow, xup}{The least and greatest value at which to evaluate the
+ profile likelihood. }
+
+\item{npy}{The number of observations per year. }
+
+\item{conf}{The confidence coefficient of the plotted profile confidence
+ interval. }
+
+\item{nint}{The number of points at which the profile likelihood is
+ evaluated. }
+
+ }
+\details{
+We provide a coercing of our fits of S4-classes \code{"GPDEstimate"}
+and \code{"GEVEstimate"} to the (S3-)classes \code{gpd.fit} and \code{gev.fit}
+of package \pkg{ismev} (the latter being cast to an S4 class, internally, in
+our package.
+}
+
+\value{
+For \code{gpd.fit}, \code{gev.fit}
+(quoted from package \pkg{ismev}:
+ For stationary models four plots are produced; a probability plot,
+ a quantile plot, a return level plot and a histogram of data with
+ fitted density.
+
+ For non-stationary models two plots are produced; a residual
+ probability plot and a residual quantile plot.
+
+For \code{gpd.prof}, \code{gev.prof}
+(quoted from package \pkg{ismev}:
+
+ A plot of the profile likelihood is produced, with a horizontal
+ line representing a profile confidence interval with confidence
+ coefficient \code{conf}.
+
+}
+\author{
+ Peter Ruckdeschel \email{Peter.Ruckdeschel at itwm.fraunhofer.de}
+ }
+
+\references{
+ ismev: An Introduction to Statistical Modeling of Extreme Values. R package
+ version 1.39. http://CRAN.R-project.org/package=ismev; original S functions
+ written by Janet E. Heffernan with R port and R documentation provided by
+ Alec G. Stephenson. (2012).
+
+ Coles, S. (2001). \emph{An introduction
+ to statistical modeling of extreme values.} London: Springer.
+}
+
+\examples{
+if(require(ismev)){
+ ## from ismev
+ data(portpirie)
+ ppfit <- gev.fit(portpirie[,2])
+ gev.diag(ppfit)
+ ##
+ mlE <- MLEstimator(portpirie[,2], GEVFamilyMuUnknown(withPos=FALSE))
+ RobExtremes::gev.diag(mlE)
+ \dontrun{
+ RobExtremes::gev.prof(mlE)
+ RobExtremes::gev.profxi(mlE)
+ }
+}
+
+}
+
+\keyword{graphics}
+
More information about the Robast-commits
mailing list