[Robast-commits] r785 - in branches/robast-1.0/pkg/RobExtremes: R inst

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Mon Aug 11 03:51:26 CEST 2014


Author: ruckdeschel
Date: 2014-08-11 03:51:25 +0200 (Mon, 11 Aug 2014)
New Revision: 785

Modified:
   branches/robast-1.0/pkg/RobExtremes/R/startEstGEV.R
   branches/robast-1.0/pkg/RobExtremes/R/startEstGPD.R
   branches/robast-1.0/pkg/RobExtremes/inst/NEWS
Log:
[RobExtremes] updated NEWS and minimal change in startEstGEV.R and startEstGPD.R

Modified: branches/robast-1.0/pkg/RobExtremes/R/startEstGEV.R
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/R/startEstGEV.R	2014-08-11 01:48:39 UTC (rev 784)
+++ branches/robast-1.0/pkg/RobExtremes/R/startEstGEV.R	2014-08-11 01:51:25 UTC (rev 785)
@@ -13,7 +13,8 @@
 
   fu <- function(x,...) .getBetaXiGEV(x,mu,xiGrid = xiGrid,withPos=withPos)
   e0 <- NULL
-
+  es <- c(NA,NA)
+  
   ### first try (to ensure global consistency): PickandsEstimator
   try({mygev <- GEVFamily(loc=0,scale=1,shape=0.1, withPos=withPos,
                      ..withWarningGEV=FALSE)
@@ -25,7 +26,7 @@
   if(!is.null(e0)) if(!is(e0,"try-error")){
       mygev <- GEVFamily(loc=0,scale=e0[1],shape=e0[2], withPos=withPos,
                          start0Est = fu, ..withWarningGEV=FALSE)
-      mde0 <- try(MDEstimator(x0, mygev, distance=CvMDist, startPar=c("scale"=es0[1],"shape"=es0[2])),silent=TRUE)
+      mde0 <- try(MDEstimator(x0, mygev, distance=CvMDist, startPar=c("scale"=e0[1],"shape"=e0[2])),silent=TRUE)
       es0 <- c(NA,NA)
       if(!is(mde0,"try-error")){
           es <- estimate(mde0)

Modified: branches/robast-1.0/pkg/RobExtremes/R/startEstGPD.R
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/R/startEstGPD.R	2014-08-11 01:48:39 UTC (rev 784)
+++ branches/robast-1.0/pkg/RobExtremes/R/startEstGPD.R	2014-08-11 01:51:25 UTC (rev 785)
@@ -10,7 +10,8 @@
 
   fu <- function(x,...) .getBetaXiGPD(x,mu,xiGrid = xiGrid,withPos=withPos)
   e0 <- NULL
-
+  es <- c(NA,NA)
+  
   ### first try (to ensure global consistency): PickandsEstimator
   try({mygpd <- GParetoFamily(loc=0,scale=1,shape=0.1, withPos=withPos)
        e1 <- medkMADhybr(x,ParamFamily=mygpd, k=10)

Modified: branches/robast-1.0/pkg/RobExtremes/inst/NEWS
===================================================================
--- branches/robast-1.0/pkg/RobExtremes/inst/NEWS	2014-08-11 01:48:39 UTC (rev 784)
+++ branches/robast-1.0/pkg/RobExtremes/inst/NEWS	2014-08-11 01:51:25 UTC (rev 785)
@@ -15,6 +15,8 @@
 + GEV now has a robust starting estimator for mu unknown
 + GEVFamily and GEVFamilyMuUnknown now have changed default starting estimators
   realized in startEstGEV.R : a CvM-MDE with xi varying on a grid...
++ provide wrapper for ismev-diagnostics ie gev.diag, gev.prof, gev.profxi, 
+  gpd.diag, gpd.prof, gpd.profxi
 
 GENERAL ENHANCEMENTS:
 



More information about the Robast-commits mailing list