[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:
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