[Robast-commits] r1082 - branches/robast-1.1/pkg/ROptEst/R branches/robast-1.1/pkg/RobExtremes branches/robast-1.1/pkg/RobExtremes/R branches/robast-1.1/pkg/RobExtremes/inst branches/robast-1.1/pkg/RobExtremes/inst/scripts branches/robast-1.1/pkg/RobExtremes/man branches/robast-1.2/pkg/ROptEst/R branches/robast-1.2/pkg/RobExtremes branches/robast-1.2/pkg/RobExtremes/R branches/robast-1.2/pkg/RobExtremes/inst branches/robast-1.2/pkg/RobExtremes/inst/scripts branches/robast-1.2/pkg/RobExtremes/man pkg/ROptEst/R pkg/RobExtremes pkg/RobExtremes/R pkg/RobExtremes/inst pkg/RobExtremes/inst/scripts pkg/RobExtremes/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Aug 1 05:02:33 CEST 2018
Author: ruckdeschel
Date: 2018-08-01 05:02:30 +0200 (Wed, 01 Aug 2018)
New Revision: 1082
Modified:
branches/robast-1.1/pkg/ROptEst/R/roptest.new.R
branches/robast-1.1/pkg/RobExtremes/NAMESPACE
branches/robast-1.1/pkg/RobExtremes/R/AllClass.R
branches/robast-1.1/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R
branches/robast-1.1/pkg/RobExtremes/R/getStartIC.R
branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R
branches/robast-1.1/pkg/RobExtremes/inst/NEWS
branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R
branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd
branches/robast-1.1/pkg/RobExtremes/man/GEVFamily.Rd
branches/robast-1.1/pkg/RobExtremes/man/GParetoFamily.Rd
branches/robast-1.1/pkg/RobExtremes/man/WeibullFamily.Rd
branches/robast-1.1/pkg/RobExtremes/man/getStartIC-methods.Rd
branches/robast-1.1/pkg/RobExtremes/man/internal-methods.Rd
branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd
branches/robast-1.2/pkg/ROptEst/R/roptest.new.R
branches/robast-1.2/pkg/RobExtremes/NAMESPACE
branches/robast-1.2/pkg/RobExtremes/R/AllClass.R
branches/robast-1.2/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R
branches/robast-1.2/pkg/RobExtremes/R/getStartIC.R
branches/robast-1.2/pkg/RobExtremes/R/getStartICPareto.R
branches/robast-1.2/pkg/RobExtremes/inst/NEWS
branches/robast-1.2/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R
branches/robast-1.2/pkg/RobExtremes/man/0RobExtremes-package.Rd
branches/robast-1.2/pkg/RobExtremes/man/GEVFamily.Rd
branches/robast-1.2/pkg/RobExtremes/man/GParetoFamily.Rd
branches/robast-1.2/pkg/RobExtremes/man/WeibullFamily.Rd
branches/robast-1.2/pkg/RobExtremes/man/getStartIC-methods.Rd
branches/robast-1.2/pkg/RobExtremes/man/internal-methods.Rd
branches/robast-1.2/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd
pkg/ROptEst/R/roptest.new.R
pkg/RobExtremes/NAMESPACE
pkg/RobExtremes/R/AllClass.R
pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R
pkg/RobExtremes/R/getStartIC.R
pkg/RobExtremes/R/getStartICPareto.R
pkg/RobExtremes/inst/NEWS
pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R
pkg/RobExtremes/man/0RobExtremes-package.Rd
pkg/RobExtremes/man/GEVFamily.Rd
pkg/RobExtremes/man/GParetoFamily.Rd
pkg/RobExtremes/man/WeibullFamily.Rd
pkg/RobExtremes/man/getStartIC-methods.Rd
pkg/RobExtremes/man/internal-methods.Rd
pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd
Log:
[RobExtremes] in trunk & in branch 1.1 and in branch 1.2:
+ replaced calls in example script to roptest by RMXEstimator, MBREstimator, OBREstimator, OMSEstimator,
+ to this end needed new intermediate return classes in case of GEV[U], GPD families (for ismev diagnostics)
(and roptest had to coerce first back to kStepEstimate)
+ some cosmetics as to Rd files (and R CMD check threw an error at TeX due to (misplaced) \cr)
+ the new getStartIC methods also respect modifyICwarn
Modified: branches/robast-1.1/pkg/ROptEst/R/roptest.new.R
===================================================================
--- branches/robast-1.1/pkg/ROptEst/R/roptest.new.R 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.1/pkg/ROptEst/R/roptest.new.R 2018-08-01 03:02:30 UTC (rev 1082)
@@ -138,7 +138,7 @@
retV at estimate.call <- mc
tim <- attr(retV,"timings")
- retV <- as(retV, "ORobEstimate")
+ retV <- as(as(retV,"kStepEstimate"), "ORobEstimate")
retV <- .checkEstClassForParamFamily(L2Fam,retV)
attr(retV,"timings") <- tim
retV at roptestCall <- mc
Modified: branches/robast-1.1/pkg/RobExtremes/NAMESPACE
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/NAMESPACE 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.1/pkg/RobExtremes/NAMESPACE 2018-08-01 03:02:30 UTC (rev 1082)
@@ -31,7 +31,8 @@
exportClasses("L2LocScaleShapeUnion")
exportClasses("GPDEstimate","GPDMCEstimate","GPDLDEstimate",
"GPDkStepEstimate","GEVEstimate","GEVLDEstimate",
- "GEVkStepEstimate","GEVMCEstimate")
+ "GEVkStepEstimate","GEVMCEstimate",
+ "GPDORobEstimate","GEVORobEstimate")
exportMethods("initialize", "show", "rescaleFunction")
exportMethods("loc", "loc<-", "kMAD", "Sn", "Qn")
exportMethods("validParameter",
Modified: branches/robast-1.1/pkg/RobExtremes/R/AllClass.R
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/R/AllClass.R 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.1/pkg/RobExtremes/R/AllClass.R 2018-08-01 03:02:30 UTC (rev 1082)
@@ -288,7 +288,9 @@
setClass("GPDMCEstimate", contains=c("MCEstimate", "GPDEstimate"))
setClass("GPDLDEstimate", contains=c("LDEstimate", "GPDEstimate"))
setClass("GPDkStepEstimate", contains=c("kStepEstimate", "GPDEstimate"))
+setClass("GPDORobEstimate", contains=c("ORobEstimate", "GPDkStepEstimate"))
setClass("GEVEstimate", contains="Estimate")
setClass("GEVLDEstimate", contains=c("LDEstimate", "GEVEstimate"))
setClass("GEVkStepEstimate", contains=c("kStepEstimate", "GEVEstimate"))
+setClass("GEVORobEstimate", contains=c("ORobEstimate", "GEVkStepEstimate"))
setClass("GEVMCEstimate", contains=c("MCEstimate", "GEVEstimate"))
Modified: branches/robast-1.1/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.1/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R 2018-08-01 03:02:30 UTC (rev 1082)
@@ -8,6 +8,9 @@
signature=signature(PFam="GParetoFamily",estimator="kStepEstimate"),
function(PFam, estimator) as(estimator,"GPDkStepEstimate"))
setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GParetoFamily",estimator="ORobEstimate"),
+ function(PFam, estimator) as(estimator,"GPDORobEstimate"))
+setMethod(".checkEstClassForParamFamily",
signature=signature(PFam="GParetoFamily",estimator="MCEstimate"),
function(PFam, estimator) as(estimator,"GPDMCEstimate"))
setMethod(".checkEstClassForParamFamily",
@@ -20,6 +23,9 @@
signature=signature(PFam="GEVFamily",estimator="kStepEstimate"),
function(PFam, estimator) as(estimator,"GEVkStepEstimate"))
setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GEVFamily",estimator="ORobEstimate"),
+ function(PFam, estimator) as(estimator,"GEVORobEstimate"))
+setMethod(".checkEstClassForParamFamily",
signature=signature(PFam="GEVFamily",estimator="MCEstimate"),
function(PFam, estimator) as(estimator,"GEVMCEstimate"))
setMethod(".checkEstClassForParamFamily",
@@ -32,5 +38,8 @@
signature=signature(PFam="GEVFamilyMuUnknown",estimator="kStepEstimate"),
function(PFam, estimator) as(estimator,"GEVkStepEstimate"))
setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GEVFamilyMuUnknown",estimator="ORobEstimate"),
+ function(PFam, estimator) as(estimator,"GEVORobEstimate"))
+setMethod(".checkEstClassForParamFamily",
signature=signature(PFam="GEVFamilyMuUnknown",estimator="MCEstimate"),
function(PFam, estimator) as(estimator,"GEVMCEstimate"))
Modified: branches/robast-1.1/pkg/RobExtremes/R/getStartIC.R
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/R/getStartIC.R 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.1/pkg/RobExtremes/R/getStartIC.R 2018-08-01 03:02:30 UTC (rev 1082)
@@ -1,15 +1,11 @@
setMethod("getStartIC",signature(model = "L2ScaleShapeUnion", risk = "interpolRisk"),
- function(model, risk, ...){
+ function(model, risk, ..., withMakeIC = FALSE, ..debug=FALSE,
+ modifyICwarn = NULL){
mc <- match.call(call = sys.call(sys.parent(1)))
- dots <- match.call(call = sys.call(sys.parent(1)),
- expand.dots = FALSE)$"..."
mc$risk <- if(type(risk)==".MBRE") asMSE() else asBias()
mc$neighbor <- ContNeighborhood(radius=0.5)
- withMakeIC <- FALSE
- if(!is.null(dots$withMakeIC)) withMakeIC <- dots$withMakeIC
-
gridn <- gsub("\\.","",type(risk))
nam <- paste(".",gsub("[F,f]amily","",gsub(" ","",name(model))),sep="")
@@ -76,15 +72,13 @@
})
setMethod("getStartIC",signature(model = "L2LocScaleShapeUnion", risk = "interpolRisk"),
- function(model, risk, ...){
+ function(model, risk, ..., withMakeIC = FALSE, ..debug=FALSE,
+ modifyICwarn = NULL){
mc <- match.call(call = sys.call(sys.parent(1)))
- dots <- match.call(call = sys.call(sys.parent(1)),
- expand.dots = FALSE)$"..."
mc$risk <- if(type(risk)==".MBRE") asMSE() else asBias()
mc$neighbor <- ContNeighborhood(radius=0.5)
- withMakeIC <- FALSE
gridn <- gsub("\\.","",type(risk))
Modified: branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.1/pkg/RobExtremes/R/getStartICPareto.R 2018-08-01 03:02:30 UTC (rev 1082)
@@ -1,13 +1,6 @@
setMethod("getStartIC",signature(model = "ParetoFamily", risk = "interpolRisk"),
- function(model, risk, ...){
+ function(model, risk, ..., withMakeIC = FALSE){
- mc <- match.call(call = sys.call(sys.parent(1)))
- dots <- match.call(call = sys.call(sys.parent(1)),
- expand.dots = FALSE)$"..."
-
- withMakeIC <- FALSE
- if(!is.null(dots$withMakeIC)) withMakeIC <- dots$withMakeIC
-
param1 <- param(model)
xi <- main(param1)
.modifyIC0 <- function(L2Fam, IC){
Modified: branches/robast-1.1/pkg/RobExtremes/inst/NEWS
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/inst/NEWS 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.1/pkg/RobExtremes/inst/NEWS 2018-08-01 03:02:30 UTC (rev 1082)
@@ -42,6 +42,8 @@
+ in ParetoFamily.R L2derivDistr was not attached to return value
under the hood:
++ inserted new intermediate classes for return values of roptest, RMXEstimator, MBREstimator,
+ OBREstimator, OMSEstimator, in case of GEV[U], GPD families (for ismev diagnostics)
+ Expectation E for DistributionsIntegratingByQuantiles to speed up things
now uses stop.on.error = FALSE and for accuracy splits up the integration range in [0,0.98] and [0.98, upp] as soon as upp>0.98
+ prepared everything for first release on CRAN
Modified: branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.1/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R 2018-08-01 03:02:30 UTC (rev 1082)
@@ -43,12 +43,16 @@
system.time(mlEiALE <- roptest(portpiriei, GEVFam,risk=asCov()))
## with 10 steps and with
system.time(mlEi10ALE <- roptest(portpiriei, GEVFam,risk=asCov(),steps=10))
-system.time(MBRi <- roptest(portpiriei, GEVFam,risk=MBRRisk()))
-system.time(RMXi <- roptest(portpiriei, GEVFam,risk=RMXRRisk()))
+system.time(MBRi <- MBREstimator(portpiriei, GEVFam))
+## synonymous to
+## system.time(MBRi0 <- roptest(portpiriei, GEVFam,risk=MBRRisk()))
+system.time(RMXi <- RMXEstimator(portpiriei, GEVFam))
+## synonymous to
+## system.time(RMXi <- roptest(portpiriei, GEVFam,risk=RMXRRisk()))
## in fact the precision of the pIC is not too good, but the resp. estimate only differs
## little to the situation where we enforce IC conditions
checkIC(pIC(RMXi))
-system.time(RMXiw <- roptest(portpiriei, GEVFam,risk=RMXRRisk(),withMakeIC=TRUE))
+system.time(RMXiw <- RMXEstimator(portpiriei, GEVFam,withMakeIC=TRUE))
checkIC(pIC(RMXiw))
estimate(RMXi)
estimate(RMXiw)
@@ -131,8 +135,8 @@
gev.diag(ppfitc)
##
mlEc <- MLEstimator(portpiriec, GEVFamilyMuUnknown(withPos=FALSE))
-system.time(MBRc <- roptest(portpiriec, GEVFamilyMuUnknown(withPos=FALSE),risk=MBRRisk()))
-system.time(RMXc <- roptest(portpiriec, GEVFamilyMuUnknown(withPos=FALSE),risk=RMXRRisk()))
+system.time(MBRc <- MBREstimator(portpiriec, GEVFamilyMuUnknown(withPos=FALSE)))
+system.time(RMXc <- RMXEstimator(portpiriec, GEVFamilyMuUnknown(withPos=FALSE)))
## our output:
mlEc
MBRc
@@ -182,8 +186,8 @@
##
mlE2i <- MLEstimator(raini, GParetoFamily(loc=10))
gpd.diag(mlE2i)
-system.time(MBR2i <- roptest(raini, GParetoFamily(loc=10),risk=MBRRisk()))
-system.time(RMX2i <- roptest(raini, GParetoFamily(loc=10),risk=RMXRRisk()))
+system.time(MBR2i <- MBREstimator(raini, GParetoFamily(loc=10)))
+system.time(RMX2i <- RMXEstimator(raini, GParetoFamily(loc=10)))
mlE2i
MBR2i
estimate(mlE2i)
@@ -210,8 +214,8 @@
mlE2c <- MLEstimator(rainc, GParetoFamily(loc=10))
devNew()
gpd.diag(mlE2c)
-system.time(MBR2c <- roptest(rainc, GParetoFamily(loc=10),risk=MBRRisk()))
-system.time(RMX2c <- roptest(rainc, GParetoFamily(loc=10),risk=RMXRRisk()))
+system.time(MBR2c <- MBREstimator(rainc, GParetoFamily(loc=10)))
+system.time(RMX2c <- RMXEstimator(rainc, GParetoFamily(loc=10)))
## again a comparison, and again MLE is shuttered, the robust ones keep cool
estimate(mlE2i)
@@ -294,10 +298,10 @@
devNew()
returnlevelplot(x, mlE3i, MaxOrPOT="POT",ylim=c(1,1e5),log="y")
-system.time(MBR3i <- roptest(x, PM,risk=MBRRisk()))
-system.time(RMX3i <- roptest(x, PM,risk=RMXRRisk()))
-system.time(MBR3c <- roptest(xc, PM,risk=MBRRisk()))
-system.time(RMX3c <- roptest(xc, PM,risk=RMXRRisk()))
+system.time(MBR3i <- MBREstimator(x, PM))
+system.time(RMX3i <- RMXEstimator(x, PM))
+system.time(MBR3c <- MBREstimator(xc, PM))
+system.time(RMX3c <- RMXEstimator(xc, PM))
estimate(mlE3i)
estimate(MBR3i)
estimate(RMX3i)
@@ -314,13 +318,15 @@
#######################################################
WF <- WeibullFamily()
system.time(mlE4i <- MLEstimator(grbsi, WF))
-system.time(MBR4i <- roptest(grbsi, WF,risk=MBRRisk()))
-system.time(OMS4i <- roptest(grbsi, WF,risk=OMSRRisk()))
-system.time(RMX4i <- roptest(grbsi, WF,risk=RMXRRisk()))
+system.time(MBR4i <- MBREstimator(grbsi, WF))
+system.time(OMS4i <- OMSEstimator(grbsi, WF))
+## synonymous to
+## system.time(OMS4i <- roptest(grbsi, WF, risk= OMSRRisk()))
+system.time(RMX4i <- RMXEstimator(grbsi, WF))
system.time(mlE4c <- MLEstimator(grbsc, WF))
-system.time(MBR4c <- roptest(grbsc, WF,risk=MBRRisk()))
-system.time(OMS4c <- roptest(grbsc, WF,risk=OMSRRisk()))
-system.time(RMX4c <- roptest(grbsc, WF,risk=RMXRRisk()))
+system.time(MBR4c <- MBREstimator(grbsc, WF))
+system.time(OMS4c <- OMSEstimator(grbsc, WF))
+system.time(RMX4c <- RMXEstimator(grbsc, WF))
estimate(mlE4i)
estimate(MBR4i)
estimate(RMX4i)
@@ -344,13 +350,13 @@
GF <- GammaFamily()
system.time(mlE5i <- MLEstimator(grbsi, GF))
-system.time(OMS5i <- roptest(grbsi, GF,risk=OMSRRisk()))
-system.time(RMX5i <- roptest(grbsi, GF,risk=RMXRRisk()))
-system.time(MBR5i <- roptest(grbsi, GF,risk=MBRRisk()))
+system.time(OMS5i <- MBREstimator(grbsi, GF))
+system.time(RMX5i <- OMSEstimator(grbsi, GF))
+system.time(MBR5i <- RMXEstimator(grbsi, GF))
system.time(mlE5c <- MLEstimator(grbsc, GF))
-system.time(OMS5c <- roptest(grbsc, GF,risk=OMSRRisk()))
-system.time(RMX5c <- roptest(grbsc, GF,risk=RMXRRisk()))
-system.time(MBR5c <- roptest(grbsc, GF,risk=MBRRisk()))
+system.time(OMS5c <- MBREstimator(grbsc, GF))
+system.time(RMX5c <- OMSEstimator(grbsc, GF))
+system.time(MBR5c <- RMXEstimator(grbsc, GF))
estimate(mlE5i)
estimate(RMX5i)
estimate(OMS5i)
Modified: branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-08-01 03:02:30 UTC (rev 1082)
@@ -19,7 +19,7 @@
\item Generalized Extreme Value distribution (GEVD)
\item Generalized Pareto distribution (GPD)
\item Pareto distribution}
-\cr
+%\cr
}
\section{Functionals for Distributions}{
@@ -37,7 +37,7 @@
In addition, extending estimators \code{Sn} and \code{Qn} from package
\pkg{robustbase}, we provide functionals for Sn and Qn. A new
asymmetric version of the \code{mad}, \code{kMAD} gives yet another robust
-scale estimator (and functional). \cr
+scale estimator (and functional). %\cr
}
\section{Models and Estimators}{
@@ -68,7 +68,7 @@
}
For all these families, of course, MLEs and Minimum-Distance-Estimators
-are also available through package "distrMod". \cr
+are also available through package "distrMod". %\cr
}
\section{Diagnostics}{
@@ -87,7 +87,7 @@
\itemize{
\item qqplots (with confidence bands) via \code{qqplot}
\item returnlevel plots via \code{returnlevelplot}
-}\cr
+}%\cr
}
\section{Starting Point}{
@@ -96,7 +96,8 @@
accessible by
\code{file.path(system.file(package="RobExtremes"),
"scripts/RobFitsAtRealData.R")}.
-\cr}
+%\cr
+}
\details{
\tabular{ll}{
@@ -114,10 +115,11 @@
Authors:
\tab Bernhard Spangl [contributed smoothed grid values of the Lagrange multipliers]\cr
\tab Sascha Desmettre [contributed smoothed grid values of the Lagrange multipliers]\cr
-\tab Eugen Massini [contributed an interactive smoothing routine for smoothing the
- Lagrange multipliers and smoothed grid values of the Lagrange multipliers] \cr
+\tab Eugen Massini [contributed an interactive smoothing routine for smoothing the\cr
+\tab Lagrange multipliers and smoothed grid values of the Lagrange multipliers] \cr
\tab Daria Pupashenko [contributed MDE-estimation for GEV distribution in
-the framework of her PhD thesis 2011--14]\cr
+the framework of\cr
+\tab her PhD thesis 2011--14]\cr
\tab Gerald Kroisandt [contributed testing routines]\cr
\tab Nataliya Horbenko ["aut","cph"] \cr
\tab Matthias Kohl ["aut", "cph"]\cr
@@ -136,7 +138,8 @@
\preformatted{
[*]: there is a generating function with the same name in RobExtremes
-[**]: generating function from distrMod, but with (speeded-up) opt.rob-estimators in RobExtremes
+[**]: generating function from distrMod, but with (speeded-up)
+ opt.rob-estimators in RobExtremes
##########################
Distribution Classes
@@ -188,7 +191,8 @@
\section{Functions}{
\preformatted{
-LDEstimator Estimators for scale-shape models based on location and dispersion
+LDEstimator Estimators for scale-shape models based on
+ location and dispersion
medSn loc=median disp=Sn
medQn loc=median disp=Qn
medkMAD loc=median disp=kMAD
@@ -219,13 +223,15 @@
\preformatted{
Functionals:
-E Generic function for the computation of (conditional) expectations
+E Generic function for the computation of
+ (conditional) expectations
var Generic functions for the computation of functionals
IQR Generic functions for the computation of functionals
median Generic functions for the computation of functionals
skewness Generic functions for the computation of functionals
kurtosis Generic functions for the computation of functionals
-Sn Generic function for the computation of (conditional) expectations
+Sn Generic function for the computation of (conditional)
+ expectations
Qn Generic functions for the computation of functionals
}
@@ -247,7 +253,7 @@
(and gratefully ackknowledged). Thanks also goes to the maintainers of CRAN,
in particully to Uwe Ligges who greatly helped us with finding an appropriate
way to store the database of interpolating functions which allow the speed up
--- this is now package RobAStRDA on CRAN.\cr
+-- this is now package RobAStRDA on CRAN. %\cr
}
\author{
Modified: branches/robast-1.1/pkg/RobExtremes/man/GEVFamily.Rd
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/man/GEVFamily.Rd 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.1/pkg/RobExtremes/man/GEVFamily.Rd 2018-08-01 03:02:30 UTC (rev 1082)
@@ -8,9 +8,9 @@
}
\usage{
GEVFamily(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,
- withMDE = FALSE, ..ignoreTrafo = FALSE, ..withWarningGEV = TRUE)
+ p = NULL, N = NULL, trafo = NULL, start0Est = NULL, withPos = TRUE,
+ secLevel = 0.7, withCentL2 = FALSE, withL2derivDistr = FALSE,
+ withMDE = FALSE, ..ignoreTrafo = FALSE, ..withWarningGEV = TRUE)
}
\arguments{
\item{loc}{ real: known/fixed threshold/location parameter }
Modified: branches/robast-1.1/pkg/RobExtremes/man/GParetoFamily.Rd
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/man/GParetoFamily.Rd 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.1/pkg/RobExtremes/man/GParetoFamily.Rd 2018-08-01 03:02:30 UTC (rev 1082)
@@ -8,9 +8,9 @@
}
\usage{
GParetoFamily(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,
- withMDE = FALSE, ..ignoreTrafo = FALSE)
+ p = NULL, N = NULL, trafo = NULL, start0Est = NULL, withPos = TRUE,
+ secLevel = 0.7, withCentL2 = FALSE, withL2derivDistr = FALSE,
+ withMDE = FALSE, ..ignoreTrafo = FALSE)
}
\arguments{
\item{loc}{ real: known/fixed threshold/location parameter }
Modified: branches/robast-1.1/pkg/RobExtremes/man/WeibullFamily.Rd
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/man/WeibullFamily.Rd 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.1/pkg/RobExtremes/man/WeibullFamily.Rd 2018-08-01 03:02:30 UTC (rev 1082)
@@ -8,8 +8,8 @@
}
\usage{
WeibullFamily(scale = 1, shape = 0.5, of.interest = c("scale", "shape"),
- p = NULL, N = NULL, trafo = NULL, start0Est = NULL, withPos = TRUE,
- withCentL2 = FALSE, withL2derivDistr = FALSE, ..ignoreTrafo = FALSE)
+ p = NULL, N = NULL, trafo = NULL, start0Est = NULL, withPos = TRUE,
+ withCentL2 = FALSE, withL2derivDistr = FALSE, ..ignoreTrafo = FALSE)
}
\arguments{
\item{scale}{ positive real: scale parameter }
Modified: branches/robast-1.1/pkg/RobExtremes/man/getStartIC-methods.Rd
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/man/getStartIC-methods.Rd 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.1/pkg/RobExtremes/man/getStartIC-methods.Rd 2018-08-01 03:02:30 UTC (rev 1082)
@@ -12,12 +12,25 @@
argument \code{ICstart} in \code{kStepEstimator}.}
\usage{getStartIC(model, risk, ...)
+\S4method{getStartIC}{L2ScaleShapeUnion,interpolRisk}(model, risk, ...,
+ withMakeIC = FALSE, ..debug=FALSE, modifyICwarn = NULL)
+\S4method{getStartIC}{L2LocScaleShapeUnion,interpolRisk}(model, risk, ...,
+ withMakeIC = FALSE, ..debug=FALSE, modifyICwarn = NULL)
+\S4method{getStartIC}{ParetoFamily,interpolRisk}(model, risk, ...,
+ withMakeIC = FALSE)
}
\arguments{
\item{model}{normtype of class \code{NormType}}
\item{risk}{normtype of class \code{NormType}}
\item{\dots}{ further arguments to be passed to specific methods.}
+ \item{withMakeIC}{logical; if \code{TRUE} the IC is passed through
+ \code{makeIC} before return.}
+ \item{..debug}{logical; if \code{TRUE} information for debugging is issued.}
+ \item{modifyICwarn}{logical: should a (warning) information be added if
+ \code{modifyIC} is applied and hence some optimality information could
+ no longer be valid? Defaults to \code{NULL} in which case this value
+ is taken from \code{RobAStBaseOptions}.}
}
\section{Methods}{\describe{
\item{getStartIC}{\code{signature(model = "L2ScaleShapeUnion", risk = "interpolRisk")}:
Modified: branches/robast-1.1/pkg/RobExtremes/man/internal-methods.Rd
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/man/internal-methods.Rd 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.1/pkg/RobExtremes/man/internal-methods.Rd 2018-08-01 03:02:30 UTC (rev 1082)
@@ -6,14 +6,17 @@
\alias{.checkEstClassForParamFamily,GParetoFamily,LDEstimate-method}
\alias{.checkEstClassForParamFamily,GParetoFamily,MCEstimate-method}
\alias{.checkEstClassForParamFamily,GParetoFamily,kStepEstimate-method}
+\alias{.checkEstClassForParamFamily,GParetoFamily,ORobEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamily,Estimate-method}
\alias{.checkEstClassForParamFamily,GEVFamily,MCEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamily,LDEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamily,kStepEstimate-method}
+\alias{.checkEstClassForParamFamily,GEVFamily,ORobEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,Estimate-method}
\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,MCEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,LDEstimate-method}
\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,kStepEstimate-method}
+\alias{.checkEstClassForParamFamily,GEVFamilyMuUnknown,ORobEstimate-method}
\title{ Methods for Function .checkEstClassForParamFamily in Package `RobExtremes' }
\description{.checkEstClassForParamFamily-methods}
%\usage{.checkEstClassForParamFamily(PFam, estimator)
@@ -41,29 +44,29 @@
\value{
The \code{GParetoFamily,Estimate}-method returns the estimator cast to
-S4 class \code{GPDEstimate},
+S4 class \code{GPDEstimate},\cr
the \code{GParetoFamily,LDEstimate}-method cast to
-S4 class \code{GPDLDEstimate},
+S4 class \code{GPDLDEstimate},\cr
the \code{GParetoFamily,MCEstimate}-method cast to
-S4 class \code{GPDMCEstimate},
+S4 class \code{GPDMCEstimate},\cr
the \code{GParetoFamily,kStepEstimate}-method cast to
-S4 class \code{GPDkStepstimate},
+S4 class \code{GPDkStepstimate},\cr
the \code{GEVFamily,Estimate}-method cast to
-S4 class \code{GEVEstimate},
+S4 class \code{GEVEstimate},\cr
the \code{GEVFamily,LDEstimate}-method cast to
-S4 class \code{GEVLDEstimate},
+S4 class \code{GEVLDEstimate},\cr
the \code{GEVFamily,MCEstimate}-method cast to
-S4 class \code{GEVMCEstimate},
+S4 class \code{GEVMCEstimate},\cr
the \code{GEVFamily,kStepEstimate}-method cast to
-S4 class \code{GEVkStepstimate}.
+S4 class \code{GEVkStepstimate},\cr
the \code{GEVFamilyMuUnknown,Estimate}-method cast to
-S4 class \code{GEVEstimate},
+S4 class \code{GEVEstimate},\cr
the \code{GEVFamilyMuUnknown,LDEstimate}-method cast to
-S4 class \code{GEVLDEstimate},
+S4 class \code{GEVLDEstimate},\cr
the \code{GEVFamilyMuUnknown,MCEstimate}-method cast to
-S4 class \code{GEVMCEstimate},
+S4 class \code{GEVMCEstimate},\cr
the \code{GEVFamilyMuUnknown,kStepEstimate}-method cast to
-S4 class \code{GEVkStepstimate}.
+S4 class \code{GEVkStepstimate}.\cr
}
\author{
Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}
Modified: branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd 2018-08-01 03:02:30 UTC (rev 1082)
@@ -9,6 +9,8 @@
\alias{GEVLDEstimate-class}
\alias{GPDkStepEstimate-class}
\alias{GEVkStepEstimate-class}
+\alias{GPDORobEstimate-class}
+\alias{GEVORobEstimate-class}
\title{Internal Estimator Return Classes in 'RobExtremes'}
\description{S4 classes for return values of estimators
in package \pkg{RobExtremes} defined for internal
@@ -18,7 +20,8 @@
The S4 classes described here are \code{GPDEstimate}, \code{GEVEstimate},
\code{GPDMCEstimate}, \code{GEVMCEstimate},
\code{GPDLDEstimate}, \code{GEVLDEstimate},
- \code{GPDkStepEstimate}, \code{GEVkStepEstimate}.}
+ \code{GPDkStepEstimate}, \code{GEVkStepEstimate}
+ \code{GPDORobEstimate}, \code{GEVORobEstimate}.}
\section{Objects from the Class}{These classes are used internally
to provide specific S4 methods for different estimators later on;
@@ -41,6 +44,10 @@
\code{kStepEstimate}, directly.\cr
Class \code{GEVkStepEstimate} extends classes \code{GEVEstimate},
\code{kStepEstimate}, directly.\cr
+Class \code{GPDORobEstimate} extends classes \code{GPDkStepEstimate},
+\code{ORobEstimate}, directly.\cr
+Class \code{GEVORobEstimate} extends classes \code{GEVkStepEstimate},
+\code{ORobEstimate}, directly.\cr
}
%\references{}
\author{Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}}
Modified: branches/robast-1.2/pkg/ROptEst/R/roptest.new.R
===================================================================
--- branches/robast-1.2/pkg/ROptEst/R/roptest.new.R 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.2/pkg/ROptEst/R/roptest.new.R 2018-08-01 03:02:30 UTC (rev 1082)
@@ -138,7 +138,7 @@
retV at estimate.call <- mc
tim <- attr(retV,"timings")
- retV <- as(retV, "ORobEstimate")
+ retV <- as(as(retV,"kStepEstimate"), "ORobEstimate")
retV <- .checkEstClassForParamFamily(L2Fam,retV)
attr(retV,"timings") <- tim
retV at roptestCall <- mc
Modified: branches/robast-1.2/pkg/RobExtremes/NAMESPACE
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/NAMESPACE 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.2/pkg/RobExtremes/NAMESPACE 2018-08-01 03:02:30 UTC (rev 1082)
@@ -31,7 +31,8 @@
exportClasses("L2LocScaleShapeUnion")
exportClasses("GPDEstimate","GPDMCEstimate","GPDLDEstimate",
"GPDkStepEstimate","GEVEstimate","GEVLDEstimate",
- "GEVkStepEstimate","GEVMCEstimate")
+ "GEVkStepEstimate","GEVMCEstimate",
+ "GPDORobEstimate","GEVORobEstimate")
exportMethods("initialize", "show", "rescaleFunction")
exportMethods("loc", "loc<-", "kMAD", "Sn", "Qn")
exportMethods("validParameter",
Modified: branches/robast-1.2/pkg/RobExtremes/R/AllClass.R
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/R/AllClass.R 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.2/pkg/RobExtremes/R/AllClass.R 2018-08-01 03:02:30 UTC (rev 1082)
@@ -288,7 +288,9 @@
setClass("GPDMCEstimate", contains=c("MCEstimate", "GPDEstimate"))
setClass("GPDLDEstimate", contains=c("LDEstimate", "GPDEstimate"))
setClass("GPDkStepEstimate", contains=c("kStepEstimate", "GPDEstimate"))
+setClass("GPDORobEstimate", contains=c("ORobEstimate", "GPDkStepEstimate"))
setClass("GEVEstimate", contains="Estimate")
setClass("GEVLDEstimate", contains=c("LDEstimate", "GEVEstimate"))
setClass("GEVkStepEstimate", contains=c("kStepEstimate", "GEVEstimate"))
+setClass("GEVORobEstimate", contains=c("ORobEstimate", "GEVkStepEstimate"))
setClass("GEVMCEstimate", contains=c("MCEstimate", "GEVEstimate"))
Modified: branches/robast-1.2/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.2/pkg/RobExtremes/R/checkEstClassForParamFamiliyMethods.R 2018-08-01 03:02:30 UTC (rev 1082)
@@ -8,6 +8,9 @@
signature=signature(PFam="GParetoFamily",estimator="kStepEstimate"),
function(PFam, estimator) as(estimator,"GPDkStepEstimate"))
setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GParetoFamily",estimator="ORobEstimate"),
+ function(PFam, estimator) as(estimator,"GPDORobEstimate"))
+setMethod(".checkEstClassForParamFamily",
signature=signature(PFam="GParetoFamily",estimator="MCEstimate"),
function(PFam, estimator) as(estimator,"GPDMCEstimate"))
setMethod(".checkEstClassForParamFamily",
@@ -20,6 +23,9 @@
signature=signature(PFam="GEVFamily",estimator="kStepEstimate"),
function(PFam, estimator) as(estimator,"GEVkStepEstimate"))
setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GEVFamily",estimator="ORobEstimate"),
+ function(PFam, estimator) as(estimator,"GEVORobEstimate"))
+setMethod(".checkEstClassForParamFamily",
signature=signature(PFam="GEVFamily",estimator="MCEstimate"),
function(PFam, estimator) as(estimator,"GEVMCEstimate"))
setMethod(".checkEstClassForParamFamily",
@@ -32,5 +38,8 @@
signature=signature(PFam="GEVFamilyMuUnknown",estimator="kStepEstimate"),
function(PFam, estimator) as(estimator,"GEVkStepEstimate"))
setMethod(".checkEstClassForParamFamily",
+ signature=signature(PFam="GEVFamilyMuUnknown",estimator="ORobEstimate"),
+ function(PFam, estimator) as(estimator,"GEVORobEstimate"))
+setMethod(".checkEstClassForParamFamily",
signature=signature(PFam="GEVFamilyMuUnknown",estimator="MCEstimate"),
function(PFam, estimator) as(estimator,"GEVMCEstimate"))
Modified: branches/robast-1.2/pkg/RobExtremes/R/getStartIC.R
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/R/getStartIC.R 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.2/pkg/RobExtremes/R/getStartIC.R 2018-08-01 03:02:30 UTC (rev 1082)
@@ -1,15 +1,11 @@
setMethod("getStartIC",signature(model = "L2ScaleShapeUnion", risk = "interpolRisk"),
- function(model, risk, ...){
+ function(model, risk, ..., withMakeIC = FALSE, ..debug=FALSE,
+ modifyICwarn = NULL){
mc <- match.call(call = sys.call(sys.parent(1)))
- dots <- match.call(call = sys.call(sys.parent(1)),
- expand.dots = FALSE)$"..."
mc$risk <- if(type(risk)==".MBRE") asMSE() else asBias()
mc$neighbor <- ContNeighborhood(radius=0.5)
- withMakeIC <- FALSE
- if(!is.null(dots$withMakeIC)) withMakeIC <- dots$withMakeIC
-
gridn <- gsub("\\.","",type(risk))
nam <- paste(".",gsub("[F,f]amily","",gsub(" ","",name(model))),sep="")
@@ -76,15 +72,13 @@
})
setMethod("getStartIC",signature(model = "L2LocScaleShapeUnion", risk = "interpolRisk"),
- function(model, risk, ...){
+ function(model, risk, ..., withMakeIC = FALSE, ..debug=FALSE,
+ modifyICwarn = NULL){
mc <- match.call(call = sys.call(sys.parent(1)))
- dots <- match.call(call = sys.call(sys.parent(1)),
- expand.dots = FALSE)$"..."
mc$risk <- if(type(risk)==".MBRE") asMSE() else asBias()
mc$neighbor <- ContNeighborhood(radius=0.5)
- withMakeIC <- FALSE
gridn <- gsub("\\.","",type(risk))
Modified: branches/robast-1.2/pkg/RobExtremes/R/getStartICPareto.R
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/R/getStartICPareto.R 2018-08-01 01:09:59 UTC (rev 1081)
+++ branches/robast-1.2/pkg/RobExtremes/R/getStartICPareto.R 2018-08-01 03:02:30 UTC (rev 1082)
@@ -1,13 +1,6 @@
setMethod("getStartIC",signature(model = "ParetoFamily", risk = "interpolRisk"),
- function(model, risk, ...){
+ function(model, risk, ..., withMakeIC = FALSE){
- mc <- match.call(call = sys.call(sys.parent(1)))
- dots <- match.call(call = sys.call(sys.parent(1)),
- expand.dots = FALSE)$"..."
-
- withMakeIC <- FALSE
- if(!is.null(dots$withMakeIC)) withMakeIC <- dots$withMakeIC
-
param1 <- param(model)
xi <- main(param1)
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/robast -r 1082
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