[Robast-commits] r1141 - in branches/robast-1.2/pkg/RobExtremes/inst: . scripts

[noreply at r-forge.r-project.org]

Author: ruckdeschel
Date: 2018-08-13 00:00:00 +0200 (Mon, 13 Aug 2018)
New Revision: 1141

Modified:
   branches/robast-1.2/pkg/RobExtremes/inst/NEWS
   branches/robast-1.2/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R
Log:
[RobExtremes] branch 2.8: small update in script RobFitsAtRealData.R

Modified: branches/robast-1.2/pkg/RobExtremes/inst/NEWS
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/inst/NEWS	2018-08-12 21:43:47 UTC (rev 1140)
+++ branches/robast-1.2/pkg/RobExtremes/inst/NEWS	2018-08-12 22:00:00 UTC (rev 1141)
@@ -14,10 +14,20 @@
 under the hood
 + moved quantile integration methods for expectation for Weibull and
   Gamma distribution to pkg distrEx (>= 2.8.0)
++ in asvarMedkMAD we now use distr::solve
 + made a helper function .qtlIntegrate out of existing code in 
   RobExtremes 1.1.0  and moved it to distrEx where it is exported
   from version 2.8.0; it is reused in RobExtremes for the GEV methods 
-
++ as with the interpolating - getStartIC methods in ROptEst, 
+  the makeIC-task is removed from the inner .modifyIC.0 function and 
+  delegated to the outer .modifyIC , so .getPsi, getPsi.wL, and
+  .getPsi.P loose their argument withMakeIC
++ in the getStartIC methods for interpolRisks, we now produce slots modifyIC with argument
+  withMakeIC (as before) and with "..." to pass on arguments to E() (e.g., when makeIC is called)
++ the timings are now about ~ 2s per estimator for GEV and GPD and check/makeIC are much faster
++ script updated 
++ the makeIC methods for GPD/GEV... also gain an "..." argument 
+  
 #######################################
 version 1.1
 #######################################

Modified: branches/robast-1.2/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R	2018-08-12 21:43:47 UTC (rev 1140)
+++ branches/robast-1.2/pkg/RobExtremes/inst/scripts/RobFitsAtRealData.R	2018-08-12 22:00:00 UTC (rev 1141)
@@ -53,7 +53,7 @@
 ## little to the situation where we enforce IC conditions
 checkIC(pIC(RMXi))
 system.time(RMXiw <- RMXEstimator(portpiriei, GEVFam,withMakeIC=TRUE))
-checkIC(pIC(RMXiw))
+checkIC(pIC(RMXiw), forceContICMethod = TRUE)
 ## uses contIC 0 - 1 standardization...
 ## for a moment remove this method
 oldM <- setMethod("makeIC", signature(IC = "ContIC", L2Fam = "L2ParamFamily"))