[Robast-commits] r1151 - in branches/robast-1.2/pkg/RobExtremes: . R inst man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Aug 16 13:31:20 CEST 2018
Author: ruckdeschel
Date: 2018-08-16 13:31:20 +0200 (Thu, 16 Aug 2018)
New Revision: 1151
Modified:
branches/robast-1.2/pkg/RobExtremes/NAMESPACE
branches/robast-1.2/pkg/RobExtremes/R/GEV.R
branches/robast-1.2/pkg/RobExtremes/R/GPareto.R
branches/robast-1.2/pkg/RobExtremes/R/Gumbel.R
branches/robast-1.2/pkg/RobExtremes/R/Pareto.R
branches/robast-1.2/pkg/RobExtremes/inst/NEWS
branches/robast-1.2/pkg/RobExtremes/man/GEV-class.Rd
branches/robast-1.2/pkg/RobExtremes/man/GPareto-class.Rd
branches/robast-1.2/pkg/RobExtremes/man/Gumbel-class.Rd
branches/robast-1.2/pkg/RobExtremes/man/Pareto-class.Rd
Log:
[RobExtremes] branch 1.2
+ introduced particular liesInSupport methods for Gumbel, Pareto, GPareto, and GEV
+ updated NEWS
Modified: branches/robast-1.2/pkg/RobExtremes/NAMESPACE
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/NAMESPACE 2018-08-16 11:21:12 UTC (rev 1150)
+++ branches/robast-1.2/pkg/RobExtremes/NAMESPACE 2018-08-16 11:31:20 UTC (rev 1151)
@@ -51,7 +51,7 @@
exportMethods("modifyModel", "getStartIC", "coerce")
exportMethods("moveL2Fam2RefParam",
"moveICBackFromRefParam")
-exportMethods("checkIC", "makeIC")
+exportMethods("checkIC", "makeIC", "liesInSupport")
export("EULERMASCHERONICONSTANT","APERYCONSTANT")
export("getCVaR", "getVaR", "getEL")
export("Gumbel", "Pareto", "GPareto", "GEV")
Modified: branches/robast-1.2/pkg/RobExtremes/R/GEV.R
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/R/GEV.R 2018-08-16 11:21:12 UTC (rev 1150)
+++ branches/robast-1.2/pkg/RobExtremes/R/GEV.R 2018-08-16 11:31:20 UTC (rev 1151)
@@ -33,7 +33,6 @@
scale(x at param))
setMethod("shape", "GEV", function(object) shape(object at param))
-
## wrapped replace methods
setMethod("loc<-", "GEV", function(object, value)
new("GEV", loc = value, scale = scale(object), shape = shape(object)))
@@ -58,6 +57,14 @@
else return(TRUE)
})
+setMethod("liesInSupport", signature(object = "GEV",
+ x = "numeric"),
+ function(object, x, checkFin = TRUE){
+ loc=loc(object); scale=scale(object); shape=shape(object)
+ if(shape>0) return(is.finite(x)&(x>= loc-scale/shape))
+ if(shape<0) return(is.finite(x)&(x<= loc-scale/shape))
+ if(abs(shape)<1e-8) return(is.finite(x))})
+
## generating function
GEV <- function(loc = 0, scale = 1, shape = 0, location = loc){
if(!missing(loc)&&!missing(location))
Modified: branches/robast-1.2/pkg/RobExtremes/R/GPareto.R
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/R/GPareto.R 2018-08-16 11:21:12 UTC (rev 1150)
+++ branches/robast-1.2/pkg/RobExtremes/R/GPareto.R 2018-08-16 11:31:20 UTC (rev 1151)
@@ -58,6 +58,13 @@
else return(TRUE)
})
+setMethod("liesInSupport", signature(object = "GPareto",
+ x = "numeric"),
+ function(object, x, checkFin = TRUE){
+ loc=loc(object); scale=scale(object); shape=shape(object)
+ if(shape>=0) return(is.finite(x)&(x>= loc))
+ if(shape<0) return(is.finite(x)&(x<= loc-scale/shape)&(x>=loc))})
+
## generating function
GPareto <- function(loc = 0, scale = 1, shape = 0, location = loc){
if(!missing(loc)&&!missing(location))
Modified: branches/robast-1.2/pkg/RobExtremes/R/Gumbel.R
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/R/Gumbel.R 2018-08-16 11:21:12 UTC (rev 1150)
+++ branches/robast-1.2/pkg/RobExtremes/R/Gumbel.R 2018-08-16 11:31:20 UTC (rev 1151)
@@ -9,6 +9,9 @@
setReplaceMethod("scale", "GumbelParameter",
function(object, value){ object at scale <- value; object})
+setMethod("liesInSupport", signature(object = "Gumbel",
+ x = "numeric"),
+ function(object, x, checkFin = TRUE){is.finite(x)})
## generating function
Gumbel <- function(loc = 0, scale = 1){ new("Gumbel", loc = loc, scale = scale) }
Modified: branches/robast-1.2/pkg/RobExtremes/R/Pareto.R
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/R/Pareto.R 2018-08-16 11:21:12 UTC (rev 1150)
+++ branches/robast-1.2/pkg/RobExtremes/R/Pareto.R 2018-08-16 11:31:20 UTC (rev 1151)
@@ -36,6 +36,10 @@
else return(TRUE)
})
+setMethod("liesInSupport", signature(object = "Pareto",
+ x = "numeric"),
+ function(object, x, checkFin = TRUE){is.finite(x)&(x>=0)})
+
################################
## .Object at img <- new("Naturals")
Modified: branches/robast-1.2/pkg/RobExtremes/inst/NEWS
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/inst/NEWS 2018-08-16 11:21:12 UTC (rev 1150)
+++ branches/robast-1.2/pkg/RobExtremes/inst/NEWS 2018-08-16 11:31:20 UTC (rev 1151)
@@ -27,6 +27,14 @@
+ 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
++ fixed minor issues in scripts/RobFitsAtRealData.R
++ expectation E() of Pareto, GPD, and GEV gain argument diagnostic and use dot-filtering (like in distrEx)
++ minor bugfixes in .getBetaXiGEW
++ new S4 classes
+ "GPDML.ALEstimate", "GPDCvMMD.ALEstimate", and "GEVML.ALEstimate", "GEVCvMMD.ALEstimate"
+ deleted classes "GPDMCALEstimate", "GEVMCALEstimate" as not every MCE is an ALE -> this gave misleading error messages
++ warning/caveat in the help to GEVFamily/GEVFamilyMuUnknown as to the accuracy of PickandsEstimator for GEV
++ introduced particular liesInSupport methods for Gumbel, Pareto, GPareto, and GEV
#######################################
version 1.1
Modified: branches/robast-1.2/pkg/RobExtremes/man/GEV-class.Rd
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/man/GEV-class.Rd 2018-08-16 11:21:12 UTC (rev 1150)
+++ branches/robast-1.2/pkg/RobExtremes/man/GEV-class.Rd 2018-08-16 11:31:20 UTC (rev 1151)
@@ -12,8 +12,8 @@
\alias{shape<-,GEV-method}
\alias{+,GEV,numeric-method}
\alias{*,GEV,numeric-method}
+\alias{liesInSupport,GEV,numeric-method}
-
\title{Generalized EV distribution}
\description{[borrowed from \pkg{evd}]:
The GEV distribution function with parameters \code{loc}\eqn{= a},
@@ -95,6 +95,8 @@
\item{kurtosis}{\code{signature(signature(x = "GEV")}:
exact evaluation using explicit expressions.}
+ \item{liesInSupport}{\code{signature(object = "GEV", x = "numeric")}:
+ checks if \code{x} lies in the support of the respective distribution. }
}
}
Modified: branches/robast-1.2/pkg/RobExtremes/man/GPareto-class.Rd
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/man/GPareto-class.Rd 2018-08-16 11:21:12 UTC (rev 1150)
+++ branches/robast-1.2/pkg/RobExtremes/man/GPareto-class.Rd 2018-08-16 11:31:20 UTC (rev 1151)
@@ -12,6 +12,7 @@
\alias{shape<-,GPareto-method}
\alias{+,GPareto,numeric-method}
\alias{*,GPareto,numeric-method}
+\alias{liesInSupport,GPareto,numeric-method}
\title{Generalized Pareto distribution}
@@ -92,6 +93,8 @@
\item{kurtosis}{\code{signature(signature(x = "GPareto")}:
exact evaluation using explicit expressions.}
+ \item{liesInSupport}{\code{signature(object = "GPareto", x = "numeric")}:
+ checks if \code{x} lies in the support of the respective distribution. }
}
}
Modified: branches/robast-1.2/pkg/RobExtremes/man/Gumbel-class.Rd
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/man/Gumbel-class.Rd 2018-08-16 11:21:12 UTC (rev 1150)
+++ branches/robast-1.2/pkg/RobExtremes/man/Gumbel-class.Rd 2018-08-16 11:31:20 UTC (rev 1151)
@@ -8,6 +8,7 @@
\alias{scale<-,Gumbel-method}
\alias{+,Gumbel,numeric-method}
\alias{*,Gumbel,numeric-method}
+\alias{liesInSupport,Gumbel,numeric-method}
\title{Gumbel distribution}
\description{The Gumbel cumulative distribution function with
@@ -91,6 +92,10 @@
\item{IQR}{\code{signature(x = "Gumbel")}:
exact evaluation of expectation using explicit expressions.}
+
+ \item{liesInSupport}{\code{signature(object = "Gumbel", x = "numeric")}:
+ checks if \code{x} lies in the support of the respective distribution. }
+
}
}
\references{Johnson et al. (1995) \emph{Continuous Univariate Distributions. Vol. 2. 2nd ed.}
Modified: branches/robast-1.2/pkg/RobExtremes/man/Pareto-class.Rd
===================================================================
--- branches/robast-1.2/pkg/RobExtremes/man/Pareto-class.Rd 2018-08-16 11:21:12 UTC (rev 1150)
+++ branches/robast-1.2/pkg/RobExtremes/man/Pareto-class.Rd 2018-08-16 11:31:20 UTC (rev 1151)
@@ -8,6 +8,7 @@
\alias{Min<-,Pareto-method}
\alias{scale,Pareto-method}
\alias{*,Pareto,numeric-method}
+\alias{liesInSupport,Pareto,numeric-method}
\title{Pareto distribution}
\description{[borrowed from \pkg{actuar}]:
@@ -85,6 +86,8 @@
\item{*}{\code{signature(e1 = "Pareto", e2 = "numeric")}: exact method
for this transformation --- stays within this class if \code{e2>0}. }
+ \item{liesInSupport}{\code{signature(object = "Pareto", x = "numeric")}:
+ checks if \code{x} lies in the support of the respective distribution. }
}
}
\references{Johnson et al. (1995) \emph{Continuous Univariate Distributions. Vol. 2. 2nd ed.}
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