[Robast-commits] r981 - branches/robast-1.1/pkg/RobExtremes/R

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

Author: ruckdeschel
Date: 2018-07-19 00:26:09 +0200 (Thu, 19 Jul 2018)
New Revision: 981

Modified:
   branches/robast-1.1/pkg/RobExtremes/R/GEVFamily.R
   branches/robast-1.1/pkg/RobExtremes/R/GEVFamilyMuUnknown.R
Log:
[RobExtremes] branch 1.1 fixed a sign error in FisherInfo.fct for GEV(U)

Modified: branches/robast-1.1/pkg/RobExtremes/R/GEVFamily.R
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/R/GEVFamily.R	2018-07-18 16:14:06 UTC (rev 980)
+++ branches/robast-1.1/pkg/RobExtremes/R/GEVFamily.R	2018-07-18 22:26:09 UTC (rev 981)
@@ -380,14 +380,14 @@
           G20 <- gamma(2*k)
           G10 <- gamma(k)
           G11 <- digamma(k)*gamma(k)
-          G01 <- -0.57721566490153 # digamma(1)
-          G02 <- 1.9781119906559 #trigamma(1)+digamma(1)^2
+          G01 <- ..dig1 # digamma(1)
+          G02 <- ..trig1dig1sq #trigamma(1)+digamma(1)^2
           x0 <- k1^2*2*k
           I11 <- G20*x0-2*G10*k*k1+1
           I11 <- I11/sc^2/k^2
           I12 <- G20*(-x0)+ G10*(k^3+4*k^2+3*k) - k1
           I12 <- I12 + G11*(k^3+k^2) -G01*k
-          I12 <- -I12/sc/k^3
+          I12 <- I12/sc/k^3
           I22 <- G20*x0 +k1^2 -G10*(x0+2*k*k1)
           I22 <- I22 - G11*2*k^2*k1 + G01*2*k*k1+k^2 *G02
           I22 <- I22 /k^4

Modified: branches/robast-1.1/pkg/RobExtremes/R/GEVFamilyMuUnknown.R
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/R/GEVFamilyMuUnknown.R	2018-07-18 16:14:06 UTC (rev 980)
+++ branches/robast-1.1/pkg/RobExtremes/R/GEVFamilyMuUnknown.R	2018-07-18 22:26:09 UTC (rev 981)
@@ -363,8 +363,8 @@
           G20 <- gamma(2*k)
           G10 <- gamma(k)
           G11 <- digamma(k)*gamma(k)
-          G01 <- -0.57721566490153 # digamma(1)
-          G02 <- 1.9781119906559 #trigamma(1)+digamma(1)^2
+          G01 <- ..dig1 # digamma(1)
+          G02 <- ..trig1dig1sq #trigamma(1)+digamma(1)^2
           x0 <- k1^2*2*k
           I00 <- (2*k)*k1^2*G20/sc^2
           I01 <- (G10-k1*2*G20)*k1/sc^2
@@ -373,7 +373,7 @@
           I11 <- I11/sc^2/k^2
           I12 <- G20*(-x0)+ G10*(k^3+4*k^2+3*k) - k1
           I12 <- I12 + G11*k^2*k1 -G01*k
-          I12 <- -I12/sc/k^3
+          I12 <- I12/sc/k^3
           I22 <- G20*x0 +k1^2 -G10*(x0+2*k*k1)
           I22 <- I22 - G11*2*k^2*k1 + G01*2*k*k1+k^2 *G02
           I22 <- I22 /k^4
@@ -387,7 +387,7 @@
         }
         mat <- PosSemDefSymmMatrix(matrix(c(I00,I01,I02,I01,I11,I12,I02,I12,I22),3,3))
         cs <- c("location",scaleshapename)
-        dimnames(mat) <- list(lcs,lcs)
+        dimnames(mat) <- list(cs,cs)
         return(mat)
     }
 
@@ -471,4 +471,5 @@
 ..I13 <- -..gam0(2)+..gam1(3)/2-..gam1(2)/2
 ..I23 <- -..gam2(3)/2+..gam2(2)-..gam2(1)/2+..gam1(2)-..gam1(1)
 ..I33 <- (..gam3(3)-2*..gam3(2)+..gam3(1))/4+..gam2(1)-..gam2(2)+..gam1(1)
-
+..dig1 <- digamma(1)
+..trig1dig1sq <- trigamma(1)+digamma(1)^2