[Robast-commits] r992 - in branches/robast-1.1/pkg/RobExtremes: . R man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Jul 19 15:09:27 CEST 2018
Author: ruckdeschel
Date: 2018-07-19 15:09:27 +0200 (Thu, 19 Jul 2018)
New Revision: 992
Modified:
branches/robast-1.1/pkg/RobExtremes/NAMESPACE
branches/robast-1.1/pkg/RobExtremes/R/L2LocScaleShapeUnion-methods.R
branches/robast-1.1/pkg/RobExtremes/R/startEstGEV.R
branches/robast-1.1/pkg/RobExtremes/man/getCVaR.Rd
branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd
branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd
branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd
Log:
[RobExtremes] branch 1.1
bug fixes:
+ NAMESPACE: deleted "ParamWithLocAndScaleAndShapeFamParameterUnion" (not needed)
+ L2LocScaleShapeUnion-methods.R locscaleshapename<- for L2LocScaleShapeUnion
+ internalProbFamilyClasses-class.Rd some methods had not been documented
+ internalEstimatorReturnClasses-class.Rd wrong link
modifications:
+ moved more examples to \donttest for speed reasons
+
enhancements:
smaller grid of xi values as starting values for GPD and GEVD for speed reasons
Modified: branches/robast-1.1/pkg/RobExtremes/NAMESPACE
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/NAMESPACE 2018-07-19 11:55:46 UTC (rev 991)
+++ branches/robast-1.1/pkg/RobExtremes/NAMESPACE 2018-07-19 13:09:27 UTC (rev 992)
@@ -27,8 +27,7 @@
exportClasses("GParetoFamily", "GumbelLocationFamily", "WeibullFamily",
"ParetoFamily", "GEVFamily", "GEVFamilyMuUnknown")
exportClasses("DistributionsIntegratingByQuantiles")
-exportClasses("ParamWithLocAndScaleAndShapeFamParameterUnion",
- "ParamWithLocAndScaleAndShapeFamParameter")
+exportClasses("ParamWithLocAndScaleAndShapeFamParameter")
exportClasses("L2LocScaleShapeUnion")
exportClasses("GPDEstimate","GPDMCEstimate","GPDLDEstimate",
"GPDkStepEstimate","GEVEstimate","GEVLDEstimate",
Modified: branches/robast-1.1/pkg/RobExtremes/R/L2LocScaleShapeUnion-methods.R
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/R/L2LocScaleShapeUnion-methods.R 2018-07-19 11:55:46 UTC (rev 991)
+++ branches/robast-1.1/pkg/RobExtremes/R/L2LocScaleShapeUnion-methods.R 2018-07-19 13:09:27 UTC (rev 992)
@@ -16,7 +16,7 @@
function(object) object at locscaleshapename["location"])
-setReplaceMethod("locscaleshapename", "L2LocationScaleUnion",
+setReplaceMethod("locscaleshapename", "L2LocScaleShapeUnion",
function(object, value){
if(length(value)!=3)
stop("value of slot 'locscaleshapename' must be of length three")
Modified: branches/robast-1.1/pkg/RobExtremes/R/startEstGEV.R
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/R/startEstGEV.R 2018-07-19 11:55:46 UTC (rev 991)
+++ branches/robast-1.1/pkg/RobExtremes/R/startEstGEV.R 2018-07-19 13:09:27 UTC (rev 992)
@@ -1,4 +1,4 @@
-.getXiGrid <- function(){c(0.1,seq(-0.48,5,by=0.5))}
+.getXiGrid <- function(){c(-0.48,-0.1,0,0.1,0.4,1,3,6)}
.getBetaXiGEV <- function(x, mu, xiGrid = .getXiGrid(), withPos=TRUE, secLevel = 0.7,
Modified: branches/robast-1.1/pkg/RobExtremes/man/getCVaR.Rd
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/man/getCVaR.Rd 2018-07-19 11:55:46 UTC (rev 991)
+++ branches/robast-1.1/pkg/RobExtremes/man/getCVaR.Rd 2018-07-19 13:09:27 UTC (rev 992)
@@ -45,11 +45,11 @@
\author{Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}}
\seealso{\code{\link{GParetoFamily}}, \code{\link{GEVFamily}}, \code{\link{WeibullFamily}}, \code{\link{GammaFamily}}}
\examples{
+ \donttest{ # to reduce checking time
set.seed(123)
GPD <- GParetoFamily(loc=20480, scale=7e4, shape=0.3)
data <- r(GPD)(500)
getCVaR(data,GPD,0.99)
- \donttest{ # to reduce checking time
getVaR(data,GPD,0.99)
getEL(data,GPD,5)
getVaR(data,GPD,0.99, rob=FALSE)
Modified: branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd 2018-07-19 11:55:46 UTC (rev 991)
+++ branches/robast-1.1/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd 2018-07-19 13:09:27 UTC (rev 992)
@@ -47,7 +47,7 @@
%\note{}
\seealso{\code{\link[distrMod]{Estimate-class}},
\code{\link[distrMod]{MCEstimate-class}},
-\code{\link[distrMod]{kStepEstimate-class}},
+\code{\link[RobAStBase]{kStepEstimate-class}},
\code{\link{LDEstimate-class}}}
\concept{GPD distribution}
\concept{GEV distribution}
Modified: branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd 2018-07-19 11:55:46 UTC (rev 991)
+++ branches/robast-1.1/pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd 2018-07-19 13:09:27 UTC (rev 992)
@@ -3,12 +3,20 @@
\alias{InternalProbFamilyClasses-class}
\alias{L2LocScaleShapeUnion-class}
\alias{ParamWithLocAndScaleAndShapeFamParameter-class}
+\alias{locscaleshapename}
+\alias{locscaleshapename-methods}
\alias{locscaleshapename,L2LocScaleShapeUnion-method}
\alias{locscalename,L2LocScaleShapeUnion-method}
\alias{scaleshapename,L2LocScaleShapeUnion-method}
+\alias{locationname}
+\alias{locationname-methods}
\alias{locationname,L2LocScaleShapeUnion-method}
\alias{scalename,L2LocScaleShapeUnion-method}
+\alias{shapename}
+\alias{shapename-methods}
\alias{shapename,L2LocScaleShapeUnion-method}
+\alias{locscaleshapename<-}
+\alias{locscaleshapename<--methods}
\alias{locscaleshapename<-,L2LocScaleShapeUnion-method}
\title{Internal Classes for Method Dispatch in 'ProbFamliy' Classes}
\description{Internal S4 classes for method dispatch in 'L2ParamFamily' and
Modified: branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd 2018-07-19 11:55:46 UTC (rev 991)
+++ branches/robast-1.1/pkg/RobExtremes/man/ismevgpdgevdiag-methods.Rd 2018-07-19 13:09:27 UTC (rev 992)
@@ -120,11 +120,11 @@
ppfit <- ismev::gev.fit(portpirie[,2])
gev.diag(ppfit)
##
- mlE <- MLEstimator(portpirie[,2], GEVFamilyMuUnknown(withPos=FALSE))
- gev.diag(mlE)
-
## not tested on CRAN because it takes some time...
\donttest{
+ mlE <- MLEstimator(portpirie[,2], GEVFamilyMuUnknown(withPos=FALSE))
+ gev.diag(mlE)
+
gev.prof(mlE, m = 10, 4.1, 5)
gev.profxi(mlE, -0.3, 0.3)
}
@@ -137,8 +137,8 @@
## not tested on CRAN because it takes some time...
\donttest{
- gpd.prof(mlE, m = 10, 55, 77)
- gpd.profxi(mlE, -0.02, 0.02)
+ gpd.prof(mlE2, m = 10, 55, 77)
+ gpd.profxi(mlE2, -0.02, 0.02)
}
}
}
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