[Robast-commits] r994 - in branches/robast-1.1/pkg/RobExtremes: . man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Jul 19 16:01:50 CEST 2018
Author: ruckdeschel
Date: 2018-07-19 16:01:49 +0200 (Thu, 19 Jul 2018)
New Revision: 994
Modified:
branches/robast-1.1/pkg/RobExtremes/DESCRIPTION
branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd
Log:
[RobExtremes] tweaks as to package man page
Modified: branches/robast-1.1/pkg/RobExtremes/DESCRIPTION
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/DESCRIPTION 2018-07-19 13:21:51 UTC (rev 993)
+++ branches/robast-1.1/pkg/RobExtremes/DESCRIPTION 2018-07-19 14:01:49 UTC (rev 994)
@@ -1,6 +1,6 @@
Package: RobExtremes
Version: 1.1.0
-Date: 2018-07-18
+Date: 2018-07-19
Title: Optimally Robust Estimation for Extreme Value Distributions
Description: Optimally robust estimation for extreme value distributions using S4 classes and
methods (based on packages distr, distrEx, distrMod, RobAStBase, and ROptEst).
@@ -25,4 +25,4 @@
URL: http://robast.r-forge.r-project.org/
LastChangedDate: {$LastChangedDate: 2011-09-30 11:10:33 +0200 (Fr, 30 Sep 2011) $}
LastChangedRevision: {$LastChangedRevision: 453 $}
-SVNRevision: 940
+SVNRevision: 990
Modified: branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd
===================================================================
--- branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-19 13:21:51 UTC (rev 993)
+++ branches/robast-1.1/pkg/RobExtremes/man/0RobExtremes-package.Rd 2018-07-19 14:01:49 UTC (rev 994)
@@ -10,7 +10,7 @@
for extreme value distributions, extending packages
\pkg{distr}, \pkg{distrEx}, \pkg{distrMod}, \pkg{robustbase},
\pkg{RobAStBase}, and \pkg{ROptEst}. Importing from packages \pkg{actuar},
-\pkg{evd}, it provides S4 classes and methods for
+\pkg{evd}, it provides S4 classes and methods for the
\itemize{\item Gumbel distribution
\item Generalized Extreme Value distribution (GEVD)
\item Generalized Pareto distribution (GPD)
@@ -22,35 +22,44 @@
asymmetric version of the \code{mad}, \code{kMAD} gives yet another robust
scale estimator (and functional). \cr
-As to models, we provide the GPD model, together with (speeded-up) optimally
+As to models, we provide the
+\itemize{
+\item GPD model (with known threshold), together with (speeded-up) optimally
robust estimators, with LDEstimators (in general, and with \code{medkMAD},
-\code{medSn} and \code{medQn} as particular ones) as starting estimators.
+\code{medSn} and \code{medQn} as particular ones) and Pickands' estimator as
+starting estimators.
+\item GEVD model (with known or unknown threshold), together with (speeded-up)
+optimally robust estimators, with LDEstimators (see above) and Pickands'
+estimator as starting estimators.
+\item Pareto model
}
+}
\details{
\tabular{ll}{
Package: \tab RobExtremes \cr
Version: \tab 1.1.0 \cr
-Date: \tab 2018-07-18 \cr
-Title: Optimally Robust Estimation for Extreme Value Distributions
-Description: Optimally robust estimation for extreme value distributions using S4 classes and
- methods (based on packages distr, distrEx, distrMod, RobAStBase, and ROptEst).
+Date: \tab 2018-07-19 \cr
+Title: \tab Optimally Robust Estimation for Extreme Value Distributions\cr
+Description: \tab Optimally robust estimation for extreme value distributions
+using S4 classes and methods \cr
+\tab (based on packages distr, distrEx, distrMod, RobAStBase, and ROptEst). \cr
Depends:\tab R (>= 2.14.0), methods, distrMod(>= 2.5.2), ROptEst(>= 1.0), robustbase(>= 0.8-0),
- evd, actuar \cr
+ evd \cr
Suggests: \tab RUnit (>= 0.4.26), ismev (>= 1.39) \cr
-Imports: \tab RobAStRDA, distr, distrEx, RandVar, RobAStBase, startupmsg \cr
+Imports: \tab actuar, RobAStRDA, distr, distrEx, RandVar, RobAStBase, startupmsg \cr
Authors:
-\tab Bernhard Spangl, [contributed smoothed grid values of the LMs]\cr
-\tab Sascha Desmettre [contributed smoothed grid values of the LMs]\cr
-\tab Eugen Massini [contributed an interactive smoothing routine for \cr
-\tab smoothing the LMs and smoothed grid values of the LMs] \cr
-\tab Daria Pupashenko [contributed MDE-estimation for GEV distribution in \cr
-\tab the framework of her PhD thesis 2011--14]\cr
+\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 Daria Pupashenko [contributed MDE-estimation for GEV distribution in
+the framework of 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
\tab Peter Ruckdeschel ["cre", "aut", "cph"],\cr
-\tab peter.ruckdeschel at uni-oldenburg.de\cr
+Contact: \tab peter.ruckdeschel at uni-oldenburg.de\cr
ByteCompile: \tab yes \cr
LazyLoad: \tab yes \cr
License: \tab LGPL-3 \cr
@@ -62,7 +71,8 @@
\section{Classes}{
\preformatted{
-[*]: there is a generating function with the same name in this package
+[*]: there is a generating function with the same name in RobExtremes
+[**]: generating function from distrMod, but with (speeded-up) opt.rob-estimators in RobExtremes
##########################
Distribution Classes
@@ -99,12 +109,15 @@
|>|>|>"L2GroupParamFamily" (from distrMod)
|>|>|>|>"ParetoFamily" [*]
|>|>|>|>"L2ScaleShapeUnion" (from distrMod)
+|>|>|>|>|>"GammaFamily" [**]
|>|>|>|>|>"GParetoFamily" [*]
|>|>|>|>|>"GEVFamily" [*]
-|>|>|>|>|>"WeibullFamily" [*]
+|>|>|>|>|>"WeibullFamily" [**]
|>|>|>|>"L2LocationScaleUnion" /VIRTUAL/ (from distrMod)
|>|>|>|>|>"L2LocationFamily" (from distrMod)
|>|>|>|>|>|>"GumbelLocationFamily" [*]
+|>|>|>|>"L2LocScaleShapeUnion" /VIRTUAL/ (from distrMod)
+|>|>|>|>|>"GEVFamilyMuUnknown" [*]
}
}
@@ -142,22 +155,14 @@
\preformatted{
Functionals:
-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
-Qn Generic functions for the computation of
- functionals
+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
+Qn Generic functions for the computation of functionals
}
}
@@ -215,7 +220,7 @@
S4 Classes for Distributions, \emph{R News}, \emph{6}(2), 2-6.
\url{https://CRAN.R-project.org/doc/Rnews/Rnews_2006-2.pdf}
-M.~Kohl, P. Ruckdeschel, H.~Rieder (2010):
+M. Kohl, P. Ruckdeschel, H. Rieder (2010):
Infinitesimally Robust Estimation in General Smoothly Parametrized Models.
\emph{Stat. Methods Appl.}, \bold{19}, 333--354.\cr
@@ -229,12 +234,11 @@
%a more detailed manual for \pkg{distr}, \pkg{distrSim}, \pkg{distrTEst}, and \pkg{RobExtremes} may be downloaded from
%\url{http://www.uni-bayreuth.de/departments/math/org/mathe7/DISTR/distr.pdf}\cr
-a vignette for packages \pkg{distr}, \pkg{distrSim}, \pkg{distrTEst},
+A vignette for packages \pkg{distr}, \pkg{distrSim}, \pkg{distrTEst},
and \pkg{RobExtremes} is included into the mere documentation package \pkg{distrDoc}
-and may be called by \code{require("distrDoc");vignette("distr")}
+and may be called by \code{require("distrDoc");vignette("distr")}.
-a homepage to this package is available under\cr
-\url{http://robast.r-forge.r-project.org/}
+A homepage to this package is available under \url{http://robast.r-forge.r-project.org/}.
}
\keyword{package}
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