[Robast-commits] r1019 - in branches/robast-1.1/pkg/RobAStBase: R inst man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Jul 22 18:43:20 CEST 2018
Author: ruckdeschel
Date: 2018-07-22 18:43:20 +0200 (Sun, 22 Jul 2018)
New Revision: 1019
Modified:
branches/robast-1.1/pkg/RobAStBase/R/kStepEstimator.R
branches/robast-1.1/pkg/RobAStBase/R/oneStepEstimator.R
branches/robast-1.1/pkg/RobAStBase/R/optIC.R
branches/robast-1.1/pkg/RobAStBase/inst/NEWS
branches/robast-1.1/pkg/RobAStBase/man/kStepEstimator.Rd
branches/robast-1.1/pkg/RobAStBase/man/oneStepEstimator.Rd
branches/robast-1.1/pkg/RobAStBase/man/optIC.Rd
Log:
[RobAStBase] branch 1.1
+ oneStepEstimator and kStepEstimator gain an argument withMakeIC
+ optIC gains an argument withMakeIC
Modified: branches/robast-1.1/pkg/RobAStBase/R/kStepEstimator.R
===================================================================
--- branches/robast-1.1/pkg/RobAStBase/R/kStepEstimator.R 2018-07-22 11:41:27 UTC (rev 1018)
+++ branches/robast-1.1/pkg/RobAStBase/R/kStepEstimator.R 2018-07-22 16:43:20 UTC (rev 1019)
@@ -12,7 +12,8 @@
withICList = getRobAStBaseOption("withICList"),
withPICList = getRobAStBaseOption("withPICList"),
na.rm = TRUE, startArgList = NULL, ...,
- withLogScale = TRUE, withEvalAsVar = TRUE){
+ withLogScale = TRUE, withEvalAsVar = TRUE,
+ withMakeIC = FALSE){
if(missing(IC.UpdateInKer)) IC.UpdateInKer <- NULL
## save call
@@ -235,6 +236,11 @@
if(i>1){
IC <- upd$IC
L2Fam <- upd$L2Fam
+ modif.old <- modifyIC(IC)
+ if((i==steps)&&withMakeIC){
+ IC <- makeIC(IC,L2Fam)
+ IC at modifyIC <- modif.old
+ }
Param <- upd$Param
tf <- trafo(L2Fam, Param)
withPre <- FALSE
Modified: branches/robast-1.1/pkg/RobAStBase/R/oneStepEstimator.R
===================================================================
--- branches/robast-1.1/pkg/RobAStBase/R/oneStepEstimator.R 2018-07-22 11:41:27 UTC (rev 1018)
+++ branches/robast-1.1/pkg/RobAStBase/R/oneStepEstimator.R 2018-07-22 16:43:20 UTC (rev 1019)
@@ -6,7 +6,7 @@
useLast = getRobAStBaseOption("kStepUseLast"),
withUpdateInKer = getRobAStBaseOption("withUpdateInKer"),
IC.UpdateInKer = getRobAStBaseOption("IC.UpdateInKer"),
- na.rm = TRUE, startArgList = NULL, ...){
+ na.rm = TRUE, startArgList = NULL, withMakeIC = FALSE, ...){
es.call <- match.call()
es.call[[1]] <- as.name("oneStepEstimator")
@@ -17,7 +17,7 @@
erg <- kStepEstimator(x = x, IC = IC, start = start, steps = 1L,
useLast = useLast, withUpdateInKer = withUpdateInKer,
IC.UpdateInKer = IC.UpdateInKer, na.rm = na.rm,
- startArgList = startArgList, ...)
+ startArgList = startArgList, withMakeIC = withMakeIC, ...)
Infos(erg) <- gsub("kStep","oneStep", Infos(erg))
erg at estimate.call <- es.call
return(erg)
Modified: branches/robast-1.1/pkg/RobAStBase/R/optIC.R
===================================================================
--- branches/robast-1.1/pkg/RobAStBase/R/optIC.R 2018-07-22 11:41:27 UTC (rev 1018)
+++ branches/robast-1.1/pkg/RobAStBase/R/optIC.R 2018-07-22 16:43:20 UTC (rev 1019)
@@ -2,19 +2,21 @@
## Classical optimal IC (optimal in sense of the Cramer-Rao bound)
###############################################################################
setMethod("optIC", signature(model = "L2ParamFamily", risk = "asCov"),
- function(model, risk){
+ function(model, risk, withMakeIC = FALSE){
Curve <- as((trafo(model at param) %*% solve(model at FisherInfo)) %*% model at L2deriv, "EuclRandVariable")
asCov <- trafo(model at param) %*% solve(model at FisherInfo) %*% t(trafo(model at param))
modifyIC <- function(L2Fam, IC){ optIC(L2Fam, asCov()) }
L2call <- model at fam.call
L2call$trafo <- trafo(model)
- return(IC(
+ IC.o <- IC(
name = paste("Classical optimal influence curve for", model at name),
CallL2Fam = L2call,
Curve = EuclRandVarList(Curve),
modifyIC = modifyIC,
Risks = list(asCov = asCov, trAsCov = sum(diag(asCov))),
Infos = matrix(c("optIC", "optimal IC in sense of Cramer-Rao bound"),
- ncol = 2, dimnames = list(character(0), c("method", "message")))))
+ ncol = 2, dimnames = list(character(0), c("method", "message"))))
+ if(withMakeIC) IC.o <- makeIC(IC.o,model)
+ return(IC.o)
})
Modified: branches/robast-1.1/pkg/RobAStBase/inst/NEWS
===================================================================
--- branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2018-07-22 11:41:27 UTC (rev 1018)
+++ branches/robast-1.1/pkg/RobAStBase/inst/NEWS 2018-07-22 16:43:20 UTC (rev 1019)
@@ -19,7 +19,9 @@
\code{ggplot}) to produce the plot in a different framework. A more detailed description will follow in a subsequent version.
+ new methods for returnlevelplot for RobModel, InfRobModel, kStepEstimate (as qqplot)
+ unified return values for qqplot
-
++ oneStepEstimator and kStepEstimator gain an argument withMakeIC
++ optIC gains an argument withMakeIC
+
bug fix:
+ slot modifyIC was set to a wrong value in makeIC / former (potential) move was overridden
Modified: branches/robast-1.1/pkg/RobAStBase/man/kStepEstimator.Rd
===================================================================
--- branches/robast-1.1/pkg/RobAStBase/man/kStepEstimator.Rd 2018-07-22 11:41:27 UTC (rev 1018)
+++ branches/robast-1.1/pkg/RobAStBase/man/kStepEstimator.Rd 2018-07-22 16:43:20 UTC (rev 1019)
@@ -13,7 +13,8 @@
withICList = getRobAStBaseOption("withICList"),
withPICList = getRobAStBaseOption("withPICList"),
na.rm = TRUE, startArgList = NULL, ...,
- withLogScale = TRUE, withEvalAsVar = TRUE)
+ withLogScale = TRUE, withEvalAsVar = TRUE,
+ withMakeIC = FALSE)
}
\arguments{
\item{x}{ sample }
@@ -47,6 +48,8 @@
backtransformed afterwards (default). This avoids crossing 0. }
\item{withEvalAsVar}{logical; if \code{TRUE} (default), tells R to evaluate
the asymptotic variance or just to produces a call to do so.}
+ \item{withMakeIC}{logical; if \code{TRUE} the [p]IC is passed through
+ \code{makeIC} before return.}
}
\details{
Given an initial estimation \code{start}, a sample \code{x}
Modified: branches/robast-1.1/pkg/RobAStBase/man/oneStepEstimator.Rd
===================================================================
--- branches/robast-1.1/pkg/RobAStBase/man/oneStepEstimator.Rd 2018-07-22 11:41:27 UTC (rev 1018)
+++ branches/robast-1.1/pkg/RobAStBase/man/oneStepEstimator.Rd 2018-07-22 16:43:20 UTC (rev 1019)
@@ -10,7 +10,7 @@
useLast = getRobAStBaseOption("kStepUseLast"),
withUpdateInKer = getRobAStBaseOption("withUpdateInKer"),
IC.UpdateInKer = getRobAStBaseOption("IC.UpdateInKer"),
- na.rm = TRUE, startArgList = NULL, ...)
+ na.rm = TRUE, startArgList = NULL, withMakeIC = FALSE, ...)
}
\arguments{
\item{x}{ sample }
@@ -35,6 +35,8 @@
the sample \code{x}, and the model \code{eval(CallL2Fam(IC))}; in case \code{IC}
is not of class \code{IC}, the model argument \code{L2Fam} will be set
to \code{NULL}.}
+ \item{withMakeIC}{logical; if \code{TRUE} the [p]IC is passed through
+ \code{makeIC} before return.}
\item{...}{ additional arguments }
}
\details{
Modified: branches/robast-1.1/pkg/RobAStBase/man/optIC.Rd
===================================================================
--- branches/robast-1.1/pkg/RobAStBase/man/optIC.Rd 2018-07-22 11:41:27 UTC (rev 1018)
+++ branches/robast-1.1/pkg/RobAStBase/man/optIC.Rd 2018-07-22 16:43:20 UTC (rev 1019)
@@ -10,12 +10,14 @@
\usage{
optIC(model, risk, ...)
-\S4method{optIC}{L2ParamFamily,asCov}(model, risk)
+\S4method{optIC}{L2ParamFamily,asCov}(model, risk, withMakeIC = FALSE)
}
\arguments{
\item{model}{ probability model. }
\item{risk}{ object of class \code{"RiskType"}. }
\item{\dots}{ additional parameters. }
+ \item{withMakeIC}{logical; if \code{TRUE} the [p]IC is passed through
+ \code{makeIC} before return.}
}
\details{
The classical optimal IC which ist optimal in sense of the Cramer-Rao bound
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