[Robast-commits] r1034 - in pkg/RobLox: . R inst man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Mon Jul 23 22:21:15 CEST 2018
Author: ruckdeschel
Date: 2018-07-23 22:21:14 +0200 (Mon, 23 Jul 2018)
New Revision: 1034
Modified:
pkg/RobLox/DESCRIPTION
pkg/RobLox/NAMESPACE
pkg/RobLox/R/showdown.R
pkg/RobLox/inst/NEWS
pkg/RobLox/man/0RobLox-package.Rd
pkg/RobLox/man/finiteSampleCorrection.Rd
pkg/RobLox/man/roblox.Rd
pkg/RobLox/man/rowRoblox.Rd
pkg/RobLox/man/showdown.Rd
Log:
[RobLox] merged branch 1.1 to trunk
Modified: pkg/RobLox/DESCRIPTION
===================================================================
--- pkg/RobLox/DESCRIPTION 2018-07-23 20:19:55 UTC (rev 1033)
+++ pkg/RobLox/DESCRIPTION 2018-07-23 20:21:14 UTC (rev 1034)
@@ -1,19 +1,19 @@
Package: RobLox
-Version: 0.9
-Date: 2013-09-12
-Title: Optimally robust influence curves and estimators for location and scale
+Version: 1.1.0
+Date: 2018-07-17
+Title: Optimally Robust Influence Curves and Estimators for Location and Scale
Description: Functions for the determination of optimally robust influence curves and
- estimators in case of normal location and/or scale
+ estimators in case of normal location and/or scale.
Depends: R(>= 2.14.0), stats, distrMod(>= 2.5.2), RobAStBase(>= 0.9)
-Imports: lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2)
+Imports: methods, lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2)
Suggests: MASS
-Author: Matthias Kohl <Matthias.Kohl at stamats.de>
-Maintainer: Matthias Kohl <Matthias.Kohl at stamats.de>
-LazyLoad: yes
+Authors at R: c(person("Matthias", "Kohl", role=c("cre", "cph"),
+ email="Matthias.Kohl at stamats.de"), person("Peter", "Ruckdeschel", role=c("aut",
+ "cph")))
ByteCompile: yes
License: LGPL-3
Encoding: latin1
URL: http://robast.r-forge.r-project.org/
LastChangedDate: {$LastChangedDate$}
LastChangedRevision: {$LastChangedRevision$}
-SVNRevision: 696
+VCS/SVNRevision: 940
Modified: pkg/RobLox/NAMESPACE
===================================================================
--- pkg/RobLox/NAMESPACE 2018-07-23 20:19:55 UTC (rev 1033)
+++ pkg/RobLox/NAMESPACE 2018-07-23 20:21:14 UTC (rev 1034)
@@ -1,18 +1,25 @@
importFrom("Biobase", "rowMedians")
importFrom("lattice","stripplot")
importFrom("RColorBrewer","brewer.pal")
-importFrom("distr", "q","Reals")
+importFrom("distr", "p", "q", "r", "q.l", "Reals")
importClassesFrom("distr","Reals")
-importFrom("RandVar", "EuclRandVarList", "RealRandVariable")
-importClassesFrom("RandVar", "EuclRandVarList", "RealRandVariable")
+importFrom("RandVar", "EuclRandVarList", "RealRandVariable")
+importClassesFrom("RandVar", "EuclRandVarList", "RealRandVariable")
importFrom("distrMod", "NormLocationFamily", "NormLocationScaleFamily", "symmetricBias", "NormType")
importClassesFrom("distrMod", "L2LocationFamily", "NormLocationFamily", "NormLocationScaleFamily")
importMethodsFrom("distrMod", "distribution", "main", "addInfo<-", "Infos", "Infos<-",
"normtype", "biastype","normtype<-","biastype<-", "estimate")
-importFrom("RobAStBase","generateIC","ContNeighborhood")
-importClassesFrom("RobAStBase","HampelWeight","ALEstimate","kStepEstimate","ContNeighborhood")
-importMethodsFrom("RobAStBase","clip","cent","stand","weight", "clip<-","cent<-","stand<-","weight<-",
- "getweight","makeIC","CallL2Fam","CallL2Fam<-", "neighborRadius", "modifyIC", "addInfo<-")
+importFrom("RobAStBase","generateIC","ContNeighborhood", "IC")
+importFrom("grDevices", "dev.new")
+importFrom("graphics", "abline", "boxplot", "curve", "layout",
+ "legend", "par", "plot")
+importFrom("methods", "is", "new")
+importFrom("stats", "approx", "complete.cases", "dnorm", "integrate",
+ "mad", "median", "na.omit", "optim", "optimize", "pnorm",
+ "qnorm", "rbinom", "rnorm", "uniroot")
+importClassesFrom("RobAStBase", "HampelWeight", "ALEstimate", "kStepEstimate", "ContNeighborhood")
+importMethodsFrom("RobAStBase", "clip", "cent", "stand", "weight", "clip<-", "cent<-", "stand<-", "weight<-",
+ "getweight", "makeIC", "CallL2Fam", "CallL2Fam<-", "neighborRadius", "modifyIC", "addInfo<-")
export(finiteSampleCorrection,
rlsOptIC.AL,
Modified: pkg/RobLox/R/showdown.R
===================================================================
--- pkg/RobLox/R/showdown.R 2018-07-23 20:19:55 UTC (rev 1033)
+++ pkg/RobLox/R/showdown.R 2018-07-23 20:21:14 UTC (rev 1034)
@@ -1,122 +1,122 @@
-###############################################################################
-## Function to perform simulation study comparing some estimator with
-## rmx estimators
-###############################################################################
-showdown <- function(n, M, eps, contD, seed = 123, estfun, estMean, estSd,
- eps.lower = 0, eps.upper = 0.05, steps = 3L, fsCor = TRUE,
- plot1 = FALSE, plot2 = FALSE, plot3 = FALSE){
- stopifnot(n >= 3)
- stopifnot(eps >= 0, eps <= 0.5)
- if(plot1){
- from <- min(-6, q(contD)(1e-15))
- to <- max(6, q(contD)(1-1e-15))
- curve(pnorm, from = from, to = to, lwd = 2, n = 201,
- main = "Comparison: ideal vs. real", ylab = "cdf")
- fun <- function(x) (1-eps)*pnorm(x) + eps*p(contD)(x)
- curve(fun, from = from, to = to, add = TRUE, col = "orange",
- lwd = 2, n = 201, ylab = "cdf")
- legend("topleft", legend = c("ideal", "real"),
- fill = c("black", "orange"))
- }
-
- set.seed(seed)
- r <- rbinom(n*M, prob = eps, size = 1)
- Mid <- rnorm(n*M)
- Mcont <- r(contD)(n*M)
- Mre <- matrix((1-r)*Mid + r*Mcont, ncol = n)
- ind <- rowSums(matrix(r, ncol = n)) >= n/2
- while(any(ind)){
- M1 <- sum(ind)
- cat("Samples to re-simulate:\t", M1, "\n")
- r <- rbinom(n*M1, prob = eps, size = 1)
- Mid <- rnorm(n*M1)
- Mcont <- r(contD)(n*M1)
- Mre[ind,] <- (1-r)*Mid + r*Mcont
- ind[ind] <- rowSums(matrix(r, ncol = n)) >= n/2
- }
- rm(Mid, Mcont, r, ind)
-
-
- if(plot2){
- ind <- if(M <= 20) 1:M else sample(1:M, 20)
- if(plot1) dev.new()
- M1 <- min(M, 20)
- print(
- stripplot(rep(1:M1, each = n) ~ as.vector(Mre[ind,]),
- ylab = "samples", xlab = "x", pch = 20,
- main = ifelse(M <= 20, "Samples", "20 randomly chosen samples"))
- )
- }
-
- ## ML-estimator: mean and sd
- Mean <- rowMeans(Mre)
- Sd <- sqrt(rowMeans((Mre-Mean)^2))
- ## Median and MAD
- Median <- rowMedians(Mre)
- Mad <- rowMedians(abs(Mre - Median))/qnorm(0.75)
- ## Competitor
- if(missing(estfun)){
- Comp <- apply(Mre, 1, estMean)
- Comp <- cbind(Comp, apply(Mre, 1, estSd))
- }else
- Comp <- t(apply(Mre, 1, estfun))
-
- ## Radius-minimax estimator
- RadMinmax <- estimate(rowRoblox(Mre, eps.lower = eps.lower,
- eps.upper = eps.upper, k = steps,
- fsCor = fsCor))
-
- if(plot3){
- Ergebnis1 <- list(Mean, Median, Comp[,1], RadMinmax[,1])
- Ergebnis2 <- list(Sd, Mad, Comp[,2], RadMinmax[,2])
- myCol <- brewer.pal(4, "Dark2")
- if(plot1 || plot2) dev.new()
- layout(matrix(c(1, 1, 1, 1, 3, 2, 2, 2, 2, 3), ncol = 2))
- boxplot(Ergebnis1, col = myCol, pch = 20, main = "Location")
- abline(h = 0)
- boxplot(Ergebnis2, col = myCol, pch = 20, main = "Scale")
- abline(h = 1)
- op <- par(mar = rep(2, 4))
- plot(c(0,1), c(1, 0), type = "n", axes = FALSE)
- legend("center", c("ML", "Med/MAD", "competitor", "rmx"),
- fill = myCol, ncol = 4, cex = 1.5)
- on.exit(par(op))
- }
-
- ## ML-estimator
- MSE1.1 <- n*mean(Mean^2)
- ## Median + MAD
- MSE2.1 <- n*mean(Median^2)
- ## Tukey
- MSE3.1 <- n*mean(Comp[,1]^2)
- ## Radius-minimax
- MSE4.1 <- n*mean(RadMinmax[,1]^2)
- empMSE <- data.frame(ML = MSE1.1, Med = MSE2.1, Competitor = MSE3.1, "rmx" = MSE4.1)
- rownames(empMSE) <- "n x empMSE (loc)"
- relMSE <- empMSE[1,]/empMSE[1,4]
- empMSE <- rbind(empMSE, relMSE)
- rownames(empMSE)[2] <- "relMSE (loc)"
-
- ## ML-estimator
- MSE1.2 <- n*mean((Sd-1)^2)
- ## Median + MAD
- MSE2.2 <- n*mean((Mad-1)^2)
- ## Tukey
- MSE3.2 <- n*mean((Comp[,2]-1)^2)
- ## Radius-minimax
- MSE4.2 <- n*mean((RadMinmax[,2]-1)^2)
- empMSE <- rbind(empMSE, c(MSE1.2, MSE2.2, MSE3.2, MSE4.2))
- rownames(empMSE)[3] <- "n x empMSE (scale)"
- relMSE <- empMSE[3,]/empMSE[3,4]
- empMSE <- rbind(empMSE, relMSE)
- rownames(empMSE)[4] <- "relMSE (scale)"
- empMSE <- rbind(empMSE, c(MSE1.1 + MSE1.2, MSE2.1 + MSE2.2, MSE3.1 + MSE3.2,
- MSE4.1 + MSE4.2))
- rownames(empMSE)[5] <- "n x empMSE (loc + scale)"
- relMSE <- empMSE[5,]/empMSE[5,4]
- empMSE <- rbind(empMSE, relMSE)
- rownames(empMSE)[6] <- "relMSE (loc + scale)"
-
- empMSE
-}
-
+###############################################################################
+## Function to perform simulation study comparing some estimator with
+## rmx estimators
+###############################################################################
+showdown <- function(n, M, eps, contD, seed = 123, estfun, estMean, estSd,
+ eps.lower = 0, eps.upper = 0.05, steps = 3L, fsCor = TRUE,
+ plot1 = FALSE, plot2 = FALSE, plot3 = FALSE){
+ stopifnot(n >= 3)
+ stopifnot(eps >= 0, eps <= 0.5)
+ if(plot1){
+ from <- min(-6, q.l(contD)(1e-15))
+ to <- max(6, q.l(contD)(1-1e-15))
+ curve(pnorm, from = from, to = to, lwd = 2, n = 201,
+ main = "Comparison: ideal vs. real", ylab = "cdf")
+ fun <- function(x) (1-eps)*pnorm(x) + eps*p(contD)(x)
+ curve(fun, from = from, to = to, add = TRUE, col = "orange",
+ lwd = 2, n = 201, ylab = "cdf")
+ legend("topleft", legend = c("ideal", "real"),
+ fill = c("black", "orange"))
+ }
+
+ set.seed(seed)
+ rad <- rbinom(n*M, prob = eps, size = 1)
+ Mid <- rnorm(n*M)
+ Mcont <- r(contD)(n*M)
+ Mre <- matrix((1-rad)*Mid + rad*Mcont, ncol = n)
+ ind <- rowSums(matrix(rad, ncol = n)) >= n/2
+ while(any(ind)){
+ M1 <- sum(ind)
+ cat("Samples to re-simulate:\t", M1, "\n")
+ rad <- rbinom(n*M1, prob = eps, size = 1)
+ Mid <- rnorm(n*M1)
+ Mcont <- r(contD)(n*M1)
+ Mre[ind,] <- (1-rad)*Mid + rad*Mcont
+ ind[ind] <- rowSums(matrix(rad, ncol = n)) >= n/2
+ }
+ rm(Mid, Mcont, rad, ind)
+
+
+ if(plot2){
+ ind <- if(M <= 20) 1:M else sample(1:M, 20)
+ if(plot1) dev.new()
+ M1 <- min(M, 20)
+ print(
+ stripplot(rep(1:M1, each = n) ~ as.vector(Mre[ind,]),
+ ylab = "samples", xlab = "x", pch = 20,
+ main = ifelse(M <= 20, "Samples", "20 randomly chosen samples"))
+ )
+ }
+
+ ## ML-estimator: mean and sd
+ Mean <- rowMeans(Mre)
+ Sd <- sqrt(rowMeans((Mre-Mean)^2))
+ ## Median and MAD
+ Median <- rowMedians(Mre)
+ Mad <- rowMedians(abs(Mre - Median))/qnorm(0.75)
+ ## Competitor
+ if(missing(estfun)){
+ Comp <- apply(Mre, 1, estMean)
+ Comp <- cbind(Comp, apply(Mre, 1, estSd))
+ }else
+ Comp <- t(apply(Mre, 1, estfun))
+
+ ## Radius-minimax estimator
+ RadMinmax <- estimate(rowRoblox(Mre, eps.lower = eps.lower,
+ eps.upper = eps.upper, k = steps,
+ fsCor = fsCor))
+
+ if(plot3){
+ Ergebnis1 <- list(Mean, Median, Comp[,1], RadMinmax[,1])
+ Ergebnis2 <- list(Sd, Mad, Comp[,2], RadMinmax[,2])
+ myCol <- brewer.pal(4, "Dark2")
+ if(plot1 || plot2) dev.new()
+ layout(matrix(c(1, 1, 1, 1, 3, 2, 2, 2, 2, 3), ncol = 2))
+ boxplot(Ergebnis1, col = myCol, pch = 20, main = "Location")
+ abline(h = 0)
+ boxplot(Ergebnis2, col = myCol, pch = 20, main = "Scale")
+ abline(h = 1)
+ op <- par(mar = rep(2, 4))
+ plot(c(0,1), c(1, 0), type = "n", axes = FALSE)
+ legend("center", c("ML", "Med/MAD", "competitor", "rmx"),
+ fill = myCol, ncol = 4, cex = 1.5)
+ on.exit(par(op))
+ }
+
+ ## ML-estimator
+ MSE1.1 <- n*mean(Mean^2)
+ ## Median + MAD
+ MSE2.1 <- n*mean(Median^2)
+ ## Tukey
+ MSE3.1 <- n*mean(Comp[,1]^2)
+ ## Radius-minimax
+ MSE4.1 <- n*mean(RadMinmax[,1]^2)
+ empMSE <- data.frame(ML = MSE1.1, Med = MSE2.1, Competitor = MSE3.1, "rmx" = MSE4.1)
+ rownames(empMSE) <- "n x empMSE (loc)"
+ relMSE <- empMSE[1,]/empMSE[1,4]
+ empMSE <- rbind(empMSE, relMSE)
+ rownames(empMSE)[2] <- "relMSE (loc)"
+
+ ## ML-estimator
+ MSE1.2 <- n*mean((Sd-1)^2)
+ ## Median + MAD
+ MSE2.2 <- n*mean((Mad-1)^2)
+ ## Tukey
+ MSE3.2 <- n*mean((Comp[,2]-1)^2)
+ ## Radius-minimax
+ MSE4.2 <- n*mean((RadMinmax[,2]-1)^2)
+ empMSE <- rbind(empMSE, c(MSE1.2, MSE2.2, MSE3.2, MSE4.2))
+ rownames(empMSE)[3] <- "n x empMSE (scale)"
+ relMSE <- empMSE[3,]/empMSE[3,4]
+ empMSE <- rbind(empMSE, relMSE)
+ rownames(empMSE)[4] <- "relMSE (scale)"
+ empMSE <- rbind(empMSE, c(MSE1.1 + MSE1.2, MSE2.1 + MSE2.2, MSE3.1 + MSE3.2,
+ MSE4.1 + MSE4.2))
+ rownames(empMSE)[5] <- "n x empMSE (loc + scale)"
+ relMSE <- empMSE[5,]/empMSE[5,4]
+ empMSE <- rbind(empMSE, relMSE)
+ rownames(empMSE)[6] <- "relMSE (loc + scale)"
+
+ empMSE
+}
+
Modified: pkg/RobLox/inst/NEWS
===================================================================
--- pkg/RobLox/inst/NEWS 2018-07-23 20:19:55 UTC (rev 1033)
+++ pkg/RobLox/inst/NEWS 2018-07-23 20:21:14 UTC (rev 1034)
@@ -8,11 +8,27 @@
information)
#######################################
-version 0.9
+version 1.1
#######################################
user-visible CHANGES:
++ DESCRIPTION tag SVNRevision changed to VCS/SVNRevision
+under the hood:
++ wherever possible also use q.l internally instead of q to
+ provide functionality in IRKernel
+
+#######################################
+version 1.0
+#######################################
+
+user-visible CHANGES:
++ title changed to title style / capitalization
+
+#######################################
+version 0.9
+#######################################
+
GENERAL ENHANCEMENTS:
+ cleaned DESCRIPTION and NAMESPACE file as to Imports/Depends
@@ -92,4 +108,4 @@
+ bug in computation of as. covariance in roblox corrected.
+ bug in rsOptIC corrected.
+ introduction of NEWS-file
-+ update of CITATION-file (based on code provided by A. Zeileis on R help)
\ No newline at end of file
++ update of CITATION-file (based on code provided by A. Zeileis on R help)
Modified: pkg/RobLox/man/0RobLox-package.Rd
===================================================================
--- pkg/RobLox/man/0RobLox-package.Rd 2018-07-23 20:19:55 UTC (rev 1033)
+++ pkg/RobLox/man/0RobLox-package.Rd 2018-07-23 20:21:14 UTC (rev 1034)
@@ -12,16 +12,15 @@
\details{
\tabular{ll}{
Package: \tab RobLox \cr
-Version: \tab 0.9 \cr
-Date: \tab 2013-09-12 \cr
-Depends: \tab R(>= 2.7.0), stats, lattice, RColorBrewer, RandVar, Biobase, distr, distrMod,
-RobAStBase \cr
+Version: \tab 1.1.0 \cr
+Date: \tab 2018-07-08 \cr
+Depends: \tab R(>= 2.14.0), stats, distrMod(>= 2.5.2), RobAStBase(>= 0.9) \cr
+Imports: \tab lattice, RColorBrewer, Biobase, RandVar(>= 0.9.2), distr(>= 2.5.2) \cr
Suggests: \tab MASS\cr
-LazyLoad: \tab yes \cr
ByteCompile: \tab yes \cr
License: \tab LGPL-3 \cr
URL: \tab http://robast.r-forge.r-project.org/\cr
-SVNRevision: \tab 696 \cr
+VCS/SVNRevision: \tab 940 \cr
}
}
\author{Matthias Kohl \email{matthias.kohl at stamats.de}}
@@ -33,7 +32,7 @@
Rieder, H., Kohl, M. and Ruckdeschel, P. (2008). The Costs of not Knowing
the Radius. \emph{Statistical Methods and Applications} \bold{17}(1) 13-40.
- Extended version: \url{http://www.stamats.de/RRlong.pdf}
+ Extended version: \url{http://r-kurs.de/RRlong.pdf}
M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation
in General Smoothly Parametrized Models. \emph{Statistical Methods and Application},
Modified: pkg/RobLox/man/finiteSampleCorrection.Rd
===================================================================
--- pkg/RobLox/man/finiteSampleCorrection.Rd 2018-07-23 20:19:55 UTC (rev 1033)
+++ pkg/RobLox/man/finiteSampleCorrection.Rd 2018-07-23 20:21:14 UTC (rev 1034)
@@ -36,7 +36,7 @@
Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing
the Radius. Statistical Methods and Applications \emph{17}(1) 13-40.
- Extended version: \url{http://www.stamats.de/RRlong.pdf}
+ Extended version: \url{http://r-kurs.de/RRlong.pdf}
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
%\note{}
Modified: pkg/RobLox/man/roblox.Rd
===================================================================
--- pkg/RobLox/man/roblox.Rd 2018-07-23 20:19:55 UTC (rev 1033)
+++ pkg/RobLox/man/roblox.Rd 2018-07-23 20:21:14 UTC (rev 1034)
@@ -77,7 +77,7 @@
Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing
the Radius. Statistical Methods and Applications \emph{17}(1) 13-40.
- Extended version: \url{http://www.stamats.de/RRlong.pdf}
+ Extended version: \url{http://r-kurs.de/RRlong.pdf}
M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation
in General Smoothly Parametrized Models. \emph{Statistical Methods and Application},
Modified: pkg/RobLox/man/rowRoblox.Rd
===================================================================
--- pkg/RobLox/man/rowRoblox.Rd 2018-07-23 20:19:55 UTC (rev 1033)
+++ pkg/RobLox/man/rowRoblox.Rd 2018-07-23 20:21:14 UTC (rev 1034)
@@ -87,7 +87,7 @@
Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing
the Radius. Statistical Methods and Applications \emph{17}(1) 13-40.
- Extended version: \url{http://www.stamats.de/RRlong.pdf}
+ Extended version: \url{http://r-kurs.de/RRlong.pdf}
M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation
in General Smoothly Parametrized Models. \emph{Statistical Methods and Application},
Modified: pkg/RobLox/man/showdown.Rd
===================================================================
--- pkg/RobLox/man/showdown.Rd 2018-07-23 20:19:55 UTC (rev 1033)
+++ pkg/RobLox/man/showdown.Rd 2018-07-23 20:21:14 UTC (rev 1034)
@@ -57,7 +57,7 @@
Rieder, H., Kohl, M. and Ruckdeschel, P. (2008) The Costs of not Knowing
the Radius. Statistical Methods and Applications \emph{17}(1) 13-40.
- Extended version: \url{http://www.stamats.de/RRlong.pdf}
+ Extended version: \url{http://r-kurs.de/RRlong.pdf}
M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation
in General Smoothly Parametrized Models. \emph{Statistical Methods and Application},
More information about the Robast-commits
mailing list