[Robast-commits] r1247 - in branches/robast-1.3/pkg/RobExtremes: R inst

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

Author: ruckdeschel
Date: 2023-01-25 13:53:43 +0100 (Wed, 25 Jan 2023)
New Revision: 1247

Modified:
   branches/robast-1.3/pkg/RobExtremes/R/PickandsEstimator.R
   branches/robast-1.3/pkg/RobExtremes/R/asvarPickands.R
   branches/robast-1.3/pkg/RobExtremes/inst/NEWS
Log:
[RobExtremes, devel]: fixed an issue with PickandsEstimator() -- this required a location of 0 beforehand...

Modified: branches/robast-1.3/pkg/RobExtremes/R/PickandsEstimator.R
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/R/PickandsEstimator.R	2022-11-17 17:55:36 UTC (rev 1246)
+++ branches/robast-1.3/pkg/RobExtremes/R/PickandsEstimator.R	2023-01-25 12:53:43 UTC (rev 1247)
@@ -59,8 +59,8 @@
     if(is.null(fixed)) fixed <- fixed(ParamFamily)
     fixed.0 <- fixed
     na.rm.0 <- na.rm
-
-    .mPick <- function(x) .PickandsEstimator(x,alpha=alpha, GPD.l=isGP)
+    cent <- if(isGP) fixed else 0
+    .mPick <- function(x) .PickandsEstimator(x-cent,alpha=alpha, GPD.l=isGP)
     estimate <- Estimator(x, .mPick, name, Infos,
                           asvar.fct = asvar.fct.0, asvar = NULL,
                           nuis.idx = nuis.idx.0, trafo = trafo.0,

Modified: branches/robast-1.3/pkg/RobExtremes/R/asvarPickands.R
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/R/asvarPickands.R	2022-11-17 17:55:36 UTC (rev 1246)
+++ branches/robast-1.3/pkg/RobExtremes/R/asvarPickands.R	2023-01-25 12:53:43 UTC (rev 1247)
@@ -16,8 +16,9 @@
     al2 <- exp(-1/alpha^2)
   }
 
-  M2 <- q.l(model)(al1)
-  M4 <- q.l(model)(al2)
+  c0 <- fixed(param(model))
+  M2 <- q.l(model)(al1)-c0
+  M4 <- q.l(model)(al2)-c0
 
   xi <- log((M4-M2)/M2)/log(alpha)
   qu <- 1/(alpha^xi-1)

Modified: branches/robast-1.3/pkg/RobExtremes/inst/NEWS
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/inst/NEWS	2022-11-17 17:55:36 UTC (rev 1246)
+++ branches/robast-1.3/pkg/RobExtremes/inst/NEWS	2023-01-25 12:53:43 UTC (rev 1247)
@@ -16,6 +16,7 @@
    argument propagate.names in our functionals controlling whether names 
    obtained from parameter coordinates should be propagated to return values 
    of specific S4 methods for functionals for Gumbel, GEV, GPD, Pareto
++  PickandsEstimator() no longer requires the location parameter to be 0
 
 under the hood
 + fixed some broken URLs and changed URLs from http to https where possible