[Robast-commits] r1278 - pkg/ROptEst/inst/scripts

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

Author: ruckdeschel
Date: 2024-02-06 20:59:01 +0100 (Tue, 06 Feb 2024)
New Revision: 1278

Added:
   pkg/ROptEst/inst/scripts/examples_taking_longer.R
Log:
[ROptEst] trunk new script containing chunks with long runtimes from examples 

Added: pkg/ROptEst/inst/scripts/examples_taking_longer.R
===================================================================
--- pkg/ROptEst/inst/scripts/examples_taking_longer.R	                        (rev 0)
+++ pkg/ROptEst/inst/scripts/examples_taking_longer.R	2024-02-06 19:59:01 UTC (rev 1278)
@@ -0,0 +1,109 @@
+##########################################################################
+## examples to package "ROptEst" running longer than 5 sec
+##########################################################################
+
+#-----------------------------------------------------------
+### example for comparePlot() from comparePlot.Rd
+#-----------------------------------------------------------
+
+## this example for comparePlot() will need more time than 
+## 5 seconds to run 
+
+N0 <- NormLocationScaleFamily(mean=0, sd=1)
+N0.Rob1 <- InfRobModel(center = N0,
+           neighbor = ContNeighborhood(radius = 0.5))
+IC1 <- optIC(model = N0, risk = asCov())
+IC2 <- optIC(model = N0.Rob1, risk = asMSE())
+
+comparePlot(IC1,IC2, withMBR=TRUE)
+
+
+#------------------------------------------
+## example for robest, from robest.Rd
+#------------------------------------------
+
+#############################
+## 3. Normal (Gaussian) location and scale
+#############################
+
+## this example of a two dimensional parameter
+## to be estimated will need more time than 
+## 5 seconds to run 
+## you can find it in 
+## system.file("scripts", "examples_taking_longer.R", 
+##              package="ROptEst")
+
+## 24 determinations of copper in wholemeal flour
+library(MASS)
+data(chem)
+plot(chem, main = "copper in wholemeal flour", pch = 20)
+
+## Family
+NF <- NormLocationScaleFamily()
+## ML-estimate
+MLest <- MLEstimator(chem, NF)
+estimate(MLest)
+confint(MLest)
+
+## compute optimally robust estimator (known contamination)
+## takes some time -> you can use package RobLox for normal 
+## location and scale which is optimized for speed
+nb1 <- gennbCtrl(eps = 0.05)
+robEst <- robest(chem, NF, nbCtrl = nb1, steps = 3)
+estimate.call(robEst)
+attr(robEst,"timings")
+estimate(robEst)
+
+confint(robEst, symmetricBias())
+plot(pIC(robEst))
+## plot of relative and absolute information; cf. Kohl (2005)
+infoPlot(pIC(robEst))
+
+tmp <- qqplot(chem, robEst, cex.pch=1.5, exp.cex2.pch = -.25,
+              exp.fadcol.pch = .55, withLab = TRUE, which.Order=1:4,
+              exp.cex2.lbl = .12,exp.fadcol.lbl = .45,
+              nosym.pCI = TRUE, adj.lbl=c(1.7,.2),
+              exact.pCI = FALSE, log ="xy")
+             
+## finite-sample correction
+if(require(RobLox)){
+    n <- length(chem)
+    r <- 0.05*sqrt(n)
+    r.fi <- finiteSampleCorrection(n = n, r = r)
+    fsCor0 <- r.fi/r
+    nb1 <- gennbCtrl(eps = 0.05)
+    robest <- robest(chem, NF, nbCtrl = nb1, fsCor = fsCor0, steps = 3)
+    estimate(robest)
+}
+
+## compute optimally robust estimator (unknown contamination)
+## takes some time -> use package RobLox!
+nb2 <- gennbCtrl(eps.lower = 0.05, eps.upper = 0.1)
+robest1 <- robest(chem, NF, nbCtrl = nb2, steps = 3)
+estimate(robest1)
+confint(robest1, symmetricBias())
+plot(pIC(robest1))
+## plot of relative and absolute information; cf. Kohl (2005)
+infoPlot(pIC(robest1))
+
+#------------------------------------------
+## example for roptest, from roptest.Rd
+#------------------------------------------
+
+robest.with.roptest <- 
+    roptest(chem, NormLocationScaleFamily(), eps = 0.05, steps = 3)
+
+### compare with robEst obtained with robest()
+
+class(robEst)
+class(robest.with.roptest)
+
+estimate(robEst)
+estimate(robest.with.roptest)
+
+is(robEst, "kStepEstimate")
+is(robest.with.roptest, "kStepEstimate")
+
+## only differences in calls  and functional slots, where bodies ...
+
+}