[Robast-commits] r1294 - pkg/RobExtremes/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Feb 7 03:35:59 CET 2024
Author: ruckdeschel
Date: 2024-02-07 03:35:59 +0100 (Wed, 07 Feb 2024)
New Revision: 1294
Modified:
pkg/RobExtremes/man/0RobExtremes-package.Rd
pkg/RobExtremes/man/E.Rd
pkg/RobExtremes/man/GEV-class.Rd
pkg/RobExtremes/man/GEV.Rd
pkg/RobExtremes/man/GEVFamily.Rd
pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd
pkg/RobExtremes/man/GEVParameter-class.Rd
pkg/RobExtremes/man/GPareto-class.Rd
pkg/RobExtremes/man/GPareto.Rd
pkg/RobExtremes/man/GParetoFamily.Rd
pkg/RobExtremes/man/GParetoParameter-class.Rd
pkg/RobExtremes/man/Gumbel.Rd
pkg/RobExtremes/man/GumbelLocationFamily.Rd
pkg/RobExtremes/man/GumbelParameter-class.Rd
pkg/RobExtremes/man/LDEstimate-class.Rd
pkg/RobExtremes/man/LDEstimator.Rd
pkg/RobExtremes/man/Pareto-class.Rd
pkg/RobExtremes/man/ParetoFamily.Rd
pkg/RobExtremes/man/ParetoParameter-class.Rd
pkg/RobExtremes/man/PickandsEstimator.Rd
pkg/RobExtremes/man/QuantileBCCEstimator.Rd
pkg/RobExtremes/man/RobExtremesConstants.Rd
pkg/RobExtremes/man/Var.Rd
pkg/RobExtremes/man/WeibullFamily.Rd
pkg/RobExtremes/man/asvarMedkMAD.Rd
pkg/RobExtremes/man/asvarPickands.Rd
pkg/RobExtremes/man/asvarQBCC.Rd
pkg/RobExtremes/man/getCVaR.Rd
pkg/RobExtremes/man/getStartIC-methods.Rd
pkg/RobExtremes/man/internal-interpolate.Rd
pkg/RobExtremes/man/internal-methods.Rd
pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd
pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd
pkg/RobExtremes/man/internalProbFamilyReturnClasses-class.Rd
pkg/RobExtremes/man/mov2bckRef-methods.Rd
pkg/RobExtremes/man/rescaleFunction-methods.Rd
Log:
[RobExtremes] trunk Rd Files:
+ merged changes from branch 1.3., i.e. asvarPickands.Rd
+ fixed some internal .Rd files
+ moved from latin1 to UTF-8 encoding
+ removed the standardtexts (in comments) in our .Rd-files
+ added some additional references and dois to references
+ fixed a missing \ in GEV-class.Rd
Modified: pkg/RobExtremes/man/0RobExtremes-package.Rd
===================================================================
--- pkg/RobExtremes/man/0RobExtremes-package.Rd 2024-02-07 02:28:20 UTC (rev 1293)
+++ pkg/RobExtremes/man/0RobExtremes-package.Rd 2024-02-07 02:35:59 UTC (rev 1294)
@@ -1,305 +1,305 @@
-\name{RobExtremes-package}
-\alias{RobExtremes-package}
-\alias{RobExtremes}
-\docType{package}
-\title{
-RobExtremes -- Optimally Robust Estimation for Extreme Value Distributions
-}
-\description{
-\pkg{RobExtremes} provides infrastructure for speeded-up optimally robust
-estimation (i.e., MBRE, OMSE, RMXE) for extreme value distributions,
-extending packages \pkg{distr}, \pkg{distrEx}, \pkg{distrMod},
-\pkg{robustbase}, \pkg{RobAStBase}, and \pkg{ROptEst}.}
-\section{Distributions}{
-Importing from packages \pkg{actuar},
-\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)
- \item Pareto distribution}
-%\cr
-}
-\section{Functionals for Distributions}{
-These distributions come together with particular methods for expectations.
-I.e., a functional E() as in package \pkg{distrEx}, which as first argument
-takes the distribution, and, optionally, can take as second argument
-a function which then is used as integrand. These particular methods are
-available for the GPD, Pareto, Gamma, Weibull, and GEV disdribution and use
-integration on the quantile scale, i.e.,
-\deqn{\mathop{E}[X]=\int_0^1 q^X(s)\,ds}{E[X] = integral_0^1 q^X(s) ds}
-where \eqn{q^X}{q^X} is the quantile function of X.
-In addition, where they exist, we provide closed from expressions for
-variances, median, IQR, skewness, kurtosis. \cr
-In addition, extending estimators \code{Sn} and \code{Qn} from package
-\pkg{robustbase}, we provide functionals for Sn and Qn. A new
-asymmetric version of the \code{mad}, \code{kMAD} gives yet another robust
-scale estimator (and functional). %\cr
-}
-\section{Models and Estimators}{
-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) 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
-\item Weibull model
-\item Gamma model
-}
-and for each of these, we provide speeded-up optimally robust estimation
-(i.e., MBRE, OMSE, RMXE).\cr
-We robust (high-breakdown) starting estimators for
-\itemize{
- \item GPD (PickandsEstimator, medkMAD, medSn, medQn)
- \item GEV (PickandsEstimator)
- \item Pareto (Cram?r-von-Mises-Minimum-Distance-Estimator)
- \item Weibull (the quantile based estimator of Boudt/Caliskan/Croux)
- \item Gamma (Cram?r-von-Mises-Minimum-Distance-Estimator)
-}
-For all these families, of course, MLEs and Minimum-Distance-Estimators
-are also available through package "distrMod". %\cr
-}
-\section{Diagnostics}{
-We bridge to the diagnostics provided by package "ismev", i.e. our
-return objects can be plugged into the diagnostics of this package.\cr
-We have the usual diagnostic plots from package "RobAStBase",
- i.e.
-\itemize{
- \item Outylingness plots \code{outlyingPlotIC}
- \item IC plots \code{plot}
- \item Information plots via \code{infoPlot}
- \item IC comparison plots via \code{comparePlot}
- \item Cniperpoint plots (from package "ROptEst") via \code{CniperPointPlot}
-}
-but also (adopted from package "distrMod")
-\itemize{
- \item qqplots (with confidence bands) via \code{qqplot}
- \item returnlevel plots via \code{returnlevelplot}
-}%\cr
-}
-\section{Starting Point}{
- As a starting point you may look at the included script
- \file{"RobFitsAtRealData.R"} in the scripts folder of the package,
- accessible by
- \code{file.path(system.file(package="RobExtremes"),
- "scripts/RobFitsAtRealData.R")}.
-%\cr
-}
-\details{
-\tabular{ll}{
-Package: \tab RobExtremes \cr
-Version: \tab 1.2.1 \cr
-Date: \tab 2023-05-08 \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(>= 3.4), methods, distrMod(>= 2.8.0), ROptEst(>= 1.2.0), robustbase, evd \cr
-Suggests: \tab RUnit(>= 0.4.26), ismev(>= 1.39) \cr
-Imports: \tab RobAStRDA, distr, distrEx(>= 2.8.0), RandVar, RobAStBase(>= 1.2.0), startupmsg,actuar \cr
-Authors:
-\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\cr
-\tab Lagrange multipliers and smoothed grid values of the Lagrange multipliers] \cr
-\tab Daria Pupashenko [contributed MDE-estimation for GEV distribution in
-the framework of\cr
-\tab 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
-Contact: \tab peter.ruckdeschel at uni-oldenburg.de\cr
-ByteCompile: \tab yes \cr
-LazyLoad: \tab yes \cr
-License: \tab LGPL-3 \cr
-URL: \tab https://r-forge.r-project.org/projects/robast/\cr
-Encoding: \tab UTF-8 \cr
-VCS/SVNRevision: \tab 1214 \cr
-}
-}
-\section{Classes}{
-\preformatted{
-[*]: 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
-##########################
-"Distribution" (from distr)
-|>"UnivariateDistribution" (from distr)
-|>|>"AbscontDistribution" (from distr)
-|>|>|>"Gumbel" [*]
-|>|>|>"Pareto" [*]
-|>|>|>"GPareto" [*]
-|>|>|>"GEVD" [*]
-##########################
-Parameter Classes
-##########################
-"OptionalParameter" (from distr)
-|>"Parameter" (from distr)
-|>|>"GumbelParameter"
-|>|>"ParetoParameter"
-|>|>"GEVDParameter"
-|>|>"GParetoParameter"
-##########################
-ProbFamily classes
-##########################
-slots: [<name>(<class>)]
-"ProbFamily" (from distrMod)
-|>"ParamFamily" (from distrMod)
-|>|>"L2ParamFamily" (from distrMod)
-|>|>|>"L2GroupParamFamily" (from distrMod)
-|>|>|>|>"ParetoFamily" [*]
-|>|>|>|>"L2ScaleShapeUnion" (from distrMod)
-|>|>|>|>|>"GammaFamily" [**]
-|>|>|>|>|>"GParetoFamily" [*]
-|>|>|>|>|>"GEVFamily" [*]
-|>|>|>|>|>"WeibullFamily" [**]
-|>|>|>|>"L2LocationScaleUnion" /VIRTUAL/ (from distrMod)
-|>|>|>|>|>"L2LocationFamily" (from distrMod)
-|>|>|>|>|>|>"GumbelLocationFamily" [*]
-|>|>|>|>"L2LocScaleShapeUnion" /VIRTUAL/ (from distrMod)
-|>|>|>|>|>"GEVFamilyMuUnknown" [*]
-}
-}
-\section{Functions}{
-\preformatted{
-LDEstimator Estimators for scale-shape models based on
- location and dispersion
-medSn loc=median disp=Sn
-medQn loc=median disp=Qn
-medkMAD loc=median disp=kMAD
-asvarMedkMAD [asy. variance to MedkMADE]
-PickandsEstimator PickandsEstimator
-asvarPickands [asy. variance to PickandsE]
-QuantileBCCEstimator Quantile based estimator for the Weibull distribution
-asvarQBCC [asy. variance to QuantileBCCE]
-}}
-\section{Generating Functions}{
-\preformatted{
-Distribution Classes
-Gumbel Generating function for Gumbel-class
-GEVD Generating function for GEVD-class
-GPareto Generating function for GPareto-class
-Pareto Generating function for Pareto-class
-L2Param Families
-ParetoFamily Generating function for ParetoFamily-class
-GParetoFamily Generating function for GParetoFamily-class
-GEVFamily Generating function for GEVFamily-class
-WeibullFamily Generating function for WeibullFamily-class
-}}
-\section{Methods}{
-\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
-}
-}
-\section{Constants}{
-\preformatted{
-EULERMASCHERONICONSTANT
-APERYCONSTANT
-}}
-\section{Acknowledgement}{
-This package is joint work by Peter Ruckdeschel, Matthias Kohl, and
-Nataliya Horbenko (whose PhD thesis went into this package to a large extent),
-with contributions by Dasha Pupashenko, Misha Pupashenko, Gerald Kroisandt,
-Eugen Massini, Sascha Desmettre, and Bernhard Spangl, in the framework of
-project "Robust Risk Estimation" (2011-2016) funded by Volkswagen foundation
-(and gratefully ackknowledged). Thanks also goes to the maintainers of CRAN,
-in particully to Uwe Ligges who greatly helped us with finding an appropriate
-way to store the database of interpolating functions which allow the speed up
--- this is now package RobAStRDA on CRAN. %\cr
-}
-\author{
-Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}, \cr
-Matthias Kohl \email{Matthias.Kohl at stamats.de}, and \cr
-Nataliya Horbenko \email{nhorbenko at gmail.com},\cr
-\emph{Maintainer:} Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}
-}
-\references{
-M. Kohl (2005): \emph{Numerical Contributions to the Asymptotic
-Theory of Robustness.} PhD Thesis. Bayreuth. Available as
-\url{http://r-kurs.de/RRlong.pdf}
-P. Ruckdeschel, M. Kohl, T. Stabla, F. Camphausen (2006):
-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):
-Infinitesimally Robust Estimation in General Smoothly Parametrized Models.
-\emph{Stat. Methods Appl.}, \bold{19}, 333--354.\cr
-Ruckdeschel, P. and Horbenko, N. (2011): Optimally-Robust Estimators in Generalized
-Pareto Models. \emph{Statistics}. \bold{47}(4), 762--791.\cr
-Ruckdeschel, P. and Horbenko, N. (2012): Yet another breakdown point notion:
-EFSBP --illustrated at scale-shape models. \emph{Metrika}, \bold{75}(8),
-1025--1047.
-%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},
-and \pkg{RobExtremes} is included into the mere documentation package \pkg{distrDoc}
-and may be called by \code{require("distrDoc");vignette("distr")}.
-A homepage to this package is available under \url{http://robast.r-forge.r-project.org/}.
-}
-\section{Start-up-Banner}{
-You may suppress the start-up banner/message completely by setting
-\code{options("StartupBanner"="off")} somewhere before loading this package by
-\code{library} or \code{require} in your R-code / R-session.
-%
-If option \code{"StartupBanner"} is not defined (default) or setting
-\code{options("StartupBanner"=NULL)} or
-\code{options("StartupBanner"="complete")} the complete start-up banner is
-displayed.
-%
-For any other value of option \code{"StartupBanner"} (i.e., not in
-\code{c(NULL,"off","complete")}) only the version information is displayed.
-%
-The same can be achieved by wrapping the \code{library} or \code{require} call
-into either \code{suppressStartupMessages()} or
-\code{onlytypeStartupMessages(.,atypes="version")}.
-%
-As for general \code{packageStartupMessage}'s, you may also suppress all
- the start-up banner by wrapping the \code{library} or \code{require}
- call into \code{suppressPackageStartupMessages()} from
- \pkg{startupmsg}-version 0.5 on.
- }
-\section{Package versions}{
-Note: The first two numbers of package versions do not necessarily reflect
- package-individual development, but rather are chosen for the
- RobAStXXX family as a whole in order to ease updating "depends"
- information.
-}
-\keyword{package}
-\concept{S4 condition class}
-\concept{S4 distribution class}
-\concept{functional}
-\concept{kurtosis}
-\concept{median}
-\concept{skewness}
-\concept{kMAD}
-\concept{IQR}
-\concept{var}
-\concept{E}
-\concept{Sn}
-\concept{Qn}
-\concept{LDEstimator}
-\concept{medkMAD}
-\concept{medSn}
-\concept{medQn}
-\seealso{
-\code{\link[distr:0distr-package]{distr-package}},
-\code{\link[distrEx:0distrEx-package]{distrEx-package}},
-\code{\link[distrMod:0distrMod-package]{distrMod-package}},
-\code{\link[RobAStBase:0RobAStBase-package]{RobAStBase-package}},
-\code{\link[ROptEst:0ROptEst-package]{ROptEst-package}}
-}
+\name{RobExtremes-package}
+\alias{RobExtremes-package}
+\alias{RobExtremes}
+\docType{package}
+\title{
+RobExtremes -- Optimally Robust Estimation for Extreme Value Distributions
+}
+\description{
+\pkg{RobExtremes} provides infrastructure for speeded-up optimally robust
+estimation (i.e., MBRE, OMSE, RMXE) for extreme value distributions,
+extending packages \pkg{distr}, \pkg{distrEx}, \pkg{distrMod},
+\pkg{robustbase}, \pkg{RobAStBase}, and \pkg{ROptEst}.}
+\section{Distributions}{
+Importing from packages \pkg{actuar},
+\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)
+ \item Pareto distribution}
+%\cr
+}
+\section{Functionals for Distributions}{
+These distributions come together with particular methods for expectations.
+I.e., a functional E() as in package \pkg{distrEx}, which as first argument
+takes the distribution, and, optionally, can take as second argument
+a function which then is used as integrand. These particular methods are
+available for the GPD, Pareto, Gamma, Weibull, and GEV disdribution and use
+integration on the quantile scale, i.e.,
+\deqn{\mathop{E}[X]=\int_0^1 q^X(s)\,ds}{E[X] = integral_0^1 q^X(s) ds}
+where \eqn{q^X}{q^X} is the quantile function of X.
+In addition, where they exist, we provide closed from expressions for
+variances, median, IQR, skewness, kurtosis. \cr
+In addition, extending estimators \code{Sn} and \code{Qn} from package
+\pkg{robustbase}, we provide functionals for Sn and Qn. A new
+asymmetric version of the \code{mad}, \code{kMAD} gives yet another robust
+scale estimator (and functional). %\cr
+}
+\section{Models and Estimators}{
+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) 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
+\item Weibull model
+\item Gamma model
+}
+and for each of these, we provide speeded-up optimally robust estimation
+(i.e., MBRE, OMSE, RMXE).\cr
+We robust (high-breakdown) starting estimators for
+\itemize{
+ \item GPD (PickandsEstimator, medkMAD, medSn, medQn)
+ \item GEV (PickandsEstimator)
+ \item Pareto (Cram?r-von-Mises-Minimum-Distance-Estimator)
+ \item Weibull (the quantile based estimator of Boudt/Caliskan/Croux)
+ \item Gamma (Cram?r-von-Mises-Minimum-Distance-Estimator)
+}
+For all these families, of course, MLEs and Minimum-Distance-Estimators
+are also available through package "distrMod". %\cr
+}
+\section{Diagnostics}{
+We bridge to the diagnostics provided by package "ismev", i.e. our
+return objects can be plugged into the diagnostics of this package.\cr
+We have the usual diagnostic plots from package "RobAStBase",
+ i.e.
+\itemize{
+ \item Outylingness plots \code{outlyingPlotIC}
+ \item IC plots \code{plot}
+ \item Information plots via \code{infoPlot}
+ \item IC comparison plots via \code{comparePlot}
+ \item Cniperpoint plots (from package "ROptEst") via \code{CniperPointPlot}
+}
+but also (adopted from package "distrMod")
+\itemize{
+ \item qqplots (with confidence bands) via \code{qqplot}
+ \item returnlevel plots via \code{returnlevelplot}
+}%\cr
+}
+\section{Starting Point}{
+ As a starting point you may look at the included script
+ \file{"RobFitsAtRealData.R"} in the scripts folder of the package,
+ accessible by
+ \code{file.path(system.file(package="RobExtremes"),
+ "scripts/RobFitsAtRealData.R")}.
+%\cr
+}
+\details{
+\tabular{ll}{
+Package: \tab RobExtremes \cr
+Version: \tab 1.3.0 \cr
+Date: \tab 2024-02-07 \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(>= 3.4), methods, distrMod(>= 2.8.0), ROptEst(>= 1.2.0), robustbase, evd \cr
+Suggests: \tab RUnit(>= 0.4.26), ismev(>= 1.39) \cr
+Imports: \tab RobAStRDA, distr, distrEx(>= 2.8.0), RandVar, RobAStBase(>= 1.2.0), startupmsg,actuar \cr
+Authors:
+\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\cr
+\tab Lagrange multipliers and smoothed grid values of the Lagrange multipliers] \cr
+\tab Daria Pupashenko [contributed MDE-estimation for GEV distribution in
+the framework of\cr
+\tab 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
+Contact: \tab peter.ruckdeschel at uni-oldenburg.de\cr
+ByteCompile: \tab yes \cr
+LazyLoad: \tab yes \cr
+License: \tab LGPL-3 \cr
+URL: \tab https://r-forge.r-project.org/projects/robast/\cr
+Encoding: \tab UTF-8 \cr
+VCS/SVNRevision: \tab 1290 \cr
+}
+}
+\section{Classes}{
+\preformatted{
+[*]: 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
+##########################
+"Distribution" (from distr)
+|>"UnivariateDistribution" (from distr)
+|>|>"AbscontDistribution" (from distr)
+|>|>|>"Gumbel" [*]
+|>|>|>"Pareto" [*]
+|>|>|>"GPareto" [*]
+|>|>|>"GEVD" [*]
+##########################
+Parameter Classes
+##########################
+"OptionalParameter" (from distr)
+|>"Parameter" (from distr)
+|>|>"GumbelParameter"
+|>|>"ParetoParameter"
+|>|>"GEVDParameter"
+|>|>"GParetoParameter"
+##########################
+ProbFamily classes
+##########################
+slots: [<name>(<class>)]
+"ProbFamily" (from distrMod)
+|>"ParamFamily" (from distrMod)
+|>|>"L2ParamFamily" (from distrMod)
+|>|>|>"L2GroupParamFamily" (from distrMod)
+|>|>|>|>"ParetoFamily" [*]
+|>|>|>|>"L2ScaleShapeUnion" (from distrMod)
+|>|>|>|>|>"GammaFamily" [**]
+|>|>|>|>|>"GParetoFamily" [*]
+|>|>|>|>|>"GEVFamily" [*]
+|>|>|>|>|>"WeibullFamily" [**]
+|>|>|>|>"L2LocationScaleUnion" /VIRTUAL/ (from distrMod)
+|>|>|>|>|>"L2LocationFamily" (from distrMod)
+|>|>|>|>|>|>"GumbelLocationFamily" [*]
+|>|>|>|>"L2LocScaleShapeUnion" /VIRTUAL/ (from distrMod)
+|>|>|>|>|>"GEVFamilyMuUnknown" [*]
+}
+}
+\section{Functions}{
+\preformatted{
+LDEstimator Estimators for scale-shape models based on
+ location and dispersion
+medSn loc=median disp=Sn
+medQn loc=median disp=Qn
+medkMAD loc=median disp=kMAD
+asvarMedkMAD [asy. variance to MedkMADE]
+PickandsEstimator PickandsEstimator
+asvarPickands [asy. variance to PickandsE]
+QuantileBCCEstimator Quantile based estimator for the Weibull distribution
+asvarQBCC [asy. variance to QuantileBCCE]
+}}
+\section{Generating Functions}{
+\preformatted{
+Distribution Classes
+Gumbel Generating function for Gumbel-class
+GEVD Generating function for GEVD-class
+GPareto Generating function for GPareto-class
+Pareto Generating function for Pareto-class
+L2Param Families
+ParetoFamily Generating function for ParetoFamily-class
+GParetoFamily Generating function for GParetoFamily-class
+GEVFamily Generating function for GEVFamily-class
+WeibullFamily Generating function for WeibullFamily-class
+}}
+\section{Methods}{
+\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
+}
+}
+\section{Constants}{
+\preformatted{
+EULERMASCHERONICONSTANT
+APERYCONSTANT
+}}
+\section{Acknowledgement}{
+This package is joint work by Peter Ruckdeschel, Matthias Kohl, and
+Nataliya Horbenko (whose PhD thesis went into this package to a large extent),
+with contributions by Dasha Pupashenko, Misha Pupashenko, Gerald Kroisandt,
+Eugen Massini, Sascha Desmettre, and Bernhard Spangl, in the framework of
+project "Robust Risk Estimation" (2011-2016) funded by Volkswagen foundation
+(and gratefully ackknowledged). Thanks also goes to the maintainers of CRAN,
+in particully to Uwe Ligges who greatly helped us with finding an appropriate
+way to store the database of interpolating functions which allow the speed up
+-- this is now package RobAStRDA on CRAN. %\cr
+}
+\author{
+Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}, \cr
+Matthias Kohl \email{Matthias.Kohl at stamats.de}, and \cr
+Nataliya Horbenko \email{nhorbenko at gmail.com},\cr
+\emph{Maintainer:} Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}
+}
+\references{
+ Horbenko, N., Ruckdeschel, P., and Bae, T. (2011): Robust Estimation of Operational Risk.
+ Journal of Operational Risk \emph{6}(2), 3-30. \cr
+ M. Kohl (2005). Numerical Contributions to the Asymptotic Theory of Robustness.
+ Dissertation. University of Bayreuth. \url{https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf}.\cr
+ M. Kohl, P. Ruckdeschel, and H. Rieder (2010). Infinitesimally Robust Estimation in
+ General Smoothly Parametrized Models. Statistical Methods and Applications \emph{19}(3): 333-354.
+ \doi{10.1007/s10260-010-0133-0}.\cr
+ Ruckdeschel, P. and Horbenko, N. (2013): Optimally-Robust Estimators in Generalized
+ Pareto Models. \emph{Statistics}. \bold{47}(4), 762--791.
+ \doi{10.1080/02331888.2011.628022}.\cr
+ Ruckdeschel, P. and Horbenko, N. (2012): Yet another breakdown point notion:
+ EFSBP --illustrated at scale-shape models. \emph{Metrika}, \bold{75}(8),
+ 1025--1047. \doi{10.1007/s00184-011-0366-4}.\cr
+ Ruckdeschel, P., Kohl, M., Stabla, T., and Camphausen, F. (2006):
+ S4 Classes for Distributions, \emph{R News}, \emph{6}(2), 2-6.
+ \url{https://CRAN.R-project.org/doc/Rnews/Rnews_2006-2.pdf}.\cr
+ 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")}.
+ A homepage to this package is available under \url{http://robast.r-forge.r-project.org/}.\cr
+}
+\section{Start-up-Banner}{
+You may suppress the start-up banner/message completely by setting
+\code{options("StartupBanner"="off")} somewhere before loading this package by
+\code{library} or \code{require} in your R-code / R-session.
+%
+If option \code{"StartupBanner"} is not defined (default) or setting
+\code{options("StartupBanner"=NULL)} or
+\code{options("StartupBanner"="complete")} the complete start-up banner is
+displayed.
+%
+For any other value of option \code{"StartupBanner"} (i.e., not in
+\code{c(NULL,"off","complete")}) only the version information is displayed.
+%
+The same can be achieved by wrapping the \code{library} or \code{require} call
+into either \code{suppressStartupMessages()} or
+\code{onlytypeStartupMessages(.,atypes="version")}.
+%
+As for general \code{packageStartupMessage}'s, you may also suppress all
+ the start-up banner by wrapping the \code{library} or \code{require}
+ call into \code{suppressPackageStartupMessages()} from
+ \pkg{startupmsg}-version 0.5 on.
+ }
+\section{Package versions}{
+Note: The first two numbers of package versions do not necessarily reflect
+ package-individual development, but rather are chosen for the
+ RobAStXXX family as a whole in order to ease updating "depends"
+ information.
+}
+\keyword{package}
+\concept{S4 condition class}
+\concept{S4 distribution class}
+\concept{functional}
+\concept{kurtosis}
+\concept{median}
+\concept{skewness}
+\concept{kMAD}
+\concept{IQR}
+\concept{var}
+\concept{E}
+\concept{Sn}
+\concept{Qn}
+\concept{LDEstimator}
+\concept{medkMAD}
+\concept{medSn}
+\concept{medQn}
+\seealso{
+\code{\link[distr:0distr-package]{distr-package}},
+\code{\link[distrEx:0distrEx-package]{distrEx-package}},
+\code{\link[distrMod:0distrMod-package]{distrMod-package}},
+\code{\link[RobAStBase:0RobAStBase-package]{RobAStBase-package}},
+\code{\link[ROptEst:0ROptEst-package]{ROptEst-package}}
+}
Modified: pkg/RobExtremes/man/E.Rd
===================================================================
--- pkg/RobExtremes/man/E.Rd 2024-02-07 02:28:20 UTC (rev 1293)
+++ pkg/RobExtremes/man/E.Rd 2024-02-07 02:35:59 UTC (rev 1294)
@@ -7,10 +7,8 @@
\alias{E,GPareto,missing,missing-method}
\alias{E,GPareto,function,missing-method}
\alias{E,GEV,function,missing-method}
-%\alias{E,Weibull,function,missing-method} % moved to distrEx
\alias{E,GEV,missing,missing-method}
\alias{E,Pareto,missing,missing-method}
-%\alias{E,Gammad,function,missing-method} % moved to distrEx
\alias{E,Pareto,function,missing-method}
\title{Generic Function for the Computation of (Conditional) Expectations}
Modified: pkg/RobExtremes/man/GEV-class.Rd
===================================================================
--- pkg/RobExtremes/man/GEV-class.Rd 2024-02-07 02:28:20 UTC (rev 1293)
+++ pkg/RobExtremes/man/GEV-class.Rd 2024-02-07 02:35:59 UTC (rev 1294)
@@ -16,15 +16,16 @@
\title{Generalized EV distribution}
\description{[borrowed from \pkg{evd}]:
-The GEV distribution function with parameters \code{loc}\eqn{= a},
+The GEV distribution function with parameters \code{loc} \eqn{= a},
\code{scale} \eqn{= b}, \code{shape} \eqn{= s} is
\deqn{G(x) = exp[-{1+s(z-a)/b}^(-1/s)]}
for \eqn{1+s(z-a)/b > 0}, where \eqn{b > 0}. If \eqn{s = 0} the distribution is
-defined by continuity. If \eqn{1+s(z-a)/b <= 0}, the value \eqn{z} is either
+defined by continuity and gives the Gumbel distribution.
+If \eqn{1+s(z-a)/b \leq 0}{1+s(z-a)/b <= 0}, the value \eqn{z} is either
greater than the upper end point (if \eqn{s < 0}), or less than the lower end
-point (if eqn{s > 0}).
+point (if \eqn{s > 0}).
}
\section{Objects from the Class}{
Objects can be created by calls of the form \code{new("GEV", loc, scale,shape)}.
@@ -103,6 +104,7 @@
\references{Pickands, J. (1975) \emph{Statistical inference using extreme order
statistics. _Annals of Statistics_, *3*, 119-131.}}
\author{Nataliya Horbenko \email{nhorbenko at gmail.com}}
+
\note{This class is based on the code provided by the package \pkg{evd}
by A. G. Stephenson.}
\seealso{\code{\link[evd:gpd]{dgpd}}, \code{\link[distr]{AbscontDistribution-class}}}
Modified: pkg/RobExtremes/man/GEV.Rd
===================================================================
--- pkg/RobExtremes/man/GEV.Rd 2024-02-07 02:28:20 UTC (rev 1293)
+++ pkg/RobExtremes/man/GEV.Rd 2024-02-07 02:35:59 UTC (rev 1294)
@@ -16,9 +16,7 @@
\item{location}{ real number: location of GEV distribution }
}
-%\details{Generalized Extreme Value Distribution}
\value{Object of class \code{"GEV"}}
-%\references{}
\author{Nataliya Horbenko \email{nhorbenko at gmail.com}}
\note{The class \code{"GEV"} is based on the code provided
by the package \pkg{evd} by Alec Stephenson.}
Modified: pkg/RobExtremes/man/GEVFamily.Rd
===================================================================
--- pkg/RobExtremes/man/GEVFamily.Rd 2024-02-07 02:28:20 UTC (rev 1293)
+++ pkg/RobExtremes/man/GEVFamily.Rd 2024-02-07 02:35:59 UTC (rev 1294)
@@ -53,22 +53,29 @@
}
\value{Object of class \code{"GEVFamily"}}
\references{
- Kohl, M. (2005) \emph{Numerical Contributions to
- the Asymptotic Theory of Robustness}. Bayreuth: Dissertation.\cr
-
-M.~Kohl, P. Ruckdeschel, H.~Rieder (2010):
+Kohl, M. (2005) \emph{Numerical Contributions to
+the Asymptotic Theory of Robustness}. Bayreuth: Dissertation.
+ \url{https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf}.\cr
+
+Kohl, M., Ruckdeschel, P., and Rieder, H. (2010):
Infinitesimally Robust Estimation in General Smoothly Parametrized Models.
-\emph{Stat. Methods Appl.}, \bold{19}, 333--354.\cr
+\emph{Stat. Methods Appl.}, \bold{19}, 333-354.
+\doi{10.1007/s10260-010-0133-0}.
+\cr
+Ruckdeschel, P. and Horbenko, N. (2013): Optimally-Robust Estimators in Generalized
+ Pareto Models. \emph{Statistics}. \bold{47}(4),
+ 762-791.
+ \doi{10.1080/02331888.2011.628022}.\cr
+
Ruckdeschel, P. and Horbenko, N. (2012): Yet another breakdown point notion:
-EFSBP --illustrated at scale-shape models. \emph{Metrika}, \bold{75}(8),
-1025--1047.
- }
+ EFSBP --illustrated at scale-shape models. \emph{Metrika}, \bold{75}(8),
+ 1025--1047. \doi{10.1007/s00184-011-0366-4}.\cr
+ }
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}\cr
Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}\cr
Nataliya Horbenko \email{nhorbenko at gmail.com}}
-%\note{}
\seealso{\code{\link[distrMod]{L2ParamFamily-class}}, \code{\linkS4class{GPareto}}}
\examples{
(G1 <- GEVFamily())
Modified: pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd
===================================================================
--- pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd 2024-02-07 02:28:20 UTC (rev 1293)
+++ pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd 2024-02-07 02:35:59 UTC (rev 1294)
@@ -56,22 +56,29 @@
}
\value{Object of class \code{"GEVFamilyMuUnknown"}}
\references{
- Kohl, M. (2005) \emph{Numerical Contributions to
- the Asymptotic Theory of Robustness}. Bayreuth: Dissertation.\cr
-
-M.~Kohl, P. Ruckdeschel, H.~Rieder (2010):
+Kohl, M. (2005) \emph{Numerical Contributions to
+the Asymptotic Theory of Robustness}. Bayreuth: Dissertation.
+ \url{https://epub.uni-bayreuth.de/id/eprint/839/2/DissMKohl.pdf}.\cr
+
+Kohl, M., Ruckdeschel, P., and Rieder, H. (2010):
Infinitesimally Robust Estimation in General Smoothly Parametrized Models.
-\emph{Stat. Methods Appl.}, \bold{19}, 333--354.\cr
+\emph{Stat. Methods Appl.}, \bold{19}, 333-354.
+\doi{10.1007/s10260-010-0133-0}.
+\cr
+Ruckdeschel, P. and Horbenko, N. (2013): Optimally-Robust Estimators in Generalized
+ Pareto Models. \emph{Statistics}. \bold{47}(4),
+ 762-791.
+ \doi{10.1080/02331888.2011.628022}.\cr
+
Ruckdeschel, P. and Horbenko, N. (2012): Yet another breakdown point notion:
-EFSBP --illustrated at scale-shape models. \emph{Metrika}, \bold{75}(8),
-1025--1047.
+ EFSBP --illustrated at scale-shape models. \emph{Metrika}, \bold{75}(8),
+ 1025--1047. \doi{10.1007/s00184-011-0366-4}.\cr
}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}\cr
Peter Ruckdeschel \email{peter.ruckdeschel at uni-oldenburg.de}\cr
Nataliya Horbenko \email{nhorbenko at gmail.com}}
-%\note{}
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/robast -r 1294
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