[Robast-commits] r1297 - in branches/robast-1.3/pkg: ROptEst/inst RobExtremes RobExtremes/R RobExtremes/inst RobExtremes/man RobExtremes/src
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Feb 7 03:46:33 CET 2024
Author: ruckdeschel
Date: 2024-02-07 03:46:32 +0100 (Wed, 07 Feb 2024)
New Revision: 1297
Modified:
branches/robast-1.3/pkg/ROptEst/inst/NEWS
branches/robast-1.3/pkg/RobExtremes/DESCRIPTION
branches/robast-1.3/pkg/RobExtremes/R/Gumbel.R
branches/robast-1.3/pkg/RobExtremes/R/interpolLM.R
branches/robast-1.3/pkg/RobExtremes/inst/CITATION
branches/robast-1.3/pkg/RobExtremes/inst/NEWS
branches/robast-1.3/pkg/RobExtremes/man/0RobExtremes-package.Rd
branches/robast-1.3/pkg/RobExtremes/man/E.Rd
branches/robast-1.3/pkg/RobExtremes/man/GEV-class.Rd
branches/robast-1.3/pkg/RobExtremes/man/GEV.Rd
branches/robast-1.3/pkg/RobExtremes/man/GEVFamily.Rd
branches/robast-1.3/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd
branches/robast-1.3/pkg/RobExtremes/man/GEVParameter-class.Rd
branches/robast-1.3/pkg/RobExtremes/man/GPareto-class.Rd
branches/robast-1.3/pkg/RobExtremes/man/GPareto.Rd
branches/robast-1.3/pkg/RobExtremes/man/GParetoFamily.Rd
branches/robast-1.3/pkg/RobExtremes/man/GParetoParameter-class.Rd
branches/robast-1.3/pkg/RobExtremes/man/Gumbel.Rd
branches/robast-1.3/pkg/RobExtremes/man/GumbelLocationFamily.Rd
branches/robast-1.3/pkg/RobExtremes/man/GumbelParameter-class.Rd
branches/robast-1.3/pkg/RobExtremes/man/LDEstimate-class.Rd
branches/robast-1.3/pkg/RobExtremes/man/LDEstimator.Rd
branches/robast-1.3/pkg/RobExtremes/man/Pareto-class.Rd
branches/robast-1.3/pkg/RobExtremes/man/ParetoFamily.Rd
branches/robast-1.3/pkg/RobExtremes/man/ParetoParameter-class.Rd
branches/robast-1.3/pkg/RobExtremes/man/PickandsEstimator.Rd
branches/robast-1.3/pkg/RobExtremes/man/QuantileBCCEstimator.Rd
branches/robast-1.3/pkg/RobExtremes/man/RobExtremesConstants.Rd
branches/robast-1.3/pkg/RobExtremes/man/Var.Rd
branches/robast-1.3/pkg/RobExtremes/man/WeibullFamily.Rd
branches/robast-1.3/pkg/RobExtremes/man/asvarMedkMAD.Rd
branches/robast-1.3/pkg/RobExtremes/man/asvarPickands.Rd
branches/robast-1.3/pkg/RobExtremes/man/asvarQBCC.Rd
branches/robast-1.3/pkg/RobExtremes/man/getCVaR.Rd
branches/robast-1.3/pkg/RobExtremes/man/getStartIC-methods.Rd
branches/robast-1.3/pkg/RobExtremes/man/internal-interpolate.Rd
branches/robast-1.3/pkg/RobExtremes/man/internal-methods.Rd
branches/robast-1.3/pkg/RobExtremes/man/internalEstimatorReturnClasses-class.Rd
branches/robast-1.3/pkg/RobExtremes/man/internalProbFamilyClasses-class.Rd
branches/robast-1.3/pkg/RobExtremes/man/internalProbFamilyReturnClasses-class.Rd
branches/robast-1.3/pkg/RobExtremes/man/mov2bckRef-methods.Rd
branches/robast-1.3/pkg/RobExtremes/man/rescaleFunction-methods.Rd
branches/robast-1.3/pkg/RobExtremes/src/kMad.c
Log:
*branch 1.3* backported changes in RobExtremes from trunk; updated NEWS in ROptEst
Modified: branches/robast-1.3/pkg/ROptEst/inst/NEWS
===================================================================
--- branches/robast-1.3/pkg/ROptEst/inst/NEWS 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/ROptEst/inst/NEWS 2024-02-07 02:46:32 UTC (rev 1297)
@@ -14,9 +14,11 @@
under the hood
+ fixed some internal .Rd files
+ moved from latin1 to UTF-8 encoding
-+ removed the standardtexts (in comments) in your .Rd-files
- man/asAnscombe.Rd; man/asL1.Rd; man/asL4.Rd
++ removed the standardtexts (in comments) in our .Rd-files
+ we have removed all catches to warnings in our code
++ revised code for lower case solutions
+ (a) in univariate case for asymmetric bias -> in particular minmaxBias()
+ (b) in multivariate case to make use of symmetry
user-visible changes
+ added some more references
Modified: branches/robast-1.3/pkg/RobExtremes/DESCRIPTION
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/DESCRIPTION 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/RobExtremes/DESCRIPTION 2024-02-07 02:46:32 UTC (rev 1297)
@@ -1,10 +1,12 @@
Package: RobExtremes
-Version: 1.3.0
-Date: 2019-03-13
+Version: 1.3.1
+Date: 2024-02-07
Title: Optimally Robust Estimation for Extreme Value Distributions
Description: Optimally robust estimation for extreme value distributions using S4 classes and
methods (based on packages 'distr', 'distrEx', 'distrMod', 'RobAStBase', and
- 'ROptEst').
+ 'ROptEst'); the underlying theoretic results can be found in Ruckdeschel and
+ Horbenko, (2013 and 2012), \doi{10.1080/02331888.2011.628022} and
+ \doi{10.1007/s00184-011-0366-4}.
Depends: R(>= 3.4), methods, distrMod(>= 2.8.0), ROptEst(>= 1.2.0), robustbase, evd
Suggests: RUnit(>= 0.4.26), ismev(>= 1.39)
Enhances: fitdistrplus(>= 1.0-9)
@@ -19,8 +21,10 @@
person("Daria", "Pupashenko", role="ctb", comment="contributed MDE-estimation for
GEV distribution in the framework of her PhD thesis 2011--14"), person("Gerald",
"Kroisandt", role="ctb", comment="contributed testing routines"),
- person("Matthias", "Kohl", role=c("aut", "cph")), person("Peter", "Ruckdeschel",
- role=c("cre", "aut", "cph"), email="peter.ruckdeschel at uni-oldenburg.de"))
+ person("Matthias", "Kohl", role=c("aut", "cph"), comment = c(ORCID =
+ "0000-0001-9514-8910")), person("Peter", "Ruckdeschel", role=c("cre", "aut",
+ "cph"), email="peter.ruckdeschel at uni-oldenburg.de", comment = c(ORCID =
+ "0000-0001-7815-4809")))
ByteCompile: yes
LazyLoad: yes
License: LGPL-3
@@ -28,4 +32,4 @@
URL: https://r-forge.r-project.org/projects/robast/
LastChangedDate: {$LastChangedDate$}
LastChangedRevision: {$LastChangedRevision$}
-VCS/SVNRevision: 1205
+VCS/SVNRevision: 1290
Modified: branches/robast-1.3/pkg/RobExtremes/R/Gumbel.R
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/R/Gumbel.R 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/RobExtremes/R/Gumbel.R 2024-02-07 02:46:32 UTC (rev 1297)
@@ -49,10 +49,10 @@
})
### Euler Mascheroni constant:
-EULERMASCHERONICONSTANT <- -digamma(1) ### after https://mathworld.wolfram.com/Euler-MascheroniConstant.html (48)
+EULERMASCHERONICONSTANT <- -digamma(1) ### after http://mathworld.wolfram.com/Euler-MascheroniConstant.html (48)
-### Apery constant
+### Apéry constant
##local helper function:
.fctApery <- function(n) (-1)^n*choose(2*n,n)*n^3
##
-APERYCONSTANT <- -sum(sapply(1:50,.fctApery)^(-1))*5/2 ## after https://mathworld.wolfram.com/AperysConstant.html (8)
+APERYCONSTANT <- -sum(sapply(1:50,.fctApery)^(-1))*5/2 ## after http://mathworld.wolfram.com/AperysConstant.html (8)
Modified: branches/robast-1.3/pkg/RobExtremes/R/interpolLM.R
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/R/interpolLM.R 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/RobExtremes/R/interpolLM.R 2024-02-07 02:46:32 UTC (rev 1297)
@@ -29,7 +29,7 @@
upper = 1e4, lower = 1e-4, OptOrIter = "iterate",
maxiter = 150, tol = .Machine$double.eps^0.5,
loRad = 0, upRad = Inf, loRad0 = 1e-3,
- loRad.s=0.2, up.Rad.s=1,
+ loRad.s=0.2, upRad.s=1,
withStartLM = TRUE, len = 13,namFzus =""){
namF <- gsub("\\.th$","",paste(deparse(substitute(optF))))
namF <- paste(gsub(" ", "",namF),namFzus,sep="")
@@ -44,7 +44,7 @@
nameInSysdata = namF, withPrint = TRUE, radius = radius,
upper = upper, lower = lower, OptOrIter = OptOrIter,
maxiter = maxiter, tol = tol, loRad = loRad, upRad = upRad,
- loRad0 = loRad0, loRad.s = loRad.s, up.Rad.s = up.Rad.s,
+ loRad0 = loRad0, loRad.s = loRad.s, upRad.s = upRad.s,
withStartLM = withStartLM, len = len0)
}
Modified: branches/robast-1.3/pkg/RobExtremes/inst/CITATION
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/inst/CITATION 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/RobExtremes/inst/CITATION 2024-02-07 02:46:32 UTC (rev 1297)
@@ -6,9 +6,9 @@
bibtype = "Manual",
mheader = "To cite package RobExtremes in publications use:",
title = "RobExtremes: Optimally robust estimation for extreme value distributions",
- author = c(as.person("P. Ruckdeschel"),
- as.person("M. Kohl"),
- as.person("N. Horbenko")),
+ author = c(person("Peter", "Ruckdeschel", comment = c(ORCID = "0000-0001-7815-4809")),
+ person("Matthias", "Kohl",comment = c(ORCID = "0000-0001-9514-8910")),
+ person("Nataliya", "Horbenko")),
language = "English",
year = year,
note = paste("Contributions by", "S. Desmettre, G. Kroisandt, E. Massini, D. Pupashenko and B. Spangl;",
Modified: branches/robast-1.3/pkg/RobExtremes/inst/NEWS
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/inst/NEWS 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/RobExtremes/inst/NEWS 2024-02-07 02:46:32 UTC (rev 1297)
@@ -21,8 +21,23 @@
and (b) it now also can be applied to GEVFamilyMuUnknown models.
under the hood
+
+#######################################
+version 1.2.2
+#######################################
+
+under the hood
++ fixed some internal .Rd files
++ moved from latin1 to UTF-8 encoding
++ removed the standardtexts (in comments) in our .Rd-files
+ fixed some broken URLs and changed URLs from http to https where possible
+ changed encoding to UTF-8 and updated URL for r-forge project homepage
+
+user-visible changes
++ added some more references
++ added dois to references where available
++ added ORCID references for the package authors
++ changed Description entry in DESCRIPTION -- now taking up references as well
#######################################
version 1.2
Modified: branches/robast-1.3/pkg/RobExtremes/man/0RobExtremes-package.Rd
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/man/0RobExtremes-package.Rd 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/RobExtremes/man/0RobExtremes-package.Rd 2024-02-07 02:46:32 UTC (rev 1297)
@@ -10,9 +10,7 @@
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
@@ -22,7 +20,6 @@
%\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
@@ -33,16 +30,12 @@
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
+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
@@ -62,20 +55,17 @@
\itemize{
\item GPD (PickandsEstimator, medkMAD, medSn, medQn)
\item GEV (PickandsEstimator)
- \item Pareto (Cramer-von-Mises-Minimum-Distance-Estimator)
+ \item Pareto (Cramér-von-Mises-Minimum-Distance-Estimator)
\item Weibull (the quantile based estimator of Boudt/Caliskan/Croux)
- \item Gamma (Cramer-von-Mises-Minimum-Distance-Estimator)
+ \item Gamma (Cramér-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}
@@ -90,7 +80,6 @@
\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,
@@ -99,21 +88,18 @@
"scripts/RobFitsAtRealData.R")}.
%\cr
}
-
\details{
\tabular{ll}{
Package: \tab RobExtremes \cr
Version: \tab 1.3.0 \cr
-Date: \tab 2019-03-13 \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
+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
+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
@@ -130,23 +116,19 @@
ByteCompile: \tab yes \cr
LazyLoad: \tab yes \cr
License: \tab LGPL-3 \cr
-URL: \tab https://robast.r-forge.r-project.org/\cr
-Encoding: \tab latin1 \cr
-VCS/SVNRevision: \tab 1205 \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)
@@ -154,12 +136,9 @@
|>|>|>"Pareto" [*]
|>|>|>"GPareto" [*]
|>|>|>"GEVD" [*]
-
-
##########################
Parameter Classes
##########################
-
"OptionalParameter" (from distr)
|>"Parameter" (from distr)
|>|>"GumbelParameter"
@@ -166,12 +145,10 @@
|>|>"ParetoParameter"
|>|>"GEVDParameter"
|>|>"GParetoParameter"
-
##########################
ProbFamily classes
##########################
slots: [<name>(<class>)]
-
"ProbFamily" (from distrMod)
|>"ParamFamily" (from distrMod)
|>|>"L2ParamFamily" (from distrMod)
@@ -189,9 +166,7 @@
|>|>|>|>|>"GEVFamilyMuUnknown" [*]
}
}
-
\section{Functions}{
-
\preformatted{
LDEstimator Estimators for scale-shape models based on
location and dispersion
@@ -204,26 +179,21 @@
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
@@ -235,17 +205,13 @@
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),
@@ -257,43 +223,34 @@
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
+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{https://www.stamats.de/wp-content/uploads/2018/04/ThesisMKohl.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{https://robast.r-forge.r-project.org/}.
-
+ 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
@@ -316,7 +273,6 @@
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
@@ -323,7 +279,6 @@
RobAStXXX family as a whole in order to ease updating "depends"
information.
}
-
\keyword{package}
\concept{S4 condition class}
\concept{S4 distribution class}
Modified: branches/robast-1.3/pkg/RobExtremes/man/E.Rd
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/man/E.Rd 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/RobExtremes/man/E.Rd 2024-02-07 02:46:32 UTC (rev 1297)
@@ -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}
@@ -20,9 +18,7 @@
\usage{
E(object, fun, cond, ...)
-\S4method{E}{GEV,missing,missing}(object, low = NULL, upp = NULL,
- propagate.names=getdistrExOption("propagate.names.functionals"), ...,
- diagnostic = FALSE)
+\S4method{E}{GEV,missing,missing}(object, low = NULL, upp = NULL, ..., diagnostic = FALSE)
\S4method{E}{DistributionsIntegratingByQuantiles,function,missing}(object,
fun, low = NULL, upp = NULL,
rel.tol= getdistrExOption("ErelativeTolerance"),
@@ -29,20 +25,14 @@
lowerTruncQuantile = getdistrExOption("ElowerTruncQuantile"),
upperTruncQuantile = getdistrExOption("EupperTruncQuantile"),
IQR.fac = max(1e4,getdistrExOption("IQR.fac")), ..., diagnostic = FALSE)
-\S4method{E}{Gumbel,missing,missing}(object, low = NULL, upp = NULL,
- propagate.names=getdistrExOption("propagate.names.functionals"), ...,
- diagnostic = FALSE)
-\S4method{E}{GPareto,missing,missing}(object, low = NULL, upp = NULL,
- propagate.names=getdistrExOption("propagate.names.functionals"), ...,
- diagnostic = FALSE)
+\S4method{E}{Gumbel,missing,missing}(object, low = NULL, upp = NULL, ..., diagnostic = FALSE)
+\S4method{E}{GPareto,missing,missing}(object, low = NULL, upp = NULL, ..., diagnostic = FALSE)
\S4method{E}{GPareto,function,missing}(object, fun, low = NULL, upp = NULL,
rel.tol= getdistrExOption("ErelativeTolerance"),
lowerTruncQuantile = getdistrExOption("ElowerTruncQuantile"),
upperTruncQuantile = getdistrExOption("EupperTruncQuantile"),
IQR.fac = max(1e4,getdistrExOption("IQR.fac")), ..., diagnostic = FALSE)
-\S4method{E}{Pareto,missing,missing}(object, low = NULL, upp = NULL,
- propagate.names=getdistrExOption("propagate.names.functionals"), ...,
- diagnostic = FALSE)
+\S4method{E}{Pareto,missing,missing}(object, low = NULL, upp = NULL, ..., diagnostic = FALSE)
}
\arguments{
\item{object}{ object of class \code{"Distribution"}}
@@ -64,10 +54,6 @@
or \code{"GLIntegrate"}), \code{call}, \code{result} (the complete return
value of the method), \code{args} (the args with which the
method was called), and \code{time} (the time to compute the integral). }
- \item{propagate.names}{ logical: should names obtained from parameter
- coordinates be propagated to return values of specific S4 methods
- for functionals; defaults to the value of the respective
- \code{distrExoption} \code{propagate.names.functionals}. }
}
\details{The precision of the computations can be controlled via
certain global options; cf. \code{\link{distrExOptions}}.
Modified: branches/robast-1.3/pkg/RobExtremes/man/GEV-class.Rd
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/man/GEV-class.Rd 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/RobExtremes/man/GEV-class.Rd 2024-02-07 02:46:32 UTC (rev 1297)
@@ -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: branches/robast-1.3/pkg/RobExtremes/man/GEV.Rd
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/man/GEV.Rd 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/RobExtremes/man/GEV.Rd 2024-02-07 02:46:32 UTC (rev 1297)
@@ -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: branches/robast-1.3/pkg/RobExtremes/man/GEVFamily.Rd
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/man/GEVFamily.Rd 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/RobExtremes/man/GEVFamily.Rd 2024-02-07 02:46:32 UTC (rev 1297)
@@ -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: branches/robast-1.3/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/RobExtremes/man/GEVFamilyMuUnknown.Rd 2024-02-07 02:46:32 UTC (rev 1297)
@@ -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{}
\seealso{\code{\link[distrMod]{L2ParamFamily-class}}, \code{\linkS4class{GPareto}}}
\examples{
(G1 <- GEVFamilyMuUnknown())
Modified: branches/robast-1.3/pkg/RobExtremes/man/GEVParameter-class.Rd
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/man/GEVParameter-class.Rd 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/RobExtremes/man/GEVParameter-class.Rd 2024-02-07 02:46:32 UTC (rev 1297)
@@ -52,9 +52,7 @@
slot \code{shape}. }
}
}
-%\references{}
\author{Nataliya Horbenko \email{nhorbenko at gmail.com}}
-%\note{}
\seealso{\code{\link{GEV-class}}, \code{\link[distr]{Parameter-class}}}
\examples{
P <- new("GEVParameter")
Modified: branches/robast-1.3/pkg/RobExtremes/man/GPareto-class.Rd
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/man/GPareto-class.Rd 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/RobExtremes/man/GPareto-class.Rd 2024-02-07 02:46:32 UTC (rev 1297)
@@ -53,6 +53,7 @@
Class \code{"UnivariateDistribution"}, by class \code{"AbscontDistribution"}.\cr
Class \code{"Distribution"}, by class \code{"AbscontDistribution"}.
}
+
\section{Methods}{
\describe{
\item{initialize}{\code{signature(.Object = "GPareto")}: initialize method. }
@@ -100,7 +101,9 @@
}
\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: branches/robast-1.3/pkg/RobExtremes/man/GPareto.Rd
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/man/GPareto.Rd 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/RobExtremes/man/GPareto.Rd 2024-02-07 02:46:32 UTC (rev 1297)
@@ -17,9 +17,7 @@
support argument names of package \pkg{VGAM}. }
}
-%\details{}
\value{Object of class \code{"GPareto"}}
-%\references{}
\author{Nataliya Horbenko \email{nhorbenko at gmail.com}}
\note{The class \code{"GPareto"} is based on the code provided
by the package \pkg{evd} by Alec Stephenson.}
Modified: branches/robast-1.3/pkg/RobExtremes/man/GParetoFamily.Rd
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/man/GParetoFamily.Rd 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/RobExtremes/man/GParetoFamily.Rd 2024-02-07 02:46:32 UTC (rev 1297)
@@ -47,26 +47,29 @@
}
\value{Object of class \code{"GParetoFamily"}}
\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. (2011): Optimally-Robust Estimators in Generalized
-Pareto Models. ArXiv 1005.1476. To appear at \emph{Statistics}.
-DOI: 10.1080/02331888.2011.628022. \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 <- GParetoFamily())
Modified: branches/robast-1.3/pkg/RobExtremes/man/GParetoParameter-class.Rd
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/man/GParetoParameter-class.Rd 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/RobExtremes/man/GParetoParameter-class.Rd 2024-02-07 02:46:32 UTC (rev 1297)
@@ -52,9 +52,7 @@
slot \code{shape}. }
}
}
-%\references{}
\author{Nataliya Horbenko \email{nhorbenko at gmail.com}}
-%\note{}
\seealso{\code{\link{GPareto-class}}, \code{\link[distr]{Parameter-class}}}
\examples{
P <- new("GParetoParameter")
Modified: branches/robast-1.3/pkg/RobExtremes/man/Gumbel.Rd
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/man/Gumbel.Rd 2024-02-07 02:41:23 UTC (rev 1296)
+++ branches/robast-1.3/pkg/RobExtremes/man/Gumbel.Rd 2024-02-07 02:46:32 UTC (rev 1297)
@@ -12,9 +12,7 @@
\item{scale}{ positive real number: scale parameter
of the Gumbel distribution }
}
-%\details{}
\value{Object of class \code{"Gumbel"}}
-%\references{}
\author{Matthias Kohl \email{Matthias.Kohl at stamats.de}}
\note{The class \code{"Gumbel"} is based on the code provided
by the package \pkg{evd}.}
Modified: branches/robast-1.3/pkg/RobExtremes/man/GumbelLocationFamily.Rd
===================================================================
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/robast -r 1297
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