[Robast-commits] r1327 - in branches/robast-1.3/pkg/RobExtremes: . inst tests/Examples
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sun Jan 12 02:10:55 CET 2025
Author: ruckdeschel
Date: 2025-01-12 02:10:55 +0100 (Sun, 12 Jan 2025)
New Revision: 1327
Added:
branches/robast-1.3/pkg/RobExtremes/tests/Examples/RobExtremes-Ex.Rout.save
Removed:
branches/robast-1.3/pkg/RobExtremes/tests/Examples/RobExtremes-Ex_i386.Rout.save
branches/robast-1.3/pkg/RobExtremes/tests/Examples/RobExtremes-Ex_x64.Rout.save
Modified:
branches/robast-1.3/pkg/RobExtremes/DESCRIPTION
branches/robast-1.3/pkg/RobExtremes/inst/NEWS
Log:
[RobExtremes] ported changes from v 1.3.2 to branch 1.3
Modified: branches/robast-1.3/pkg/RobExtremes/DESCRIPTION
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/DESCRIPTION 2025-01-12 01:08:55 UTC (rev 1326)
+++ branches/robast-1.3/pkg/RobExtremes/DESCRIPTION 2025-01-12 01:10:55 UTC (rev 1327)
@@ -10,8 +10,8 @@
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)
-Imports: RobAStRDA, distr, distrEx(>= 2.8.0), RandVar, RobAStBase(>= 1.2.0), startupmsg,
- actuar
+Imports: RobAStRDA, distr, distrEx(>= 2.8.0), RandVar, RobAStBase(>= 1.2.0),
+ startupmsg(>= 1.0.0), actuar
Authors at R: c(person("Nataliya", "Horbenko", role=c("aut","cph")), person("Bernhard", "Spangl",
role="ctb", comment="contributed smoothed grid values of the Lagrange
multipliers"), person("Sascha", "Desmettre", role="ctb", comment="contributed
Modified: branches/robast-1.3/pkg/RobExtremes/inst/NEWS
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/inst/NEWS 2025-01-12 01:08:55 UTC (rev 1326)
+++ branches/robast-1.3/pkg/RobExtremes/inst/NEWS 2025-01-12 01:10:55 UTC (rev 1327)
@@ -8,6 +8,13 @@
information)
#######################################
+version 1.3.2
+#######################################
+
+under the hood:
++ adapted reference output for new startupmsg
+
+#######################################
version 1.3.1
#######################################
Added: branches/robast-1.3/pkg/RobExtremes/tests/Examples/RobExtremes-Ex.Rout.save
===================================================================
--- branches/robast-1.3/pkg/RobExtremes/tests/Examples/RobExtremes-Ex.Rout.save (rev 0)
+++ branches/robast-1.3/pkg/RobExtremes/tests/Examples/RobExtremes-Ex.Rout.save 2025-01-12 01:10:55 UTC (rev 1327)
@@ -0,0 +1,1548 @@
+
+R Under development (unstable) (2025-01-10 r87562 ucrt) -- "Unsuffered Consequences"
+Copyright (C) 2025 The R Foundation for Statistical Computing
+Platform: x86_64-w64-mingw32/x64
+
+R is free software and comes with ABSOLUTELY NO WARRANTY.
+You are welcome to redistribute it under certain conditions.
+Type 'license()' or 'licence()' for distribution details.
+
+ Natural language support but running in an English locale
+
+R is a collaborative project with many contributors.
+Type 'contributors()' for more information and
+'citation()' on how to cite R or R packages in publications.
+
+Type 'demo()' for some demos, 'help()' for on-line help, or
+'help.start()' for an HTML browser interface to help.
+Type 'q()' to quit R.
+
+> pkgname <- "RobExtremes"
+> source(file.path(R.home("share"), "R", "examples-header.R"))
+> options(warn = 1)
+> options(pager = "console")
+> library('RobExtremes')
+Loading required package: distrMod
+Loading required package: distr
+Loading required package: startupmsg
+:startupmsg> *** Utilities for Start-Up Messages ***
+:startupmsg>
+:startupmsg> Version information in start-up messages is
+:startupmsg> currently suppressed. To see such information on
+:startupmsg> startup as in versions of this pkg prior to this
+:startupmsg> versionr, set option "StartupBanner" to a value
+:startupmsg> different to {"off", "no-version", "no -
+:startupmsg> version"}, e.g., by options("StartupBanner" =
+:startupmsg> "complete") or by options("StartupBanner" = NULL)
+:startupmsg> or by options("StartupBanner" = "something else").
+:startupmsg>
+:startupmsg> Detailed information about which packages are
+:startupmsg> currently loaded or attached at which version
+:startupmsg> (regardless of whether these have start-up
+:startupmsg> messages managed by this package) can be obtained
+:startupmsg> by "sessionInfo()".
+:startupmsg>
+:startupmsg>
+Loading required package: sfsmisc
+:distr> *** Object Oriented Implementation of Distributions ***
+:distr>
+:distr>
+
+Attaching package: 'distr'
+
+The following objects are masked from 'package:stats':
+
+ df, qqplot, sd
+
+Loading required package: distrEx
+:distrEx> *** Extensions of Package 'distr' ***
+:distrEx>
+:distrEx>
+
+Attaching package: 'distrEx'
+
+The following objects are masked from 'package:stats':
+
+ IQR, mad, median, var
+
+Loading required package: RandVar
+:RandVar> *** Implementation of Random Variables ***
+:RandVar>
+:RandVar>
+Loading required package: MASS
+Loading required package: stats4
+:distrMod> *** Object Oriented Implementation of Probability
+:distrMod> Models ***
+:distrMod>
+:distrMod>
+
+Attaching package: 'distrMod'
+
+The following object is masked from 'package:stats4':
+
+ confint
+
+The following object is masked from 'package:stats':
+
+ confint
+
+The following object is masked from 'package:base':
+
+ norm
+
+Loading required package: ROptEst
+Loading required package: RobAStBase
+Loading required package: rrcov
+Loading required package: robustbase
+Scalable Robust Estimators with High Breakdown Point (version 1.7-6)
+
+:RobAStBase> *** Robust Asymptotic Statistics ***
+:RobAStBase>
+:RobAStBase>
+
+Attaching package: 'RobAStBase'
+
+The following object is masked from 'package:graphics':
+
+ clip
+
+Loading required package: evd
+:RobExtremes> *** Optimally Robust Estimation for Extreme
+:RobExtremes> Value Distributions ***
+:RobExtremes>
+:RobExtremes>
+
+Attaching package: 'RobExtremes'
+
+The following objects are masked from 'package:robustbase':
+
+ Qn, Sn
+
+>
+> base::assign(".oldSearch", base::search(), pos = 'CheckExEnv')
+> base::assign(".old_wd", base::getwd(), pos = 'CheckExEnv')
+> cleanEx()
+> nameEx("E")
+> ### * E
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: E
+> ### Title: Generic Function for the Computation of (Conditional)
+> ### Expectations
+> ### Aliases: E DistributionsIntegratingByQuantiles-class E-methods
+> ### E,DistributionsIntegratingByQuantiles,function,missing-method
+> ### E,Gumbel,missing,missing-method E,GPareto,missing,missing-method
+> ### E,GPareto,function,missing-method E,GEV,function,missing-method
+> ### E,GEV,missing,missing-method E,Pareto,missing,missing-method
+> ### E,Pareto,function,missing-method
+> ### Keywords: methods distribution
+>
+> ### ** Examples
+>
+> GP <- GPareto(shape=0.3)
+>
+> E(GP)
+[1] 1.428571
+> E(GP, fun = function(x){2*x^2}) ## uses the log trafo
+[1] 14.19846
+>
+> P <- Pareto()
+> E(P)
+[1] Inf
+> E(P,fun = function(x){1/(x^2+1)})
+[1] 0.2145973
+>
+>
+>
+>
+> cleanEx()
+> nameEx("GEV-class")
+> ### * GEV-class
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: GEV-class
+> ### Title: Generalized EV distribution
+> ### Aliases: GEV-class initialize,GEV-method loc,GEV-method
+> ### loc<-,GEV-method location,GEV-method location<-,GEV-method
+> ### scale,GEV-method scale<-,GEV-method shape,GEV-method
+> ### shape<-,GEV-method +,GEV,numeric-method *,GEV,numeric-method
+> ### liesInSupport,GEV,numeric-method
+> ### Keywords: distribution
+>
+> ### ** Examples
+>
+> (P1 <- new("GEV", loc = 0, scale = 1,shape = 0))
+Distribution Object of Class: GEV
+ loc: 0
+ scale: 1
+ shape: 0
+> plot(P1)
+> shape(P1)
+[1] 0
+> loc(P1)
+[1] 0
+> scale(P1) <- 4
+> loc(P1) <- 2
+> shape(P1) <- -1 # may be negative!
+> plot(P1)
+>
+>
+>
+> cleanEx()
+> nameEx("GEV")
+> ### * GEV
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: GEV
+> ### Title: Generating function for GEV-class
+> ### Aliases: GEV
+> ### Keywords: distribution
+>
+> ### ** Examples
+>
+> (P1 <- GEV(loc = 0, scale = 1, shape = 0))
+Distribution Object of Class: GEV
+ loc: 0
+ scale: 1
+ shape: 0
+> plot(P1)
+>
+> E(GEV())
+[1] 0.5772157
+> E(P1)
+[1] 0.5772157
+> E(P1, function(x){x^2})
+[1] 1.97807
+> var(P1)
+[1] 1.644934
+> sd(P1)
+[1] 1.28255
+> median(P1)
+[1] 0.3665129
+> IQR(P1)
+[1] 1.572534
+> mad(P1)
+[1] 0.7670497
+>
+>
+>
+>
+> cleanEx()
+> nameEx("GEVFamily")
+> ### * GEVFamily
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: GEVFamily
+> ### Title: Generating function for families of Generalized Extreme Value
+> ### distributions
+> ### Aliases: GEVFamily
+> ### Keywords: models
+>
+> ### ** Examples
+>
+> (G1 <- GEVFamily())
+An object of class "GEVFamily"
+### name: GEV Family
+
+### distribution: Distribution Object of Class: GEV
+ loc: 0
+ scale: 1
+ shape: 0.5
+
+### param: An object of class "ParamWithScaleAndShapeFamParameter"
+name: theta
+scale: 1
+shape: 0.5
+fixed part of param.:
+loc: 0
+trafo:
+function(x){ list(fval = tau(x), mat = Dtau(x)) }
+<bytecode: 0x0000026082566380>
+<environment: 0x0000026082554700>
+Shape parameter must not be negative.
+> FisherInfo(G1)
+An object of class "PosSemDefSymmMatrix"
+ scale shape
+scale 2.3652769 -0.9102992
+shape -0.9102992 1.4748118
+> checkL2deriv(G1)
+precision of centering: -6.74773e-06 2.75461e-06
+precision of Fisher information:
+ scale shape
+scale -5.1571e-04 1.0235e-03
+shape 1.0235e-03 -1.2167e-03
+precision of Fisher information - relativ error [%]:
+ [,1] [,2]
+[1,] -0.0218 -0.1124
+[2,] -0.1124 -0.0825
+condition of Fisher information:
+[1] 3.1522
+>
+>
+>
+> cleanEx()
+> nameEx("GEVFamilyMuUnknown")
+> ### * GEVFamilyMuUnknown
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: GEVFamilyMuUnknown
+> ### Title: Generating function for families of Generalized Extreme Value
+> ### distributions
+> ### Aliases: GEVFamilyMuUnknown
+> ### Keywords: models
+>
+> ### ** Examples
+>
+> (G1 <- GEVFamilyMuUnknown())
+An object of class "GEVFamilyMuUnknown"
+### name: GEV Family
+
+### distribution: Distribution Object of Class: GEV
+ loc: 0
+ scale: 1
+ shape: 0.5
+
+### param: An object of class "ParamWithLocAndScaleAndShapeFamParameter"
+name: theta
+loc: 0
+scale: 1
+shape: 0.5
+trafo:
+function(x){ list(fval = tau(x), mat = Dtau(x)) }
+<bytecode: 0x0000026079417690>
+<environment: 0x0000026079405a10>
+Shape parameter must not be negative.
+> FisherInfo(G1)
+An object of class "PosSemDefSymmMatrix"
+ location scale shape
+location 2.2500000 -1.8413192 0.9269425
+scale -1.8413192 2.3652769 -0.9102992
+shape 0.9269425 -0.9102992 1.4748118
+> checkL2deriv(G1)
+precision of centering: 4.579665e-06 -6.74773e-06 2.75461e-06
+precision of Fisher information:
+ location scale shape
+location -1.6657e-04 3.0136e-04 -3.8773e-04
+scale 3.0136e-04 -5.1571e-04 1.0235e-03
+shape -3.8773e-04 1.0235e-03 -1.2167e-03
+precision of Fisher information - relativ error [%]:
+ [,1] [,2] [,3]
+[1,] -0.0074 -0.0164 -0.0418
+[2,] -0.0164 -0.0218 -0.1124
+[3,] -0.0418 -0.1124 -0.0825
+condition of Fisher information:
+[1] 8.7298
+>
+>
+>
+> cleanEx()
+> nameEx("GEVParameter-class")
+> ### * GEVParameter-class
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: GEVParameter-class
+> ### Title: Parameter of generalized Pareto distributions
+> ### Aliases: GEVParameter-class loc,GEVParameter-method
+> ### loc<-,GEVParameter-method location,GEVParameter-method
+> ### location<-,GEVParameter-method scale,GEVParameter-method
+> ### scale<-,GEVParameter-method shape,GEVParameter-method
+> ### shape<-,GEVParameter-method
+> ### Keywords: distribution models
+>
+> ### ** Examples
+>
+> P <- new("GEVParameter")
+> loc(P)
+[1] 0
+> ## same as
+> location(P)
+[1] 0
+> scale(P)
+[1] 1
+> shape(P)
+[1] 0.5
+>
+> scale(P) <- 2
+> location(P) <- 4
+> shape(P) <- -1 # may be negative!
+> P
+An object of class "GEVParameter"
+Slot "loc":
+[1] 4
+
+Slot "scale":
+[1] 2
+
+Slot "shape":
+[1] -1
+
+Slot "name":
+[1] "Parameter of a generalized extreme value distribution"
+
+>
+>
+>
+> cleanEx()
+> nameEx("GPareto-class")
+> ### * GPareto-class
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: GPareto-class
+> ### Title: Generalized Pareto distribution
+> ### Aliases: GPareto-class initialize,GPareto-method loc,GPareto-method
+> ### loc<-,GPareto-method location,GPareto-method
+> ### location<-,GPareto-method scale,GPareto-method scale<-,GPareto-method
+> ### shape,GPareto-method shape<-,GPareto-method +,GPareto,numeric-method
+> ### *,GPareto,numeric-method liesInSupport,GPareto,numeric-method
+> ### Keywords: distribution
+>
+> ### ** Examples
+>
+> (P1 <- new("GPareto", loc = 0, scale = 1,shape = 0))
+Distribution Object of Class: GPareto
+ loc: 0
+ scale: 1
+ shape: 0
+> plot(P1)
+> shape(P1)
+[1] 0
+> loc(P1)
+[1] 0
+> scale(P1) <- 4
+> location(P1) <- 2 ## same as loc(P1) <- 2
+> shape(P1) <- -2 # may be negative
+> plot(P1)
+>
+>
+>
+> cleanEx()
+> nameEx("GPareto")
+> ### * GPareto
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: GPareto
+> ### Title: Generating function for GPareto-class
+> ### Aliases: GPareto
+> ### Keywords: distribution
+>
+> ### ** Examples
+>
+> (P1 <- GPareto(loc = 1, scale = 1, shape = -0.5))
+Distribution Object of Class: GPareto
+ loc: 1
+ scale: 1
+ shape: -0.5
+> plot(P1)
+>
+> E(GPareto())
+[1] 1
+> E(P1)
+[1] 1.666667
+> E(P1, function(x){x^2})
+[1] 2.999999
+> var(P1)
+[1] 0.2222222
+> sd(P1)
+[1] 0.4714045
+> median(P1)
+[1] 1.585786
+> IQR(P1)
+[1] 0.7320508
+> mad(P1)
+[1] 0.3535534
+>
+>
+>
+>
+> cleanEx()
+> nameEx("GParetoFamily")
+> ### * GParetoFamily
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: GParetoFamily
+> ### Title: Generating function for Generalized Pareto families
+> ### Aliases: GParetoFamily
+> ### Keywords: models
+>
+> ### ** Examples
+>
+> (G1 <- GParetoFamily())
+An object of class "GParetoFamily"
+### name: Generalized Pareto Family
+
+### distribution: Distribution Object of Class: GPareto
+ loc: 0
+ scale: 1
+ shape: 0.5
+
+### param: An object of class "ParamWithScaleAndShapeFamParameter"
+name: theta
+scale: 1
+shape: 0.5
+fixed part of param.:
+loc: 0
+trafo:
+function(x){ list(fval = tau(x), mat = Dtau(x)) }
+<bytecode: 0x0000026082566380>
+<environment: 0x0000026075473890>
+Shape parameter must not be negative.
+> FisherInfo(G1)
+An object of class "PosSemDefSymmMatrix"
+ scale shape
+scale 0.5000000 0.3333333
+shape 0.3333333 0.6666667
+> checkL2deriv(G1)
+precision of centering: -9.9938e-08 -2.823744e-06
+precision of Fisher information:
+ scale shape
+scale -4.9975e-07 -5.6457e-06
+shape -5.6457e-06 -8.0135e-05
+precision of Fisher information - relativ error [%]:
+ [,1] [,2]
+[1,] -9.99e-05 -1.69e-03
+[2,] -1.69e-03 -1.20e-02
+condition of Fisher information:
+[1] 4.7929
+>
+>
+>
+> cleanEx()
+> nameEx("GParetoParameter-class")
+> ### * GParetoParameter-class
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: GParetoParameter-class
+> ### Title: Parameter of generalized Pareto distributions
+> ### Aliases: GParetoParameter-class loc,GParetoParameter-method
+> ### loc<-,GParetoParameter-method location,GParetoParameter-method
+> ### location<-,GParetoParameter-method scale,GParetoParameter-method
+> ### scale<-,GParetoParameter-method shape,GParetoParameter-method
+> ### shape<-,GParetoParameter-method
+> ### Keywords: distribution models
+>
+> ### ** Examples
+>
+> P <- new("GParetoParameter")
+> loc(P)
+[1] 0
+> ## same as
+> location(P)
+[1] 0
+> scale(P)
+[1] 1
+> shape(P)
+[1] 0
+>
+> scale(P) <- 2
+> loc(P) <- -5
+> shape(P) <- -1 # may be negative
+> P
+An object of class "GParetoParameter"
+Slot "loc":
+[1] -5
+
+Slot "scale":
+[1] 2
+
+Slot "shape":
+[1] -1
+
+Slot "name":
+[1] "Parameter of a generalized Pareto distribution"
+
+>
+>
+>
+> cleanEx()
+> nameEx("Gumbel-class")
+> ### * Gumbel-class
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: Gumbel-class
+> ### Title: Gumbel distribution
+> ### Aliases: Gumbel-class initialize,Gumbel-method loc,Gumbel-method
+> ### loc<-,Gumbel-method scale,Gumbel-method scale<-,Gumbel-method
+> ### +,Gumbel,numeric-method *,Gumbel,numeric-method
+> ### liesInSupport,Gumbel,numeric-method
+> ### Keywords: distribution
+>
+> ### ** Examples
+>
+> (G1 <- new("Gumbel", loc = 1, scale = 2))
+Distribution Object of Class: Gumbel
+ loc: 1
+ scale: 2
+> plot(G1)
+> loc(G1)
+[1] 1
+> scale(G1)
+[1] 2
+> loc(G1) <- -1
+> scale(G1) <- 2
+> plot(G1)
+>
+>
+>
+> cleanEx()
+> nameEx("Gumbel")
+> ### * Gumbel
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: Gumbel
+> ### Title: Generating function for Gumbel-class
+> ### Aliases: Gumbel
+> ### Keywords: distribution
+>
+> ### ** Examples
+>
+> (G1 <- Gumbel(loc = 1, scale = 2))
+Distribution Object of Class: Gumbel
+ loc: 1
+ scale: 2
+> plot(G1)
+> loc(G1)
+[1] 1
+> scale(G1)
+[1] 2
+> loc(G1) <- -1
+> scale(G1) <- 2
+> plot(G1)
+>
+> E(Gumbel()) # Euler's constant
+[1] -0.5772157
+> E(G1, function(x){x^2})
+[1] 6.60347
+>
+> ## The function is currently defined as
+> function(loc = 0, scale = 1){
++ new("Gumbel", loc = loc, scale = scale)
++ }
+function (loc = 0, scale = 1)
+{
+ new("Gumbel", loc = loc, scale = scale)
+}
+>
+>
+>
+> cleanEx()
+> nameEx("GumbelLocationFamily")
+> ### * GumbelLocationFamily
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: GumbelLocationFamily
+> ### Title: Generating function for Gumbel location families
+> ### Aliases: GumbelLocationFamily
+> ### Keywords: models
+>
+> ### ** Examples
+>
+> ##current implementation is:
+> theta <- 0
+> names(theta) <- "loc"
+> GL <- ParamFamily(name = "Gumbel location family",
++ param = ParamFamParameter(name = "location parameter", main = theta),
++ startPar = function(x,...) c(min(x),max(x)),
++ distribution = Gumbel(loc = 0, scale = 1), ## scale known!
++ modifyParam = function(theta){ Gumbel(loc = theta, scale = 1) },
++ props = paste(c("The Gumbel location family is invariant under",
++ "the group of transformations 'g(x) = x + loc'",
++ "with location parameter 'loc'"), collapse = " "))
+> GL
+An object of class "ParamFamily"
+### name: Gumbel location family
+
+### distribution: Distribution Object of Class: Gumbel
+ loc: 0
+ scale: 1
+
+### param: An object of class "ParamFamParameter"
+name: location parameter
+loc: 0
+
+### props:
+[1] "The Gumbel location family is invariant under the group of transformations 'g(x) = x + loc' with location parameter 'loc'"
+>
+> (G1 <- GumbelLocationFamily())
+An object of class "GumbelLocationFamily"
+### name: Gumbel location family
+
+### distribution: Distribution Object of Class: Gumbel
+ loc: 0
+ scale: 1
+
+### param: An object of class "ParamFamParameter"
+name: loc
+loc: 0
+trafo:
+ loc
+loc 1
+
+### props:
+[1] "The Gumbel location family is invariant under"
+[2] "the group of transformations 'g(x) = x + loc'"
+[3] "with location parameter 'loc'"
+> plot(G1)
+> Map(L2deriv(G1)[[1]])
+[[1]]
+function (x)
+{
+ LogDeriv(x - c(loc = 0))
+}
+<environment: 0x000002607993ef90>
+
+> checkL2deriv(G1)
+precision of centering: 1.51181e-06
+precision of Fisher information:
+ loc
+loc -2.6179e-05
+precision of Fisher information - relativ error [%]:
+ [,1]
+[1,] -2.62e-03
+condition of Fisher information:
+[1] 1
+>
+>
+>
+> cleanEx()
+> nameEx("GumbelParameter-class")
+> ### * GumbelParameter-class
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: GumbelParameter-class
+> ### Title: Paramter of Gumbel distributions
+> ### Aliases: GumbelParameter-class loc loc,GumbelParameter-method loc<-
+> ### loc<-,GumbelParameter-method scale,GumbelParameter-method
+> ### scale<-,GumbelParameter-method
+> ### Keywords: distribution models
+>
+> ### ** Examples
+>
+> new("GumbelParameter")
+An object of class "GumbelParameter"
+Slot "loc":
+[1] 0
+
+Slot "scale":
+[1] 1
+
+Slot "name":
+[1] "parameter of a Gumbel distribution"
+
+>
+>
+>
+> cleanEx()
+> nameEx("LDEstimate-class")
+> ### * LDEstimate-class
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: LDEstimate-class
+> ### Title: LDEstimate-class.
+> ### Aliases: LDEstimate-class dispersion dispersion,LDEstimate-method
+> ### location,LDEstimate-method show,LDEstimate-method
+> ### Keywords: classes
+>
+> ### ** Examples
+>
+> ## (empirical) Data
+> x <- rgamma(50, scale = 0.5, shape = 3)
+>
+> ## parametric family of probability measures
+> G <- GammaFamily(scale = 1, shape = 2)
+>
+> (S <- medQn(x, G))
+Evaluations of medQn:
+---------------------
+An object of class "LDEstimate"
+generated by call
+ medQn(x = x, ParamFamily = G)
+samplesize: 50
+estimate:
+ scale shape
+0.4252856 3.2817328
+Infos:
+ method message
+[1,] "LDEstimator" "Location: median Dispersion: Qn"
+[2,] "LDEstimator" "medQn"
+Location: 1.256759
+Dispersion: 0.3077828
+> dispersion(S)
+ disp
+0.3077828
+> location(S)
+ loc
+1.256759
+>
+>
+>
+> cleanEx()
+> nameEx("LDEstimator")
+> ### * LDEstimator
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: LDEstimator
+> ### Title: Function to compute LD (location-dispersion) estimates
+> ### Aliases: LDEstimator medkMAD medkMADhybr medSn medQn
+> ### Keywords: univar
+>
+> ### ** Examples
+>
+> ## (empirical) Data
+> set.seed(123)
+> x <- rgamma(50, scale = 0.5, shape = 3)
+>
+> ## parametric family of probability measures
+> G <- GammaFamily(scale = 1, shape = 2)
+>
+> medQn(x = x, ParamFamily = G)
+Evaluations of medQn:
+---------------------
+An object of class "LDEstimate"
+generated by call
+ medQn(x = x, ParamFamily = G)
+samplesize: 50
+estimate:
+ scale shape
+0.5748538 2.3529829
+Infos:
+ method message
+[1,] "LDEstimator" "Location: median Dispersion: Qn"
+[2,] "LDEstimator" "medQn"
+Location: 1.166582
+Dispersion: 0.3341902
+> medSn(x = x, ParamFamily = G, q.lo = 0.5, q.up = 4)
+Evaluations of medSn:
+---------------------
+An object of class "LDEstimate"
+generated by call
+ medSn(x = x, ParamFamily = G, q.lo = 0.5, q.up = 4)
+samplesize: 50
+estimate:
+ scale shape
+0.5332924 2.5118274
+Infos:
+ method message
+[1,] "LDEstimator" "Location: median Dispersion: Sn"
+[2,] "LDEstimator" "medSn"
+Location: 1.166582
+Dispersion: 0.6251234
+>
+> medkMAD(x = x, k=10, ParamFamily = G)
+Evaluations of medkMAD:
+-----------------------
+An object of class "LDEstimate"
+generated by call
+ medkMAD(x = x, ParamFamily = G, k = 10)
+samplesize: 50
+estimate:
+ scale shape
+0.3704849 3.4758452
+Infos:
+ method message
+[1,] "LDEstimator" "Location: median Dispersion: kMAD"
+[2,] "LDEstimator" "medkMAD"
+Location: 1.166582
+Dispersion: 0.1201433
+>
+> ##not at all robust:
+> LDEstimator(x, loc.est = mean, disp.est = sd,
++ loc.fctal = E, disp.fctal = sd,
++ ParamFamily = G)
+Evaluations of Some estimator:
+------------------------------
+An object of class "LDEstimate"
+generated by call
+ LDEstimator(x = x, loc.est = mean, disp.est = sd, loc.fctal = E,
+ disp.fctal = sd, ParamFamily = G)
+samplesize: 50
+estimate:
+ scale shape
+0.4278364 2.8950667
+Infos:
+ method message
+[1,] "LDEstimator" "Location: E Dispersion: sd"
+Location: 1.238615
+Dispersion: 0.7279567
+>
+>
+>
+> cleanEx()
+> nameEx("Pareto-class")
+> ### * Pareto-class
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: Pareto-class
+> ### Title: Pareto distribution
+> ### Aliases: Pareto-class initialize,Pareto-method shape,Pareto-method
+> ### shape<-,Pareto-method Min,Pareto-method Min<-,Pareto-method
+> ### scale,Pareto-method *,Pareto,numeric-method
+> ### liesInSupport,Pareto,numeric-method
+> ### Keywords: distribution
+>
+> ### ** Examples
+>
+> (P1 <- new("Pareto", shape = 1, Min = 2))
+Distribution Object of Class: Pareto
+ shape: 1
+ Min: 2
+> plot(P1)
+> shape(P1)
+[1] 1
+> Min(P1)
+[1] 2
+> shape(P1) <- 4
+> Min(P1) <- 2
+> plot(P1)
+>
+>
+>
+> cleanEx()
+> nameEx("Pareto")
+> ### * Pareto
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: Pareto
+> ### Title: Generating function for Pareto-class
+> ### Aliases: Pareto
+> ### Keywords: distribution
+>
+> ### ** Examples
+>
+> (P1 <- Pareto(shape = 1, Min = 1))
+Distribution Object of Class: Pareto
+ shape: 1
+ Min: 1
+> plot(P1)
+>
+> E(Pareto())
+[1] Inf
+> E(P1)
+[1] Inf
+> E(P1, function(x){x^2})
+[1] 41
+> var(P1)
+[1] NA
+> sd(P1)
+[1] NA
+> median(P1)
+[1] 2
+> IQR(P1)
+[1] 2.666667
+> mad(P1)
+[1] 0
+>
+>
+>
+>
+> cleanEx()
+> nameEx("ParetoFamily")
+> ### * ParetoFamily
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: ParetoFamily
+> ### Title: Generating function for Generalized Pareto families
+> ### Aliases: ParetoFamily
+> ### Keywords: models
+>
+> ### ** Examples
+>
+> (P1 <- ParetoFamily())
+An object of class "ParetoFamily"
+### name: Generalized Pareto Family
+
+### distribution: Distribution Object of Class: Pareto
+ shape: 0.5
+ Min: 1
+
+### param: An object of class "ParamFamParameter"
+name: theta
+shape: 0.5
+fixed part of param.:
+ Min: 1
+trafo:
+ shape
+shape 1
+> FisherInfo(P1)
+An object of class "PosSemDefSymmMatrix"
+ shape
+shape 4
+> checkL2deriv(P1)
+precision of centering: 0.365035
+precision of Fisher information:
+ shape
+shape -2.2357
+precision of Fisher information - relativ error [%]:
+ [,1]
+[1,] -55.894
+condition of Fisher information:
+[1] 1
+>
+>
+>
+> cleanEx()
+> nameEx("ParetoParameter-class")
+> ### * ParetoParameter-class
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: ParetoParameter-class
+> ### Title: Paramter of Pareto distributions
+> ### Aliases: ParetoParameter-class shape shape,ParetoParameter-method
+> ### shape<- shape<-,ParetoParameter-method Min,ParetoParameter-method
+> ### Min<-,ParetoParameter-method scale,ParetoParameter-method
+> ### Keywords: distribution models
+>
+> ### ** Examples
+>
+> (P1 <- new("ParetoParameter"))
+An object of class "ParetoParameter"
+Slot "shape":
+[1] 1
+
+Slot "Min":
+[1] 1
+
+Slot "name":
+[1] "Parameter of a Pareto distribution"
+
+> Min(P1)
+[1] 1
+> shape(P1)
+[1] 1
+>
+> Min(P1) <- 3
+> shape(P1) <- 4
+> P1
+An object of class "ParetoParameter"
+Slot "shape":
+[1] 4
+
+Slot "Min":
+[1] 3
+
+Slot "name":
+[1] "Parameter of a Pareto distribution"
+
+>
+>
+>
+>
+> cleanEx()
+> nameEx("PickandsEstimator")
+> ### * PickandsEstimator
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: PickandsEstimator
+> ### Title: Function to compute Pickands estimates for the GPD and GEVD
+> ### Aliases: PickandsEstimator .PickandsEstimator
+> ### Keywords: univar
+>
+> ### ** Examples
+>
+> ## (empirical) Data
+> set.seed(123)
+> x <- rgpd(50, scale = 0.5, shape = 3)
+> y <- rgev(50, scale = 0.5, shape = 3)
+> ## parametric family of probability measures
+> P <- GParetoFamily(scale = 1, shape = 2)
+> G <- GEVFamily(scale = 1, shape = 2)
+> ##
+> PickandsEstimator(x = x, ParamFamily = P)
+Evaluations of PickandsEstimator:
+---------------------------------
+An object of class "Estimate"
+generated by call
+ PickandsEstimator(x = x, ParamFamily = P)
+samplesize: 50
+estimate:
+ scale shape
+ 0.5965601 2.6028314
+ (0.3762822) (0.9050787)
+asymptotic (co)variance (multiplied with samplesize):
+ scale shape
+scale 7.079416 -12.26167
+shape -12.261670 40.95837
+Infos:
+ method message
+[1,] "PickandsEstimator" ""
+> PickandsEstimator(x = y, ParamFamily = G)
+Evaluations of PickandsEstimator:
+---------------------------------
+An object of class "Estimate"
+generated by call
+ PickandsEstimator(x = y, ParamFamily = G)
+samplesize: 50
+estimate:
+ scale shape
+ 0.2180708 2.7928952
+ (0.2214988) (1.0254982)
+asymptotic (co)variance (multiplied with samplesize):
+ scale shape
+scale 2.453087 -7.936753
+shape -7.936753 52.582325
+Infos:
+ method message
+[1,] "PickandsEstimator" ""
+>
+>
+>
+> cleanEx()
+> nameEx("QuantileBCCEstimator")
+> ### * QuantileBCCEstimator
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: QuantileBCCEstimator
+> ### Title: Function to compute QuantileBCC estimates for the Weibull Family
+> ### Aliases: QuantileBCCEstimator .QBCC
+> ### Keywords: univar
+>
+> ### ** Examples
+>
+> ## (empirical) Data
+> set.seed(123)
+> distroptions("withgaps"=FALSE)
+> x <- rweibull(50, scale = 0.5, shape = 3)
+> ##
+> QuantileBCCEstimator(x = x)
+Evaluations of QuantileBCCEstimator:
+------------------------------------
+An object of class "Estimate"
+generated by call
+ QuantileBCCEstimator(x = x)
+samplesize: 50
+estimate:
+ scale shape
+ 0.49554264 2.84974075
+ (0.02314181) (0.07798407)
+asymptotic (co)variance (multiplied with samplesize):
+ scale shape
+scale 0.02677717 -0.08974462
+shape -0.08974462 0.30407578
+Infos:
+ method message
+[1,] "QuantileBCCEstimator" ""
+>
+>
+>
+> cleanEx()
+> nameEx("RobExtremesConstants")
+> ### * RobExtremesConstants
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: RobExtremesConstants
+> ### Title: Built-in Constants in package RobExtremes
+> ### Aliases: EULERMASCHERONICONSTANT APERYCONSTANT
+> ### Keywords: sysdata
+>
+> ### ** Examples
+>
+> EULERMASCHERONICONSTANT
+[1] 0.5772157
+> APERYCONSTANT
+[1] 1.202057
+>
+>
+>
+> cleanEx()
+> nameEx("Var")
+> ### * Var
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: var
+> ### Title: Generic Functions for the Computation of Functionals
+> ### Aliases: var var-methods var,Gumbel-method var,GPareto-method
+> ### var,GEV-method var,Pareto-method median median-methods
+> ### median,Gumbel-method median,GEV-method median,GPareto-method
+> ### median,Pareto-method IQR IQR-methods IQR,Gumbel-method
+> ### IQR,GPareto-method IQR,GEV-method IQR,Pareto-method skewness
+> ### skewness-methods skewness,Gumbel-method skewness,GEV-method
+> ### skewness,GPareto-method skewness,Pareto-method kurtosis
+> ### kurtosis-methods kurtosis,Gumbel-method kurtosis,GEV-method
+> ### kurtosis,GPareto-method kurtosis,Pareto-method Sn Sn-methods
+> ### Sn,ANY-method Sn,UnivariateDistribution-method Sn,Norm-method
+> ### Sn,AffLinDistribution-method Sn,GPareto-method Sn,Gammad-method
+> ### Sn,Weibull-method Sn,GEV-method Sn,Pareto-method
+> ### Sn,DiscreteDistribution-method Qn Qn-methods Qn,ANY-method
+> ### Qn,UnivariateDistribution-method Qn,Norm-method
+> ### Qn,DiscreteDistribution-method Qn,AffLinDistribution-method
+> ### Keywords: methods distribution
+>
+> ### ** Examples
+>
+> # Variance of Exp(1) distribution
+> G <- GPareto()
+> var(G)
+[1] 1
+>
+> #median(Exp())
+> IQR(G)
+[1] 1.098612
+>
+> ## note the timing
+> system.time(print(Sn(GPareto(shape=0.5,scale=2))))
+[1] 1.519379
+ user system elapsed
+ 0.07 0.09 0.19
+>
+>
+>
+> cleanEx()
+> nameEx("WeibullFamily")
+> ### * WeibullFamily
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: WeibullFamily
+> ### Title: Generating function for Weibull family
+> ### Aliases: WeibullFamily
+> ### Keywords: models
+>
+> ### ** Examples
+>
+> (G1 <- WeibullFamily())
+An object of class "WeibullFamily"
+### name: Weibull Family
+
+### distribution: Distribution Object of Class: Weibull
+ shape: 0.5
+ scale: 1
+
+### param: An object of class "ParamWithScaleAndShapeFamParameter"
+name: theta
+scale: 1
+shape: 0.5
+trafo:
+function(x){ list(fval = tau(x), mat = Dtau(x)) }
+<bytecode: 0x0000026082566380>
+<environment: 0x000002608116ce38>
+Shape parameter must not be negative.
+> FisherInfo(G1)
+An object of class "PosSemDefSymmMatrix"
+ scale shape
+scale 0.2500000 -0.4227843
+shape -0.4227843 7.2947226
+> checkL2deriv(G1)
+precision of centering: -1.021224e-06 1.323528e-05
+precision of Fisher information:
+ scale shape
+scale -8.9966e-06 9.3591e-05
+shape 9.3591e-05 -8.8614e-04
+precision of Fisher information - relativ error [%]:
+ [,1] [,2]
+[1,] -0.0036 -0.0221
+[2,] -0.0221 -0.0121
+condition of Fisher information:
+[1] 34.749
+>
+>
+>
+> cleanEx()
+> nameEx("asvarMedkMAD")
+> ### * asvarMedkMAD
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: asvarMedkMAD
+> ### Title: Function to compute asymptotic variance of MedkMAD estimator
+> ### Aliases: asvarMedkMAD
+> ### Keywords: asymptotic variance
+>
+> ### ** Examples
+>
+> GP <- GParetoFamily(scale=1,shape=0.7)
+> asvarMedkMAD(GP,k=1)
+An object of class "PosSemDefSymmMatrix"
+ scale shape
+scale 6.998417 -9.139641
+shape -9.139641 22.551077
+>
+> ## for didactical purposes turn GP into a non-GPD
+> setClass("noGP",contains="L2ScaleShapeUnion")
+> GP2 <- GP
+> class(GP2) <- "noGP"
+> asvarMedkMAD(GP2,k=1) ### uses numerical integration
+An object of class "PosSemDefSymmMatrix"
+ scale shape
+scale 6.998167 -9.137336
+shape -9.137336 22.541322
+>
+>
+>
+> cleanEx()
+> nameEx("asvarPickands")
+> ### * asvarPickands
+>
+> flush(stderr()); flush(stdout())
+>
+> ### Name: asvarPickands
+> ### Title: Function to compute asymptotic variance of Pickands estimator
+> ### Aliases: asvarPickands
+> ### Keywords: asymptotic variance
+>
+> ### ** Examples
+>
+> GP <- GParetoFamily(scale=1,shape=0.7)
+> asvarPickands(GP)
+An object of class "PosSemDefSymmMatrix"
+ scale shape
+scale 7.823443 -9.092618
+shape -9.092618 16.417125
+> asvarPickands(GP,alpha=2.3)
+An object of class "PosSemDefSymmMatrix"
+ scale shape
+scale 7.823716 -7.797981
+shape -7.797981 12.285680
+> GE <- GEVFamily(loc=0,scale=1,shape=0.7)
+> asvarPickands(GE)
+An object of class "PosSemDefSymmMatrix"
+ scale shape
+scale 19.33010 -19.45835
+shape -19.45835 27.43467
+> GE0 <- GEVFamilyMuUnknown(loc=0,scale=1,shape=0.7)
+> asvarPickands(GE0)
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/robast -r 1327
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