[Robkalman-commits] r38 - / UseR-Talk branches/robkalman_pr/pkg/robKalman branches/robkalman_pr/pkg/robKalman/R branches/robkalman_pr/pkg/robKalman/R/R-files from trunc branches/robkalman_pr/pkg/robKalman/man pkg/robKalman pkg/robKalman/R pkg/robKalman/chm pkg/robKalman/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Jul 23 17:42:13 CEST 2009
Author: ruckdeschel
Date: 2009-07-23 17:42:12 +0200 (Thu, 23 Jul 2009)
New Revision: 38
Added:
UseR-Talk/beamerthemeITWM.sty.bak
UseR-Talk/robKalman_slides.tex
branches/robkalman_pr/pkg/robKalman/R/EM_Algo.R
branches/robkalman_pr/pkg/robKalman/R/Estep.R
branches/robkalman_pr/pkg/robKalman/R/KalmanMethods.R
branches/robkalman_pr/pkg/robKalman/R/MakePositive.R
branches/robkalman_pr/pkg/robKalman/R/Mstep.R
branches/robkalman_pr/pkg/robKalman/R/R-files from trunc/
branches/robkalman_pr/pkg/robKalman/R/R-files from trunc/recFilter.R
branches/robkalman_pr/pkg/robKalman/R/R-files from trunc/recFilter.R.mine
branches/robkalman_pr/pkg/robKalman/R/R-files from trunc/recFilter.R.r15
branches/robkalman_pr/pkg/robKalman/R/R-files from trunc/recFilter.R.r4
branches/robkalman_pr/pkg/robKalman/R/getSmooth.R
branches/robkalman_pr/pkg/robKalman/R/getSmoothFixInterval.R
branches/robkalman_pr/pkg/robKalman/R/getSmoothFixPoint.R
branches/robkalman_pr/pkg/robKalman/R/getSmootherR.txt
branches/robkalman_pr/pkg/robKalman/R/initEMstepclass.R
branches/robkalman_pr/pkg/robKalman/R/recSmoother.R
branches/robkalman_pr/pkg/robKalman/man/EM_Algo.Rd
branches/robkalman_pr/pkg/robKalman/man/EStepShST.Rd
branches/robkalman_pr/pkg/robKalman/man/MStepShST.Rd
branches/robkalman_pr/pkg/robKalman/man/initialization.Rd
Removed:
JSS-Paper/
Modified:
UseR-Talk/ruckd_spangl_rennes09.pdf
UseR-Talk/ruckd_spangl_rennes09.tex
branches/robkalman_pr/pkg/robKalman/DESCRIPTION
branches/robkalman_pr/pkg/robKalman/NAMESPACE
branches/robkalman_pr/pkg/robKalman/R/calibrateRLS.R
branches/robkalman_pr/pkg/robKalman/R/rLSfilter.R
branches/robkalman_pr/pkg/robKalman/R/recFilter.R
branches/robkalman_pr/pkg/robKalman/man/calibrateRLS.Rd
branches/robkalman_pr/pkg/robKalman/man/internalrLS.Rd
pkg/robKalman/NAMESPACE
pkg/robKalman/R/Psi.R
pkg/robKalman/R/Util.R
pkg/robKalman/R/calibrateRLS.R
pkg/robKalman/R/rLSfilter.R
pkg/robKalman/R/recFilter.R
pkg/robKalman/R/recFilterInternal.R
pkg/robKalman/chm/00Index.html
pkg/robKalman/chm/calibrateRLS.html
pkg/robKalman/chm/internalrLS.html
pkg/robKalman/chm/recFilter.html
pkg/robKalman/chm/robKalman.chm
pkg/robKalman/chm/robKalman.toc
pkg/robKalman/chm/util.html
pkg/robKalman/man/calibrateRLS.Rd
pkg/robKalman/man/internalrLS.Rd
pkg/robKalman/man/recFilter.Rd
pkg/robKalman/man/util.Rd
Log:
Changes made by Bernhard and me in trunc uploaded; should check error-free;
branches: several (unready) files uploaded
Added: UseR-Talk/beamerthemeITWM.sty.bak
===================================================================
--- UseR-Talk/beamerthemeITWM.sty.bak (rev 0)
+++ UseR-Talk/beamerthemeITWM.sty.bak 2009-07-23 15:42:12 UTC (rev 38)
@@ -0,0 +1,337 @@
+\ProvidesPackageRCS $Header: /cvsroot/latex-beamer/latex-beamer/themes/theme/beamerthemeITWM.sty,v 1.6 2004/10/07 20:53:10 tantau Exp $
+
+% Copyright 2003 by Till Tantau <tantau at users.sourceforge.net>
+%
+% This program can be redistributed and/or modified under the terms
+% of the GNU Public License, version 2.
+
+% Modiziert von Simone Gramsch <simone.gramsch at itwm.fraunhofer.de> am 26.02.2007
+
+\mode<presentation>
+
+\usefonttheme{default}
+\usecolortheme{ITWM}
+\useinnertheme{ITWM}
+\useoutertheme{default}
+
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%Umgebungen: Auf jeden Fall nur eine Beta-Version!
+
+\setbeamerfont{block title}{series=\bfseries}
+\setbeamercolor{block title}{fg=black,bg=FhGgreen}
+\setbeamercolor{block body}{bg=block title.bg!40!bg}
+\setbeamercolor{theorem text}{fg=white}
+%\setbeamercolor{block title}{}
+
+
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% Required since the title page has to be without footline...
+\RequirePackage{ifthen}
+
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% Second title page with title, subtitle, author and date
+% Construct like in definition of \maketitle
+\def\makeextratitle{%
+ \ifbeamer at inframe{%
+ \hspace*{35mm}
+ \frametitle{\inserttitle}%
+ \extratitlepage%
+ }%
+ \else%
+ {%
+ \begin{frame}%
+ \frametitle{\inserttitle}%
+ \extratitlepage%
+ \end{frame}%
+ }%
+ \fi%
+}
+\def\extratitlepage{\usebeamertemplate*{extra title page}}
+
+
+\setbeamertemplate{navigation symbols}{}
+
+
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% Definition of headline
+\setbeamertemplate{headline}
+{
+ \leavevmode%
+ \vbox{
+ \vspace{8mm}
+ %\vspace{11.5mm}
+ \centering
+ \rule{108mm}{0.1pt}
+ }
+ \vskip0pt%
+}
+
+
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% Definition of footline with
+% - Pagenumber
+% - Logo
+% - Distinction of cases for title page or any other page
+\newcommand{\footlinetext}[1]{\setbeamertemplate{footlineText}{#1~}}
+\setbeamertemplate{footline}
+{
+ \leavevmode%
+ \begin{beamercolorbox}[ht=25mm]{footline}%
+ \ifthenelse{\equal{\value{page}}{1}}{%
+ \vspace{7mm}
+ }{%
+ {\hspace{10mm}\rule{108mm}{0.1pt}}%
+ \vskip3mm%
+ %\rule{36mm}{0pt}\includegraphics[height=11mm]{logo}%
+ %\rule{40.1mm}{0pt}
+ %\includegraphics[width=26.4mm]{logo_neu}%
+ \parbox[t]{10cm}{\parbox[t]{2.7cm}{\includegraphics[width=26mm]{logo_neu}}
+ \hspace{2cm}\parbox[t]{1.6cm}{\includegraphics[bb=262 426 291 472,,width=15mm]{RLI_Logo_klein_CMYK}}}%
+ \vskip1mm%
+\hfill\ifbeamertemplateempty{footlineText}{}{\usebeamertemplate{footlineText}}\insertframenumber\hskip10.5mm~%
+ \vskip2mm%
+ }%
+ \end{beamercolorbox}%
+ \vskip0pt%
+}
+
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%Templates for itemize-environment
+\makeatletter
+\renewcommand{\itemize}[1][]{%renew itemize to prevent decreasing font size
+ \beamer at ifempty{#1}{}{\def\beamer at defaultospec{#1}}%
+ \ifnum \@itemdepth >4\relax\@toodeep\else
+ \advance\@itemdepth\@ne%\@itemdepth\@ne
+ \beamer at computepref\@itemdepth% sets \beameritemnestingprefix
+ %\usebeamerfont{itemize/enumerate \beameritemnestingprefix body}%
+ \usebeamercolor[fg]{itemize/enumerate \beameritemnestingprefix body}%
+ \usebeamertemplate{itemize/enumerate \beameritemnestingprefix body begin}%
+ \list
+ {\usebeamertemplate{itemize \beameritemnestingprefix item}}
+ {
+ \setlength\itemindent{-0.7em}
+ %\def\makelabel##1{%
+ % {%
+ % \hss\llap{{%
+ %\usebeamerfont*{itemize \beameritemnestingprefix item}%
+ % \usebeamercolor[fg]{itemize \beameritemnestingprefix item}##1}}%
+ % }%
+ % }%
+ }
+ \fi%
+ \beamer at cramped%
+ \raggedright%
+ \beamer at firstlineitemizeunskip%
+}
+\makeatother
+%set presymbols for different levels
+\setbeamertemplate{itemize item}{\fontsize{10pt}{\baselineskip}\selectfont\textbullet}
+\setbeamertemplate{itemize subitem}{\textbf{--}}
+\setbeamertemplate{itemize subsubitem}{\textbf{$\star$}}
+%Templates for enumerate environment
+\makeatletter
+\def\enumerate{%
+ \ifnum\@enumdepth>2\relax\@toodeep
+ \else%
+ \advance\@enumdepth\@ne%
+ \edef\@enumctr{enum\romannumeral\the\@enumdepth}%
+ \advance\@itemdepth\@ne%
+ \fi%
+ \beamer at computepref\@enumdepth% sets \beameritemnestingprefix
+ \edef\beamer at enumtempl{enumerate \beameritemnestingprefix item}%
+ \@ifnextchar[{\beamer@@enum@}{\beamer at enum@}}
+\def\beamer@@enum@[{\@ifnextchar<{\beamer at enumdefault[}{\beamer@@@enum@[}}
+\def\beamer at enumdefault[#1]{\def\beamer at defaultospec{#1}%
+ \@ifnextchar[{\beamer@@@enum@}{\beamer at enum@}}
+\def\beamer@@@enum@[#1]{% partly copied from enumerate.sty
+ \@enLab{}\let\@enThe\@enQmark
+ \@enloop#1\@enum@
+ \ifx\@enThe\@enQmark\@warning{The counter will not be printed.%
+ ^^J\space\@spaces\@spaces\@spaces The label is: \the\@enLab}\fi
+ \def\insertenumlabel{\the\@enLab}
+ \def\beamer at enumtempl{enumerate mini template}%
+ \expandafter\let\csname the\@enumctr\endcsname\@enThe
+ \csname c@\@enumctr\endcsname7
+ \expandafter\settowidth
+ \csname leftmargin\romannumeral\@enumdepth\endcsname
+ {\the\@enLab\hspace{\labelsep}}%
+ \beamer at enum@}
+\def\beamer at enum@{%
+ \beamer at computepref\@itemdepth% sets \beameritemnestingprefix
+ %\usebeamerfont{itemize/enumerate \beameritemnestingprefix body}%
+ \usebeamercolor[fg]{itemize/enumerate \beameritemnestingprefix body}%
+ \usebeamertemplate{itemize/enumerate \beameritemnestingprefix body begin}%
+ \expandafter
+ \list
+ {\usebeamertemplate{\beamer at enumtempl}}
+ {\usecounter\@enumctr%
+ \def\makelabel##1{{\hss\llap{{%
+ %\usebeamerfont*{enumerate \beameritemnestingprefix item}%
+ \usebeamercolor[fg]{enumerate \beameritemnestingprefix item}##1}}}}}%
+ \beamer at cramped%
+ \raggedright%
+ \beamer at firstlineitemizeunskip%
+}
+\def\endenumerate{\ifhmode\unskip\fi\endlist%
+ \usebeamertemplate{itemize/enumerate \beameritemnestingprefix body end}}
+
+\def\beamer at computepref#1{%
+ \let\beameritemnestingprefix\@empty%
+ \ifcase#1\or\or\def\beameritemnestingprefix{sub}\or\def\beameritemnestingprefix{subsub}\or\@toodeep\fi%
+}
+%set numberstyle for enumeration
+\setbeamertemplate{enumerate item}{(\arabic{enumi})}
+\setbeamertemplate{enumerate subitem}{(\alph{enumii})}
+\setbeamertemplate{enumerate subsubitem}{\roman{enumiii}.}
+
+\setlength\leftmargini {2em}
+\setlength\leftmarginii {1.2em}
+\setlength\leftmarginiii {1.2em}
+\setlength \labelsep {.7em}
+\setlength \labelwidth{\leftmargini}
+\addtolength\labelwidth{-\labelsep}
+\makeatother
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+\setbeamersize{text margin left=10mm, text margin right=11.5mm}
+\setbeamerfont{frametitle}{series=\normalfont\bfseries\sffamily,size=\large}
+\setbeamerfont{title}{series=\normalfont\bfseries\sffamily,size=\large}
+\setbeamerfont{subtitle}{series=\normalfont\bfseries\sffamily,size=\normalsize}
+\setbeamertemplate{frametitle}
+{
+%\hspace*{-\leftparsep}
+\insertframetitle
+}
+
+\makeatletter
+%left : right = 1/3 : 2/3
+%\setbeamersize{text margin left = 46mm}
+% The new command \keypar{KEYWORD}{PARAGRAPH TEXT}, where the KEYWORD is written in the left margin
+% and the PARAGRAPH TEXT is located at the normal spot
+\newlength{\leftparsep}
+\setlength{\leftparsep}{35.5mm}
+\newlength{\leftparwidth}
+\setlength{\leftparwidth}{33mm}
+\newlength{\leftpargap}
+\setlength{\leftpargap}{2.5mm}
+\newlength{\rightparwidth}
+\setlength{\rightparwidth}{70.5mm}
+\newlength{\totalparwidth}
+\setlength{\totalparwidth}{108mm}
+%The frameslide environment must be redefined in order to use shrink
+%Only change is, that the shrink factors are reset if they are not used
+\renewenvironment{beamer at frameslide}{%
+ \ifbeamer at autobreak\else%
+ \ifx\beamer at againname\@empty%
+ {\let\@elt\beamer at restorecounter\beamer at overlaycounterresets}%
+ \else%
+ {\let\@elt\beamer at labelrestorecounter\beamer at overlaycounterresets}%
+ \fi%
+ \fi%
+ \global\c at beamerpauses=1\relax%
+ \expandafter\beamer at ifempty\expandafter{\beamer at framestartpage}{%
+ \refstepcounter{subsectionslide}%
+ \xdef\beamer at framestartpage{\the\c at page}% only first time
+ }{\clearpage\beamer at notesactions}% cleanup from previous slide
+ \hypersetup{pdfpagetransition=R}%
+ \hypersetup{pdfpageduration=}%
+ \xdef\beamer at frameendpage{\the\c at page}% every time
+ \beamer at setuplinks%
+ \beamer at displaybreak%
+ \global\setbox\beamer at zoombox=\box\voidb at x%
+ \def\beamer at zoomer{}%
+ \beamer at slidehaszoomfalse%
+ \gdef\insertframetitle{}%
+ \gdef\insertframesubtitle{}%
+ \gdef\beamer at frametitle{}%
+ \gdef\beamer at shortframetitle{}%
+ \gdef\beamer at framesubtitle{}%
+ \let\beamer at startcomment=\beamer at startcommentinframe%
+ % Start slide:
+ \beamer at framenotesbegin%
+ \global\setbox\beamer at framebox=\vbox\bgroup%
+ \beamer at inframetrue%
+ \let\frame=\framelatex% inside frames, use LaTeX's \frame command
+ \begin{beamer at framepauses}%
+ \ifbeamer at shrink%
+ \hsize=\beamer at shrinkfactorinv\hsize%
+ \textwidth=\beamer at shrinkfactorinv\textwidth%
+ \linewidth=\beamer at shrinkfactorinv\linewidth%
+ \else %This else-condition is the only change for FHG-style
+ \edef\beamer at shrinkpercentage{0}%
+ \edef\beamer at shrinkfactor{1}%
+ \edef\beamer at shrinkfactorinv{1}%
+ \fi%
+ % Insert labels if necessary:
+ \ifx\beamer at againname\@empty\else%
+ \nointerlineskip\vbox to0pt{\vss%
+ \label<\the\beamer at slideinframe>{\beamer at againname<\the\beamer at slideinframe>}%
+ \ifnum\beamer at slideinframe=1\relax%
+ \label<1>{\beamer at againname}%
+ \fi%
+ }\nointerlineskip%
+ \fi%
+ \ifx\beamer at framehypertargets\@empty\else%
+ \nointerlineskip\vbox to0pt{\vss%
+ \beamer at framehypertargets%
+ \global\let\beamer at framehypertargets\@empty%
+ }\nointerlineskip%
+ \fi%
+ \vskip-\parskip\vbox{}%
+ \beamer at initfirstlineunskip%
+ \ifbeamer at plainframe\nointerlineskip\fi%
+ \beamer at checkframetitle}%
+ {\end{beamer at framepauses}%
+ \egroup%
+ \ifx\beamer at frametitle\@empty%
+ \setbox\beamer at frametitlebox=\box\voidb at x%
+ \else%
+ \setbox\beamer at frametitlebox=\vbox{%
+ \vbox{}%
+ {\parskip0pt\usebeamertemplate***{frametitle}\vskip0.25em}%
+ }%
+ \fi%
+ \ifbeamer at plainframe%
+ \beamer at frametextheight=\paperheight%
+ \else%
+ \beamer at frametextheight=\textheight%
+ \fi%
+ \advance\beamer at frametextheight by-\ht\beamer at frametitlebox%
+ \advance\beamer at frametextheight by-\dp\beamer at frametitlebox%
+ \advance\beamer at frametextheight by-\beamer at frametopskip%
+ \ifbeamer at shrink%
+ \beamer at shrinkframebox%
+ \fi%
+ \ifx\beamer at zoomer\@empty
+ \setbox\beamer at framebox=\vbox{%
+ \nobreak\vbox{}\nobreak\par\nobreak\beamer at entrycode\nobreak%
+ \nointerlineskip\unvbox\beamer at frametitlebox%
+ \nobreak%
+ \ifbeamer at autobreak%
+ \vskip\beamer at frametopskipautobreak%
+ \else%
+ \vskip\beamer at frametopskip%
+ \fi%
+ \nobreak%
+ \nointerlineskip\box\beamer at zoombox\nointerlineskip%
+ \nobreak%
+ \ifbeamer at slidehaszoom\box\beamer at framebox\else\unvbox\beamer at framebox\fi%
+ % bottom skip is added in autobreakframebox
+ }%
+ \beamer at autobreakframebox%
+ \else%
+ \beamer at zoomer%
+ \fi%
+ \beamer at undolabels%
+ \beamer at framenotesend%
+ \box\beamer at framebox
+ }
+
+
+\newcommand{\keypar}[2]{\hfuzz=9pt\parbox[t]{\beamer at shrinkfactorinv\leftparwidth}{\raggedright #1}\hspace*{\beamer at shrinkfactorinv\leftpargap}\parbox[t]{\beamer at shrinkfactorinv\rightparwidth}{#2}\newline}
+% The new command \widepar{} creates a paragraph covering the whole width of the slide
+\newcommand{\widepar}[1]{\hfuzz=9pt\parbox[t]{\beamer at shrinkfactorinv\totalparwidth}{#1}}
+\makeatother
+
+\mode
+<all>
Added: UseR-Talk/robKalman_slides.tex
===================================================================
--- UseR-Talk/robKalman_slides.tex (rev 0)
+++ UseR-Talk/robKalman_slides.tex 2009-07-23 15:42:12 UTC (rev 38)
@@ -0,0 +1,535 @@
+% ------------------------------------------------------------------------
+% Vortrag: Wien 18-06-06
+% ------------------------------------------------------------------------
+%
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%
+%
+%
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% fuer Handout ab %%<H bis %%>H einkommentieren
+% (und %%<D, %%>D rauskommentieren)
+% fuer dynam.Slides ab %%<D bis %%>D einkommentieren
+% (und %%<H, %%>H rauskommentieren)
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%
+%%<H
+%\documentclass[handout]{beamer}
+%%>H
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%%<D
+\documentclass[10pt]{beamer}
+%
+\mode<presentation>
+{
+ \usetheme{Warsaw}
+% % oder ...%%%
+%
+ \setbeamercovered{transparent=20, again covered = \opaqueness<1->{60}}
+% % oder auch nicht
+ \usecolortheme{UBT}
+}
+%%>D
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%\mode{handout}
+%{
+% \usetheme{Warsaw}
+% % oder ...%
+%
+% \setbeamercovered{transparent=20, again covered = \opaqueness<1->{60}}
+% % oder auch nicht
+% \usecolortheme{UBT}
+%}
+%
+\usepackage[english]{babel}
+\usepackage[latin1]{inputenc}
+\RequirePackage{defrbeam} %% im Verzeichnis UBTstyle --- für UBT Abkürzungen
+\RequirePackage{listings} %% im Verzeichnis listings --- für Programm-Stückchen
+%
+%FARBdefs
+\definecolor{notrot}{rgb}{0,0,0}%{HTML}{802040}
+\definecolor{normal}{rgb}{0,0,0} %{0.9807843,0.8455490,0.3125490}
+\definecolor{Rcolor}{rgb}{0.065,0.065,0.485}
+%
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Spezifikation von <- im R-Code modus
+\lstset{language=R,basicstyle=\small\color{Rcolor},literate={<-}{{$\leftarrow$}}2,morekeywords=[2]{Norm,Pois,lambda,p,d,r,distroptions}}
+\newcommand{\ttR}[1]{{\color{Rcolor}\tt #1\color{normal}}}
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%
+\title%[] % (optional, nur bei langen Titeln nötig)
+{{\tt robKalman} --- a package on Robust Kalman Filtering}
+
+\author{Peter Ruckdeschel\inst{1} \and
+Bernhard Spangl\inst{2}%
+}
+\institute
+{\inst{1}{\includegraphics[width=1.4cm]{UBTlogo}\hspace{0.3cm}Fakult\"at f\"ur Mathematik und Physik\smallskip\\
+\mref{Peter.Ruckdeschel at uni-bayreuth.de}\\
+\href{http://www.uni-bayreuth.de/departments/math/org/mathe7/RUCKDESCHEL}{\tiny \tt www.uni-bayreuth.de/departments/math/org/mathe7/RUCKDESCHEL}}
+\and \inst{2}{\includegraphics[bb=262 426 291 472,width=0.35cm]{RLI_Logo_klein_CMYK}\hspace{0.3cm}
+Universit\"at f\"ur Bodenkultur, Wien\smallskip\\
+%Gregor-Mendel-Stra\ss{}e 33\smallskip\\
+%A-1180 Vienna\smallskip\\
+\mref{Bernhard.Spangl at boku.ac.at}\\
+\href{http://www.rali.boku.ac.at/statedv.html}{\tiny \tt www.rali.boku.ac.at/statedv.html}}
+}
+% - Der \inst{?} Befehl sollte nur verwendet werden, wenn die Autoren
+% unterschiedlichen Instituten angehören.
+% - Keep it simple, niemand interessiert sich für die genau Adresse.
+%
+\date{\includegraphics[bb=0 0 236 113,width=1.65cm]{useR-middle}\hspace{0.3cm}%UseR\\%
+16.06.2006}
+% - Volle oder abgekürzter Name sind möglich.
+% - Dieser Eintrag ist nicht für das Publikum gedacht (das weiß
+% nämlich, bei welcher Konferenz es ist), sondern für Leute, die die
+% Folien später lesen.
+
+
+% Falls eine Logodatei namens "university-logo-filename.xxx" vorhanden
+% ist, wobei xxx ein von latex bzw. pdflatex lesbares Graphikformat
+% ist, so kann man wie folgt ein Logo einfügen:
+
+%\pgfdeclareimage[height=0.4cm,width=1.8cm]{logo}{ubtlogo}
+%\logo{\pgfuseimage{logo}}
+
+
+
+% Folgendes sollte gelöscht werden, wenn man nicht am Anfang jedes
+% Unterabschnitts die Gliederung nochmal sehen möchte.
+%\AtBeginSubsection[]
+%{
+% \begin{frame}<beamer>
+% \frametitle{Outline}
+% \tableofcontents[currentsection,currentsubsection]
+% \end{frame}
+%}
+
+
+% Falls Aufzählungen immer schrittweise gezeigt werden sollen, kann
+% folgendes Kommando benutzt werden:
+
+%\beamerdefaultoverlayspecification{<+->}
+
+
+
+\begin{document}
+
+% ------------------------------------------------------------------------
+% ------------------------------------------------------------------------
+\begin{frame}%Frame 1
+ \titlepage
+\end{frame}
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%
+% aus den Guidelines von Paket beamer
+%
+%\begin{frame}
+% \frametitle{Outline}
+% \tableofcontents[pausesections]
+% % Die Option [pausesections] könnte nützlich sein.
+%\end{frame}
+%
+%
+% Einen Vortrag zu strukturieren ist nicht immer einfach. Die
+% nachfolgende Struktur kann unangemessen sein. Hier ein paar Regeln,
+% die für diese Lösungsvorlage gelten:
+%
+% - Es sollte genau zwei oder drei Abschnitte geben (neben der
+% Zusammenfassung).
+% - *Höchstens* drei Unterabschnitte pro Abschnitt.
+% - Pro Rahmen sollte man zwischen 30s und 2min reden. Es sollte also
+% 15 bis 30 Rahmen geben.
+%
+% - Konferenzteilnehmer wissen oft wenig von der Materie des
+% Vortrags. Deshalb: vereinfachen!
+% - In 20 Minuten ist es schon schwer genug, die Hauptbotschaft zu
+% vermitteln. Deshalb sollten Details ausgelassen werden, selbst
+% wenn dies zu Ungenauigkeiten oder Halbwahrheiten führt.
+% - Falls man Details weglässt, die eigentlich wichtig für einen
+% Beweis/Implementation sind, so sagt man dies einmal nüchtern. Alle
+% werden damit glücklich sein.
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+% ------------------------------------------------------------------------
+\section{Robust Kalman Filtering}
+% ------------------------------------------------------------------------
+\subsection{Classical setup}
+% ------------------------------------------------------------------------
+\begin{frame}%Frame 2
+ \frametitle{Classical setup: Linear state space models (SSMs)}
+\begin{itemize}
+ \item<1-> State equation:
+ $$\framebox{$X_t=F_t X_{t-1} + v_t$}$$
+ \item<2-> Observation equation:
+ $$\framebox{$Y_t=Z_t X_{t} + \varepsilon_t$}$$
+ \item<3-> Ideal model assumption:
+ $$X_0\sim {\cal N}_p(a_0,\Sigma_0),\quad v_t\sim {\cal N}_p(0,Q_t),\quad \varepsilon_t\sim {\cal N}_q(0,V_t),$$
+ all independent
+ \item<4> (preliminary ?) simplification: Hyper parameters $F_t,Z_t,V_t,Q_t$ constant in $t$
+\end{itemize}
+\end{frame}
+% ------------------------------------------------------------------------
+\begin{frame}[fragile]%Frame 3
+ \frametitle{Problem and classical solution}
+\begin{itemize}
+ \item<1>Problem: Reconststruction of $X_t$ by means of $Y_s, s\leq t$
+ \item<2>Criterium: MSE
+ \item<2>$\leadsto\quad$ general solution: $\Ew X_t|(Y_s)_{s\leq t}$
+ \item<3>Computational difficulties:\\
+ $\;\Longrightarrow\;$ restriction to {\bf linear\/} procedures \newline \hphantom{$\;\Longrightarrow\;$}/ or: Gaussian assumptions
+ \item<3> $\leadsto\quad$ classical {\bf Kalman Filter}
+\end{itemize}
+\end{frame}
+% ------------------------------------------------------------------------
+\begin{frame}[fragile]%Frame 4
+ \frametitle{Kalman filter}
+ \begin{enumerate}
+ \setcounter{enumi}{-1}
+ \item<1-> Initialization ($t=0$): $$X_{0|0}=a_0, \quad \Sigma_{0|0}=\Sigma_0$$
+ \item<2-> Prediction ($t\ge 1$): $$X_{t|t-1}=F X_{t-1|t-1}, \quad \Cov(X_{t|t-1})=\Sigma_{t|t-1}=F\Sigma_{t-1|t-1}F'+Q$$
+ \item<3> Correction ($t\ge 1$):
+ \uncover<3->{
+ \begin{eqnarray*}
+ X_{t|t}&=&X_{t|t-1}+ K_t (Y_t-Z X_{t|t-1})\\
+ K_{t}&=&\Sigma_{t|t-1}Z'(Z\Sigma_{t|t-1}Z'+V)^-, \qquad \mbox{(Kalman gain)}\\
+ \Cov(X_{t|t})&=&\Sigma_{t|t}=\Sigma_{t|t-1}-K_t Z\Sigma_{t|t-1}
+ \end{eqnarray*}}
+ \end{enumerate}
+\end{frame}
+% ------------------------------------------------------------------------
+\subsection{Robustification}
+% ------------------------------------------------------------------------
+\begin{frame}%Frame 5
+ \frametitle{Types of outliers and robustification}
+\begin{itemize}
+ \item<1> IOs (system intrinsic): state equation is distorted\\ --- not considered here
+ \item<2-> AO/SOs (exogeneous): observations are distorted:
+\begin{itemize}
+ \item<2-> either error $\varepsilon_t$ is affected (AO)
+ \item<2-> or observations $Y_t$ are modified (SO)
+ \end{itemize}%
+ \item<3-> a robustifications as to AO/SOs is to
+ \begin{itemize}
+ \item<3-> retain recursivity (three-step approach)
+ \item<3-> modify correction step $\leadsto$ bound influence of $Y_t$
+ \item<3-> retain init./pred.step but with modified filter past $X_{t-1|t-1}$
+ \end{itemize}%
+ \end{itemize}%
+\end{frame}
+% ------------------------------------------------------------------------
+\subsection{Approaches}
+% ------------------------------------------------------------------------
+\begin{frame}%Frame 6
+ \frametitle{Considered approaches}
+Approximate conditional mean (ACM): \cite{Mar:79}
+\begin{itemize}
+ \item<1-> $\dim Y_t=1$
+ \item<2-> particular model: $Y_t \sim {\rm AR}(p)$\\
+ \begin{itemize}
+ \item<2-> $\leadsto$ $X_t=(Y_t,\ldots,Y_{t-p+1})$,
+ \item<2-> hyper parameters $Z=(1,0,\ldots,0)$, $V^{\rm \scriptsize id}=0$, $F$, $Q$ unknown
+ \end{itemize}%
+ \item<3-> estimation of $F$, $Q$ by means of {\rm GM}-Estimators
+ \item<4-> modified Corr.step: for suitable location influence curve $\psi$
+ \uncover<4->{
+\begin{eqnarray*}
+ X_{t|t}&=&X_{t|t-1}+\Sigma_{t|t-1}Z'\psi(Y_t-Z X_{t|t-1})\\
+ \Sigma_{t|t}&=&\Sigma_{t|t-1}-\Sigma_{t|t-1} Z'\psi'(Y_t-Z X_{t|t-1}) Z \Sigma_{t|t-1}
+ \end{eqnarray*}}
+ \end{itemize}%
+\end{frame}
+% ------------------------------------------------------------------------
+\begin{frame}%Frame 7
+ \frametitle{Considered approaches II}
+ rLS filter: \cite{PR01}
+ \begin{itemize}
+ \item<1->$\dim X_t, \dim Y_t $ arbitrary, finite
+ \item<1-> assumes hyper parameters $a_0$, $Z$, $V^{\rm \scriptsize id}$, $F$, $Q$ known
+ \item<2-> modified Corr.step:
+ \uncover<2->{
+ \begin{eqnarray*}
+ X_{t|t}&=&X_{t|t-1}+H_b\big(K_t(Y_t-Z X_{t|t-1})\big)\\
+ H_b(X)&=&X\min\{1,b/|X|\}\qquad\mbox{for $|\,\cdot\,|$ Euclidean norm}
+ \end{eqnarray*}}
+ \item<3-> optimality for SO's in some sense
+ \end{itemize}%
+\end{frame}
+% ------------------------------------------------------------------------
+\section{Implementation proposal}
+% ------------------------------------------------------------------------
+\subsection{Concept / Strategy}
+% ------------------------------------------------------------------------
+\begin{frame}%Frame 8
+ \frametitle{Concept and strategy}
+Goal: package {\tt robKalman}\\
+Contents
+ \begin{itemize}
+ \item<2-> Kalman filter: filter, Kalman gain, covariances
+ \item<2-> ACM-filter: filter, GM-estimator
+ \item<2-> rLS-filter: filter, calibration of clipping height
+ \item<3-> further recursive filters?\\
+ $\leadsto$ general interface {\tt recursiveFilter}\\
+ with arguments:
+ \begin{itemize}
+ \item state space model (hyper parameters)
+ \item functions for the init./pred./corr.step
+ \end{itemize}%
+ \end{itemize}%
+\end{frame}
+% ------------------------------------------------------------------------
+\begin{frame}%Frame 9
+ \frametitle{Concept and strategy II}
+\begin{itemize}
+ \item<1-> Programming language
+ \begin{itemize}
+ \item completely in {\tt S}
+ \item perhaps some code in {\tt C} (much) later
+ \end{itemize}%
+ \item<2-> Use existing infrastructure
+ \begin{itemize}
+ \item from where to ``borrow'':
+ \begin{itemize}
+ \item univariate setting: {\tt KalmanLike} (package {\tt stats});\\
+ time series classes: {\tt ts}, {\tt its}, {\tt irts}, {\tt zoo}, {\tt zoo.reg}, {\tt tframe}
+ \item multivariate setting: {\tt dse} bundle by Paul Gilbert; perhaps {\tt zoo}?
+ \end{itemize}
+ \item use for: graphics, diagnostics, management of date/time
+ \end{itemize}
+ \item<3-> Split user interface and ``Kalman code''
+ \begin{itemize}
+ \item internal functions: no {\tt S4}-objects
+ \item user interface: {\tt S4}-objects
+ \end{itemize}%
+\end{itemize}%
+\end{frame}
+% ------------------------------------------------------------------------
+\begin{frame}%Frame 10
+ \frametitle{Concept and strategy III}
+\begin{itemize}
+ \item<1-> Use of {\tt S4}
+ \begin{itemize}
+ \item<1-> Hierarchic Classes:
+ \begin{itemize}
+ \item state space models (SSMs) (Hyper-Parameter, distributional assumptions, outlier types)
+ \item filter results (specific subclass of (multivariate) time series)
+ \item control structures for filters (tuning parameters)
+ \end{itemize}%
+ \item<2-> Methods:
+ \begin{itemize}
+ \item filters (for different types of SSMs)
+ \item accessor/replacement functions
+ \item {\tt simulate} for SSMs
+ \item filter diagnostics: {\tt getClippings}, {\tt conf.intervals} ?
+ \item tests?
+ \end{itemize}%
+ \item<2-> constructors/generating funtions
+ \end{itemize}%
+\end{itemize}%
+\end{frame}
+% ------------------------------------------------------------------------
+\subsection{Implementation so far}
+% ------------------------------------------------------------------------
+\begin{frame}%Frame 11
+ \frametitle{Implementation so far: interfaces}
+\begin{itemize}
+ \item<1-> preliminary, ``{\tt S4}-free'' interfaces
+ \begin{itemize}
+ \item Kalman filter (in our context) {\tt KalmanFilter}
+ \item rLS (P.R.): {\tt rLSFilter} \\
+ --- with routines for
+ calibration at given
+ \begin{itemize}
+ \item efficency in ideal model
+ \item contamination radius
+ \end{itemize}%
+ \item<2-> ACM (B.S.) {\tt ACMfilt}, {\tt ACMfilter}
+ \begin{itemize}
+ \item with function {\tt arGM} for AR-parameters by GM-estimates
+ \item various $\psi$-functions are available:\\
+ Hampel (ACM-filter), Huber, Tukey (both GM-estimators)\\ ---see {\tt ?.psi}
+ \end{itemize}%
+ \item<3-> all: wrappers to {\tt recursiveFilter}
+ \end{itemize}%
+\end{itemize}%
+\end{frame}
+% ------------------------------------------------------------------------
+\begin{frame}%Frame 12
+ \frametitle{Implementation so far: package {\tt robKalman}}
+\begin{itemize}
+ \item<1-> package {\tt robKalman}
+ \begin{itemize}
+ \item routines gathered in package {\tt robKalman}, version {\tt 0.1}
+ \item documentation
+ \item demos
+ \end{itemize}%
+\item<2-> required packages --- all available from \href{http://cran.r-project.org}{\tt CRAN}:
+{\tt methods}, {\tt graphics}, {\tt startupmsg}, {\tt dse1}, {\tt dse2}, {\tt MASS}, {\tt limma}, {\tt robustbase}
+\item<3-> availability: web-page setup under\bigskip\\
+ \fbox{\parbox{9cm}{\href{http://www.uni-bayreuth.de/departments/math/org/mathe7/robKalman/}%
+ {{\tt http://www.uni-bayreuth.de/departments/}\\%
+ {\hphantom{\tt http:/}{\tt /math/org/mathe7/robKalman/}}}}}
+\end{itemize}%
+\end{frame}
+% ------------------------------------------------------------------------
+\subsection{Next steps}
+% ------------------------------------------------------------------------
+\begin{frame}%Frame 13
+ \frametitle{Next steps}
+\begin{itemize}
+ \item<1-> OOP
+ \begin{itemize}
+ \item definition of {\tt S4} classes \\ $\leadsto$ close contact to
+ \begin{itemize}
+ \item {\tt RCore},
+ \item Paul Gilbert,
+ \item possibly Gabor Grothendiek and Achim Zeileis ({\tt zoo})
+ \end{itemize}
+ \item casting/conversion functions for various time series classes
+ \end{itemize}%
+ \item<2-> User interface {\tt robfilter} (?)
+ \begin{itemize}
+ \item goal: four arguments: data, SSM, control-structure, filter type
+ \item should cope with various definitions of SSMs, data in various time series classes,
+ \item possibly simpler interfaces for ACM ({\tt Splus}-compatibility) $\leadsto$ {\tt ACMfilt}-like
+ \end{itemize}%
+ \item<3-> Release schedule
+ \begin{itemize}
+ \item wait for results of discussion as to class definition
+ \item guess: end of 2006
+ \end{itemize}%
+ \end{itemize}%
+\end{frame}
+% ------------------------------------------------------------------------
+\section{Demonstration}
+% ------------------------------------------------------------------------
+\subsection[ACMfilt]{{\tt ACMfilt}}
+% ------------------------------------------------------------------------
+\begin{frame}[fragile]%Frame 14
+ \frametitle{Demonstration: {\tt ACMfilt}}
+\begin{lstlisting}
+## generation of data from AO model:
+set.seed(361)
+Eps <- as.ts(rnorm(100))
+ar2 <- arima.sim(list(ar = c(1, -0.9)),
+ 100, innov = Eps)
+Binom <- rbinom(100, 1, 0.1)
+Noise <- rnorm(100,sd = 10)
+y <- ar2 + as.ts(Binom*Noise)
+
+## determination of GM-estimates
+y.arGM <- arGM(y, 3)
+## ACM-filter
+y.ACMfilt <- ACMfilt(y, y.arGM)
+
+plot(y)
+lines(y.ACMfilt$filt, col=2)
+lines(ar2,col="green")
+\end{lstlisting}
+\end{frame}
+% ------------------------------------------------------------------------
+\begin{frame}%Frame 15
+\parbox{13cm}{\hspace{-1cm}\parbox{9cm}{\includegraphics[width=9cm]{ACM}}
+\hspace{-1cm}\parbox{4.5cm}{%
+\begin{tabular}{lp{3cm}}
+green:& ideal time series,\\
+black:& AO contam. time series,\\
+red:& result ACM
+\end{tabular}}%
+}
+\end{frame}
+% ------------------------------------------------------------------------
+\subsection[rLSFilter]{{\tt rLSFilter}}
+% ------------------------------------------------------------------------
+\begin{frame}[fragile]%Frame 16
+ \frametitle{Demonstration: {\tt rLSFilter}}
+
+\begin{lstlisting}
+## specification of SSM: (p=2, q=1)
+a0 <- c(1, 0); S0 <- matrix(0, 2, 2)
+F <- matrix(c(.7, 0.5, 0.2, 0), 2, 2)
+Q <- matrix(c(2, 0.5, 0.5, 1), 2, 2)
+Z <- matrix(c(1, -0.5), 1, 2)
+Vi <- 1;
+## time horizon:
+TT<-50
+## AO-contamination
+mc <- -20; Vc <- 0.1; ract <- 0.1
+## for calibration
+r1<-0.1; eff1<-0.9
+
+#Simulation::
+X <- simulateState(a, S0, F, Q, TT)
+Yid <- simulateObs(X, Z, Vi, mc, Vc, r=0)
+Yre <- simulateObs(X, Z, Vi, mc, Vc, ract)
+\end{lstlisting}
+\end{frame}
+% ------------------------------------------------------------------------
+\begin{frame}[fragile]%Frame 17
+ \frametitle{Demonstration: {\tt rLSfilter} II}
+\begin{lstlisting}
+### calibration b
+#limiting S_{t|t-1}
+SS <- limitS(S, F, Q, Z, Vi)
+# by efficiency in the ideal model
+(B1 <- rLScalibrateB(eff=eff1, S=SS, Z=Z, V=Vi))
+# by contamination radius
+(B2 <- rLScalibrateB(r=r1, S=SS, Z=Z, V=Vi))
+
+### evaluation of rLS
+rerg1.id <- rLSFilter(Yid, a, Ss, F, Q, Z, Vi, B1$b)
+rerg1.re <- rLSFilter(Yre, a, Ss, F, Q, Z, Vi, B1$b)
+rerg2.id <- rLSFilter(Yid, a, Ss, F, Q, Z, Vi, B2$b)
+rerg2.re <- rLSFilter(Yre, a, Ss, F, Q, Z, Vi, B2$b)
+\end{lstlisting}
+\end{frame}
+\begin{frame}%Frame 18
+\parbox{13cm}{\hspace{-0.5cm}\parbox{12cm}{\includegraphics[height=8cm, width=12cm]{rLS}}
+\hspace{-11.2cm}\parbox{3.8cm}{%
+\begin{tabular}{lp{3.5cm}}
+\\[-3.5cm]
+\multicolumn{2}{l}{\normalsize ideal situation}\\[3.1cm]
+\small black:& \small real state,\\
+\small red:& \small class. Kalman filter\\
+\end{tabular}}%
+\hspace{2.2cm}\parbox{3.8cm}{%
+\begin{tabular}{lp{3.5cm}}
+\\[-3.5cm]
+\multicolumn{2}{l}{\normalsize AO-contaminated situation}\\[3.1cm]
+\small green:& \small rLS filter ({\tt B1}),\\
+\small blue:& \small rLS filter ({\tt B2})\normalsize
+\end{tabular}}%
+}
+\end{frame}
+% ------------------------------------------------------------------------
+% Bibliography
+% ------------------------------------------------------------------------
+\begin{frame}%Frame 19
+ \frametitle<presentation>{Bibliography}
+ \begin{thebibliography}{10}
+\begin{footnotesize}
+ \beamertemplatebookbibitems
+ % Start with overview books.
+ \bibitem [Durbin/Koopman(01)]{D:K:01} Durbin, J. and Koopman, S. J.(2001):
+ \newblock \emph{Time Series Analysis by
+ State Space Methods.}
+ \newblock Oxford University Press.
+ \bibitem [P.R.(01)]{PR01} Ruckdeschel, P. (2001):
+ \newblock \emph {Ans{\"a}tze zur Robustifizierung des Kalman Filters.}
+ \newblock Bayreuther Mathematische Schriften, Vol. 64.
+ \bibitem [R Development Core Team (2005)]{RMANUAL} {\sf R} Development Core Team (2006):
+ \newblock \emph {{{\sf R:}{\em A language and environment for statistical computing\/}.}}
+\newblock R Foundation for Statistical Computing, Vienna, Austria.\\
+ {\href{http://www.R-project.org}{\tiny\url{http://www.R-project.org}}}
+ \beamertemplatearticlebibitems
+ \bibitem [Gilbert(05)]{Gil:05} Gilbert, P. (2005):
+ \newblock Brief User's Guide: Dynamic Systems Estimation (DSE).
+ \newblock {\tiny Available in the file {\tt doc/dse-guide.pdf} distributed together with the {\sf R} bundle
+ {\tt dse}, to be downloaded from \href{http://cran.r-project.org}{\url{http://cran.r-project.org}}}
+ \bibitem [Martin(79)]{Mar:79} Martin, D. (1979):
+ \newblock Approximate conditional-mean type smoothers and interpolators.
[TRUNCATED]
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