[Robkalman-commits] r91 - pkg/robKalman/man

Thu May 15 22:35:55 CEST 2025

Author: ruckdeschel
Date: 2025-05-15 22:35:54 +0200 (Thu, 15 May 2025)
New Revision: 91

Removed:
   pkg/robKalman/man/arGM.Rd
   pkg/robKalman/man/internalarGM.Rd
Log:
arGM Rd deleted

Deleted: pkg/robKalman/man/arGM.Rd
===================================================================

--- pkg/robKalman/man/arGM.Rd	2025-05-15 20:28:58 UTC (rev 90)
+++ pkg/robKalman/man/arGM.Rd	2025-05-15 20:35:54 UTC (rev 91)
@@ -1,71 +0,0 @@
-\name{arGM}
-\alias{arGM}
-
-\title{GM-estimates for AR parameters}
-
-\description{
-This function realizes Martin's GM-estimates for AR parameters.
-}
-
-\usage{
-arGM(x, order=1, chr=1.5, iterh=maxiter, cbr=5.0, iterb=maxiter, 
-     psi2="Tukey", c=4.0, type="Mallows", k=1.5, maxiter=100, 
-     tol=1e-08, equal.LS=FALSE, ...) 
-}
-
-\arguments{
-\item{x}{univarite time series (vector)}
-\item{order}{order of AR(p) process}
-\item{chr}{tuning constant for Huber's \eqn{\psi} function}
-\item{iterh}{number of iterations for IWLS-alogrithm using  Huber's \eqn{\psi} function}
-\item{cbr}{tuning constant for Tukey's \eqn{\psi} function}
-\item{iterb}{number of iterations for IWLS-alogrithm using Tukey's \eqn{\psi} function}
-\item{psi2}{influence function to determine the 'size of \eqn{z_i}',  either "Ident", "Huber" or "Tukey"}
-\item{c}{tuning constant for psi2}
-\item{type}{type of GM-estimates, either "Mallows" or "Schweppe"}
-\item{k}{tuning constant for centering}
-\item{maxiter}{maximal number of iteration}
-\item{tol}{tolerance level}
-\item{equal.LS}{logical, for testing purpose only}
-\item{...}{further parameters to be passed to the functions \code{HuberM} or \code{hubers}}  
-}
-
-\details{
-to be filled}
-           
-\value{a list with elements
-\item{ar}{parameter estimate}
-\item{sinnov}{scale estimate for the innovations from AR(p) fits of orders 1 through p}
-\item{Cx}{an estimate of the \eqn{p \times p}{p x p} autocovariance matrix}
-\item{mu}{ location estimate of \code{x}}
-\item{sx}{Huber scale estimate}
-\item{u,v}{weights for  Mallows- or Schweppe-type GM-estimates}
-\item{w}{weights from IWLS algorithm}
-\item{BH}{consistency constant for \eqn{\sigma} when using Huber's \eqn{\psi} function}
-\item{BB}{consistency constant for \eqn{\sigma} when using Tukey's \eqn{\psi} function}
-\item{niterh}{number of iterations for IWLS-alogrithm using  Huber's \eqn{\psi} function}
-\item{niterb}{number of iterations for IWLS-alogrithm using  Tukey's \eqn{\psi} function}
-\item{niter.testing}{for testing purposes only}   
-}
-
-\author{
-Bernhard Spangl \email{bernhard.spangl at boku.ac.at},\cr 
-  }
-
-
-\seealso{
-\code{\link{internalarGM}}, \code{\link{internalpsi}}
-}
-
-\examples{
-}
-
-\references{
-Martin, R.D. and Zeh, J.E. (1978): Generalized M-estimates for  Autoregression Including Small-sample Efficiency Robustness \cr
-Martin, R.D. (1980): Robust Estimation of Autoregressive Models.  \cr
-Martin, R.D. and Thomson, D.J. (1982): Robust-resistent Spectrum Estimation.  \cr
-Stockinger, N. and Dutter, R. (1987): Robust Time Series Analysis: A Survey.  \cr
-}
-
-\keyword{robust}
-\keyword{ts}

Deleted: pkg/robKalman/man/internalarGM.Rd
===================================================================
--- pkg/robKalman/man/internalarGM.Rd	2025-05-15 20:28:58 UTC (rev 90)
+++ pkg/robKalman/man/internalarGM.Rd	2025-05-15 20:35:54 UTC (rev 91)
@@ -1,77 +0,0 @@
-\name{internalarGM}
-\alias{internalarGM}
-\alias{.ARmodel}
-\alias{.invCp}
-\alias{.Weights}
-\alias{.startval}
-\alias{.BH}
-\alias{.BB}
-\alias{.weights}
-\alias{.IWLS}
-
-\title{Internal functions of package robKalman --- psi functions}
-
-\description{
-These functions are used internally by package robKalman for the ACM filter --- \eqn{\psi}-functions
-}
-
-\usage{
-.ARmodel(x, p)
-.invCp(p, s, Phi)
-.Weights(p, Z, invCp, type, psi2, c)
-.startval(y, Z, tol)
-.BH(k=1.345) 
-.BB(c=4.685)
-.weights(r, s, u, v, psi1, ...)
-.IWLS(y, Z, phi.ini, s.ini, u, v, psi1, niter, tol, ...)
-}
-
-\arguments{
-  \item{x}{univarite time series (vector)}
-  \item{p}{order of AR(p) process}
-  \item{s}{vector of \code{sx} and innovation scale estimates for AR(p-1) models of order \eqn{1} to \eqn{(p-1)}}
-  \item{Phi}{\eqn{(p-1)\times(p-1)}{(p-1)x(p-1)} matrix of AR(p-1) model parameters}
-  \item{Z}{AR(p) model matrix} 
-  \item{invCp}{matrix from function \code{.invCp} to compute metric}
-  \item{type}{type of GM-estimates --- character: currently:  "Mallows" or "Schweppe"}
-  \item{psi1, psi2}{type of \eqn{\psi} function; current possibilities: "Huber", "Tukey", "Hampel", "Ident"}
-  \item{c, k}{tuning constants}
-  \item{y}{response vector of AR(p) model}
-  \item{tol}{tolerance level} 
-  \item{r}{residuals}
-  \item{s}{innovations scale parameter}
-  \item{u, v}{weights}
-  \item{...}{additional arguments (tuning constants) for influence functions}
-  \item{phi.ini}{initial AR(p) model parameters}
-  \item{s.ini}{initial innovations scale parameter}
-  \item{niter}{maximal number of iterations}
-}
-
-\details{
-to be filled
-}
-
-
-\value{
-\code{.ARmodel(x, p)} returns design matrix \code{Z} and response vector \code{y} of an AR(p) model (as list with corresponding elements).\cr
-\code{.invCp(p, s, Phi)} computes the inverse \eqn{p \times p}{p x p} covariance matrix.\cr
-\code{.Weights} computes weights for  Mallows- or Schweppe-type GM-estimates; returns a list with elements \code{u}, \code{v}.\cr
-\code{.startval} computes appropriate starting values; returns a list with elements \code{phi}, \code{s}.\cr
-\code{.BH} computes appropriate constant to obtain a consistent estimate for \eqn{\sigma} when using Huber's \eqn{\psi} function.\cr
-\code{.BB} computes appropriate constant to obtain a consistent estimate for \eqn{\sigma} when using Tukey's \eqn{\psi} function.\cr
-\code{.weights} computes appropriate weights for reweighting --- returns a vector.\cr
-\code{.IWLS}  iteratively reweighted least squares algorithm; returns a list with elements 
- \code{phi}, \code{s},  \code{w}, \code{B}, \code{niter}.\cr
-}
-
-\author{
-Bernhard Spangl \email{bernhard.spangl at boku.ac.at},\cr 
-}
-
-
-\seealso{
-\code{\link{internalpsi}}
-}
-
-
-\keyword{internal}

