internal_interpolate_helpers  R Documentation 
These functions are used internally to generate interpolation grids, for Lagrange multipliers or LDEstimators in package RobExtremes, to be stored in the respective ‘sysdata.rda’ file.
.RMXE.th(th, PFam, modifyfct, loRad = 0, upRad = Inf, z.start = NULL,
A.start = NULL, upper = NULL, lower = NULL,
OptOrIter = "iterate", maxiter = 50,
tol = .Machine$double.eps^0.4, loRad0 = 1e3, ...)
.MBRE.th(th, PFam, modifyfct,
z.start = NULL, A.start = NULL, upper = 1e4,
lower = 1e4, OptOrIter = "iterate",
maxiter = 50, tol = .Machine$double.eps^0.4, ...)
.OMSE.th(th, PFam, modifyfct, radius = 0.5,
z.start = NULL, A.start = NULL, upper = 1e4,
lower = 1e4, OptOrIter = "iterate",
maxiter = 50, tol = .Machine$double.eps^0.4, ...)
.getLMGrid(thGrid, PFam, optFct = .RMXE.th, modifyfct, radius = 0.5,
GridFileName = "LMGrid.Rdata", withPrint = FALSE,
upper = 1e4, lower = 1e4, OptOrIter = "iterate",
maxiter = 50, tol = .Machine$double.eps^0.4,
loRad = 0, upRad = Inf, loRad0 = 1e3,
loRad.s = 0.2, upRad.s = 1, withStartLM = TRUE, len = 13)
.saveGridToCSV(Grid, toFileCSV, namPFam, nameInSysdata)
.readGridFromCSV(fromFileCSV)
.generateInterpGrid(thGrid, PFam, toFileCSV = "temp.csv",
getFun = .getLMGrid, ..., modifyfct, nameInSysdata,
GridFileName, withPrint = TRUE, len = 13)
th 
numeric of length 1; the grid value at which to compute LMs. 
PFam 
an object of class 
modifyfct 
function with arguments 
radius 
[for OMSE]: positive numeric of length 1: the radius of the neighborhood for which the LM's are to be computed; defaults to 0.5. 
loRad 
the lower end point of the interval to be searched in the inner optimization (for the least favorable situation to the userguessed radius). 
upRad 
the upper end point of the interval to be searched in the inner optimization (for the least favorable situation to the userguessed radius). 
loRad.s 
the lower end point of the interval
to be searched in the outer optimization
(for the userguessed radius); if 
upRad.s 
the upper end point of the interval to be searched in the
outer optimization (for the userguessed radius); if

z.start 
initial value for the centering constant. 
A.start 
initial value for the standardizing matrix. 
upper 
upper bound for the optimal clipping bound. 
lower 
lower bound for the optimal clipping bound. 
OptOrIter 
character; which method to be used for determining Lagrange
multipliers 
maxiter 
the maximum number of iterations. 
tol 
the desired accuracy (convergence tolerance). 
loRad0 
for numerical reasons: the effective lower bound for the zero search;
internally set to 
withStartLM 
logical of length 1: shall the LM's of the preceding grid value serve as starting value for the next grid value? 
withPrint 
logical of length 1: shall current grid value be printed out? 
thGrid 
numeric; grid values. 
optFct 
function with arguments 
GridFileName 
character; if 
Grid 
numeric; grid matrix (x and yvalues). 
toFileCSV 
character; name of the csv file to which the grid is written. 
namPFam 
character; name of the parametric family for which the grid was generated. 
nameInSysdata 
character; grid name (e.g., 'OMSE', 'Sn') for which the grid was generated. 
fromFileCSV 
character; name of the csv file from which the grid is read. 
getFun 
function with first argument 
... 
further arguments to be passed on, e.g., to 
len 
integer; number of Lagrange multipliers to be calibrated. 
.MBRE.th
computes the Lagrange multipliers for the MBRE estimator,
.OMSE.th
for the OMSE estimator at radius radius
,
and .RMXE.th
the RMXE estimator.
.getLMGrid
in a large loop computes the Lagrange multipliers for
optimally robust IFs for each element of a given grid.
.saveGridToCSV
saves a given grid to a csv file, and in addition,
in a file with same name but with file extension ".txt" writes the
parametric family and the grid name.
.readGridFromCSV
reads in a grid from a csv file together with the
information given in the corresponding ".txt" file.
.generateInterpGrid
by means of calls to functionargument getFun
(e.g. getLMGrid
computes the grid, if desired smoothes it, and
then saves it to .csv
.
.MBRE.th 
A list with items 
.OMSE.th 
as 
.RMXE.th 
as 
.getLMGrid 
A grid (in form of a matrix of x and yvalues) pasted
together by 
.saveGridToCSV 

.readGridFromCSV 
a list with the readin items, i.e.,
an item 
.generateInterpGrid 

These functions are only meant for the developers of package
ROptEst (or respective packages).
They can be used to speed up things by interpolation.
Our use case is a speed up for further scaleshape families (or enhance
existing speedups) such that the respective grids are stored in
a ‘sysdata.rda’ file of an external package RobAStRda
—see mail exchange P.Ruckdeschel  U.Ligges on Rdevel—
https://stat.ethz.ch/pipermail/rdevel/2013February/065794.html.
Special attention has to be paid for Rversions pre and post R2.16
which is why we use .versionSuff
.
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