Internal functions of package distrMod

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Description

These functions are used internally by package “distrMod”.

Usage

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.inArgs(arg, fct)
.isUnitMatrix(m)
.csimpsum(fx)
.validTrafo(trafo, dimension, dimensionwithN)
.CvMMDCovariance(L2Fam, param, mu = distribution(L2Fam),  
                 withplot = FALSE, withpreIC = FALSE,
                 N = getdistrOption("DefaultNrGridPoints")+1,
                 rel.tol=.Machine$double.eps^0.3, 
                 TruncQuantile = getdistrOption("TruncQuantile"), 
                 IQR.fac = 15, ...)
.show.with.sd(est, s)
.getLogDeriv(distr, 
             lowerTruncQuantile = getdistrExOption("ElowerTruncQuantile"), 
             upperTruncQuantile = getdistrExOption("EupperTruncQuantile"), 
                         IQR.fac = getdistrExOption("IQR.fac"))
.deleteDim(x)

Arguments

arg

a formal argument as character

fct

a function

m

a matrix

est

an estimator; usually a vector

s

a standard deviation

trafo

an object of class MatrixorFunction

dimension

a numeric — length of main part of the parameter

dimensionwithN

a numeric — length of main and nuisance part of the parameter

L2Fam

an object of class L2ParamFamily — for which we want to determine the IC resp. the as. [co]variance of the corresponding Minimum CvM estimator

mu

an object of class UnivariateDistribution: integration measure (resp. distribution) for CvM distance

withplot

logical; defaults to FALSE; if TRUE for diagnostic purposes plots the influence function of the CvM-MDE

withpreIC

logical: shall we return a list with components preIC and var or just var; here var is the corresponding asymptotic variance and preIC the corresponding EuclRandVarList featuring as argument Curve in ICs of package RobAStBase

...

currently not used

N

integer; the number of grid points at which to evaluate the antiderivative in case of an absolutely continuous distribution; more precisely, internally this becomes 2N+1

rel.tol

relative tolerance for distrExIntegrate.

TruncQuantile

numeric in (0,1); in case of an unbounded support of the distribution the quantile level at which to cut the distribution

IQR.fac

a positive numeric; a factor by which to multiply the IQR of the distribution to obtain a sensible cut of point for the integration bounds

lowerTruncQuantile

lower quantile for quantile based integration range.

upperTruncQuantile

upper quantile for quantile based integration range.

fx

a vector of function evaluations multiplied by the gridwidth

distr

an object of class AbscontDistribution

...

further argument to be passed through — so .CvMMDCovariance can digest more arguments

x

a possibly named vector, which may have a dim attribute

Details

.inArgs (borrowed from package distr) checks whether an argument arg is a formal argument of fct — not vectorized.

.csimpsum (borrowed from package distr) produces a primitimive function out of function evaluations by means of vectorized Simpson quadrature method, returning already the function values of the prime function on a grid; it is to mimick the behaviour of cumsum.

.isUnitMatrix checks whether the argument is a unit matrix.

.validTrafo checks whether the argument is a valid transformation.

.CvMMDCovariance computes the asymptotic covariance of the CvM-MDE according to H. Rieder (1994) "Robust Asymptotic Statistics".

.show.with.sd is code borrowed from print.fitdistr in package MASS by B.D. Ripley. It pretty-prints estimates with corresponding sd's below.

.getLogDeriv determines numerically the negative logarithmic derivative of the density of distribution distr; to this end uses D1ss, D2ss from Martin Maechler's package sfsmisc.

.deleteDim deletes a possible dim argument (sets it to NULL) but retains all other possible attributes, in particular a name attribute.

Value

.getLogderiv

a function in one argument x — the negative logarithmic derivative of the density

.inArgs

logical (length 1)

.csimpsum

numeric (of length half the input length)

.isUnitMatrix

logical (length 1)

.validTrafo

logical (length 1)

.CvMMDCovariance

corresponding as. [co]variance of the corresponding Minimum CvM estimator or list withcomponents preIC and var —see above

.show.with.sd

invisible()

.deleteDim

vector x without dim attribute

.CvMMDCovariance

if argument withpreIC is TRUE, then a list with elements the IC of the CvM-MDE and its covariance is returned, otherwise just the covariance

Author(s)

Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de Matthias Kohl Matthias.Kohl@stamats.de

See Also

MLEstimator, Estimate-class, MCEstimate-class, Confint-class, ParamFamParameter-class

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