internal_interpolate_helpers_for_RobExtremes | 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.
.getPsi(param, fct, L2Fam , type)
.getPsi.wL(param, fct, L2Fam , type)
.getPsi.P(xi, L2Fam , type)
.is.na.Psi(param, fct, nam = "shape")
.modify.xi.PFam.call(xi, PFam)
.RMXE.xi(xi, PFam)
.MBRE.xi(xi, PFam)
.OMSE.xi(xi, PFam)
.getLMGrid(xiGrid = getShapeGrid(), PFam = GParetoFamily(scale=1,shape=2),
optFct = .RMXE.xi, GridFileName="LMGrid.Rdata", withPrint = FALSE,
len = 13)
.svInt(optF = .RMXE.th, xiGrid = getShapeGrid(700, cutoff.at.0=0.005),
PFam = GParetoFamily(shape=1,scale=2), radius = 0.5, upper = 1e4,
lower = 1e-4, OptOrIter = "iterate", maxiter = 150,
tol = .Machine$double.eps^0.5, loRad = 0, upRad = Inf, loRad0 = 1e-3,
loRad.s = 0.2, upRad.s = 1, withStartLM = TRUE, len = 13, namFzus = "")
.generateInterpGridSn(xiGrid = getShapeGrid(500, cutoff.at.0=0.005),
PFam = GParetoFamily(), withPrint = TRUE)
param |
object of class |
fct |
list of functions containing the interpolators. |
L2Fam |
an object of class |
nam |
character; name of the shape parameter. |
type |
type of the optimality: one of ".OMSE" for maxMSE, ".RMXE" for rmx, and ".MBRE" for MBRE. |
xi |
numeric of length 1; shape value. |
PFam |
an object of class |
xiGrid |
numeric; grid of shape values. |
optFct, optF |
function with arguments |
GridFileName |
character; if |
withPrint |
logical of length 1: shall current shape value be printed out? |
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 user-guessed radius). |
upRad |
the upper end point of the interval to be searched in the inner optimization (for the least favorable situation to the user-guessed radius). |
loRad.s |
the lower end point of the interval
to be searched in the outer optimization
(for the user-guessed radius); if |
upRad.s |
the upper end point of the interval to be searched in the
outer optimization (for the user-guessed radius); if
|
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 |
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? |
len |
integer; number of Lagrange multipliers to be calibrated. |
namFzus |
character; infix for the name of the ‘.csv’-File to which the results are written; used to split the work on xi-grids into chunks. |
.getpsi
reads the respective interpolating function
from an object from ‘sysdata.rda’ and generates a respective
HampelIC
object by a call to generateIC
.
.getpsi.wL
does the same thing for the 3-dim model
GEVFamilyMuUnknown
.
Last, due to scale equivariance, or the ParetoFamliy
, .getpsi.P
reads the LM's for the reference parameter and then generates
the respective HampelIC
object by a call to generateIC
.
.is.na.Psi
checks whether the shape parameter already lies
beyond the range for which inter-/extrapolation is admitted
(and, correspondingly, returns TRUE
if one has to compute the
IC completely anew.).
.MBRE.xi
computes the Lagrange multipliers for the MBRE estimator,
.OMSE.xi
for the OMSE estimator at radius r=0.5
,
and .RMXE.xi
the RMXE estimator.
.svInt
is a short form for ROptEst:::.generateInterpGrid
for LM interpolation.
.getpsi |
an IC. |
.is.na.Psi |
logical of length 1. |
.modify.xi.PFam.call |
A call to evaluate the parametric family at the new parameter value. |
.MBRE.xi |
A list with items |
.OMSE.xi |
as |
.RMXE.xi |
as |
.getLMGrid |
A list with items |
.generateInterpGridSn |
|
.svInt |
|
These functions are only meant for the developers of package RobExtremes
(or respective packages).
They can be used to speed up things by interpolation.
Our use case is a speed up for further scale-shape families (or enhance
existing speed-ups) such that the respective grids are stored in
the ‘sysdata.rda’ file of this package and can be used in
(exported) new particular methods for functional Sn
.
Special attention has to be paid for R-versions pre and post R-2.16.
So if interpolation functions are desired for both alternatives, one
has to run ROptEst:::.recomputeInterpolators
once on each
version.
interpolateSn
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