News

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News: to package ROptEst

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(first two numbers of package versions do not necessarily reflect package-individual development, but rather are chosen for the RobAStXXX family as a whole in order to ease updating "depends" information)

####################################### version 1.1 #######################################

user-visible CHANGES:

• new wrapper functions RMXEstimator, OBREstimator, MBREstimator, OMSEstimator
• plot-methods now have arguments .nonlb to only plot (but not label) some points
• plot-methods are vectorized to a higher extent in all arguments
• plot methods now return an S3 object of class \code{c("plotInfo","DiagnInfo")}, i.e., a list containing the information needed to produce the respective plot, which at a later stage could be used by different graphic engines (like, e.g. \code{ggplot}) to produce the plot in a different framework. A more detailed description will follow in a subsequent version.
• optIC gains argument withMakeIC
• roptest gains argument withMakeIC
• getStartIC-methods gain argument withMakeIC
• cniperPointPlot gains argument withMakeIC
• genkStepCtrl gains argument withMakeIC
• DESCRIPTION tag SVNRevision changed to VCS/SVNRevision
• getRiskIC and getBiasIC gain argument withCheck to speed up things if one does not want to call checkIC

Return value of "roptest"

• the return value of "roptest", an object of class "kStepEstimate" has a slot "estimate.call" which contains the (matched) call to "roptest"; internally "roptest" calls "robest"; the call to "robest" may be of interest, too, so we have a new slot "robestCall" of class "OptionalCall", ie a call
  or NULL (default); it can be accessed via function robestCall()

Bugfix:

• argument withMakeIC was not correctly used in roptest.new

under the hood:

• try to minimize interim output while using roptest- and friends
• new return class ORobEstimate for optimally robust estimators
• wherever possible also use q.l internally instead of q to provide functionality in IRKernel
• fixed all scripts
• by means of argument modifyICwarn the filling of info slots with warnings is controlled; over all at most one warning is written into the info string

####################################### version 1.0.1 ####################################### user-visible CHANGES:

• moved getFiRisk from ROptEst to RobAstBase

####################################### version 1.0 #######################################

user-visible CHANGES:

• title changed to title style / capitalization
• cniperPointPlot gains capacity to deal with "interpolRisk" - risks
• cniperPointPlot gains optional pattern substitution (like plot) which can be switched off by argument withSubst

GENERAL ENHANCEMENTS:

under the hood:

• preparations for evalation of LMs on xi grid for GEVFamilyMuUnknown.
• new methods for normtype and biastype for interpolRisk, as well as getRiskFctBV => now cniperPointPlot should work for GPD-type data
• removed ::: internal dependencies (within distr&robast-Fam's of pkgs) by copying respective routines
• adjusted plot-Method for ICs to include the new argument x.vec
• enhanced imports in DESCRIPTION by explicating second order imports

BUGFIXES:

• two bugs in plotWrapper.R in pkgs RobAStBase and ROptEst detected by Misha
• needed version of RandVar was wrongly specified in ROptEst in the branch 1.0
• fixed errors detected by Matthias / Misha in AllPlot.R, comparePlot.R, getReq.R
• fixed issue with updateStep in kStepEstimator when using interpol risks (somehow modifyIC had not been attached in prior steps...)
• labels did not work correctly, warnings due to calling plot with "withMaxRisk"
• fixed issue with points plotting in Cniperpoint-plots
• in wrapper function CniperPointPlot, arguments 'data' and 'alpha.trsp' had not been passed on correctly
• some changes in wrapper to cniperpointplot
• fixed an error in cniperPointPlot() -- default for argument risk had not been passed on correctly to cniperCont() ####################################### version 0.9 #######################################

user-visible CHANGES:

• new wrapper function CniperPointPlot

• new more modularized user-interface robest

• roptest (the new one) gains argument withMDE to skip call to MDE when starting estimator is robust anyway;

• roptest gains argument withEvalAsVar

• roptest may force logscale when calling kStepEstimator

• removed argument scalename from arglist of roptest -- it is computed automatically now.

• added new function 'showdown' to compare some estimator with our rmx estimator by some Monte-Carlo study.

• assigned result of qqplot to some variable to reduce output

• generating function genkStepCtrl for control arguments for kStepEstimator gains argument withEvalAsVar

• similarly genstartCtrl() gains optional argument withMDE

• optIC gains argument .withEvalAsVar

• new functionality to determine "optimal" radius (getRadius, getInfRad (the latter an S4method));

GENERAL ENHANCEMENTS:

• RobASt-Pkgs: DESCRIPTION depends become stricter (requiring distrMod, distrEx, distr >=2.4 to be on the safe side)

• cleaned DESCRIPTION and NAMESPACE file as to Imports/Depends

• deleted chm folders --- they are no longer needed

• delayed evaluation is done to speed up things

• added argument no.readonly = TRUE in all assignments of type opar <- par();

• commented out all assignments of type omar$cin <- NULL

• removed calls to require from R sources and replaced it by directives in the NAMESPACE file

• all packages get a DESCRIPTION tag "ByteCompile"

• Suggests field with RobLox and MASS due to a warning by R CMD check

under the hood:

• added .Rbuildignore

• Had to add 'importFrom(distr, q)' to NAMESPACE to avoid error with function 'q' inside of 'showdown' - why?!

• replaced former interface roptest by a new, more modularized one

• timings in roptest, robest are now optional; at any rate are attached as attribute

• moved asL1, asL4 risk methods from RobAStBase to ROptEst

• getStartIC.R

  • cleaned up (deleted unnecessary diagnostic prints) skipped unnecessary steps when dealing with MBRE
  • getStartIC for signature L2ParamFamily,asGRisk gains argument withEvalAsVar

• getStartIC - method for interpolRisks (and hence internal-getpsi, too) moved from ROptEst to RobExtremes

• getStartIC now also dispatches on asCov, trASCov, and asBias risk

• getRiskIC gains example and for signature(IC = "HampIC", risk = "asCov",
  neighbor = "missing", L2Fam = "L2ParamFamily") in 1dim case now uses getInfV() .

• getRiskIC is careful and first evaluates covariance objects

+++ optIC already contains stubs to use moveL2Fam2RefParam, moveICBackFromRefParam (still some checking necessary before using this really...)

• modified interval search in leastFavorableRadius and radiusMinimaxIC in case uniroot fails to find zeroes

• some more try-catches for radiusMinimaxIC (to keep this clean rewritten, with call manipulations) and leastFavorableRadius (only minimal call manipulations -> got longer)

• getIneffDiff now returns a vector (if called as from radiusMinimaxIC, leastFavorableRadius) with lower and upper inefficiency; difference is computed in local functions now

• getInfRobIC_asGRisk getInfRobIC_asHampel now get argument .withEvalAsVar and, accordingly only produce calls to generate asyVariances or evaluate them as well

• getInfClip, signature(clip = "numeric", L2deriv = "UnivariateDistribution", risk = "asSemivar", neighbor = "ContNeighborhood") regains argument biastype as it is called this way in getInfRobIC_asGRisk.R

• getInfV now always returns a matrix

• interpolation infrastructure:

  • .mergeF
  • .copyGrid
  • .renameGridName
  • .MakeGridList
  • .saveInterpGrid (with new argument structure / new defaults)
  • .recomputeInterpolators
  • .getLMGrid
  • .RMXE.th
  • .MBRE.th
  • .OMSE.th

• .recomputeInterpolators, .saveInterpGrid gain argument sysdataWriteFile to be able to write to other files (other than sysdata.rda) => no need anymore to write in separate folders when creating new grids in parallel

• use of unit tests

BUGFIXES:

• a minimal correction in getInfRobIC_asGRisk.R
• in roptest forgot to treat the case when additional arguments are passed to the initial estimator
• two silly errors in roptest.new.R -> threw error when passed on S4-estimators as starting estimators
• fixed a bug in in leastFavorableRadius and radiusMinimaxIC
• .evalListRec was not prepared for length 0
• some substitute functions have not been passed as arguments...
• functions where identical in grid..!)
• a minor error in helper function .check.eps
• fixed two bugs (for radius 0) in "getInfRobIC", signature(L2deriv = "RealRandVariable", risk = "asGRisk",neighbor = "UncondNeighborhood")
• cleared bug from ticket #131

####################################### version 0.8 #######################################

USER-VISIBLE CHANGES:

functions/classes:

• added new Risk class asAnscombe for determining OBRE to given ARE in the ideal model

• now Anscombe-Risk also works with information standardization ( but is not suited for self-standardization!)

• new risk asL1 asL4 (for asy. mean absolute error and asy mean power 4 error) with generators etc

• new method get.asGRisk.fct to obtain a function in r,s,b (s=var^.5) to compute respective as. G-Risk

• getAsRisk now has (almost) the same signature for different methods (so that in can easily be called when the actual risk is not clear)

• new helper methods makeIC to apply to functions or list of functions for easily producing (suboptimal) ICs

• new function getReq for two ICs IC1 and IC2 to compute a radius interval where IC1 is better than IC2 acc. to G-Risk

• new function getMaxIneff() to compute for any IC of class 'IC' the maximal inefficiency on r in [0,Inf)

scripts/examples:

• uploaded Script for NbinomFamily

• added demo script for Normal Location case

• added calls to getMaxIneff() and getReq() in script to Normal Location

• examples for asAnscombe (see examples in inst folder (Binomial, Gamma, Nbinom, NormalLocationScale, NormalScale, Poisson);

• Integrated new example to getReq.Rd and new script AnscombeOrNot.R

• some modifications/additions needed for the revised version of the corresponding manuscript. names of added scripts were wrong ...

documentation:

• new references included in help files
• DESCRIPTION files and package-help files gain a tag SVNRevision to be filled by get[All]RevNr.R from utils in distr

enhancements:

• filled Feature Request #919 / cniperPointPlot now digests arbitrary plot arguments.

BUG FIXES

• fixed an issue with lower case solution in information/self-standardization;

• committed some missing Rd files for Anscombe class

• fixed some bug in Anscombe-risk for univariate L2deriv

• fixed a bug in multivariate version of getMaxIneff() included respective examples to Rd file (with sin,cos-IC)

• a buglet in getInfClip.R

• fixed the asL1, asL4 issue --- getInfGamma beforehand was defined for asMSE not for asGRisk

• fixed two bugs in calculation of risks: trAsCov and asCov (for total variation)

• fixed a little bug in comparePlot if we want to plot pIC's

• fixed a buglet in asL1 asL4 risks

• fixed yet another buglet in asL1 risks

• fixed a little bug in getMaxIneff.R

• lower and upper interval bounds for search in clipping height in getInfRobIC_asGRisk.R are now selected differently for univariate L2-deriv according to whether risk is asMSE() or not

• for restoring old par() values, not all attributes may be set; hence deleted them from stored value in plot functions by something like opar$cin <- opar$cra <- opar$csi <- opar$cxy <- opar$din <- NULL

####################################### version 0.7 #######################################

USER-VISIBLE CHANGES:

*** DUALITY BASED optIC-ALGORITHM

-> optional use of alternative algorithm to obtain Lagrange multipliers using duality based optimization -> rewritten algorithm:

• getInfRob_asGRisk.R now have both an iterative and an optimization
• getInfRob_asHampel.R algorithm to obtain Lagrange Multipliers; --- i.e. depending on argument OptOrIter (default: iteration as before...) they call getLagrangeMultByOptim resp. getLagrangeMultByIter (unfortunately: optimization is slow; only L-BFGS-B works satisfactory)
• getInfLM now gains (unfortunately not a good idea as to speed!) the new MSE - optimization routines for obtaining LagrangeMultipliers

*** optIC Solution for general trafo / with nuisance

• we now can digest case p=1, k>1 for asymmetric biastypes as well as for total variation
• implemented lower Case solution for *=v p=1 k>1
• roptest gains arguments withUpdateInKer, IC.UpdateInKer, na.rm

*** others

• added argument fsCor to function roptest enabling a finite-sample correction of the radius ...
• added QQ plots in examples to roptest

SCRIPTS

• all scripts do run now without (obvious) error --- at the exception of NormalLocationScaleModel.R --- and there the radiusminimax solution for self-standardization ...
• in script GammaModel.R, added comment due to new E method in distrEx which increases precision of certain computations.
• scripts in part now with R output in comment
• new example with k=15 steps in script PoissonModel.R
• example for lower Case solution for *=v p=1 k>1 added in script NormalLocationScaleModel.R
• new example for trafo-based model in script NormalLocationScaleModel.R
• inserted some new lines in script NormalLocationScaleModel.R --- now has an example with nuisance parameters

GENERAL ENHANCEMENTS:

• added tests/Examples folder with file ROptEst-Ex.Rout.save to have some automatic testing

• added TOBEDONE (sic!) files; in English (for possible collaborators)

• added keyword robust and made some minor corrections ...

• added/updated NEWS files, updated CITATION files using code by A. Zeileis

• Rd-parsing:

  • patch for Brian Ripley's Re: [Rd] Warning: missing text for item ... in \describe?
  • fixed errors / warnings in .Rd files detected by parser 2 (c.f. [Rd] More intensive checking of R help files, Prof Brian Ripley, 09.01.2009 10:25)

• svn-revision-tags

  • added in all DESCRIPTION files
  • added field "Encoding: latin1" to all DESCRIPTION files because substituting $LastChangedDate by svn would cause problems for packages built under Windows (German) local when checking under Linux.

• removed pdf-file from version control - Rnw-file is sufficient

INTERNALLY:

• k dimension / p dimension -- trafo & nuisance

  • lower case and Hampel now seem to work with trafo
  • in getInfRob_asHampel: added argument checkBounds, setting this to FALSE clearly speeds up computations for asHampel Risk
  • cniper contamination now also available for partial ICs
  • slightly modified b search range in MSE problem -- in the hope it will do for Totalvariation neighborhood, p=1, k>1
  • new: getAsRisk for "asBias", "RealRandVariable", "TotalVarNeighborhood" and "ANY"
  • getModifyIC has been changed so that also nuisance parameter models can be covered.

• new IC algorithm

  • upper by default is now set to NULL in getInfRobIC_asGRisk, getInfRobIC_asHampel, getIneffDiff
  • slightly modified b search range in MSE problem -- in the hope it will do for Totalvariation neighborhood, p=1, k>1
  • outsourced several steps in getInfRob_asGRisk.R and getInfRob_asHampel.R
    into internal, non-exported functions .getLowUpB() .getLowerSol() .getUpperSol() .checkUpLow()
  • radiusMinimaxIC gains argument loRad0 to be able to adjust the lower search bound (for getIneffDiff) case by case.
  • getInfCent, getInfGamma
    • uses getLow/getUp now
    • changed search interval for getInfCent Totalvariation one-dim
    • use of lower.tail = FALSE instead of 1-p in
  • verbosity:
    • for rob.-opt. ICs: in verbose mode now an automatic check for [p]IC is done
    • optIC, getIneffDiff, getInfLM, getInfRob, leastFavorableRadius, .LowerCaseMultivariate.R[TV], radiusMinimaxIC gain default NULL for argument verbose in these function we check for is.null and if so set it to getRobAStBaseOption("all.verbose")
    • new helper function .checkPIC for checking within getInfRobIC
    • work on pretty printing if verbose == TRUE, ...
    • getIneffDiff now inhibits permanent checks for IC even if verbose==TRUE
    • in addition to precision information, current Lagrange multipliers are issued if verbose==TRUE (but only every 5 iterations in asGRisk- and every 15 in asBias-method for getInfRobIC)
  • lowerCase solutions now count the number of iterations
  • changed detault search interval for r in radiusMinimaxIC.R
  • changed default search interval for b in getInfRobIC_asGRisk (one-dim)
  • getLagrangeMultBy... gain arg a.start to transmit the actual centering / clipping modification in transformed models

• Risk slot

  • made Risk slot slightly more consistent (no longer double asMSE), in particular in case there is no convergence.

• roptest

  • now has an argument initial.est.ArgList to transmit arguments for a call to initial.est (for those familiar with it: similarly to startEstArgList in roptest.gpareto...)
  • roptest gains arguments withUpdateInKer, IC.UpdateInKer, na.rm

• getmodifyIC

  • new generic scaleUpdateIC for scale-Update in location/scale/locscale models -> to avoid similar code for the many variants ScaleModel, LocationScaleModel, LocationUnknownScaleModel, ScaleUnknownLocationModel; in the latter two also totalvariation nbds are allowed
  • getModifyIC gains ... argument and for signature((L2FamIC = "L2ParamFamily", neighbor = "Neighborhood", risk ="asRisk") inserts a verbose= getRobAStBaseOption("all.verbose") into modifyIC-slot

BUGFIXES:

• scripts

  • two minor buglets in scripts NormalLocationScaleModel.R & UnderOverShootRisk.R
  • small shape parameters in GammaModel.R lead to functions which are hard to integrate numerically; added some code to demonstrate this ...

• k dimension / p dimension issues

  • fixed issues with polymorph nature of slot param of ParamFamParameter: now we can determine opt-rob ICs for trafos; annotation gets right; see example(comparePlot)
  • Symmetry slots did not work correctly for non-trivial trafos (at least would have to be reworked); now: all entries are computed
  • in ..asHampel: bmax had to be converted to matrix in case p=1, k>1

• new IC algorithm issues

  • in MSE-method (as iter <= 1 always), clipping bounds in weights in Total Variation case (p=1, k>1) were never updated -> new helper functino .isVirginW
  • small bugs removed in getInfRobIC_asGRisk, getInfRobIC_asHampel, getInfClip
  • std (standardization in non-standard norms) was not updated correctly in getLagrangeMultBy[...]

• roptest

  • modifies slot start of return value to become initial.est argument

• others:

  • definition of weight was missing in getInfRobIC_asCov.R
  • small bug in getAsRisk. Now radiusMinimaxIC works for models with trafo.
  • corrected a simple bug in scaleUpdateIC for UncondNeighborhoods
  • fixed an error in getModifyIC in the computation of the transferred risks
  • fixed a buglet in getModifyIC.R: had to cast out a second appearance of argument verbose (within ...) ...
  • getAsRisk for "asBias", "RealRandVariable", "ContNeighborhood" and "ANY" was lacking argument Finfo and did not check for verbose
  • minor documentation bug in radiusMinimaxIC.Rd

TO BE CHECKED

• remains to be done: self standardization does not yet work...
• total variation nbd: case 1=p<k works but still some checking needed.
• to be checked: symm for total variation

####################################### version 0.6.2 #######################################

• added functions to compute and plot cniper contamination and cniper points, respectively.
• introduced option("newDevice") to control new opening of graphic devices
• use of on.exit() to restore old settings for options() and par() at the end of functions
• introduction of NEWS-file
• update of CITATION-file (based on code provided by A. Zeileis on R help)

Reference manual