internals_for_distrMod {distrMod}R Documentation

Internal functions of package distrMod

Description

These functions are used internally by package ``distrMod''.

Usage

.inArgs(arg, fct)
.isUnitMatrix(m)
.csimpsum(fx)
.validTrafo(trafo, dimension)
.CvMMDCovariance(L2Fam, param, mu = distribution(L2Fam), expon=3, 
                 withplot = FALSE, withpreIC = FALSE,
                 N = getdistrOption("DefaultNrGridPoints")+1, ...)
.show.with.sd(est, s)
.getLogDeriv(distr)

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
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
param an object of class ParamFamParameter, the parameter value at 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
expon a numeric: number to exponentiate getdistrOption("TruncQuantile") to get upper and lower mu- resp. P_theta-quantiles for the gridpoints (see below)
withplot logical: shall we plot corresponding ICs?
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
N a numeric: the number of gridpoints for constructing the mu- resp. P_theta-``primitive'' function
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

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 determines the IC resp. the as. [co]variance of the corresponding Minimum CvM estimator. Still some checking / optimization / improvement needed.

.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.

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()

Author(s)

Peter Ruckdeschel Peter.Ruckdeschel@itwm.fraunhofer.de Matthias Kohl Matthias.Kohl@stamats.de

See Also

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


[Package distrMod version 2.0.7 Index]