Forum: RobASt release 1.1
Posted by: Peter Ruckdeschel version >= 1.1.0 Most importantly, we have (finally) released on CRAN a (long announced) new package "RobExtremes" in the RobASt family of packages. + It provides (speeded up) optimallyrobust estimators [MBRE, OMSE, RMXE] for Generalized Extreme Value [GEV] distributions, Generalized Pareto distributions [GPD], Pareto distributions, + As other examples of L2 differentiable Scaleshape families, it also provides these (speeded up) estimators for Weibull and Gamma distributions. + It has robust (highbreakdown) starting estimators for  GPD (PickandsEstimator, medkMAD, medSn, medQn)  GEV (PickandsEstimator)  Pareto (CramérvonMisesMinimumDistanceEstimator)  Weibull (the quantile based estimator of Boudt/Caliskan/Croux) + For all these families, of course, MLEs and MinimumDistanceEstimators are also available through package distrMod + We bridge to the diagnostics provided by package ismev, i.e. our return objects can be plugged into the diagnostics of this package + We have the usual diagnostic plots from package RobAStBase, i.e.  Outylingness plots  IC plots  Information plots  compareIC plots  Cniperpoint plots (from ROptEst) but also (adopted from package distrMod)  qqplots (with confidence bands)  returnlevel plots + As a starting point you may look at the included script "RobFitsAtRealData.R" in the scripts folder of the package, accessible by file.path(system.file(package="RobExtremes"), "scripts/RobFitsAtRealData.R") This is joint work with Nataliya Horbenko (whose PhD thesis went into this package to a large extent), nataliya.horbenko@gmail.de, with contributions by Dasha Pupashenko, Misha Pupashenko, Gerald Kroisandt, Eugen Massini, Sascha Desmettre and Bernhard Spangl in the framework of project "Robust Risk Estimation" (20112016) funded by Volkswagen foundation (and gratefully ackknowledged). Thanks also goes to the maintainers of CRAN, in particully to Uwe Ligges who greatly helped us with finding an appropriate way to store the database of interpolating functions which allow the speed up  this is now package RobAStRDA on CRAN. References N. Horbenko, P. Ruckdeschel, T. Bae (2011): Robust Estimation of Operational Risk. Journal of Operational Risk 6(2), 330. Ruckdeschel, P. and Horbenko, N. (2011): OptimallyRobust Estimators in Generalized Pareto Models. Statistics. 47(4), 762–791. Ruckdeschel, P. and Horbenko, N. (2012): Yet another breakdown point notion: EFSBP –illustrated at scaleshape models. Metrika, 75(8), 1025–1047. ================================================================================= In the other packages of the RobASt family of pkgs, the most important changes are: As in distr 2.7, wherever possible we now use q.l internally instead of q to provide functionality in IRKernel RobAStBase:  we enhanced our diagnostic plots: + all diagnostics (including qqplot and returnlevelplot) have adopted the same argument naming (and selection paradigm) the suffix is .lbs instead of .lbl, the attributes of shown points have ending .pts the observations are classed into three groups:  the labelled observations selected through which.lbs and which.Order  the shown non labelled observations (which are not in the previous set) selected by which.nonlbs  the nonshown observations (the remaining ones not contained in the former 2 grps) > point attributes may either refer to prior selection or to postselection in which case we have .npts variants + wherever possible arguments are vectorized to allow point  individual attributes + 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. + new methods for returnlevelplot for RobModel, InfRobModel, kStepEstimate (as qqplot) ROptEst: + new wrapper functions RMXEstimator, OBREstimator, MBREstimator, OMSEstimator + several tweaks to speed up things:  optIC gains argument withMakeIC  roptest gains argument withMakeIC  getStartICmethods gain argument withMakeIC  getRiskIC and getBiasIC gain argument withCheck RobAStRDA: + the Lagrange multiplier interpolaters allowing for speed up in our optrobust estimators have been rebuilt as the current .rda file was corrupted For details please see the NEWS files in the packages, available as NEWS("<pkgname>"). Best regards from the main developpers & maintainers, Peter Ruckdeschel (peter.ruckdeschel@unioldenburg.de) & Matthias Kohl (matthias.kohl@stamats.de)

Latest NewsVersion 0.8 of RobAStfamily of packages on CRAN soonPeter Ruckdeschel  20110120 09:53 
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New package RobLoxBioC in project RobAStMatthias Kohl  20090426 16:18 
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New versions of RobAStpackages on CRANMatthias Kohl  20080916 19:04 
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