[R-pkgs] robast Release 1.1

[Peter Ruckdeschel]

=================================================================================             
### RobASt release 1.1 ###
=================================================================================             

Updates for the packages of the RobASt family are now avaialable on CRAN in 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) optimally-robust estimators [MBRE, OMSE, RMXE]for Generalized Extreme Value
[GEV] distributions, Generalized Pareto distributions [GPD], Pareto distributions,
+ As other examples of L2 differentiable Scale-shape families, it also provides these (speeded up) estimators
  for Weibull and Gamma distributions.
+ It has robust (high-breakdown) starting estimators for
                 - GPD (PickandsEstimator, medkMAD, medSn, medQn)
                - GEV (PickandsEstimator)
                - Pareto (Cramér-von-Mises-Minimum-Distance-Estimator)
                - Weibull (the quantile based estimator of Boudt/Caliskan/Croux)
+ For all these families, of course, MLEs and Minimum-Distance-Estimators 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 ackage to a large extent),
nataliya.horbenko using 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" (2011-2016) 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), 3-30.
Ruckdeschel, P. and Horbenko, N. (2011): Optimally-Robust Estimators in Generalized Pareto Models. Statistics. 47(4),
762–791.
Ruckdeschel, P. and Horbenko, N. (2012): Yet another breakdown point notion: EFSBP –illustrated at scale-shape
               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)  
  + 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.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 
RobAStRDA:
  + the Lagrange multiplier interpolaters allowing for speed up in our opt-robust
    estimators have been re-built 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 using uni-oldenburg.de) & Matthias Kohl (matthias.kohl using stamats.de)

-- 
%******************************************************************
% Prof. Dr. Peter Ruckdeschel 
% Institut fuer Mathematik, Fakultaet V - Mathematik und Naturwissenschaften
% Carl von Ossietzky Universitaet Oldenburg, 
% Postfach 25 03,  26111 Oldenburg
% Office: Wechloy W1 02-227 Tel: +49 (0)441 798-3240  Fax: +49 (0)441 798-193240
% peter.ruckdeschel using uni-oldenburg.de
% http://www.uni-oldenburg.de/peter-ruckdeschel
%******************************************************************



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