[RsR] 'ROptRegTS' load error

Thank you very much for your help. Everything installs fine and your examples 
are running fine and very educational. I realized, however, that the showcased 
way of RobRex is not particularly suited for large amounts of data. I fed 
~9000 data points into "DiscreteMVDistribution" and it's calculating for hours 
... still waiting whether it will actually be able to finish. Is there any 
shortcuts that may be taken here?

Thanks for your help,

Joh

On Saturday 29 November 2008 19:06:33 Matthias Kohl wrote:
  

to make the use of ROptRegTS and RobRex a little bit simpler at least
with respect to installation, I introduced the package ROptEstOld on
R-Forge. So, for the moment one should install ROptEstOld, ROptRegTS and
RobRex via R-Forge by using (after they are built on R-Forge, which
should be tomorrow)

install.packages("RobRex", repos="http://R-Forge.R-project.org")

Best,
Matthias

Johannes Graumann wrote:
    

Thanks for your help. It will take until next week to look into this
and get back.

Joh

On Fri, Nov 28, 2008 at 11:34 AM, Matthias Kohl

<Matthias.Kohl at stamats.de> wrote:
      

Dear Joh,

in case of our packages ROptEst and RobLox we recently implemented the
functions roptest and roblox, which enable the computation of (in our
sense) optimally robust estimators via one single function.

In case of our regression packages we do not have such functions so far.
However, we plan to implement these functions in the near future also
using the formula interface of R. For the time being you have to do the
necessary steps by hand.

After the installation of these packages, you should find a subfolder
"scripts" in the package folders of ROptEst, ROptRegTS and RobRex, as
well as a folder "tests" in case of package RobLox. These folders
contain several examples how to use these packages.

Let us for instance consider a regression of the form y ~ x.

Some points you should think about are:
What error distribution do you assume? If normal, go for package RobRex.
If something different, go for package ROptRegTS.
May x and y both be contaminated or only y?

Two examples using RobRex ...

########################################################################
####### ## Example 1
########################################################################
####### require(MASS)
require(robustbase)
library(ISwR)
data(thuesen)
attach(thuesen)

## LS-estimator
fit.LS <- lm(short.velocity ~ blood.glucose)
## M-estimator
fit.M <- rlm(short.velocity ~ blood.glucose)
## MM-estimator
fit.MM <- lmrob(short.velocity ~ blood.glucose)
## LTS-estimator
fit.LTS <- ltsReg(short.velocity ~ blood.glucose)

## AL-estimators
## regressor distribution: design measure
require(RobRex)
K <- DiscreteMVDistribution(cbind(1,blood.glucose))
## ALc-estimator: conditional neighborhood; i.e., only y is contaminated
## about 10 sec. on my system
system.time(IC1 <- rgsOptIC.ALc(r = 0.5, K = K, theta = fit.M$coeff,
scale = fit.M$s))
ALc1 <- oneStepEstimator(cbind(1,as.matrix(thuesen)), IC1,
c(fit.M$coeff, fit.M$s))
## AL-estimator: unconditional neighborhood; i.e., x and y are
contaminated ## about 85 sec. on my system
system.time(IC2 <- rgsOptIC.AL(r = 0.5, K = K, theta = fit.MM$coeff,
scale = fit.MM$s))
AL1 <- oneStepEstimator(cbind(1,as.matrix(thuesen)), IC2,
c(fit.MM$coeff, fit.MM$s))

## Plot
require(RColorBrewer)
myCol <- brewer.pal(6, "Set1")
plot(short.velocity ~ blood.glucose, ylab = "fasting blood glucose
[mmol/l]",
  xlab = "mean circumferential shortening velocity [%/s]",
  main = "Ventricular shortening velocity", pch = 20)
abline(fit.LS, lwd = 2, col = myCol[1])
abline(fit.M, lwd = 2, col = myCol[2])
abline(fit.MM, lwd = 2, col = myCol[3])
abline(fit.LTS, lwd = 2, col = myCol[4])
lines(c(1, c(blood.glucose,25)), ALc1[1] +
ALc1[2]*c(1,c(blood.glucose,25)), col = myCol[5], lwd = 2)
lines(c(1, c(blood.glucose,25)), AL1[1] +
AL1[2]*c(1,c(blood.glucose,25)), col = myCol[6], lwd = 2)
legend("topleft", legend = c("LS", "M", "MM", "LTS", "ALc", "AL"),
    fill = myCol, ncol = 2)
detach(thuesen)

########################################################################
####### ## Example 2
########################################################################
####### data(phones)
attach(phones)

## LS estimator
fit2.LS <- lm(calls ~ year)
## M estimator
fit2.M <- rlm(calls ~ year, maxit = 50)
## MM estimator
fit2.MM <- lmrob(calls ~ year)
## LTS estimator
fit2.LTS <- ltsReg(calls ~ year)

## AL estimators
## regressor distribution: design measure
K <- DiscreteMVDistribution(cbind(1,year))
## ALc estimator: only y contaminated
system.time(IC1 <- rgsOptIC.ALc(r = 0.5, K = K, theta = fit2.M$coeff,
scale = fit2.M$s))
## takes about 9 sec. on my system
ALc2 <- oneStepEstimator(cbind(1,year,calls), IC1, c(fit2.M$coeff,
fit2.M$s))
## AL estimator: x and y contaminated
system.time(IC2 <- rgsOptIC.AL(r = 0.5, K = K, theta = fit2.MM$coeff,
scale = fit2.MM$s))
## takes about 80 sec. on my system
AL2 <- oneStepEstimator(cbind(1,year,calls), IC2, c(fit2.MM$coeff,
fit2.MM$s))

## Plot
plot(calls ~ year, ylab = "phone calls [Mio.]", xlab = "year",
  main = "Belgium Phone Calls 1950-1973", pch = 20)
abline(fit2.LS, lwd = 2, col = myCol[1])
abline(fit2.M, lwd = 2, col = myCol[2])
abline(fit2.MM, lwd = 2, col = myCol[3])
abline(fit2.LTS, lwd = 2, col = myCol[4])
lines(c(1, c(year,75)), ALc2[1] + ALc2[2]*c(1,c(year,75)), col =
myCol[5], lwd = 2)
lines(c(1, c(year,75)), AL2[1] + AL2[2]*c(1,c(year,75)), col = myCol[6],
lwd = 2)
legend("topleft", legend = c("LS", "M", "MM", "LTS", "ALc", "AL"),
    fill = myCol, ncol = 2)

#########################################################

Like in case of RobLox there will be changes to RobRex in the near
future which will clearly speed up these computations ...

By the way, I made some further tests ...
Using ROptEst version 0.5 (from CRAN archive) and the recent versions of
distr (2.0.3), distrEx (2.0.3) and RandVar (0.6.6), the recent versions
(0.6.1, available from RForge) of ROptRegTS and RobRex install and check
without problems on my system (R version 2.8.0 Patched (2008-11-26
r47022), i686-pc-linux-gnu). I'm just about to submit the new versions
of our distr-family as well as the new versions of RandVar, RobAStBase,
ROptEst and RobLox to CRAN. Because of the incompatibility of ROptRegTS
and RobRex with the new implementation one has to download the current
versions of ROptRegTS and RobRex from R-Forge.

Best,
Matthias

Johannes Graumann wrote:
        

Yes, fresh R session (see below). Whether it's working? I was looking
for a function straight forward to use - along the lines of "roblox" -
but failed. Can you give a hint on how to actually set up something
mimicking library(robustbase)
(regression <- lmrob(
 y~x
))

I have had very good results using "roblox" in the past and was
interested in trying the regression based on the same methodology, but
being a user and no specialist the package has me intimidated.

Joh

          

sessionInfo()
            

R version 2.8.0 (2008-10-20) x86_64-pc-linux-gnu
locale:
LC_CTYPE=en_US.UTF-8; <CUT>

attached base packages:
 [1] stats4    tcltk     tools     stats     graphics  grDevices utils
  [8] datasets  methods   base
other attached packages:
 [1] ROptRegTS_0.6.0        distrMod_2.0.2         MASS_7.2-44
 [4] ROptEst_0.5.0          RandVar_0.6.5          distrEx_2.0.2
 [7] evd_2.2-4              distr_2.0.2           
SweaveListingUtils_0.1 [10] sfsmisc_1.0-6          startupmsg_0.5.2    
  robustbase_0.4-3 [13] RColorBrewer_1.0-2     geneplotter_1.20.0    
annotate_1.20.1 [16] xtable_1.5-4           lattice_0.17-17       
MaxQuantUtils_1.17 [19] tkrplot_0.0-18         TeachingDemos_2.3     
plotrix_2.5 [22] gsubfn_0.3-7           proto_0.3-8           
AnnotationDbi_1.3.12 [25] RSQLite_0.7-1          DBI_0.2-4             
Biobase_2.1.7 [28] rkward_0.4.9
loaded via a namespace (and not attached):
[1] grid_2.8.0         KernSmooth_2.22-22 RobAStBase_0.1.2

On Wednesday 26 November 2008 19:32:47 Matthias Kohl wrote:
          

Dear Joh,

was this a fresh R session?

I just removed version 0.6 of package ROptEst and let the rest of the
packages unchanged. Then, installed version 0.5 of ROptEst and after
that installed version 0.5 of package ROptRegTS (from CRAN). Despite
some warnings and notes during installation, all seems to work fine
...

Does ROptRegTS work on your system?

Best,
Matthias

Johannes Graumann wrote:
            

ROptEst 0.5! Not ROptRegTS! Sorry.

Joh

Johannes Graumann wrote:
              

Hello Matthias,

ROptRegTS 0.5 installs fine on top of the most recent rest of the
bundle
from R-Forge. When loading it I get the warnings below. Whether the
functionality is impeded will be figured out later today.

Thanks for your help!

Joh

                

warnings()
                  

Warning messages:
1: In fun(...) ... : no valid postscript previewer found; consider
setting options("eps_view"=  "....")        yourself
2: Multiple methods tables found for 'optIC'
3: Multiple methods tables found for 'neighbor<-'
4: Multiple methods tables found for 'CallL2Fam<-'
5: Multiple methods tables found for 'generateIC'
6: Multiple methods tables found for 'checkIC'
7: Multiple methods tables found for 'clip'
8: Multiple methods tables found for 'clip<-'
9: Multiple methods tables found for 'cent'
10: Multiple methods tables found for 'cent<-'
11: Multiple methods tables found for 'stand'
12: Multiple methods tables found for 'stand<-'
13: Multiple methods tables found for 'lowerCase'
14: Multiple methods tables found for 'lowerCase<-'
15: Multiple methods tables found for 'neighborRadius'
16: Multiple methods tables found for 'neighborRadius<-'
17: Multiple methods tables found for 'clipLo'
18: Multiple methods tables found for 'clipLo<-'
19: Multiple methods tables found for 'clipUp'
20: Multiple methods tables found for 'clipUp<-'
21: Multiple methods tables found for 'L2deriv'
22: Multiple methods tables found for 'FisherInfo'
23: Multiple methods tables found for 'checkL2deriv'

Matthias Kohl wrote:
                

Dear Joh,

we are currently restructuring and extending our packages.

Some parts of the package ROptEst (version 0.5) are now included in
the
new packages distrMod and RobAStBase. Unfortunatelly, the structure
of the packages ROptRegTS and RobRex has not been updated yet.
Hence, if you want to use package ROptRegTS you have to use the old
version (i.e., version 0.5) of ROptEst from the archive
(http://cran.at.r-project.org/src/contrib/Archive/ROptEst).

These old versions of the packages ROptEst and ROptRegTS should
work with R 2.8.0 and the recent versions of the packages distr,
distrEx and
RandVar. I will check this later today and will then give you more
details on this.

Best
Matthias

Johannes Graumann wrote:
                  

Hello,

Trying to say "library(ROptRegTS)", I get the error below. Can
anyone help me pinpoint what's wrong?

Thanks, Joh

Error in loadNamespace(package, c(which.lib.loc, lib.loc),
keep.source
= keep.source) :
 in 'ROptRegTS' methods for export not found: neighbor, bound,
Curve, CallL2Fam
In addition: Warning message:
In fun(...) : no valid postscript previewer found; consider
setting options("eps_view"=  "....")      yourself
Error: package/namespace load failed for 'ROptRegTS'

--
Dr. Matthias Kohl
www.stamats.de