forked from cran/robustbase
-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy pathChangeLog
More file actions
1443 lines (935 loc) · 49.2 KB
/
ChangeLog
File metadata and controls
1443 lines (935 loc) · 49.2 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
NOTE: All newer changes are in ./inst/NEWS.Rd --> `news(package = "robustbase")`
---- ---------------
2014-12-12 Martin Maechler <maechler@stat.math.ethz.ch>
* R/mc.R (mc): fix for limit case where x[] contains +/-Inf: pass +/- Inf to C
* src/mc.c (mc_C_d): and replace them by 'Large' = +/- DBL_MAX/4
2014-12-11 Martin Maechler <maechler@stat.math.ethz.ch>
* man/adjOutlyingness.Rd: fix another old FIXME:
* R/adjoutlyingness.R (adjOutlyingness): cupper=0, clower=0 now
computes the classical ("symmetric") outlyingness W/O mc() call.
2014-12-03 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.92-3
* R/comedian.R (covComed): new from Maria Anna, tweaked by Valentin
and modified considerably by MM.
2014-11-22 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.92-2, released to CRAN on 2014-11-22
2014-11-18 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.92-1, released to CRAN on 2014-11-18
2014-10-24 Martin Maechler <maechler@stat.math.ethz.ch>
and
2014-10-19 Valentin Todorov <valentin.todorov@chello.at>
* DESCRIPTION (Version): 0.92-1
* R/covMcd.R, detmcd.R: added Deterministic MCD as an option to covMcd
(nsamp="deterministic"), function .detMcd()
* tests/tmcdd.R: new tests, for covMcd() with nsamp="deterministic"
* tests/tmcdd.Rout.save: new tests, for covMcd() with nsamp="deterministic"
* inst/xtraR/test_MCD.R: modified to test covMcd() with nsamp="deterministic"
* NAMESPACE: export the functions r6pack() and doScale() to
be used in rrcov for the deterministic S- and MM-estimates
* src/rffastmcd and init.c, R/covMcd: fix a bug in nsamp="exact"
2014-10-17 Martin Maechler <maechler@stat.math.ethz.ch>
* R/adjoutlyingness.R (adjOutlyingness): reverse the defaults of
'clower' and 'cupper' and fix +/- swap; see new note in man/adjOutlyingness.Rd
* man/adjOutlyingness.Rd: the wrong defaults came from *.ssc file from Antwerpen
2014-06-30 Martin Maechler <maechler@stat.math.ethz.ch>
* src/rllarsbi.f (rlLARSbi): got rid of warnings -- and many GOTOs
2014-06-11 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.92-0
* R/nlrob.R (.nls.get.start, nlrob): now works with indexed vector parameters
-- FIXME: at ETH have testing code + example data -- unfinished!-- -- on nb-mm3 not
2014-04-30 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.91-1, released to CRAN on 2014-05-01
2014-04-24 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version, Date): 0.91-0, released to CRAN 2014-04-24
2014-01-30 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.90-1, released to CRAN on 2014-01-30
2013-05-22 Martin Maechler <maechler@stat.math.ethz.ch>
* R/lmrob.MM.R (Mpsi, Mchi, Mwgt): now all work via .Call():
is 9 x faster for n ~ 4000, and a few NAs.
2013-05-18 Martin Maechler <maechler@stat.math.ethz.ch>
* R/lmrob.MM.R (MrhoInf): new, providing rho(Inf), i.e.,
the scaling constant (rho |--> rho~ = chi)
* R/lmrob.MM.R (Mpsi, Mchi, Mwgt): renamed, exported and documented,
from former hidden lmrob.psifun(), lmrob.chifun(), lmrob.wgtfun().
* TODO: now has an extensive section on psi/rho/chi etc
2013-03-27 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.9-8, released to CRAN on 2013-06-14
2013-03-06 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.9-7, released to CRAN on 2013-03-06
2013-03-01 Manuel Koller <mkoller@ispm.unibe.ch>
* R/lmrob.R (lmrob): Adding weights and offset arguments.
2013-02-26 Manuel Koller <mkoller@ispm.unibe.ch>
* R/lmrob.R (class lmrob): Objects of class lmrob now store
the robustness weights in $rweights (used to be in $weights).
* R/lmrob.R (weights.lmrob): specialized weights() function for
lmrob objects. Returns prior weights by default. Robustness weights
are available via the "type" argument.
2013-02-14 Manuel Koller <mkoller@ispm.unibe.ch>
* R/lmrob.R (lmrob): setting class "lmrob" also for unconverged
initial estimates.
* R/lmrob.R (print.summary.lmrob, print.lmrob, print.lmrob.S): improved
handling of unconverged estimates and exact fits.
2013-02-07 Manuel Koller <mkoller@ispm.unibe.ch>
* R/lmrob.R (lmrob): compatibility to lm:
'assign': labels of terms used for fitting.
* R/lmrob.R (summary.lmrob): compatibility to summary.lm for:
'df': degrees of freedom, a 3-vector (p, n-p, p*), the last being
the number of non-aliased coefficients (used to be just (n-p)).
'aliased': named logical vector showing if the original
coefficients are aliased (was not returned before).
2012-09-11 Manuel Koller <koller@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.9-4, released to CRAN on 2012-09-11
2012-05-14 Martin Maechler <maechler@stat.math.ethz.ch>
* R/lmrob.MM.R (.vcov.avar1): fix typo in "posdefify"
2012-03-05 Martin Maechler <maechler@stat.math.ethz.ch>
* R/lmrob.MM.R (.vcov.avar1): "posdefify" FIXME (negative eigen values)
2012-02-27 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.8-1-1, released to CRAN on 2012-03-02
2012-02-24 Manuel Koller <koller@stat.math.ethz.ch>
* R/lmrob.R (lmrob): added init argument: string, function or list.
* R/lmrob.MM.R (lmrob.fit): added init argument.
* man/lmrob.Rd: Added documentation about init argument.
* man/lmrob.fit.Rd: see above.
2012-02-22 Martin Maechler <maechler@stat.math.ethz.ch>
* R/nlrob.R (print.summary.nlrob): use full call instead of just
formula. --> shows non-default psi()
2012-02-19 Martin Maechler <maechler@stat.math.ethz.ch>
* R/nlrob.R (nlrob): now use nls(...., weights = *, ..), no longer
need hack "put everything to the RHS".
2011-12-23 Martin Maechler <maechler@stat.math.ethz.ch>
* R/nlrob.R (nlrob): for zero weights 'w', the residuals
accidentally where NaN.
2011-12-12 Manuel Koller <koller@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.8-1
* src/mc.c (mc_C_d): fixed bug in iteration; see svn log -r 272 & 274
2011-12-09 Martin Maechler <maechler@stat.math.ethz.ch>
* R/adjbox.R (adjboxStats): fix the sign-error thinko for the case mc < 0.
* man/adjboxStats.Rd: document; test the reflection invariance now.
2011-12-08 Martin Maechler <maechler@stat.math.ethz.ch>
* R/adjbox.R (adjbox.default): new 'doReflect' argument; default
'TRUE' ensures that 'adjbox(x)' behaves symmetrically in 'x'.
* DESCRIPTION (Version): 0.8-0, released to CRAN on 2011-12-09
2011-10-24 Martin Maechler <maechler@stat.math.ethz.ch> with Andreas in train to Fribourg
* R/glmrob.R (residuals.glmrob): provide a version of
residuals.glm() which works
* NAMESPACE: residuals.glmrob
2011-10-11 Manuel Koller <koller@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.7-8, released to CRAN on 2011-10-26, r270
* man/lmrob.Rd: See also extended with lmrob..M..fit.
* man/lmrob..M..fit.Rd: Extended example with function lmrob.custom.
* R/lmrob.MM.R (lmrob.tau): moving calculation of h to the inside
of the function, so that obj$qr is not required.
* R/ltsPlot.R (ltsPlot, myqqplot): removed superfluous title().
2011-10-11 Martin Maechler <maechler@stat.math.ethz.ch>
* src/rfltsreg.f: add 'implicit none' and declare everything;
new gfortran gave (correct) warnings.
* R/nlrob.R, man/nlrob.Rd: finally fix "fitted.values"
* tests/nlrob-tst.R (new): start more testing of nlrob()!
2011-08-09 Manuel Koller <koller@stat.math.ethz.ch>
* R/plot.lmrob.R (plot.lmrob): Fixing bug reported by Andreas
Papritz. is.null(x$x) is always FALSE since there is always
x$xlevels present.
* inst/doc/lmrob_simulation.Rnw (f.gen): load(file) was missing the
proper path.
2011-05-24 Manuel Koller <koller@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.7-6, released to CRAN today
* inst/doc/lmrob_simulation.Rnw: cleaned up chunk headers.
* inst/doc/Makefile: added Makefile that runs qpdf after texi2pdf.
2011-05-23 Manuel Koller <koller@stat.math.ethz.ch>
* DESCRIPTION (Version, Date): 0.7-5
* man/lmrob..D..fit.Rd: updated reference to Koller and Stahel
2011 (now with volume, issue and page numbers).
* man/lmrob.control.Rd: updated reference.
* man/lmrob.Rd: update reference.
* inst/doc/lmrob_simulation.bib: updated reference.
* inst/doc/estimating.functions.R (robustness.weights.lmrob.S):
fixed typo.
2011-03-17 Manuel Koller <koller@stat.math.ethz.ch>
* DESCRIPTION (Version, Date): 0.7-4
* inst/doc/lmrob_simulation.Rnw: Fixed problem with paths in
source(), save() and load().
2011-03-08 Manuel Koller <koller@stat.math.ethz.ch>
* DESCRIPTION (Version, Suggests): 0.7-3 and added xtable and
ggplot2 to Suggests.
* inst/doc/lmrob_simulation.Rnw: re- or moved dependencies that are
not required or just needed for data generation.
* inst/doc/error.distributions.R: removed dependency on skewt.
2011-02-10 Manuel Koller <koller@stat.math.ethz.ch>
* DESCRIPTION (Version): Version: 0.7-2
* inst/doc/lmrob_simulation.Rnw: updated title.
* inst/doc/lmrob_simulation.bib: updated references.
* man/lmrob.control.Rd: as above.
* man/lmrob.Rd: as above.
2011-01-28 Martin Maechler <maechler@stat.math.ethz.ch>
* R/glmrobMqle.R (Huberprop2, ...),
* R/psi-rho-funs.R (huberPsi): replace pmin2/pmax2 by
pmin.int()/pmax.int().
2011-01-26 Manuel Koller <koller@stat.math.ethz.ch>
* R/psi-rho-funs.R (psiFunc, chgDefaults): default arguments are
now also set for the E... slots
* tests/psi-rho-etc.R: updated comments
* tests/psi-rho-etc.Rout.save: updated accordingly
2011-01-20 Manuel Koller <koller@stat.math.ethz.ch>
Updated reference to Koller and Stahel 2011 paper.
* man/lmrob.control.Rd: updated reference. KS2010 -> KS2011.
* man/lmrob.Rd: see above
* inst/doc/lmrob_simulation.bib: updated ks2011 reference.
* inst/doc/lmrob_simulation.Rnw: see above
* R/lmrob.MM.R (lmrob.control): setting argument: KS2011 instead of
KS2010
2011-01-18 Manuel Koller <koller@stat.math.ethz.ch>
* tests/psi-rho-etc.R: added tests to document bug in psi_func
class and pmin2/pmax2 functions.
* tests/psi-rho-etc.Rout.save: results as they should be
* inst/doc/lmrob_simulation.Rnw: added table with tuning constants
used in simulation.
2010-12-04 Martin Maechler <maechler@stat.math.ethz.ch>
* R/qnsn.R (Qn): even better finite sample correction,
from an analysis of a Qn simulation.
(Qn.old): provide, if needed for back-compatibility.
2010-12-02 Valentin Todorov <valentin.todorov@chello.at>
* R/ltsReg.R, man/ltsReg.Rd, tests/LTS-specials.R: the raw weights
'raw.weights' added to the returned object
* R/ltsReg.R, src/rfltsreg.f, man/ltsReg.Rd: options nsamp="exact"
and nsamp="best" fixed; Added 'trace' parameter
2010-12-02 Martin Maechler <maechler@stat.math.ethz.ch>
* tests/mc-strict.R (adjOutlyingness): adapt tests to the fixed
mc() code; using some tolerance... still need to be tested on Win/Mac/..
* R/nlrob.R (summary.nlrob): do not compute 'se' if not converged;
update help page;
(print.summary.nlrob): print "non-convergence"
* man/summary.nlrob.Rd, man/predict.lmrob.Rd, ..: update and
trivial changes.
* R/qnsn.R (Qn): fixed the consistency constant (thanks to Peter
Ruckdeschel), slightly adapting the finite sample factors for n = 2:9.
2010-12-02 Manuel Koller <koller@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.6-9
* R/mc.c: fixed several bugs, consequent use of eps[0] and eps[1]
to avoid numerical problems, fixed memory corruption bug that
caused segfaults from time to time.
* tests/mc-etc.R: see below
* tests/mc-etc.Rout.save: see below
* tests/mc-strict: updated tests and results
* man/mc.Rd: see below
* R/mc.R (mc.default): updated eps1 and eps2 defaults.
* inst/doc/lmrob_simulation.Rnw: minor cosmetic changes
* inst/doc/graphics.functions.R: added some helper functions to
ease working with color palettes used by ggplot2.
2006-10-27 Andreas Ruckstuhl <rks@zhwin.ch>
and
2010-10-28 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.6-8
* R/lmrobPredict.R, R/glmrobPredict.R: new more careful prediction
methods, now documented in
* man/predict.lmrob.Rd, man/predict.glmrob.Rd:
and no longer in
* man/summary.lmrob.Rd:
2010-10-13 Manuel Koller <koller@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.6-7
* R/lmrob.MM.R (lmrob.psifun, lmrob.rhofun, lmrob.wgtfun):
as.double caused input to loose dimension attribute, fixed.
* inst/doc/lmrob_simulation.Rnw: Updated vignette title. Enhanced
aggregation procedure.
* inst/doc/lmrob_simulation.Bib: Fixed entry KS2010, no more
trouble with bibtex.
* inst/doc/aggr_results.Rdata: updated simulation results. n = 400
missing for now.
* inst/doc/error.distributions.R: added cskt distribution: centered
skewed t-distribution.
* inst/doc/simulation.results.R: small changes in proclist generation.
2010-10-11 Manuel Koller <koller@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.6-6
(Depends): Depends on R 2.9.0 (use of grepl)
* man/lmrob.Rd: Design Adapted Scale estimate renamed to Design
Adaptive Scale estimate
* man/lmrob.fit.Rd: ditto
* man/lmrob..D..fit.Rd: ditto
2010-10-08 Manuel Koller <koller@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.6-5
* inst/doc: added directory.
* inst/doc/lmrob_simulation.Rnw: vignette containing simulation
study of Koller and Stahel (2010).
* inst/doc/lmrob_simulation.bib: bibtex file for vignette
* inst/doc/graphics.functions.R: R code used in vignette, graphics
helper functions.
* inst/doc/error.distributions.R: R code used in vignette, custom
distribution functions.
* inst/doc/simulation.functions.R: R code used in vignette,
functions used in simulations.
* inst/doc/estimating.functions.R: R code used in vignette, extra
estimating functions.
* inst/doc/asymptotic.max.bias.Rdata: Cache of calculations, to
speed up vignette making.
* inst/doc/aggr_results.Rdata: Cache of calculations, to
speed up vignette making.
* .Rbuildignore: Omitting temporary Sweave output files from the
build.
* src/init.c: added function to process simulation output (used in
vignette).
* src/lmrob.c (R_calc_fitted): ditto
* src/robustbase.h: ditto
2010-10-08 Manuel Koller <koller@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.6-4
* inst/CITATION: Added my name.
* man/lmrob.control.Rd: Added more information to
"setting"-Argument.
* man/lmrob.Rd: ditto. Added example for "setting" argument.
* R/lmrob.R (lmrob): Moved call of lmrob.control to function code.
* R/lmrob.MM.R (lmrob.control): Changed setting KS2010: uses lqq
instead of ggw. Fixed bug when using unknown setting.
* R/lmrob.MM.R (lmrob.fit): Check for initial estimator. Issues
warning if neq S.
2010-08-13 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.6-3
* R/lmrob.MM.R (lmrob.psifun, ..., ghq): cosmetic changes; cleaner
* src/lmrob.c (rho, psi, psip, ...): cleaner; partly faster; also
ok for x = +-Inf....
* tests/lmrob-psifns.R: test psi(), rho(), etc -- also nice plots:
tests/rob-psifns.pdf after .. check.
2010-08-13 Manuel Koller <koller@stat.math.ethz.ch>
* R/lmrob.MM.R: changed the naming of lgw to the more accurate lqq
"linear, quadratic, quadratic" (by construction of psi prime).
* tests/lmrob-psifuns.R: changed the naming of lgw to the more
accurate lqq
* man/lmrob.control.Rd: ditto
* man/summary.lmrob.Rd: updated documentation to account for "cov"
argument of vcov.
* R/lmrob.R (lmrob): warning and check for method argument improved.
2010-08-05 Manuel Koller <koller@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.6-2
* R/lmrob.MM.R (lmrob.const): replaced lmrob.ggw.const by
lmrob.const, which now supports ggw and lgw.
(lmrob.control, lmrob.lgw.findc, lmrob.conv.cc, lmrob.psi2ipsi):
support for lgw psi function.
(lmrob.efficiency, lmrob.bp): functions to calculate the efficiency
and breakdown point of an M-estimator.
(lmrob.tau, lmrob.tau.fast.coefs): Updated constants in all.equal
check for Hampel psi function. Updated constants for all the
supported psi functions.
(lmrob..D..fit): switched order of updating covariance matrix and
updating control$method. This caused the correction factors to be
set incorrectly in some cases.
* src/lmrob.c (normcnst, rho_lin, psi_lin, psip_lin, wgt_lin)
(rho, psi, psip): Added support lgw psi function.
* man/lmrob.control.Rd: updated to account for lgw.
* tests/lmrob-psifns.R: added tests lgw psi function
* tests/lmrob-psifns.Rout.save: updated accordingly
* tests/lmrob-methods.Rout.save: updated, since constants for
calculation of taus changed slightly
* R/lmrob.R (vcov.lmrob): added possibility to calculate covariance
matrix with another estimation method.
2010-07-12 Manuel Koller <koller@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.6-1
* src/lmrob.c (normcnst, rho_ggw, psi_ggw_vec, psi_ggw, psip_ggw)
(wgt_ggw): Added support for custom constants for psi ggw.
* R/lmrob.MM.R (.vcov.w): Modified constants for ggw psi function.
(lmrob.control): Added method to calculate constants for ggw psi
function.
(lmrob.conv.cc, lmrob.ggw.mx, lmrob.ggw.ms, lmrob.ggw.ac)
(lmrob.ggw.bp, lmrob.ggw.finda, lmrob.ggw.findc, lmrob.ggw.const):
Methods to calculate constants for ggw psi.
(lwgt): control argument optional.
* tests/lmrob-psifns.R: added tests for custom tuning constants
* tests/lmrob-psifns.Rout.save: added tests for custom tuning
constants
* experi-psi-rho-funs.R: added ggwPsi function, standardized
s.t. Dpsi(0) = 1. Putting this into R/psi-rho-funs.R results in an
error while "preparing for lazy-loading".
2010-06-25 Manuel Koller <koller@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.6-0
* NAMESPACE: dropped lmrob.control.sfs
* R/lmrob.R (lmrob): "method" argument
* man/lmrob.Rd: "method" argument
* R/lmrob.MM.R (lmrob.control, lmrob.control.sfs): argument
setting="KS2010" replaces lmrob.control.sfs. Setting a method
involving a D step, sets default psi to ggw.
* man/lmrob.control.Rd: "setting" argument
* tests/lmrob-methods.R: "methods" and "psi" argument
* tests/lmrob-methods.Rout.save: call output in summary changed
* tests/lmrob-psifns.Rout.save: call output in summary changed
* man/lmrob.control.Rd: Documentation details for tuning constants
and alternative constants for .85 efficiency at the normal.
2010-06-24 Manuel Koller <koller@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.5-1.1
* tests/lmrob-psifns.R: added Hampel psi function example and
updated coefficients of ggw.
* src/lmrob.c: replaced "gws" with "ggw" in function names, "gwgt"
with "welsh", replaced pow() with R_pow(), implemented support for
coefficient vectors. Fixed problem with "ggw" on 32-bit machines.
* R/lmrob.MM.R: changed the way coefficients for psi functions are
handled: coefficient vectors are now supported.
* R/lmrob.MM.R (lmrob..M..fit): class attribute for init entry in
lmrob..M..fit was missing.
2010-06-23 Manuel Koller <koller@stat.math.ethz.ch>
* tests/lmrob-methods.R: tests for compatibility between manual
construction of different methods with specifying method argument
in lmrob.
* tests/lmrob-methods.Rout.save: expected results
* tests/lmrob-psifns.R: tests for the support of different psi
functions.
* tests/lmrob-psifns.Rout.save: expected results
* tests/lmrob-data.Rout.save: updated results to reflect slightly
modified summary output (more options)
* man/lmrob.Rd: updated to reflect changes in options
* man/lmrob..D..fit.Rd: added documentation
* man/lmrob..M..fit.Rd: updated example
* man/lmrob.control.Rd: updated to reflect changes in options
* man/lmrob.fit.Rd: updated from lmrob.fit.MM to reflect changes in
options
* man/lmrob.fit.MM.Rd: moved to lmrob.fit.Rd
* man/lmrob.S.Rd: coef -> coefficients in example
* R/anova.lmrob.R (length.tl, anovaLmrobPair, anovaLmrobList):
Added checks to ensure soundness of result for methods other than
"MM".
2010-06-21 Manuel Koller <koller@stat.math.ethz.ch>
* R/lmrob.MM.R (lmrob.control, lmrob.control.sfs, lmrob.fit.MM)
(.vcov.w, .vcov.avar1, lmrob..M..fit, lmrob.S, lmrob..D..fit)
(lmrob.kappa, lmrob.tau, lmrob.hatmatrix, lmrob.leverages)
(lmrob.psi2ipsi, lmrob.psifun, lmrob.chifun, lmrob.wgtfun)
(residuals.lmrob.S, lmrob.E, ghq): Support for psi functions
other than bisquare as well as SMDM estimates.
* R/lmrob.R (lmrob): Support for psi functions other than bisquare
as well as SMDM estimates. Replaced lmrob.fit.MM by lmrob.fit.
* src/robustbase.h: declarations of new functions in lmrob.c
* src/init.c: definitions of new functions in lmrob.c
* src/lmrob.c: added support for psi functions other than
bisquare, including vectorized accessor functions ("R_psifun",
"R_chifun" and "R_wgtfun"). "wgt" is now always used to calculate
robustness weights. Function to calculate scale estimate
iteratively ("R_find_D_scale").
* NAMESPACE: added lmrob.fit, lmrob..D..fit and lmrob.control.sfs
to export.
* DESCRIPTION: added my name to the list.
2010-04-01 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.5-1
2009-11-19 Martin Maechler <maechler@stat.math.ethz.ch>
* R/covMcd.R (.fastmcd): nLarge = 100'000 (instead of previous 5000),
for now. nsamp <= integer.max is asserted now.
* R/covMcd.R (covMcd): nmini = 300 is now an optional argument.
* R/rrcov.control.R (rrcov.control): 'nmini = 300' ...
* R/ltsReg.R (ltsReg.default): .fastmcd(..., nmini = 300)
* src/rffastmcd.f (rffastmcd): new argument nmini
2009-11-18 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.5-0-1, released to CRAN
* tests/mc-strict.R: don't use the longmemo example for now.
(platform dependence !)
2009-11-11 Martin Maechler <maechler@stat.math.ethz.ch>
* tests/glmrob-1.R: add moe explicit glmrob() tests;
including the simple puzzling 1-outlier problem.
* R/glmrobMqle.R: do use getRversion() !
2009-06-27 Martin Maechler <maechler@stat.math.ethz.ch>
* data/wagnerGrowth.rda: add the "wagner data" (continuous + categorical)
* man/wagnerGrowth.Rd: ditto
2009-06-05 Martin Maechler <maechler@stat.math.ethz.ch>
* R/glmrob.R (glmrob): add the option start = "lmrobMM", using
a *robust* start for {essentially} glm().
* man/glmrob.Rd: add an example for that <<<<<______________ FIXME
2009-06-04 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.5-0; *not* released
* tests/glmrob-1.R: more glmrob() examples
2009-06-03 Martin Maechler <maechler@stat.math.ethz.ch>
* R/glmrobMqle.R (mFormat): make 'trace=TRUE' also depend on
getOption("digits").
* R/glmrobMqle.R, R/glmrob.R: changes from Andreas Ruckstuhl,
to support family = "Gamma".
Unfortunately, these at first also very slightly change binomial,
poisson. ==> few small changes by MM.
* R/glmrob.R (glmrob): allow y (in "y ~ ...") to be *factor*
2009-01-17 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.4-5 : bug-fixing release
* tests/tmcd.R: add a regression test for the bug
* src/rffastmcd.f: rfrdraw() w/o 'seed'
* src/rfltsreg.f: ditto
2009-01-10 Martin Maechler <maechler@stat.math.ethz.ch>
* src/rf-common.f (rfrangen): drop unused 'seed' argument
(rfrdraw): ditto
* src/rffastmcd.f: get rid of TABs (gfortran -Wall complains)
* man/exAM.Rd, man/possumDiv.Rd, ...: Rd_parse fixes
2008-11-28 Martin Maechler <maechler@stat.math.ethz.ch>
* R/OGK.R (covOGK): also return n.iter and weight.fn.
* man/covOGK.Rd: note about the "silly" weight.fn
2008-10-15 Martin Maechler <maechler@stat.math.ethz.ch>
* R/lmrob.MM.R (lmrob.S): fix error message s/larger/smaller/
thanks to Keith Ponting.
2008-10-01 Martin Maechler <maechler@stat.math.ethz.ch>
* src/wgt_himed_templ.h: fix leading comment
2008-08-29 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.4-3 for CRAN release
* tests/mc-strict.R: define 'isMac' and tweak the tests;
thanks to reports from Rory Winston.
2008-08-09 Martin Maechler <maechler@stat.math.ethz.ch>
* NAMESPACE: import stats::cov {since others hide it!}
2008-08-05 Martin Maechler <maechler@stat.math.ethz.ch>
* R/huber.R (huberM): replace `s' by 's' in errors and warnings.
* R/qnsn.R, R/plot.lmrob.R, R/ltsReg.R, R/ltsPlot.R: ditto
2008-08-04 Martin Maechler <maechler@stat.math.ethz.ch>, really from
Valentin Todorov <valentin.todorov@chello.at>
* R/ltsReg.R (ltReg.default): if(mcd) call covMcd() with correct alpha
* R/covMcd.R (covMcd): drop (n-1)/n correction, as cov.wt()
contains that per default (in R, not in S-plus!).
* R/tolEllipse.R (tolEllipsePlot): no text() for id.n == 0
* DESCRIPTION (Version): 0.4-2 released to CRAN.
2008-08-04 Martin Maechler <maechler@stat.math.ethz.ch>
* src/wgt_himed.c: renamed wgt_himed.c_templ to
* wgt_himed_templ.h:
2008-08-02 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.4-1 ready for release to CRAN.
* R/ltsReg.R (ltsReg.default): don't add artificial "Y" y-name
* src/lmrob.c (rwls): first call to sum_rho() is only needed for
tracing (was used for lambda iterations).
* R/glmrob.R (glmrob),
* R/glmrobMqle.R (glmrobMqle): introduce 'trace' option to trace
the robustness iterations {*not* part of control: does *not*
influence result}
* man/CrohnD.Rd: new data example robust poisson regression
* data/CrohnD.rda:
2008-01-25 Martin Maechler <maechler@stat.math.ethz.ch>
* R/covMcd.R (.fastmcd): fix nsamp="exact" to use "all"
* src/rffastmcd.f: krep=0 <==> nsamp="exact" : all := TRUE;
new argument i_trace; and use intpr() and dblepr()
* man/covMcd.Rd: pass 'trace' to .fastmcd() and Fortran
* src/rf-common.f (rfncomb): give "error" message for very
large 'comb'
* tests/tmcd.R: add test for nsmap = "exact"
2008-01-05 Martin Maechler <maechler@stat.math.ethz.ch>
* man/ambientNOxCH.Rd: new data set from René Locher,
* data/ambientNOxCH.rda: showing some lmrob-nonconvergence
2007-12-22 Martin Maechler <maechler@stat.math.ethz.ch>
* src/lmrob.c (rwls): if (trace_lev >= 3) show beta vector.
2007-12-13 Martin Maechler <maechler@stat.math.ethz.ch>
* man/summarizeRobWeights.Rd: add toy example
* R/lmrob.R (summarizeRobWeights): cosmetic change; notably
finishing line when weights were practically 0/1.
* tests/MCD-specials.Rout.save {adapt from change of 11-07}
2007-11-07 Martin Maechler <maechler@stat.math.ethz.ch>
* R/covMcd.R (covMcd): if we have singularity, also say so, even
if trace is FALSE.
* R/covMcd.R (singularityMsg): for "on.hyperplane", concatenate
long coefficient vector.
2007-10-25 Martin Maechler <maechler@stat.math.ethz.ch>
* man/pulpfiber.Rd: New data set (p=8 = 4 + 4)
* data/pulpfiber.tab: from "Robust Multivariate Regression (2004)".
* tests/lmrob-ex12.R: use versions of predict[.lmrob]()
2007-10-24 Martin Maechler <maechler@stat.math.ethz.ch>
* man/condroz.Rd: set latin1 encoding (and fix typo)
* R/lmrob.R (predict.lmrob): define predict() and model.matrix()
methods, working via "lm" methods.
* NAMESPACE: export vcov(<lmrob>)
* man/summary.lmrob.Rd: some docu of new methods
2007-08-02 Martin Maechler <maechler@stat.math.ethz.ch>
* R/adjoutlyingness.R (adjOutlyingness): small improvements,
getting rid of loops; fix an obvious typo (in original code).
Leave away the Inf and NaN that from abs(Y[] - m) / ( tup | tlo)
2007-07-21 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Author): add Tobias
* src/rmc.c (h_kern): revert to absolute test; many more experiments
* tests/mc-etc.R (x3): a smallish "extreme" case of "non-convergence"
2007-07-20 Martin Maechler <maechler@stat.math.ethz.ch>
* tests/mc-etc.R: new testing of mc() and related
* src/rmc.c (mc_C_d): changed work[] and weight[] to 0-indexing;
this is hopefully the last bug ...
* R/adjbox.R (adjbox.formula): use adjbox(), not boxplot()!
* man/adjboxStats.Rd: added
2007-07-20 Tobias Verbeke <tobias.verbeke@businessdecision.com>
* R/adjbox.R: Skewness-adjusted boxplot ported from Matlab LibRA
* man/adjbox.Rd:
* data/los.rda, man/los.Rd:
* data/condroz.rda, man/condroz.Rd: two dataset related to medcouple
2007-07-19 Martin Maechler <maechler@stat.math.ethz.ch>
* R/adjoutlyingness.R: new (also from the Antwerpen MC collection)
* DESCRIPTION (Depends): R >= 2.3.1, so we can use
* NAMESPACE (useDynLib): .registration = TRUE
* R/*.R (.C, .Fortran): now can use name variable instead of string
and drop 'PACKAGE = ".."'
2007-07-18 Tobias Verbeke and Martin Maechler <maechler@R-project.org>
* src/rmc.c, src/robustbase.h (rmc): code for medcouple (MC);
needs debugging: infinite loops and segmentation faults
* R/mc.R (mc): new mc() for MedCouple
2007-07-16 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.4-0 - definitely made progress
* R/plot.lmrob.R (plot.lmrob): recompute robust Mahalanobis
distances and cache them with the object.
2007-07-10 Martin Maechler <maechler@stat.math.ethz.ch>
* R/lmrob.R (summarizeRobWeights): new defaults; work but warn
when 'eps' and 'eps1' lead to weights both close to 0 and 1.
* R/covPlot.R: don't warn for which = "all"
* man/covPlot.Rd: example
2007-06-28 Martin Maechler <maechler@stat.math.ethz.ch>
* data/kootenay.tab: add "famous" data set
* man/kootenay.Rd:
* data/cushny.R: add the other "famous" simple data set
* man/cushny.Rd:
2007-06-20 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.2-8 ready to be released
* src/lmrob.c (rwls): patch from Matias Salibian: Don't do any
"lambda iterations" anymore, they are remnants from old "experiments".
2007-06-19 Valentin Todorov <valentin.todorov@chello.at>
* R/covMcd.R: usage of simulated finite sample correction factors fixed:
* - case p=1 fixed
* - simulated corrections used only when the Pison et.al.
* formula is definitely wrong (negative or very large)
2007-06-09 Martin Maechler <maechler@stat.math.ethz.ch>
* tests/lmrob-data.R, *.Rout.save: new consistency tests for lmrob()
* R/biweight-funs.R (tukeyPsi1, tukeyChi): renamed from
lmrob.Psi() and lmrob.Chi(); also renamed
* man/tukeyPsi1.Rd, man/tukeyChi.Rd: updated, also mentioning "psiFunc"
* src/lmrob.c (rwls): now controlling *relative* error in MM
iterations, i.e., convergence happens when ||b1 - b2|| < eps * ||b1||.
The above 'eps' is now part of lmrob.control() instead of
hard-wired in C code.
* R/lmrob.MM.R (lmrob.MM): new argument 'trace.lev'
* src/robustbase.h (R_lmrob_MM): add trace_lev argument
2007-06-08 Martin Maechler <maechler@stat.math.ethz.ch>
* src/lmrob.c (refine_fast_s): slight change in warning()
[make message nicer for future R >= 2.5.1]
2007-04-21 Martin Maechler <maechler@stat.math.ethz.ch>
* R/ltsReg.R: replace 'quan' by 'h' internally
* R/covMcd.R: ditto
* R/covMcd.R (h.alpha.n): renamed from "quan.f"() and now exported:
* NAMESPACE: and hence
* man/h.alpha.n.Rd: documented, and linked to from here
* man/ltsReg.Rd, man/covMcd.Rd:
2007-04-18 Valentin Todorov <valentin.todorov@chello.at>
* R/covMcd.R: use simulated finite sample correction factors {FIXME!}
2007-04-11 Martin Maechler <maechler@stat.math.ethz.ch>
* R/ltsReg.R (ltsReg.default): 'ans$X' now has "intercept first"
to match coefficient vector.
* R/ltsReg.R (summary.lts): no need to reorder 'R' (cholesky) anymore
2007-04-02 Valentin Todorov <valentin.todorov@chello.at>
* R/covMcd.R: the (repeated) calculation of the consistency
* correction factor for the raw and reweighted MCD covariance
* replaced by a call to a function MCDcons()
2007-03-30 Valentin Todorov <valentin.todorov@chello.at>
* R/covMcd (print.mcd): solve a conflict with fastmcd() in
package robust: both return an object of class "mcd"
2007-03-28 Martin Maechler <maechler@stat.math.ethz.ch>
* R/covMcd.R (.fastmcd): subsample size myk <- p+1 (was 'p')
2007-03-27 Martin Maechler <maechler@stat.math.ethz.ch>
* R/covMcd.R: cosmetic changes; comments
* src/rffastmcd.f: ditto
* tests/tmcd.R: added very small sample (n < 2p) examples.
2007-03-26 Martin Maechler <maechler@stat.math.ethz.ch>
* R/ltsReg.R (print.summary.lts): signif.stars: instead of FALSE,
use same default as for lm(.).
* man/summary.lts.Rd
2007-03-26 Martin Maechler <maechler@stat.math.ethz.ch>
* R/covMcd.R (covMcd): be more tolerant about small n,
notably n < 2p, now only requiring n >= p + 2
* src/rf-common.f (rfnbreak): really unused
* src/rfltsreg.f, src/rffastmcd.f: comment use of rfnbreak()
2007-03-24 Martin Maechler <maechler@stat.math.ethz.ch>
* R/covMcd.R (covMcd): ans$raw.cov should be matrix even for p==1
2007-03-21 Martin Maechler <maechler@stat.math.ethz.ch>
* R/ltsReg.R (ltsReg.default): fix long-standing ("rrcov") bug of
wrong coefficient order in ltsReg(x,y, intercept=FALSE).
* tests/LTS-specials.R: add regression-test
2007-02-08 Martin Maechler <maechler@stat.math.ethz.ch>
* R/covMcd.R (singularityMsg): moved the remaining cases out of
covMcd().
2007-01-24 Martin Maechler <maechler@stat.math.ethz.ch>
* R/covMcd.R (covMcd): save 'singularity' info as list, and don't
append it as string to 'method'.
(singularityMsg): new utility used for printing singularity of MCD
(print.mcd): using strwrap() instead of "\n" such that print()
obeys options("width").
2006-12-28 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.2-7 released to CRAN
* src/rfltsreg.f: get rid of warnings, notably some extraneous args.
* src/rffastmcd.f: ditto
* inst/test_MCD.R (mortality, mort3): add example {near singular}
* tests/tmcd.R: test "near singular" example, using new tolSolve:
* R/rrcov.control.R (rrcov.control): new tolSolve = 1e-14