(first two numbers of package versions do not necessarily reflect
package-individual development, but rather are chosen for the
distrXXX family as a whole in order to ease updating "depends"
information)
##############
v 2.7
##############
user-visible CHANGES:
triggered by mail from Peng Rui, [email protected], implemented
Hellinger and TotalVariation distance for DiscreteMVDistributions
alias q.l(X) for q(X) to provide functionality in RStudio / Jupyter IRKernel
fixed some URLs in https style
under the hood:
added more detailed author information in DESCRIPTION
registered native code for GL integration
recreated sysdata.rda file with new tables
.AW.5000, .AW.10000, .AW.50000, .AW.100000
changed defaults in distrExIntegrate / GLIntegrateOrder (with finer grids)
bug fixes:
fixed a bug in CvMDist
##############
v 2.6
##############
user-visible CHANGES:
changed default integration measure from e2 to e1 in CvMdist
title changed to title style / capitalization
added generating function "EmpiricalMVDistribution" for computing
empirical distribution of multivariate data
removed N. Horbenko from authors in DESCRIPTION; her contribution
was moved to pkg RobExtremes
under the hood:
use particular S3-class "moved2RobExtremeClass" for
former package internal constants EULERMASCHERONICONSTANT and
APERYCONSTANT
enhanced imports in DESCRIPTION by explicating second order imports
##############
v 2.5
##############
user-visible CHANGES:
GENERAL ENHANCEMENTS:
cleaned DESCRIPTION and NAMESPACE file as to Imports/Depends
under the hood:
use some newly exmported routines which had been internal so far to
avoid calls by :::
added .Rbuildignore
BUGFIXES:
##############
v 2.4
##############
user-visible CHANGES:
moved functionality for extreme value distribution to package RobExtremes
-> concerns distributions Gumbel, GEVD, GPareto, and Pareto
moved functional and estimator kMAD to package RobExtremes
under the hood:
added DESCRIPTION tag "ByteCompile" to all our packages
updating maintainer email address and URL.
added argument no.readonly = TRUE to assignments of form opar <- par()
deleted no longer needed chm folders
BUGFIXES:
corrected bug in var() (with argument fun in case of symmetry)
##############
v 2.3
##############
user-visible CHANGES:
new default method for CvMDist (i.e. for mu=e2) instead of numerical
integration uses explicit terms => by factor 30 faster!
Nataliya produced a C-version of kMad; integrated to distrEx now
Generalized Extreme Value Distribution is ported to distrEx
Gumbel in distrEx has different parametrization as GEV with shape = 0
under the hood:
DESCRIPTION files and package-help files gain a tag
SVNRevision to be filled by get[All]RevNr.R from utils in distr
BUGFIXES:
found a bug in setMethod("var", signature(x = "UnivariateDistribution"))
for spherical symmetric distributions
Small bug in Expectation.R was found
Gumbel in distrEx has different parametrization
as GEV with shape = 0
fixed several buglets in GEV
small error for xi = 0 in Functionals.R and Expecation.R
completed unfinished documentation
##############
v 2.2
##############
user-visible CHANGES:
enhanced E() methods
expectation gains ... argument to pass on accuracy arguments
enhanced m1df(),m2df() methods
m1df, m2df gain ... argument to be able to pass on accuracy arguments to E();
m1df, m2df can now digest cond, fun arguments...
particular m1df versions (for Binom, Norm, Chisq, Exp, Pois)
are used in E(object, [fun, cond, ] low=.., upp=.., ...) calls
GPareto
implemented GPareto class (Nataliya) [including functionals)
allow for negative shape parameter in generalized Pareto ...
GENERAL ENHANCEMENTS:
added tests/Examples folder with file distrEx-Ex.Rout.save to have
some automatic testing
added field "Encoding: latin1" to all DESCRIPTION files in order to avoid problems
with e.g. Windows locale when svn replaces $LastChangedDate
added TOBEDONE (sic!) files for each package (by accident also in trunc; these are empty so far)
INTERNALLY:
introduced helper function .getIntbounds
reorganized help for PrognCondDistribution
functionals in distrEx now make use of this symmetry slot ...
catch errors thrown by qgumbel and qpareto1 when args are not in (0,1)
--> corresp. q-methods now consistently return NaN.
m1df,m2df:
*particular methods for m2df for AbscontDistribution, DiscreteDistribution are no longer necessary.
*new/revised methods for m1df, m2df for AfflinDistribution
enhanced/corrected methods for Kolmogorov distance
when one operand is DiscreteDistribution
yet another (speed) improvement --- important for MDE with KolmogorovDist:
Kolmogorov-dist e1 (discrete) : e2 (ac) is
x <- support(e1)
res <- max(p(e1)(x)-p(e2)(x),p(e2)(x)-p.l(e1)(x))
merged Expectation_LebDec.R into Expectation.R
according to proposal by Kurt Hornik (different Collation order caused
problem in English locale)
new expectation methods for UnivarMixingDistribution
included new methods for E():
for GPareto as well as for Gammad
-> increase the precision for the numerical calculation of certain integrals;
in particular, integrals involving "log" as integrand.
Expectation for GPareto now has IQR.fac accuracy set to
max(1e4,getdistrExOption("IQR.fac") to enhance accuracy for integration;
BUGFIXES:
forgot to commit branches/distr-2.2/pkg/distrEx/man/distrExConstants.Rd
forgot some source files (GPD)
fixed a buglet in m2df method for LatticeDistribution (a catch for existing fun argument was missing).
forgot to set corresponding distrExoptions()-default values for accuracy
for m1df, m2df
fixed a bug in E-method for AbscontDistribution, function, cond
fix for the bug in distrEx: m2df now only uses mc <- match.call()
instead of mc <- match.call(call = sys.call(sys.parent(1)))
(do not completely understand why:
there is method dispatch, though, as in plot(), where sys.call(sys.parent(1))
is needed, but here match.call() does it... )
fixed some --hard-to-detect/localize-- bug induced with lazy evaluation:
Data-Examples in scripts to ROptEst threw errors: reason --- need an
explicit assignment im ClippedMomemts.R (distrEx) mc$object <- object
to force evaluation of object (otherwise only transmitted as name...)
R CMD check threw an error for distrEx .Rd file distrExConstants.Rd :
probably because of a multi-line \deqn{}{} expression modified
corrected some bug with match.call() in Var()...
forgot to write the expectations of different components into different coordinates
Definition for KolmogorovDist for numeric, UnivariateDistribution
by means of ks.test was only oK for AbscontDistributions; changed to
KolmogorovDist(DiscreteDistribution(e1),e2)
fixed errors in expectation methods (with upper & lower bounds)
as well as in m1df, m2df methods
##############
v 2.1
##############
Rd-style:
several buglets detected with the fuzzier checking mechanism
cf [Rd] More intensive checking of R help files, Prof Brian Ripley, 09.01.2009 10:25)
[Rd] Warning: missing text for item ... in \describe? , Prof Brian Ripley,
FUNCTIONALS
--Expectation
+expectation gains (optional) low and upp arguments;
these can be passed through to var, skewness, kurtosis
+expectation gains explicit arguments to set accuracy locally;
+also both quantile and scale based methods is used to determine
a sensible integration range in expectation
--Quantiles:
-median and IQR are now defined for UnivariateCondDistribution
--general bug fixes:
-checked and fixed functionals (stirred up by mail by Jay Kerns, [email protected])
-bug corrected in E for Hyper (thanks to Jay G. Kerns!) ...
-corrected small bug in mad, added new implementation for skewness and
kurtosis for signature "ANY".
-corrected small bug in skewness for AffLinDistribution.
DISTRIBUTIONS
gains distribution Pareto; ported from pkg actuar by Nataliya Horbenko
+new slots d,p,q for Gumbel distribution catching errors, vectorization
and lower.tail, log[.p] argument ...
new methods for Gumbel distribution ...
DISTANCES
introduced distance OAsymTotalVarDist (minimal
asymmetric total variation distance)
introduced new asymmetric total variation distance AsymTotalVarDist
TotalVarDist and HellingerDist gain extra arguments
to better control the integration range and exactness
NEW FUNCTIONALS
m1df for AffLinDistribution
Expectation, var, IQR, median, skewness, kurtosis available for Pareto
+... and: had forgotten to document the plot-methods in distrExsome typo's in integration range selection
##############
v 2.0.3
##############
under the hood:
enhanced plotting (correct dispatch; opening of new device is controlled
by option("newDevice") )
after JMC's changes:
+gone through setIs relations to ensure
"correct" inheritance in Expectation, all the distance functionals
(ContaminationSize, HellingerDist,...), m1df,m2df
buglet for AffLinDistribution in Skewness
corrected small bug in mad, added new implementation for
skewness and kurtosis for signature "ANY"
moved license to LGPL-3
new methods for Gumbel distribution ...
##############
v 2.0
##############
moved teaching illustrations to new package 'distrTeach'
E methods for class[es] '[AffLin]UnivarLebDecDistribution'
distance methods for class '[AffLin]UnivarLebDecDistribution'
CvM distance is implemented
##############
v 1.9
##############
'distrEx' now behaves exactly the same as the other members
of the distrXXX family as to 'distrExOptions()', 'getdistrExOption()'
skewness & kurtosis are now available as functionals
E(), var() return NA in case of T-distribution if not defined
disclaimer for possible collisions with other definitions of
kurtosis and skewness
added note on masking on startup as well as disrExMASK()
enhanced 'illustrateCLT'
plot includes a title
for 'DiscreteDistributions' in the "d"-panel, the support is thinned
out if length too long
Komogoroff-distance is printed out
'illustrateCLT' no longer is a generic function but a regular function
the plotting feature of 'illustrateCLT' is extracted and has become
a generic function 'plotCLT' (now with title and the summands mentioned
in the header)
there is a TclTk-based demo now (therefore TclTk is a suggested package now)
replaced recursive summation in illustrate-CLT method by 'convpow'
new demo 'illustLLN' and function 'illustrateLLN'
preset strings similar to those of plot-methods from package 'distr'
moved some parts from package 'distrEx' to package 'distr'
mentioned in package-help: startup messages may now also be suppressed by
suppressPackageStartupMessages() (from package 'base')
adapted demo() to comply with change in return value of require()
from R-2.5.0patched on
formals for slots p,q,d as in package stats to enhance accuracy
p(X)(q, [cond,] lower.tail = TRUE, log.p = FALSE)
q(X)(p, [cond,] lower.tail = TRUE, log.p = FALSE)
d(X)(x, [cond,] log = FALSE)
used wherever possible;
but backwards compatibility:
always checked whether lowert.tail / log / log.p are formals
some exact formulas for mad, median, and IQR
new method for IQR for DiscreteDistributions taking care that between upper and lower
quartile there is 50% probability
E-, var-, IQR-, mad-, median-, kurtosis-, skewness- methods
for new class union AffLinDistribution
##############
v 1.8
##############
changed to version counting of the remaining distrXXX packages
corrected minor error in E() and var() method for Nbinom
(thanks to Spencer Graves for drawing our attention to this)
fixed error in definition of Hellinger distance (HellingerDist)
##############
v 0.4-4
##############
dim() method for DiscreteMVDistribution
var() + E() overloaded for DExp-Class
sd()-method overwritten for Norm-Class to allow function / condition argument
##############
v 0.4-3
##############
Implementation of functionals:
o evaluation of exact expressions of E (expectation functional) for most specific distributions from stats package
o var, sd methods for UnivariateDistributions; these include calls like
also (factorized) conditional variance is available
o evaluation of exact expressions of var for most specific distributions from stats package
o median, IQR, mad methods for UnivariateDistributions
o for var, sd, median, IQR, mad: all functionality/arguments of stats methods is/are preserved and
only if first argument / argument x is of class UnivariateDistribution (or descendant) a
different method is applied
Internationalization: use of gettext, gettextf in output
C-interface .GLaw() to replace respective R-Code in distrExintegrate.R
PrognCondDistribution, PrognCondition are included as classes and generating functions (incl. show-method);
Inclusion of demos (see above)
PrognCondDistribution, PrognCondition are included as classes and generating functions (incl. show-method);
illustrateCLT is included and rd-file is done
##############
v 0.4-2
##############
ContaminationSize, HellingerDist, KolmogorovDist, TotalVarDist now return a list which consists of the corresponding distributions and their distance
minor changes in m1df and m2df to increase speed of computation
minor changes in DiscreteMVDistribution to increase speed of computation
introduction of a new parameter useApply in methods for function E with default value TRUE