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# News: to package distrEx
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(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)
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v 2.7
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user-visible CHANGES:
+ triggered by mail from Peng Rui, larodarchillwind@aliyun.com, 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
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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
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v 2.5
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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:
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v 2.4
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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)
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v 2.3
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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
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v 2.2
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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
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v 2.1
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* 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, gkerns@ysu.edu)
-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
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v 2.0.3
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* 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 ...
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v 2.0
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* moved teaching illustrations to new package 'distrTeach'
* E methods for class[es] '[AffLin]UnivarLebDecDistribution'
* distance methods for class '[AffLin]UnivarLebDecDistribution'
* CvM distance is implemented
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v 1.9
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* 'distrEx' now behaves exactly the same as the other members
of the distrXXX family as to 'distrExOptions()', 'getdistrExOption()'
* substantial contributions by Jay Kerns, gkerns@ysu.edu:
+ 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'
+ generating function 'DiscreteDistribution'
+ univariate methods of 'liesInSupport()'
+ classes 'DistrList' and 'UnivariateDistrList'
+ generating functions EuclideanSpace() ,Reals(), Naturals()
* 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)
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v 0.4-4
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* dim() method for DiscreteMVDistribution
* var() + E() overloaded for DExp-Class
* sd()-method overwritten for Norm-Class to allow function / condition argument
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v 0.4-3
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* 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
N <- Norm()
var(N,function(t)abs(t)^(1/2)) # calculates Var[|N|^(1/2)]
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
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v 0.4-2
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* 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