================ Version 0.3-1 ================ NEW FEATURES o Function 'cpglmm' is added that handles mixed-effect models using Laplace approximations. This is based on the R package 'lme4'. o Function 'bcpglm' now has a second method to fit Bayesian compound Poisson GLM using direct Tweedie density approximation. o Function 'bcpglm' also has a tuning phase that automatically updates the scale parameter in the proposal distribution. o The profile likelihood method in 'cpglm' is now automated CHANGES: (user-visible) o Prior distribution of the dispersion parameter in 'bcpglm' is changed to be Uniform, specified in the argument 'bound.phi' o 'bcpglm' has another argument 'method' that allows users to choose from the latent variable approach or direct density evaluation o An insurance example 'insLoss' is added in 'bcpglm' o Remove the 'digits' parameter in control in 'cpglm' as the profile likelihood method is automated now o MCEM method in 'cpglm' simplifies the process of increase sample size. The old time-consuming method of estimating approximate covariance matrix is removed. So the 'alpha' parameter in control is removed. o The default method in 'cpglm' is now set to be 'profile' o Remove the 'summary' slot in 'bcpglm' o The profile method in 'cpglm' now returns covariance estimate for the dispersion and index parameter (not user-visible): o 'bcpglm' replaces ARMS with M-H update. Now the dependency on the ARMS functions is eliminated o 'bcpglm' now generates starting values using 'cpglm' o Simplify rejection sampling of latent variables (now twice faster) ================ Version 0.2-1 ================ NEW FEATURES o The package now implements MCMC methods for Bayesian compound Poisson GLM in the function "bcpglm" with the use of latent variables. o The R package "coda" is imported so that a large number of functions and methods defined there are now directly applicable to the simulation results from "bcpglm" to help diagnose convergence and summarize posterior inference. CHANGES: (user-visible) o Various methods defined for the class "bcplm" and "bcpglm" (not user-visible, all in C code): o Change the use of "R_alloc" in "lbfgsb" to "Calloc" and "Free" (the old function eats up memory quickly) o Simplify rejection sampling of latent variables (now twice faster) ================ Version 0.1-3 (not released) ================ CHANGES (not user-visible, all in C code): o Fix a bug in rejection sampling of the latent variable o Fix a bug in specifying weights o Divide cpglm_str into three parts, one for data and parameters, one for latent variable, and one for EM related ================ Version 0.1-2 ================ NEW FEATURES o Add a wrapper of the profile likelihood approach to the "cpglm" function that runs automatically to generate estimate of the index parameter to arbitrary accuracy. CHANGES: o The MCEM algorithm is now implemented in pure C code o Remove the restriction on the "weights" argument (but not tested) o Add "beta.step" in "control" to allow skips in the update of beta o Allow "link" to be both character and numeric o Force coercion of argument type before callings the C function - thanks Mikel Esnaola Acebes for pointing out this bug o Re-write "summary" and "show" function to produce statistical test output automatically o Revise "residuals" to allow different types of residuals to be computed o Add methods for "formula", "AIC", "deviance", "model.matrix", "terms" o Output now returns "deviance", "aic" and "model.frame" o Tracing info from MCEM tidied up by showing only the dispersion, the index parameter, and the sample size (if necessary) o Fix bug in the definition of "[[", add methods for "["