2012-01-20 Martin Maechler * R/AllClass.R (nesdepth): nesdepth() gives the nesting depth. 2011-12-27 Martin Maechler * R/aux-acopula.R (coeffG): 'method' now contains all dsumSibuya() methods; former "dsumSibuya" is deprecated in favor of "dsSib.log". 2011-08-31 Martin Maechler * DESCRIPTION (Version): 0.7-9, ready for CRAN; released as 0.7-9-1, 2011-09-23 2011-08-30 Martin Maechler * R/special-func.R (log1mexpm): more careful with NAs. 2011-06-26 Martin Maechler * R/special-func.R (Bernoulli, Bernoulli.all): first "experiments": need accuracy even more than speed. 2011-04-28 Martin Maechler * R/special-func.R (polylog): introduce 'is.minus.log' so we can get much more accurate Frank density for high correlation. 2010-07-01 Martin Maechler * DESCRIPTION (Date): ready for CRAN submission 2010-06-26 Martin Maechler * R/nacopula.R (onacopula): allow 'family' be a family object as well (not only a family *name*) ===> can use it with opower()-cops! (onacopulaL): new function, working recursively with *list* argument. 2010-06-17 Martin Maechler * man/tauAMH.Rd, NAMESPACE: add help file and export 2010-06-16 Martin Maechler * R/aux-acopula.R (tauAMH): nicely working for theta -> 0 2010-06-10 Martin Maechler * R/aux-acopula.R (retstableC): maybe use *both* methods, when V0 is vector; new printAcopula() (printNacopula): as well: now show() is nice. 2010-06-09 Martin Maechler * R/safeUroot.R: add 'check.conv' argument. 2010-05-06 Martin Maechler * R/rstable1.R (rstable1C): use rstable1 := rstable1C and look at it --> do *NOT* pass gamma to C as it is sometimes a vector. * src/retstable.c (rstable_c, ...): corresponding changes 2010-05-04 Martin Maechler * src/retstable.c (retstable_c): with 'method', instead of retstable_MH_c() etc. * tests/retstable-ex.R (histSt): add first comparisons "MH" <--> "LD" LD is much faster but looks wrong. * DESCRIPTION (Version): 0.3-0 * R/aux-ACopula.R (retstableC): finally switch to retstableC() which now works; new 'method' argument, in tests only using retstable_MH at the moment. * tests/NAC-experi.R (print.chiSqChk_cop3d): need to allow P-value < 0.05 * src/init.c (updates) 2010-05-03 Marius Hofert * src/retstable.c (retstable_LD): Luc Devroye's algorithm for tilted stable added; fixed buglets; some renaming (after meeting with MM). * src/nacopula.h, src/init.c: renaming 2010-04-28 Marius Hofert 2010-04-28 Martin Maechler * src/retstable.c: new retstable() versions; but buggy, according to our distribution tests in tests/NAC-experi.R 2010-04-10 Martin Maechler * DESCRIPTION (Version): 0.2-2 * R/nacopula.R (onACopula), man/onACopula.Rd: a - correct - constructor for "outer_nACopula". * tests/NAC-experi.R: using onACopula() consequently. * ChangeLog: update it hugely (using svn2cl and much editing). 2010-04-09 Martin Maechler * inst/doc/Makefile: add Makefile for my convenience * tests/NAC-experi.R, tests/retstable-ex.R, tests/retstable_Nstat.rda: investigate #{calls} to rstable1(1, *) * R/aux-ACopula.R (retstable), src/retstable.c,..: retstable() C version: correct interface, wrong result. 2010-04-08 Martin Maechler * src/init.c, src/nacopula.h, src/retstable.c, *: retstable using eval(); using registration and nacopula.h try fixing mess of rfjoe/rFJoe by reverting to original name 2010-04-07 Marius Hofert * src/retstable.c: first C version; does not work (...) 2010-04-07 Martin Maechler * NAMESPACE, R/nacopula.R, src/rfjoe.c (rFJoe): port to C 2010-04-05 Martin Maechler * R/*.R, inst/doc/nacopula.Rnw, tests/*.R: ensure copula function()s also work with NULL instead of numeric(0); improve testing output; cosmetics 2010-04-04 Marius Hofert * tests/NAC-experi.R: now, NAC-experi.R works! (except for Gumbel, see FIXME) * R/nacopula.R (rn): solved the problem! * tests/NAC-experi.R: add Chi-Square Test. --> problems found 2010-04-03 Martin Maechler * inst/doc/nacopula.Rnw: solve Sweave.sty/jss.cls issue; use {bm} instead of {bbm} for indicator * inst/doc/jss.bst, ...: add jss files * R/cop_objects.R,...: cosmetic (style) improvements. 2010-04-02 Marius Hofert * R/cop_objects.R: fixed error in rFJoe, .... 2010-04-01 Marius Hofert * R/cop_objects.R: much smaller default 'noTerms' for tau in Joe. Leads to a uniformly bounded error (over all theta) < 10^-5. * tests/NAC-experi.R: taueps adjusted in order to pass ... * R/aux-ACopula.R (retstable: simplified * tests/copula-play.R: cleaned up; works flawlessly * tests/NAC-experi.R: clean up; added large-dim. example 2010-04-01 Martin Maechler * R/cop_objects.R (rlog): nomore extraneous runif(); slight simplification. 2010-04-01 Marius Hofert * R/cop_objects.R: slight improvement for rejFFrank * R/aux-ACopula.R (retstable): vectorized: reduces runtime for Clayton by 60%. 2010-03-31 Marius Hofert * R/cop_objects.R (copGumbel): Vectorized V01(). * R/cop_objects.R (rnchild): fixed error * R/nacopula.R (rn): found and fixed sorting error. * tests/NAC-experi.R: improvement; .... * inst/doc/nacopula.Rnw: finished theory part 2010-03-30 Martin Maechler * inst/doc/nacopula.Rnw: first version, 99.9% from Marius. 2010-03-29 Martin Maechler * DESCRIPTION (Version): 0.2-0 {up from 0.1-1}; (Imports): gsl [no longer in 'Depends'] * NAMESPACE: newly added namespace. * R/nacopula.R (rn, rnchild): fix another missing lapply(). * man/rn.Rd, man/rnchild.Rd, man/value-methods.Rd: rudimentary 2010-03-29 Marius Hofert * man/*.Rd, R/*.R: renaming class to "outer_nACopula" 2010-03-22 Marius Hofert * R/nacopula.R: fixed error * tests/NAC-experi.R: added tests of rn(). (almost) implemented "mean example". * R/nacopula.R (rn): first trial implementation. 2010-03-18 Marius Hofert * R/cop_objects.R: improved Frank and Joe. 2010-03-15 Marius Hofert * R/cop_objects.R (Frank, Joe): new versions for V0() and V01(). 2010-02-02 Marius Hofert * R/cop_objects.R (Frank, Joe): Improved versions for sampling. 2010-01-14 Marius Hofert * R/cop_objects.R (AMH): Sampling V01() now directly via rnbinom() 2009-12-15 Marius Hofert * R/cop_objects.R (Joe): new idea for sampling. * tests/copula-play.R (tstCop): included "Joe" again. 2009-12-14 Marius Hofert * tests/copula-play.R (tstCop): Added tests for psi(), psiInv() + boundaries ==> all work 2009-12-10 Martin Maechler * tests/copula-play.R (tstCop): improve, measuring CPU time used. * R/safeUroot.R (safeUroot): use instead of just uniroot(). 2009-12-09 Marius Hofert * tests/NAC-experi.R: compute "by hand" and compare. 2009-12-08 Martin Maechler * DESCRIPTION, R/cop_objects.R (Frank): use gsl::debye_1() for tau(). * R/*.R, tests/NAC-experi.R: value() fix and first test. 2009-12-07 Marius Hofert * tests/copula-play.R: testfunction added * R/nacopula.R (value): written; not yet tested * R/cop_objects.R: vectorized tau() 2009-11-24 Marius Hofert * R/cop_objects.R (Frank): found & fixed error from Devroye(1986) which is wrong! 2009-11-23 Martin Maechler * R/MH-Acopula.r, tests/*.R: fix, extend, ... 2009-11-23 Marius Hofert * R/AllClass.R: .. * R/cop_objects.R: fixes 2009-11-17 Marius Hofert * R/cop_objects.R: new: moved functions from MH-Acopula.r 2009-11-17 Martin Maechler * DESCRIPTION, R/AllClass.R (dim): change to validity for nAC*. 2009-11-16 Martin Maechler * R/AllClass.R (initialize): method for ACopula which auto-constructs the "paraConstr" function from the "paraInterval" specification; allow to set parameter "theta" of ACopula * R/rstable1.R: tweaks * R/Auxiliaries.R, man/interval-class.Rd: add "interval" class and interval() constructor 2009-11-16 Marius Hofert * R/cop_objects.R: parameter interval for copAMH 2009-11-14 Martin Maechler * R/rstable1.R, man/rstable1.Rd: fix rstable(alpha = 1, beta != 0) 2009-11-10 Martin Maechler * R/MH-Acopula.r: original code of Marius Hofert