https://github.com/cran/crch
Tip revision: 05c1ec9f2de6b643d3d7039cc2880cec1b803c01 authored by Jakob Messner on 18 October 2016, 10:37:58 UTC
version 1.0-0
version 1.0-0
Tip revision: 05c1ec9
NEWS
Changes in Version 1.0-0
o New release accompanying the R-Journal paper: "Heteroscedastic Censored
and Truncated Regression with crch" by Messner, Mayr, and Zeileis
which appears as R-Journal 8(1). See also citation("crch").
o added estfun() method for crch objects
Changes in Version 0.9-2
o The crch() function now supports coefficient optimization by
boosting to automatically select the most relevant input variables
in high dimensional data settings. Extractor and plotting functions
for corresponding crch.boost objects are also available.
o Transferred functions to estimate density, distribution, score, and
Hessian matrices to C-code to accelerate coefficient optimization.
o Added option to crch() to avoid computation of covariance matrix
o Added left and right arguments to predict.crch() and
predict.crch.boost() to allow quantile predictions for non-constant
censoring or truncation points.
Changes in Version 0.9-1
o Added model.matrix() and model.frame() methods for crch objects
o Bug Fix in predict.crch(): In previous versions predictions for
models with other link functions than the log gave wrong results
Changes in Version 0.9-0
o Added vignette to introduce the crch() function with some
theoretical background and an illustrating example:
vignette("crch", package = "crch")
o The crch() function now also supports truncated responses.
Furthermore added a wrapper function trch() to fit truncated
regression models.
o crch(): Analytical gradients and Hessian matrices are provided for most
models to speed up maximum likelihood optimization
(not available for student-t distribution with degrees of freedom
estimation).
o crch(): For the scale model a link function can now be specified
(log, identity, or quadratic). In previous version only the log
was supported.
o Added functions for probability density, cumulative distribution,
random numbers, and quantiles for censored and truncated normal,
logistic, and student-t distributions.
o The residuals() method for crch objects now also provides quantile
residuals (Dunn and Smyth 1996).
o Added update() method for crch objects.
Changes in Version 0.1-0
o First official release of the package on CRAN. See citation("crch")
for the accompanying manuscripts. Note that the interface of both
crch() and hxlr() is still under development and might change in
future versions of the package.