https://github.com/cran/crch
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Tip revision: 05c1ec9f2de6b643d3d7039cc2880cec1b803c01 authored by Jakob Messner on 18 October 2016, 10:37:58 UTC
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.
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