https://github.com/cran/sn
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Tip revision: 203e88322d14e4594e08508152f699e7d2bfd130 authored by Adelchi Azzalini on 28 March 2021, 10:40:02 UTC
version 2.0.0
Tip revision: 203e883
NEWS
R package 'sn' - NEWS (ChangeLog) file
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Version 2.0.0 (2021-03-28)
Support for the SUN distribution is introduced, as for probability distribution
operations. Two modes of working are envisaged: (i) using classic-style
functions for probability distributions, plus some functions of similar style;
(ii) using S4 objects of the new class SUNdist. For mode (i), the functions
{d,p,r}sun, sun{Mean,Vcov,Mardia} are provided. For mode (ii), there are 
{make, marginal, conditional, affineTrans, join, convolution, summary}SUNdistr, 
and related S4 methods. Additional facilities include convertSN2SUNdistr, 
convertCSN2SUNpar and two matrix operations (tr and blockDiag).
Fixed a bug in plot.SECdistr affecting the plot of a subset of the variables.

Version 1.6-2 (2020-05-26) 
Fixed wrong computation of standard errors when a multivariate ST model was
fitted with the constraint alpha=0; similar fix of function confint.
Change of the algorithm used in rsn: the additive representation is now used
both for 0 and for non-0 values of tau. Use of the vignette builder R.rsp.

Version 1.6-1 (2020-04-01)
Some minor changes in the selm function documentation.

Version 1.6-0 (2020-03-28)
New intialization technique for numerical MLE search when function selm is 
called with family="ST". This is performed by the new functions st.prelimFit 
and mst.prelimFit, with the aid of galton_moors2alpha_nu; the package quantreg
is employed for preliminary linear predictor estimation. Related new functions
of more general interest are: fournum, pprodn2, pprodt2, qprodt2. Additional
facts: an improved version of function profile.selm; improved coding of some
internal functions.

Version 1.5-5 (2020-01-30)
In sn.infoMv, new argument at.MLE is introduced. Arguments of selm are updated
to match changes in R. Fix a bug in dsn when called with a non-scalar argument
alpha. Changed internal checks on 'try' output, to accomplish R changes.

Version 1.5-4 (2019-05-09) 
On request from the CRAN group, a modification is inserted to get around
numerical problems arising in connection with use of OpenBLAS (version 0.3.5).
For plotting of multivariate SECdistr when 'range' is not supplied and 'data' 
is non-NULL, calculation of the plotting range has been modified. 
Proper handling of the 'name' argument of marginalSECdistr when the result 
is a univariate distribution.

Version 1.5-3 (2018-11-08)
In pst, improved implementation of Method 2; slight modification of the
automatic selection method when 'method=0'. Internal function qst_bounds
introduced for better initial bracketing of ST quantiles; improved qst coding.
In profile.selm the selected parameter area does no longer need to include the
MLE/MPLE point. In sn.infoMv removed bugs in the stage of parameter parsing,
which prevented computing the expected information matrix. In internal
functions st.pdev.gh and mst.pdev.grad, improved computation of 'nu' component
of logLik gradient, yielding faster fitting of ST models. Improved handling of
arguments of sn.infoMv. Improved documentation of modeSECdistr and coding of
modeSECdistrMv.

Version 1.5-2 (2018-04-24)
Improved checking of input arguments to lower level fitting procedures (those 
below selm) and improved handling for those of pst. Fixed improper handling 
when not positive-definite information in st.infoUv occurs, pointed out by the
CRAN group.

Version 1.5-1 (2017-11-22)
More extensive documentation: (a) addition of 'overview' entry in standard
documentation; (2) in directory 'doc', inclusion of a PDF file providing a
tutorial introduction to the package; (3) additions and improvements at
various places in Rd files. Fix a minor bug in sn.infoUv causing crash when
the DP information matrix is not invertible. Improved numerical inversion of
st.cp2dp in extreme situations.

Version 1.5-0 (2017-02-09)
Tools for user-defined symmetry-modulated (AKA skew-symmetric) distributions
are introduced: {d,r}[m]SymmModulated and its bivariate density plotting. Fixed 
a bug in dsn affecting the cases (a) x=Inf, alpha=0, and (b) omega<=0. 

Version 1.4-0 (2016-06-30) 
Introduce methods confint and predict for selm-class objects. Fix bug in rmst 
causing some dependence among subsequent samples; fix bug of modeSECdistrMv 
affecting certain ST cases; plot.SECdistrBv allows to overlap plots; 
improved naming of output; profile.selm can now be called with vector(s) 
param.values of length 1.

Version 1.3-0 (2015-11-11)
Method profile.selm is introduced. The object returned by plot.SECdistrMv 
now includes the coordinates of the contour curves. Fixes a bug affecting 
rmsn when called using dp= and dp[[1]] is named beta instead of xi.

Version 1.2-5 (2015-09-25)
Not released

Version 1.2-4 (2015-08-25)
Output of plot.SECdistr is better structured and documented. In pmst, handling
of case nu=Inf required a fix. Corrected a bug of internal function msn.dp2dp 
when called with aux=TRUE and d=1; this affected rmsn and rmst if d=1.

Version 1.2-3 (2015-07-14)
Fixed a bug in evaluation of the feasible CP parameter space of univariate ST.
Fixed a bug which crashed pmst when called with fractional degrees of freedom.
Functions dmsn, pmsn and dmst now expand a single value supplied as 'xi' into
a vector or matrix of suitable dimension.

Version 1.2-2 (2015-06-05)
Fixed a bug in extractSECdistr from mselm-class objects. Fixed a bug that 
prevented calling low level fitting functions with non-null 'penalty' argument.
Improved documentation of selm.fit and related functions.

Version 1.2-1 (2015-04-28)
Optimization parameters are now passed from selm to sn.mple and st.mple as
indicated in the documentation. Plotting of selm-class and mselm-class objects
avoids clash of par('cex') parameters. Computation of sn.infoMv now takes into
account whether method="MPLE" was used at the estimation stage. 

Version 1.2-0 (2015-03-24)
Created new functions extractSECdistr and modeSECdistr; new methods mean and 
sd for class SECdistrUv and new methods mean and vcov for class SECdistrMv.
Computation of qst switches to qsn if nu>1e4, instead of nu=Inf as before.
Fixed a bug in st.pdev.hessian (correction in args sequence). Improved 
detection of singular distributions in selm output.  Improved handling of 
component names of SECdistr.
	
Version 1.1-2 (2014-11-30)
Fixed a bug affecting plotting of mselm-class objects under certain 
circumstances. Fixed a bug affecting function selm when the weights argument 
contained some 0's. Improved coding in some functions. More functions are
exported and their documentation added.

Version 1.1-1 (2014-10-30)
Function qsn has an additional argument 'solver'. Functions pmsn and pmst can 
now be called with argument 'xi' of matrix type. More functions are now 
exported in NAMESPACE. Fixed a bug about selm.control argument of selm.fit. 
Improved documentation of various functions.

Version 1.1-0 (2014-08-06)
Main few feature is the possibility to set the constraint alpha=0 in function 
selm and in lower level fitting functions. Other additions or changes are:
introduction of OP parameterization; fix a bug in qst; more efficient coding 
of dmsn and dmst; pmsn can now be called with argument 'x' of matrix type; 
in pst and qst, new argument method allows to select the algorithm employed.
More detailed documentation of pst and other functions and methods.

Version 1.0-0 (2014-01-06)
This is a major upgrade of the package, with much of the code completely new 
or largely re-written, leading to changes in the syntax and the user interface.
The key new functions are selm and makeSECdistr, with various related functions
and methods. S4 methods are adopted. Many existing functions are updated, 
a few are dropped; see help(SN) for more information.

(Development of "version 1" is started in June 2007.)
------------------------------------------------------------------------------

Version 0.4-1 to 0.4-18 (2007-2013)
Various minor adjustments, many of them to fulfill CRAN programming standards
  
Version 0.4-0 (2006-04-11)
Several changes and additions are included:
  - many routines allow use of composite parameter 'dp'  
  - multivariate normal and t probabilities are now computed by 'mnormt'
  - use of NAMESPACE introduced
  - some more routines introduced, eg. st.cumulants.inversion
  - various fixes/improvements in documentation

Version 0.3x (2003--2005)
Added some new functions (these include msn.affine, sn.mmle, sn.Einfo, 
sn.mle.grouped), fix various errors, and other improvements (eg. improved pst)

Version 0.30 (2002-06-15)
The main change is the addition of routines for (multivariate) skew-t 
distribution; also some other routines, e.g. mle for grouped data

Version 0.22.2 (2002-01-05)
Fix error in sn.dev.gh, improved qsn

Version 0.22.1 (2001-05-17)
         
Version 0.20 (Oct.1998):
This is the first public release and distribution via WWW 



  


	
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