https://github.com/cran/nacopula
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Tip revision: 69748f90a7dcf58ecb7667db0678e958a9fff7a6 authored by Martin Maechler on 04 March 2011, 00:00 UTC
version 0.4-4
Tip revision: 69748f9
ChangeLog
2010-07-01  Martin Maechler  <maechler@stat.math.ethz.ch>

	* DESCRIPTION (Date): ready for CRAN submission

2010-06-26  Martin Maechler  <maechler@stat.math.ethz.ch>

	* 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  <maechler@stat.math.ethz.ch>

	* man/tauAMH.Rd, NAMESPACE: add help file and export

2010-06-16  Martin Maechler  <maechler@stat.math.ethz.ch>

	* R/aux-acopula.R (tauAMH): nicely working for theta -> 0

2010-06-10  Martin Maechler  <maechler@stat.math.ethz.ch>

	* R/aux-acopula.R (retstableC): maybe use *both* methods, when V0
	is vector; new  printAcopula()
	(printNacopula): as well: now show(<nacopula>) is nice.

2010-06-09  Martin Maechler  <maechler@stat.math.ethz.ch>

	* R/safeUroot.R: add 'check.conv' argument.

2010-05-06  Martin Maechler  <maechler@stat.math.ethz.ch>

	* 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  <maechler@stat.math.ethz.ch>

	* 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 <marius.hofert@math.ethz.ch>

	* 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 <marius.hofert@math.ethz.ch>
2010-04-28  Martin Maechler <maechler@stat.math.ethz.ch>

	* src/retstable.c: new retstable() versions; but buggy, according
	to our distribution tests in tests/NAC-experi.R

2010-04-10  Martin Maechler  <maechler@stat.math.ethz.ch>

	* 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 <maechler@stat.math.ethz.ch>

	* 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 <maechler@stat.math.ethz.ch>

	* 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 <marius.hofert@math.ethz.ch>

	* src/retstable.c: first C version; does not work (...)

2010-04-07  Martin Maechler <maechler@stat.math.ethz.ch>

	* NAMESPACE, R/nacopula.R, src/rfjoe.c (rFJoe): port to C

2010-04-05  Martin Maechler <maechler@stat.math.ethz.ch>

	* 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 <marius.hofert@math.ethz.ch>

	* 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 <maechler@stat.math.ethz.ch>

	* 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 <marius.hofert@math.ethz.ch>

	* R/cop_objects.R: fixed error in rFJoe, ....

2010-04-01  Marius Hofert <marius.hofert@math.ethz.ch>

	* 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 <maechler@stat.math.ethz.ch>

	* R/cop_objects.R (rlog): nomore extraneous runif(); slight
	simplification.

2010-04-01  Marius Hofert <marius.hofert@math.ethz.ch>

	* 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 <marius.hofert@math.ethz.ch>

	* 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 <maechler@stat.math.ethz.ch>

	* inst/doc/nacopula.Rnw: first version, 99.9% from Marius.

2010-03-29  Martin Maechler  <maechler@stat.math.ethz.ch>

	* 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 <marius.hofert@math.ethz.ch>

	* man/*.Rd, R/*.R: renaming class to "outer_nACopula"

2010-03-22  Marius Hofert <marius.hofert@math.ethz.ch>

	* 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 <marius.hofert@math.ethz.ch>

	* R/cop_objects.R: improved Frank and Joe.

2010-03-15  Marius Hofert <marius.hofert@math.ethz.ch>

	* R/cop_objects.R (Frank, Joe): new versions for V0() and V01().

2010-02-02  Marius Hofert <marius.hofert@math.ethz.ch>

	* R/cop_objects.R (Frank, Joe): Improved versions for sampling.

2010-01-14  Marius Hofert <marius.hofert@math.ethz.ch>

	* R/cop_objects.R (AMH): Sampling V01() now directly via rnbinom()

2009-12-15  Marius Hofert <marius.hofert@math.ethz.ch>

	* R/cop_objects.R (Joe): new idea for sampling.
	* tests/copula-play.R (tstCop): included "Joe" again.

2009-12-14  Marius Hofert <marius.hofert@math.ethz.ch>

	* tests/copula-play.R (tstCop): Added tests for psi(), psiInv()
	+ boundaries ==> all work

2009-12-10  Martin Maechler <maechler@stat.math.ethz.ch>

	* tests/copula-play.R (tstCop): improve, measuring CPU time used.
	* R/safeUroot.R (safeUroot): use instead of just uniroot().

2009-12-09  Marius Hofert <marius.hofert@math.ethz.ch>

	* tests/NAC-experi.R: compute "by hand" and compare.

2009-12-08  Martin Maechler <maechler@stat.math.ethz.ch>

	* 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 <marius.hofert@math.ethz.ch>

	* 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 <marius.hofert@math.ethz.ch>

	* R/cop_objects.R (Frank): found & fixed error from
	Devroye(1986) which is wrong!


2009-11-23  Martin Maechler <maechler@stat.math.ethz.ch>

	* R/MH-Acopula.r, tests/*.R: fix, extend, ...

2009-11-23  Marius Hofert <marius.hofert@math.ethz.ch>

	* R/AllClass.R: ..
	* R/cop_objects.R: fixes

2009-11-17  Marius Hofert <marius.hofert@math.ethz.ch>

	* R/cop_objects.R: new: moved functions from MH-Acopula.r

2009-11-17  Martin Maechler <maechler@stat.math.ethz.ch>

	* DESCRIPTION, R/AllClass.R (dim): change to validity for nAC*.

2009-11-16  Martin Maechler <maechler@stat.math.ethz.ch>

	* 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 <marius.hofert@math.ethz.ch>

	* R/cop_objects.R: parameter interval for copAMH

2009-11-14  Martin Maechler <maechler@stat.math.ethz.ch>

	* R/rstable1.R, man/rstable1.Rd: fix rstable(alpha = 1, beta != 0)

2009-11-10  Martin Maechler  <maechler@stat.math.ethz.ch>

	* R/MH-Acopula.r: original code of Marius Hofert

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