https://github.com/cran/cplm
Tip revision: 0bd52898e0a317edae69850a4c8c5e6d4c6aaed9 authored by Wayne Zhang on 15 September 2011, 00:00:00 UTC
version 0.2-1
version 0.2-1
Tip revision: 0bd5289
NEWS
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Version 0.2-1
================
NEW FEATURES
o The package now implements MCMC methods for Bayesian compound
Poisson GLM in the function "bcpglm" with the use of
latent variables.
o The R package "coda" is imported so that a large number of functions
and methods defined there are now directly applicable to
the simulation results from "bcpglm" to help diagnose convergence
and summarize posterior inference.
CHANGES:
(user-visable)
o Various methods defined for the class "bcplm" and "bcpglm"
(not user-visable, all in C code):
o Change the use of "R_alloc" in "lbfgsb" to "Calloc" and "Free"
(the old function eats up memory quickly)
o Simplify rejection sampling of latent variables (now twice faster)
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Version 0.1-3 (not released)
================
CHANGES (not user-visable, all in C code):
o Fix a bug in rejection sampling of the latent variable
o Fix a bug in specifying weights
o Divide cpglm_str into three parts, one for data and parameters,
one for latent variable, and one for EM related
================
Version 0.1-2
================
NEW FEATURES
o Add a wrapper of the profile likelihood approach to the "cpglm"
function that runs automatically to generate estimate of the
index parameter to arbitrary accuracy.
CHANGES:
o The MCEM algorithm is now implemented in pure C code
o Remove the restrict on the "weights" argument (but not tested)
o Add "beta.step" in "control" to allow skips in the update of beta
o Allow "link" to be both character and numeric
o Force coercion of argument type before callings the C function
- thanks Mikel Esnaola Acebes for pointing out this bug
o Re-write "summary" and "show" function to produce statistical
test output automatically
o Revise "residuals" to allow different types of residuals to be computed
o Add methods for "formula", "AIC", "deviance", "model.matrix", "terms"
o Output now returns "deviance", "aic" and "model.frame"
o Tracing info from MCEM tidied up by showing only the dispersion, the
index parameter, and the sample size (if necessary)
o Fix bug in the definition of "[[", add methods for "["