https://github.com/cran/nacopula
Revision 5bc804b03d066ef4a2ab9cf3af6f4f2df5bcda4e authored by Martin Maechler on 23 September 2011, 00:00:00 UTC, committed by Gabor Csardi on 23 September 2011, 00:00:00 UTC
1 parent f64e14b
Tip revision: 5bc804b03d066ef4a2ab9cf3af6f4f2df5bcda4e authored by Martin Maechler on 23 September 2011, 00:00:00 UTC
version 0.7-9-1
version 0.7-9-1
Tip revision: 5bc804b
ChangeLog
2011-08-31 Martin Maechler <maechler@stat.math.ethz.ch>
* DESCRIPTION (Version): 0.7-9, ready for CRAN
2011-08-30 Martin Maechler <maechler@stat.math.ethz.ch>
* R/special-func.R (log1mexpm): more careful with NAs.
2011-06-26 Martin Maechler <maechler@stat.math.ethz.ch>
* R/special-func.R (Bernoulli, Bernoulli.all): first "experiments":
need accuracy even more than speed.
2011-04-28 Martin Maechler <maechler@stat.math.ethz.ch>
* R/special-func.R (polylog): introduce 'is.minus.log' so we can
get much more accurate Frank density for high correlation.
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
Computing file changes ...
