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Subject: CVS commit: pkgsrc/math/R-sandwich
From: Makoto Fujiwara
Date: 2021-09-18 13:43:01
Message id: 20210918114302.009CFFA97@cvs.NetBSD.org
Log Message:
(math/R-sandwich) Updated 2.5.1 to 3.0.1
# sandwich 3.0-1
* Extended the "Getting started" page with information on how to use \
_sandwich_ in
combination with the _modelsummary_ package (Arel-Bundock) based on _broom_
infrastructure (Robinson, Hayes, Couch). (Based on ideas from Grant McDermott.)
<https://sandwich.R-Forge.R-project.org/articles/sandwich.html>
* Catch `NA` observations in `cluster` and/or `order.by` indexes for `vcovCL()`,
`vcovBS()`, `vcovPL()`, and `vcovPC()`. Such missing observations cannot be
handled in the covariance extractor functions but need to be addressed prior
to fitting the model object, either by omitting these observations or by
imputing the missing values. (Raised by Alexander Fischer on StackOverflow
\
<https://stackoverflow.com/questions/64849935/clustered-standard-errors-and-missing-values>.)
* In `vcovHC()` if there are `estfun()` rows that are all zero and `type = \
"const"`,
then the working residuals for `lm` and `glm` objects are obtained via
`residuals()` rather than `estfun()`. (Prompted by an issue raised by
Alex Torgovitsky.)
# sandwich 3.0-0
* Release of version 3.0-0 accompanying the publication of the paper
"Various Versatile Variances: An Object-Oriented Implementation of
Clustered Covariances in R." together with Susanne Koell and Nathaniel Graham
in the _Journal of Statistcal Software_ at \
<https://doi.org/10.18637/jss.v095.i01>.
The paper is also provided as a vignette in the package as
`vignette("sandwich-CL", package = "sandwich")`.
* Improved or clarified notation in Equations 6, 9, 21, and 22 (based on
feedback from Bettina Gruen).
* The documentation of the HC1 bias correction for clustered covariances
in `vignette("sandwich-CL", package = "sandwich")` has \
been corrected (Equation 15).
While both the code in `vcovCL()` and the corresponding documentation `?vcovCL`
always correctly used (n-1)/(n-k), the vignette had incorrectly stated it as
n/(n-k). (Reported by Yves Croissant.)
* The package is also accompanied by a `pkgdown` website on R-Forge now:
<https://sandwich.R-Forge.R-project.org/>
This essentially uses the previous content of the package (documentation,
vignettes, NEWS) and just formatting was enhanced. But a few new features
were also added:
- A "Get started" vignette for the `pkgdown` page (but not shipped in the
package) providing an introduction to the package and listing all
variance-covariance functions provided with links to further details.
- R/Markdown overview vignettes for the `pkgdown` page (but also not shipped
in the package) linking the `Sweave`-based PDF vignettes so that they are
easily accessible online.
- A `README` with very brief overview for the `pkgdown` title page.
- A nice logo, kindly provided by Reto Stauffer.
* All kernel weights functions in `kweights()` are made symmetric around zero now
(suggested by Christoph Hanck). The quadratic spectral kernal is approximated
by `exp(-c * x^2)` rather than `1` for very small `x`.
* In case the `Formula` namespace is loaded, warnings are suppressed now for
processing formula specifications like `cluster = ~ id` in `expand.model.frame()`.
Otherwise warnings may occur with the `|` separator in multi-part formulas with
factors. (Reported by David Hugh-Jones.)
* The `bread()` method for `mlm` objects has been improved to also handle
_weighted_ `mlm` objects. (Suggested by James Pustejovsky.)
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