"Essential" Robust Statistics. Tools allowing to analyze data with
robust methods. This includes regression methodology including model
2023-08-11 07:23:11 by Makoto Fujiwara | Files touched by this commit (2) | |
Log message:
(math/R-robustness) Updated 0.95.1 to 0.99.0
CHANGES in robustbase VERSION 0.99-0 (2023-06-12, svn r928):
NEW FEATURES:
* In case it finds an _exact fit_, i.e., k > n/2 residuals are
(practically) zero, 'lmrob.S()' now returns that, 'scale =
0', and robustness weights 'weights(., "robustness")' which
are either 0 or 1 quickly and more consistently.
This is _not yet_ satisfactorily working for the "large n"
case.
**** *TODO*: Optionally (but off by default?? for back
compatibility??), 'lmrob()' initialized by such an exact-fit
estimator may use a (user-specified or automatic) scale s^ >
0 to continue providing efficient SM / MM estimates.
* 'lmrob.control()' gets class '"lmrobCtrl"' which can be
'print()'ed and 'update()'d.
* New tuning const 'zero.scale = 1e-10' instead of hardwired
'EPS_ZERO' in 'lmrob.S()''s C code; additionally the exact
fit / zero-residuals checking is finally y-scale
equivariant, using 1/n ||y||_1 = 'mean(abs(y))'.
BUG FIXES:
* Fixed 'covMcd()': corrected the consistency correction
factor for the reweighted estimate: was MCDCons(p,
sum(w)/n), now is MCDCons(p, 0.975), see Croux and
Haesbroeck (1999).
Consequently, often 'covMcd()' and estimates based on it,
such as 'BYlogreg()' or 'ltsReg()' are slightly changed.
* registered 'residuals.lmrob.S' _and_ changed 'formals'
compatible with generic to '(object, ...)'.
* 'lmrob.S()' in C level 'refine_fast_s()' no longer modifies
'beta_cand[]' which notably fixes a bug found in exact-fit
examples previously resulting in 'coef() == 0' "results",
also for 'lmrob()' which calls 'lmrob.S()' for its default
initial estimate.
* 'print(<lmrob.S>)' finally works again as intended (_not_
printing a largish list); mostly by fixing internal
'lmrob.control.minimal()'.
* 'summary.lmrob(obj)' now also gets a 'weights' component
from 'obj' if that is non-trivial; this may also correct
'summary()' output in weighted cases.
* Minor fixes in 'plot.lts()' related to par mfrow.
* ltsReg() Help file changed - the note strongly advising NOT
to use LTS regression removed.
Misc:
* argument 'mf' e.g., in 'lmrob.fit()' has been deprecated
since 2017-12-09 and is defunct now.
* 'lmrob()' tweaks, notably saying more for 'trace.lev >= 3'.
* replaceed (almost) all 'Calloc()' by 'R_alloc()' in C code;
e.g., prevents leakage from user interrupt.
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2023-06-09 01:06:14 by Makoto Fujiwara | Files touched by this commit (2) |
Log message:
(math/R-robustbase) Updated 0.95.0 to 0.95.1
CHANGES in robustbase VERSION 0.95-1 (2023-03-28, svn r903):
BUG FIXES:
* Fixed 'covMcd()': 'raw.only=TRUE' does not work in the case
'nsamp="deterministic"'
NEW FEATURES:
* New 'lmc()' and 'rmc()' for robust tail weight ("robust
kurtosis").
Misc:
* Our 'tests/*.R' no longer rely on the 'Matrix'
'test-tools.R' collection but rather use our much smaller
own one in 'xtraR/test-tools.R'.
* fixed '\' escape in 'man/aircraft.Rd'.
* initialize equed in 'src/lmrob.c' to avoid false positive
compiler warning.
* document "internal" '.regularize.Mpsi()'.
* replace '()' by '(void)' arguments for 'F77_SUB(println)'.
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2022-05-21 17:14:19 by Makoto Fujiwara | Files touched by this commit (2) |
Log message:
(math/R-robustness) Updated 0.93.8 to 0.95.0
(inst/NEWS.Rd or https://cran.r-project.org/web/packages/robustbase/news.html)
NEWS R Documentation
News for R Package robustbase
CHANGES in robustbase VERSION 0.95-0 (2022-04-02, svn r894)
BUG FIXES
* huberM(x, k) now also works in small sample cases with +/-Inf, e.g. for x =
c(-Inf, 1).
NEW FEATURES
* New huberize() utility, notably by default used in mc().
* mc() now by default uses doScale=FALSE in order to guarantee convergence
also in extreme cases when used together with new c.huberize = 1e11. Both
are not back compatible but clearly better in extreme cases, as assessed by
Lukas Graz' BSc thesis. Note that the behavior of the new default doScale=
FALSE has been amended in the C code to be more compatible in its eps
checks with (the previous default) doScale=TRUE.
Lastly, a message() is printed currently, at most once per R session,
whenever mc() is called without an explicit specification of doScale=*,
alerting users to the changed default. This message can be turned off by
setting options(mc_doScale_quiet = TRUE).
* New dataset data(x30o50) as an example of potentially problematic data, not
just for mc().
Misc
* rather "truncating" +/-Inf to <large>, use NA.OK = TRUE in \
Qn() and Sn()'s
.C() call.
* Our C code no longer uses the DOUBLE_* constants from S, but rather
standard <float.h>.
CHANGES in robustbase VERSION 0.93-9 (2021-09-27, svn r888)
BUG FIXES
* Qn(x) and Sn(x) gain an na.rm = FALSE option and now work when x has NAs
and contains +/- Inf.
Misc
* No longer include 'Rdefines.h' as it is somewhat deprecated.
* In 'src/lmrob.c' add USE_FC_LEN_T and use FCONE rather than the older FCLEN
approach.
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2021-10-26 12:56:13 by Nia Alarie | Files touched by this commit (458) |
Log message:
math: Replace RMD160 checksums with BLAKE2s checksums
All checksums have been double-checked against existing RMD160 and
SHA512 hashes
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2021-10-07 16:28:36 by Nia Alarie | Files touched by this commit (458) |
Log message:
math: Remove SHA1 hashes for distfiles
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2021-09-20 02:10:53 by Makoto Fujiwara | Files touched by this commit (2) | |
Log message:
(math/R-robustbase) Updated 0.93.5 to 0.93.8
(R CMD Rdconv -t txt math/R-robustbase/work/robustbase/inst/NEWS.Rd)
CHANGES in robustbase VERSION 0.93-8 (2021-06-01, svn r879):
NEW FEATURES:
* 'scaleTau2()' gets new optional 'iter = 1' and 'tol.iter'
arguments; mostly experimentally to see if or when iteration
makes sense.
* 'Qn(x, *)' gets new optional 'k = .' to indicate the
"quantile" i.e., order statistic to be computed (with
default as previously hard-coded).
Experimentally to try for cases where more than n/2
observations coincide (with the median), i.e., 'x[i] == x0
== median(x[])', and hence 'Qn(x)' and 'mad(x)' are zero.
* 'adjOutlyingness()' gets new option 'IQRtype = 7'.
Tweaks:
* For tests: *again* differences found in the non-sensical
'adjOutlyingness()' example (with large p/n, hence many
"random" values in the order of 1e15). Disable the test for
now (and record the result in *.Rout).
BUG FIXES:
* The 'test()' utility in 'tests/lmrob-ex12.R' no longer calls
'matrix(x, n,4)' where the length of x does not match '4n'.
Similar change in 'tests/mc-strict.R'
CHANGES in robustbase VERSION 0.93-7 (2021-01-03, svn r865):
NEW FEATURES:
* Use '\CRANpkg{.}' in most places, providing web links to the
respective CRAN package page.
* 'adjOutlyingness()' now gains optional parameters to be
passed to 'mc()'.
BUG FIXES:
* update the internal man page, so new 'checkRdContents()' is
happy.
* fix several '\url{.}''s that now are diagnosed as 'moved'.
* 'adjOutlyingness()' finally works with 'p.samp > p'.
* 'scaleTau2()' now works with 'Inf' and very large values,
and obeys new 'na.rm = FALSE' argument.
* add 'check.environment=FALSE' to some of the 'all.equal()'
calls (for 'R-devel', i.e., future R 4.1.x).
* 'wgt.himedian(numeric())' now returns 'NA' instead of
occasionally seg.faulting or inf.looping. Ditto for a case
when called from 'Qn()'.
CHANGES in robustbase VERSION 0.93-6 (2020-03-20, svn r854):
NEW FEATURES:
* 'splitFrame()' now treats 'character' columns also as
categorical (the same as 'factor's).
Tweaks:
* Small updates, also in checks for newer compiler settings,
e.g., 'FCLEN' macro; also F77_*() etc, in order to fix 'LTO'
issues.
* More careful or _less_ calling 'intpr()': correct "Rank" of
array (for gfortran/gcc 10, when '-fallow-argument-mismatch'
is not set).
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