./math/R-robustbase, Basic robust statistics

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Branch: CURRENT, Version: 0.99.0, Package name: R-robustbase-0.99.0, Maintainer: pkgsrc-users

"Essential" Robust Statistics. Tools allowing to analyze data with
robust methods. This includes regression methodology including model
selections and multivariate statistics where we strive to cover the
book "Robust Statistics, Theory and Methods" by 'Maronna, Martin and
Yohai'; Wiley 2006.


Required to run:
[lang/g95] [math/R] [math/R-DEoptimR]

Required to build:
[pkgtools/cwrappers]

Master sites: (Expand)


Version history: (Expand)


CVS history: (Expand)


   2023-08-11 07:23:11 by Makoto Fujiwara | Files touched by this commit (2) | Package updated
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.
   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)'.
   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.
   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
   2021-10-07 16:28:36 by Nia Alarie | Files touched by this commit (458)
Log message:
math: Remove SHA1 hashes for distfiles
   2021-09-20 02:10:53 by Makoto Fujiwara | Files touched by this commit (2) | Package updated
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).