./math/R-quantreg, Quantile regression

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Branch: CURRENT, Version: 5.99, Package name: R-quantreg-5.99, Maintainer: pkgsrc-users

Estimation and inference methods for models of conditional quantiles:
Linear and nonlinear parametric and non-parametric (total variation
penalized) models for conditional quantiles of a univariate response
and several methods for handling censored survival data. Portfolio
selection methods based on expected shortfall risk are also included.


Required to run:
[lang/g95] [math/lapack] [math/R] [math/blas] [math/R-SparseM] [math/R-MatrixModels]

Required to build:
[pkgtools/cwrappers]

Master sites: (Expand)


Version history: (Expand)


CVS history: (Expand)


   2024-11-16 00:25:48 by Makoto Fujiwara | Files touched by this commit (2)
Log message:
(..math/R-quantreg) Updatd 5.96 to 5.99

5.97
1.  Changed dfloat  to dble  per BDR's email of 19/08/23

5.98

1.  On the advice of BDR the arithmetic ifs in cholsky.f were modified to
accord with "modernization" of fortran.  And the Do loops in crqf.f \ 
were also
modified to end with CONTINUE.

2.  Some syntax issues identified in the new CRAN checks were also made.

5.99

1.  Bug in rq.fit.conquer fixed to allow ci to be passed to conquer::conquer.

2.  cp cholesky.f from SparseM to remove computed gotos in the quantreg
version

3.  changed several calls to model.matrix to use contrasts.arg = rather than
contrasts =
   2023-08-11 08:23:48 by Makoto Fujiwara | Files touched by this commit (2)
Log message:
(math/R-quantreg) Updated 5.88 to 5.96

(From: inst/ChangeLog)
5.89

1.  removed the anonymous function syntax in 5.87 #2 since it did provoke
complaints from users.

2.  Fixed bootstrap methods for sparse X matrices for wild and pwy methods
report by Tom Parker.

a  mcmb is hopeless since it doesnt know about sparse matrices, will add
something to man page
b  pwy problem was annoying in the sense that rbind(X,0) doesnt work in
SparseM because 0 isnt sparse! Duh.
c  wild problem revealed an ecosystem of bugs, even in the non-sparse
case there was a bug:  hat(X) was called but should have specified hat(X,
intercept = FALSE),  when X is sparse I needed to cook up a special version of hat.

5.91

1.  CRAN is doing more severe checking about installed packages, so several
changes were made to make calls to suggested packages conditional on their
loading status.  This is supposed to be checkable by setting the environment
variable  _R_CHECK_DEPENDS_ONLY_="true" R CMD check ...    but I \ 
haven't yet
gotten this to work.

5.93

1.  The problem referenced in 5.91 above was mainly due to the fact that
packages were put in the system library not my personal library.  This was
fixed by reinstalling so that now:

Sys.getenv("R_LIBS_USER")
[1] "/Users/roger/Library/R/x86_64/4.2/library"

and now adding to .Renviron

_R_CHECK_DEPENDS_ONLY_=true

I believe will trigger the checking without the dependencies as required.

5.94

1.  Albrecht Gebhardt has made a translation of the Renka interp functionality
used for bivariate smoothing by rqss.  This effectively eliminates the need
for tripack in quantreg, and the code as been modified accordingly, thanks to
Albrecht for all his efforts on this.  This is all due to the unfortunate ACM
TOMS licencing policy that is incompatible with R.

2. Brian Ripley noted that the DOI for my CUP book was broken and I have urged
them to fix this.

3.  Minor bug fix in crq for case that the user specifies a single tau value.

5.95

1.  modified rqss to use rgl.triangles3d instead of rgl.triangles as suggested
by Duncan Murdock

2.  modified predict.rq and friends to adapt to na.action as suggested in
email of ggrothendieck@gmail.com on 5 April 2023.

5.96

1.  Changed gtimer to return 0.0 at suggestion of BDR to facilitate
compatibility with flang.
   2022-04-02 11:04:22 by Wen Heping | Files touched by this commit (2)
Log message:
Update to 5.88
   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
   2020-10-12 23:52:05 by Jason Bacon | Files touched by this commit (87)
Log message:
math/blas, math/lapack: Install interchangeable BLAS system

Install the new interchangeable BLAS system created by Thomas Orgis,
currently supporting Netlib BLAS/LAPACK, OpenBLAS, cblas, lapacke, and
Apple's Accelerate.framework.  This system allows the user to select any
BLAS implementation without modifying packages or using package options, by
setting PKGSRC_BLAS_TYPES in mk.conf. See mk/blas.buildlink3.mk for details.

This commit should not alter behavior of existing packages as the system
defaults to Netlib BLAS/LAPACK, which until now has been the only supported
implementation.

Details:

Add new mk/blas.buildlink3.mk for inclusion in dependent packages
Install compatible Netlib math/blas and math/lapack packages
Update math/blas and math/lapack MAINTAINER approved by adam@
OpenBLAS, cblas, and lapacke will follow in separate commits
Update direct dependents to use mk/blas.buildlink3.mk
Perform recursive revbump
   2019-08-08 21:53:58 by Brook Milligan | Files touched by this commit (189) | Package updated
Log message:
Update all R packages to canonical form.

The canonical form [1] of an R package Makefile includes the
following:

- The first stanza includes R_PKGNAME, R_PKGVER, PKGREVISION (as
  needed), and CATEGORIES.

- HOMEPAGE is not present but defined in math/R/Makefile.extension to
  refer to the CRAN web page describing the package.  Other relevant
  web pages are often linked from there via the URL field.

This updates all current R packages to this form, which will make
regular updates _much_ easier, especially using pkgtools/R2pkg.

[1] http://mail-index.netbsd.org/tech-pkg/2019/08/02/msg021711.html
   2018-07-28 16:40:53 by Brook Milligan | Files touched by this commit (126)
Log message:
Remove MASTER_SITES= from individual R package Makefiles.

Each R package should include ../../math/R/Makefile.extension, which also
defines MASTER_SITES.  Consequently, it is redundant for the individual
packages to do the same.  Package-specific definitions also prevent
redefining MASTER_SITES in a single common place.