./math/R-quantreg, Quantile regression

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Branch: CURRENT, Version: 5.96, Package name: R-quantreg-5.96, 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)


   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.
   2018-01-22 08:35:38 by Wen Heping | Files touched by this commit (2)
Log message:
Update to 5.34

Upstream changes:
5.30

1.  Removed Y argument in crq GRAD subroutine, which seems to be superflous.

5.31

1.  Added bag of little bootstraps option to summary.rq.  Needs further
testing.

5.32

1.  Modified the BLB code to use boot.rq.wxy so that the inner loop was all
in fortran, would be nicer if this loop were done with "fn" rather \ 
than "br".
See the note in boot.rq above boot.rq.spwy.

2.  modified the crq.pdf file to fix a mento in the description of the Peng
Huang algorithm.

5.33

1.  Added option to return density estimates from predict.rqs

2.  modified rq.fit.fnb to include a rhs input argument.

3.  modified boot.crq to properly deal with only one tau requests
and also changed the default for printing progress report to n - 100,000.
Both suggested by Steve Portnoy.

4.  modified boot.rq so it returns cov(B$B) not cov(B)  as reported
by Marco Geraci

5.  Fixed bug in anova.rqlist to correct error when "fn" method was used
and no $y component was returned.  Reported by Tom LaBone.

6.  Fixed bug in summary.rqss -- control parameters weren't getting
passed to chol call properly.  (Reparted by Geoffrey Shideler (NOAA).)

7.  Added init.c to register .Fortran calls and removed the package =
"quantreg"  argument.

5.34

1.  Fix a bug in rqss to allow control parameters to be passed to rqss.fit
when the method is "lasso"  (pointed out by Heracles Apergis.)

2.  changed nrow(R) to NROW(R) in rq.fit.hogg thanks to Paul Newell for bug
report.

3.  fixed axis label typo in demo engel2.

4.  Added Panel.R demo to illustrate fixed effect panel estimation, a la
Galvao job market talk.

5.  Some changes to crq.fit.por as suggested by SLP:

    line 1: add an input variable mw (the error messages suggest changing mw if
    there are  problems with resolving degeneracies or trying to pivot too far,
    and so it  should be possible to do this without getting into the deep part of
    the code)

    lines 3 and 5: test that x is a matrix and add column names if they are
    missing

    line 39: define mw so that the fortran constraint is satisfied