| NEWS | R Documentation |
splitFrame() now treats character columns also as
categorical (the same as factors).
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).
For tests: try harder in moreSessionInfo() to detect
openBLAS (should work for KH's debian openBLAS setup).
R_CHECK_LENGTH_1* fix in default value for ask in
plot methods for mcd and lts
‘src/rowMedians.c’ gets better PROTECT()ion thanks to Tomas Kalibera's "rchk"s.
losen the strict tests more, convergence issues on all
non-standard BLAS platforms. Now modularized the partly platform
dependent testing into moreSessionInfo() in
‘./xtraR/platform-sessionInfo.R’. Further, for now use
RNGversion("3.5.0") e.g. in ‘../tests/mc-strict.R’.
losen the strict tests, notably in
‘tests/nlregrob-tst.R’ to work around nls()
convergence issues on all non-standard BLAS platforms.
Update lmrob(<empty multivariate>) to the change in R
(incl 3.5.1 patched).
mc() gets new optional doScale argument, and
increased defaults for the tolerances
eps1 = 1e-14, eps2 = 1e-15
such that it should converge by default in more cases.
A na.action is now kept in summary(lmrob(*)),
and when print()ing it, a note about omitted observations,
e.g., because of NA's, is made as for lm().
Internal lmrob.weights(): more "resistant" in case
scale=0, using na.rm=TRUE (report only, no reprex).
lmrob(*, trace.lev >= 2) now shows some information
about the number of find_scale() iterations used (as these
are now stored C internally).
‘src/robustbase.h’: is_redescender now
static inline, needed for some compilers, e.g., on
ubuntu 18.04.
Fixing R-forge bug(s) 6588 (and 6590, 6593),
https://r-forge.r-project.org/tracker/index.php?func=detail&aid=6588&group_id=59&atid=302
The ‘Usage:’s in the data set help pages now say
data(<..>, package="robustbase").
The ‘lmrob_simulation’ vignette now should continue to work with upcoming ggplot2.
Mpsi(x, c, psi="huber", deriv=-1) now gives rho(x)
instead of mostly Inf.
.psi.const(*, "lqq") now also gives a
"constants" attribute.
more examples and help on Mpsi() etc functions and tuning constants.
The S estimator lmrob.S() and M-S estimator now both
make use of the new lmrob.control() argument
scale.tol which defaults to 1e-10, its formerly
hardwired value.
lmrob.S() further gets a new option only.scale = FALSE,
which when true allows to only compute the S scale estimate. In
that case, but also generally, trace.lev = 3 or larger also
produces output showing the C level find_scale() iterations.
(By Manuel Koller) There's now a small C API to call our
Mpsi() etc from C code in other packages, as
C_psi(), etc; using new ‘../inst/include/robustbase.h’.
nlrob()$call$algorithm now always contains the
algorithm used as a character string, compatibly
with nls().
new data set steamUse.
Vignette ‘lmrob_simulation.Rnw’: fixed the wrong
“emprical power” plots; with faster ggplot2, remove
all eval=FALSE for plots and longer store the
‘*.pdf’s.
nlrob() gets model option to ask for the
model.frame to be returned.
lmrob(..., method = "S") no longer necessarily
produces a warning in .vcov.w().
nlrob() returns a correct dataClasses component.
For use in non-R-internal BLAS/Lapack libraries, several ‘tests/*.R’ examples have been tweaked.
fullRank() utility for adjOutlyingness:
adjOutlyingness(), gets new options p.samp and
trace.lev, and when it fails to find enough good
directions, now checks the rank and mentions fullRank() in
case the matrix is (QR-)rank deficient.
The "lmrob" method for vcov() gets optional
argument complete = TRUE, where only complete =
FALSE is back compatible.
improved (error) messages in singular case in
.vcov.avar1().
.psi.const() is exported as well, and help is
improved about using and setting non-default psi tuning constants.
loosened some regression test tolerances (for alternatives to BLAS) in ‘tests/(mc-strict|poisson-ex)’.
scaleTau2(x, *) gains an optional sigma0
argument and now returns zero instead of NaN when
sigma0 == 0.
vignette(psi_functions)
adjOutlyingness(..., maxit.mult = max(100, p)) new option,
allowing more iterations for finding “good” projection directions.
summary(nlrob(*, method = "CM")) now works.
lmrob..MM..fit() now works again when x and
y are specified, but neither method nor obj is.
Now provide an "lmrob" method for the standard R
generic function hatvalues(), and also export its lower
level workhorse .lmrob.hat() (formerly hidden
lmrob.leverages()), which now by default has
names(.).
.lmrob.hat() (formerly lmrob.leverages()) has
been corrected for the rank-deficient case.
classPC(m) now also works for a 1-column matrix.
Hidden print() methods print.summary.lmrob()
and print.lmrob.S() get a showAlgo = TRUE argument
which the user can set to FALSE in order to suppress printing of
the “Algorithmic parameters”.
import (remaining parts) from "base" packages.
summary(<nlrob>) now also prints a summary on the residuals.
summary(lmrob(.))'s variance-covariance matrix is now
called cov instead of cov.unscaled (because it
is scaled). Code which has been using vcov(<lmrob>)
or <lmrob> $ cov, or even <summary.lmrob> $ cov is not affected.
Started this ‘NEWS.Rd’ file, to eventually replace the ‘ChangeLog’
plot.lmrob() also identifies largest residuals as
plot.lm(). Also gets new argument panel, and
add.smooth=TRUE behavior.
adapt to the fact that R 3.3.0 will have its own
sigma() S3 generic.
setup for having message translations (volunteers sought!).
more careful in ‘../src/mc.c’ (valgrind, thanks to Brian)
add missing documentation, better examples for predict.lmrob
warn.limit.* checks in lmrob*()
The ‘Co-Median’ covComed() from Maria Anna,
tweaked by Valentin and modified considerably by Martin.
Also document (and export) r6pack() utility.
New smoothWgt() function — “Biweight on a
Stick” — to be used as wgtFUN option for covMcd()
or covComed().
New utility colMedians() and rowMedians, as we
use columnwise medians in so many places.
Tweaks to medcouple(), after detecting flaws – which
may be inherent and have not been removed.
Improved its documentation and the adjOutlyingness()
one, notably its “central” case.
covMcd() with new options (kmini,
nmini) now ok (sometimes wrong in 0.92-1).
The deterministic MCD, via covMcd(..., nsamp="deterministic").
adjOutlyingness(): reverse the defaults of
clower and cupper and fix an “eternal”
erronous +/- swap; see new note in ‘man/adjOutlyingness.Rd’.
nlrob() now works with indexed vector parameters.
new outlierStats() (Manuel).
got rid of Fortran compiler warnings about ancient style.
nlrob(*, weigths), fixing R-forge bug #5988.
covMcd() fix for “MAD = 0” case (new
exactfit code 3).
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