###################################################################### # News: to package distrEx ###################################################################### (first two numbers of package versions do not necessarily reflect package-individual development, but rather are chosen for the distrXXX family as a whole in order to ease updating "depends" information) ############## v 2.2 ############## user-visible CHANGES: + enhanced E() methods * expectation gains ... argument to pass on accuracy arguments + enhanced m1df(),m2df() methods * m1df, m2df gain ... argument to be able to pass on accuracy arguments to E(); * m1df, m2df can now digest cond, fun arguments... * particular m1df versions (for Binom, Norm, Chisq, Exp, Pois) are used in E(object, [fun, cond, ] low=.., upp=.., ...) calls + GPareto * implemented GPareto class (Nataliya) [including functionals) * allow for negative shape parameter in generalized Pareto ... GENERAL ENHANCEMENTS: + added tests/Examples folder with file distrEx-Ex.Rout.save to have some automatic testing + added field "Encoding: latin1" to all DESCRIPTION files in order to avoid problems with e.g. Windows locale when svn replaces $LastChangedDate + added TOBEDONE (sic!) files for each package (by accident also in trunc; these are empty so far) INTERNALLY: + introduced helper function .getIntbounds + reorganized help for PrognCondDistribution + functionals in distrEx now make use of this symmetry slot ... + catch errors thrown by qgumbel and qpareto1 when args are not in (0,1) --> corresp. q-methods now consistently return NaN. + m1df,m2df: *particular methods for m2df for AbscontDistribution, DiscreteDistribution are no longer necessary. *new/revised methods for m1df, m2df for AfflinDistribution + enhanced/corrected methods for Kolmogorov distance * when one operand is DiscreteDistribution * yet another (speed) improvement --- important for MDE with KolmogorovDist: Kolmogorov-dist e1 (discrete) : e2 (ac) is x <- support(e1) res <- max(p(e1)(x)-p(e2)(x),p(e2)(x)-p.l(e1)(x)) + merged Expectation_LebDec.R into Expectation.R according to proposal by Kurt Hornik (different Collation order caused problem in English locale) + new expectation methods for UnivarMixingDistribution + included new methods for E(): * for GPareto as well as for Gammad -> increase the precision for the numerical calculation of certain integrals; in particular, integrals involving "log" as integrand. * Expectation for GPareto now has IQR.fac accuracy set to max(1e4,getdistrExOption("IQR.fac") to enhance accuracy for integration; BUGFIXES: + forgot to commit branches/distr-2.2/pkg/distrEx/man/distrExConstants.Rd + forgot some source files (GPD) + fixed a buglet in m2df method for LatticeDistribution (a catch for existing fun argument was missing). + forgot to set corresponding distrExoptions()-default values for accuracy for m1df, m2df + fixed a bug in E-method for AbscontDistribution, function, cond + fix for the bug in distrEx: m2df now only uses mc <- match.call() instead of mc <- match.call(call = sys.call(sys.parent(1))) (do not completely understand why: there is method dispatch, though, as in plot(), where sys.call(sys.parent(1)) is needed, but here match.call() does it... ) + fixed some --hard-to-detect/localize-- bug induced with lazy evaluation: Data-Examples in scripts to ROptEst threw errors: reason --- need an explicit assignment im ClippedMomemts.R (distrEx) mc$object <- object to force evaluation of object (otherwise only transmitted as name...) + R CMD check threw an error for distrEx .Rd file distrExConstants.Rd : probably because of a multi-line \deqn{}{} expression modified + corrected some bug with match.call() in Var()... + forgot to write the expectations of different components into different coordinates + Definition for KolmogorovDist for numeric, UnivariateDistribution by means of ks.test was only oK for AbscontDistributions; changed to KolmogorovDist(DiscreteDistribution(e1),e2) + fixed errors in expectation methods (with upper & lower bounds) as well as in m1df, m2df methods ############## v 2.1 ############## * Rd-style: + several buglets detected with the fuzzier checking mechanism cf [Rd] More intensive checking of R help files, Prof Brian Ripley, 09.01.2009 10:25) [Rd] Warning: missing text for item ... in \describe? , Prof Brian Ripley, * FUNCTIONALS --Expectation +expectation gains (optional) low and upp arguments; these can be passed through to var, skewness, kurtosis +expectation gains explicit arguments to set accuracy locally; +also both quantile and scale based methods is used to determine a sensible integration range in expectation --Quantiles: -median and IQR are now defined for UnivariateCondDistribution --general bug fixes: -checked and fixed functionals (stirred up by mail by Jay Kerns, gkerns@ysu.edu) -bug corrected in E for Hyper (thanks to Jay G. Kerns!) ... -corrected small bug in mad, added new implementation for skewness and kurtosis for signature "ANY". -corrected small bug in skewness for AffLinDistribution. * DISTRIBUTIONS + gains distribution Pareto; ported from pkg actuar by Nataliya Horbenko +new slots d,p,q for Gumbel distribution catching errors, vectorization and lower.tail, log[.p] argument ... + new methods for Gumbel distribution ... * DISTANCES + introduced distance OAsymTotalVarDist (minimal asymmetric total variation distance) + introduced new asymmetric total variation distance AsymTotalVarDist + TotalVarDist and HellingerDist gain extra arguments to better control the integration range and exactness * NEW FUNCTIONALS + m1df for AffLinDistribution + Expectation, var, IQR, median, skewness, kurtosis available for Pareto +... and: had forgotten to document the plot-methods in distrExsome typo's in integration range selection ############## v 2.0.3 ############## * under the hood: + enhanced plotting (correct dispatch; opening of new device is controlled by option("newDevice") ) + after JMC's changes: +gone through setIs relations to ensure "correct" inheritance in Expectation, all the distance functionals (ContaminationSize, HellingerDist,...), m1df,m2df + buglet for AffLinDistribution in Skewness + corrected small bug in mad, added new implementation for skewness and kurtosis for signature "ANY" * moved license to LGPL-3 * new methods for Gumbel distribution ... ############## v 2.0 ############## * moved teaching illustrations to new package 'distrTeach' * E methods for class[es] '[AffLin]UnivarLebDecDistribution' * distance methods for class '[AffLin]UnivarLebDecDistribution' * CvM distance is implemented ############## v 1.9 ############## * 'distrEx' now behaves exactly the same as the other members of the distrXXX family as to 'distrExOptions()', 'getdistrExOption()' * substantial contributions by Jay Kerns, gkerns@ysu.edu: + skewness & kurtosis are now available as functionals + E(), var() return NA in case of T-distribution if not defined * disclaimer for possible collisions with other definitions of kurtosis and skewness * added note on masking on startup as well as disrExMASK() * enhanced 'illustrateCLT' + plot includes a title + for 'DiscreteDistributions' in the "d"-panel, the support is thinned out if length too long + Komogoroff-distance is printed out + 'illustrateCLT' no longer is a generic function but a regular function + the plotting feature of 'illustrateCLT' is extracted and has become a generic function 'plotCLT' (now with title and the summands mentioned in the header) + there is a TclTk-based demo now (therefore TclTk is a suggested package now) replaced recursive summation in illustrate-CLT method by 'convpow' * new demo 'illustLLN' and function 'illustrateLLN' + preset strings similar to those of plot-methods from package 'distr' * moved some parts from package 'distrEx' to package 'distr' + generating function 'DiscreteDistribution' + univariate methods of 'liesInSupport()' + classes 'DistrList' and 'UnivariateDistrList' + generating functions EuclideanSpace() ,Reals(), Naturals() * mentioned in package-help: startup messages may now also be suppressed by suppressPackageStartupMessages() (from package 'base') * adapted demo() to comply with change in return value of require() from R-2.5.0patched on * formals for slots p,q,d as in package stats to enhance accuracy + p(X)(q, [cond,] lower.tail = TRUE, log.p = FALSE) + q(X)(p, [cond,] lower.tail = TRUE, log.p = FALSE) + d(X)(x, [cond,] log = FALSE) used wherever possible; but backwards compatibility: always checked whether lowert.tail / log / log.p are formals * some exact formulas for mad, median, and IQR * new method for IQR for DiscreteDistributions taking care that between upper and lower quartile there is 50% probability * E-, var-, IQR-, mad-, median-, kurtosis-, skewness- methods for new class union AffLinDistribution ############## v 1.8 ############## * changed to version counting of the remaining distrXXX packages * corrected minor error in E() and var() method for Nbinom (thanks to Spencer Graves for drawing our attention to this) * fixed error in definition of Hellinger distance (HellingerDist) ############## v 0.4-4 ############## * dim() method for DiscreteMVDistribution * var() + E() overloaded for DExp-Class * sd()-method overwritten for Norm-Class to allow function / condition argument ############## v 0.4-3 ############## * Implementation of functionals: o evaluation of exact expressions of E (expectation functional) for most specific distributions from stats package o var, sd methods for UnivariateDistributions; these include calls like N <- Norm() var(N,function(t)abs(t)^(1/2)) # calculates Var[|N|^(1/2)] also (factorized) conditional variance is available o evaluation of exact expressions of var for most specific distributions from stats package o median, IQR, mad methods for UnivariateDistributions o for var, sd, median, IQR, mad: all functionality/arguments of stats methods is/are preserved and only if first argument / argument x is of class UnivariateDistribution (or descendant) a different method is applied * Internationalization: use of gettext, gettextf in output * C-interface .GLaw() to replace respective R-Code in distrExintegrate.R * PrognCondDistribution, PrognCondition are included as classes and generating functions (incl. show-method); * Inclusion of demos (see above) + PrognCondDistribution, PrognCondition are included as classes and generating functions (incl. show-method); + illustrateCLT is included and rd-file is done ############## v 0.4-2 ############## * ContaminationSize, HellingerDist, KolmogorovDist, TotalVarDist now return a list which consists of the corresponding distributions and their distance * minor changes in m1df and m2df to increase speed of computation * minor changes in DiscreteMVDistribution to increase speed of computation * introduction of a new parameter useApply in methods for function E with default value TRUE