2007-02-25 David Luethi ghyp V0.8.3 2007-03-26 David Luethi ghyp V0.9.0 * Bug fixed in lin.transf * Slots aic and fitted.params added to mle.ghypuv and mle.ghypmv * Function stepAIC.ghyp added * Argument names "log" and "legend" changed to "log.hist" and "plot.legend" respectively in qqghyp and hist * Some corrections in the vignette 2007-06-08 David Luethi ghyp V0.9.2 * Internal function abar2chipsi: epsilon changed to .Machine$double.eps * Internal function internal.dghyp, internal.dghypmv: Warning message changed * Internal function mle.default, fit.ghypmv: Output properly formatted with sprintf. * Spline interpolation in internal function internal.dghyp for transition to singularity for the Variance Gamma case * Generic functions logLik and AIC added. * Some changes in the package vignette. 2007-07-05 David Luethi ghyp V0.9.3 * Some changes in the package vignette and documentation. * Function ghyp.moment added. 2007-09-14 David Luethi ghyp V1.0.0 * fit.ghypmv: default relative tolerance set to 1e-8 * fit.ghypmv and fit.ghypuv: Parameter transformation changed to "log" * t.transform changed * inf.t.transform: added; inverse of t.transform * Some changes in the package vignette and documentation. * Bug fixed in check.opt.pars: Check for 'symmetric' and opt.pars['lambda'] and set opt.pars['lambda'] to FALSE when 'symmetric' is TRUE * hist.ghypuv: Warnings now more meaningful * check.norm.pars: Warnings now more meaningful * Function 'lin.transf' replaced by the generic 'transform' * Function 'redim' replaced by the generic '[.ghyp' * Function 'ghyp.param' replaced by the generic 'coef' * Methods 'show' changed and 'summary' added for objects of class 'mle.ghyp' * Argument 'standardize' introduced in the fitting routines 'fit.ghyp..' * Methods 'plot' and 'lines' added. * Initial parameter value 'nu' changed in 'student.t', 'fit.tuv', 'fit.tmv'. 2008-02-05 David Luethi ghyp V1.1.0 * fit.ghypuv, fit.ghypmv now equipped with a rather reasonable error handling * Function 'ghyp.name' added * Internal function besselM3: For nu == 0.5 in besselK there is a faster expression for the bessel function which is now implemented. * Some minor changes in the vignette 2008-03-07 David Luethi ghyp V1.2.0 * Special case of a Gaussian distribution implemented (constructor 'gauss' added). * Deprecated functions 'lin.transf', 'ghyp.params' and 'redim' removed and replaced with 'transform', 'coef' and '[', respectively. * ghyp constructors added for 'alpha.beta' parameters. * Vignette updated and newly implemented parametrization documented. * Error handling improved for qghyp, pghyp, (ESghyp), qgig, pgig, (ESgig). * Constructor 'ghyp' modified such that the variance of the mixing-variable is not required for the symmetric case. * Student-t density now allows "chi.psi" and "alpha.delta" parametrization. * dghyp and pghyp now handle NA's, NaN's and Inf's properly. * Some improvements in the manual. * Internal functions 'is.gaussian', 'is.symmetric.t' and 'is.univariate' added. * Internal functions 'get.stepAIC.ghyp' added. * Univariate symmetric Student-t distribution now use R built-in functions. 2008-07-07 David Luethi ghyp V1.3.0 * Option lower.tail added in pghyp * fit.ghypuv: Initial values of mu and sigma are now median and mad, respectively (instead of mean and sd). * ghyp-constructors: Default parameter values changed for skewness parameters gamma and beta to rep(0, length(mu)). For dispersion matrices sigma and Delta to diag(rep(1, length(mu))). * The function 'qqghyp' now has an argument 'add' which determines whether the points should be added to an existing plot window. * Constructor function "ghyp": all(gamma) == 0 changed to all(gamma == 0). * Internal function 'is.symmetric.t' changed to 'is.student.t(object, symmetric = NULL)'. * 'coef' applied to a Student-t distribution now also returns the degree-of-freedom 'nu', which is nu = -2 * lambda. Function 'show.ghyp' adapted accordingly. * It is now possible to switch from the 'chi.psi' parametrization to the 'alpha.bar' parametrization. * Package vignette enhanced * Slot 'trace.pars' added to class 'mle.ghyp'. This slot contains a list (optionally in case of a multivariate fit) which stores the parameter values during the fitting procedure. * 'fit.ghypmv' is equipped with a boolean 'trace' as a consequence of the above modification. In the univariate case 'trace' is always true, meaning that the parameters will be stored in the slot 'trace.pars' in any case. * 'ghyp.fit.info' returns a formatted version of the data in the slot 'trace.pars'. * Initial value of 'alpha.bar' changed to 0.5 instead of 0.1 in 'fit.ghypuv'. * Function 'ghyp.omega' added. 'ESghyp' and 'ghyp.omega' are now described in the .Rd file 'ghyp-risk-performance'.