2007-06-20 Martin Maechler * DESCRIPTION (Version): 0.2-8 ready to be released * src/lmrob.c (rwls): patch from Matias Salibian: Don't do any "lambda iterations" anymore, they are remnants from old "experiments". 2007-06-19 Valentin Todorov * R/covMcd.R: usage of simulated finite sample correction factors fixed: * - case p=1 fixed * - simulated corrections used only when the Pison et.al. * formula is definitely wrong (negative or very large) 2007-06-09 Martin Maechler * tests/lmrob-data.R, *.Rout.save: new consistency tests for lmrob() * R/biweight-funs.R (tukeyPsi1, tukeyChi): renamed from lmrob.Psi() and lmrob.Chi(); also renamed * man/tukeyPsi1.Rd, man/tukeyChi.Rd: updated, also mentioning "psiFunc" * src/lmrob.c (rwls): now controlling *relative* error in MM iterations, i.e., convergence happens when ||b1 - b2|| < eps * ||b1||. The above 'eps' is now part of lmrob.control() instead of hard-wired in C code. * R/lmrob.MM.R (lmrob.MM): new argument 'trace.lev' * src/robustbase.h (R_lmrob_MM): add trace_lev argument 2007-06-08 Martin Maechler * src/lmrob.c (refine_fast_s): slight change in warning() [make message nicer for future R >= 2.5.1] 2007-04-21 Martin Maechler * R/ltsReg.R: replace 'quan' by 'h' internally * R/covMcd.R: ditto * R/covMcd.R (h.alpha.n): renamed from "quan.f"() and now exported: * NAMESPACE: and hence * man/h.alpha.n.Rd: documented, and linked to from here * man/ltsReg.Rd, man/covMcd.Rd: 2007-04-18 Valentin Todorov * R/covMcd.R: use simulated finite sample correction factors {FIXME!} 2007-04-11 Martin Maechler * R/ltsReg.R (ltsReg.default): 'ans$X' now has "intercept first" to match coefficient vector. * R/ltsReg.R (summary.lts): no need to reorder 'R' (cholesky) anymore 2007-04-02 Valentin Todorov * R/covMcd.R: the (repeated) calculation of the consistency * correction factor for the raw and reweighted MCD covariance * replaced by a call to a function MCDcons() 2007-03-30 Valentin Todorov * R/covMcd (print.mcd): solve a conflict with fastmcd() in package robust: both return an object of class "mcd" 2007-03-28 Martin Maechler * R/covMcd.R (.fastmcd): subsample size myk <- p+1 (was 'p') 2007-03-27 Martin Maechler * R/covMcd.R: cosmetic changes; comments * src/rffastmcd.f: ditto * tests/tmcd.R: added very small sample (n < 2p) examples. 2007-03-26 Martin Maechler * R/ltsReg.R (print.summary.lts): signif.stars: instead of FALSE, use same default as for lm(.). * man/summary.lts.Rd 2007-03-26 Martin Maechler * R/covMcd.R (covMcd): be more tolerant about small n, notably n < 2p, now only requiring n >= p + 2 * src/rf-common.f (rfnbreak): really unused * src/rfltsreg.f, src/rffastmcd.f: comment use of rfnbreak() 2007-03-24 Martin Maechler * R/covMcd.R (covMcd): ans$raw.cov should be matrix even for p==1 2007-03-21 Martin Maechler * R/ltsReg.R (ltsReg.default): fix long-standing ("rrcov") bug of wrong coefficient order in ltsReg(x,y, intercept=FALSE). * tests/LTS-specials.R: add regression-test 2007-02-08 Martin Maechler * R/covMcd.R (singularityMsg): moved the remaining cases out of covMcd(). 2007-01-24 Martin Maechler * R/covMcd.R (covMcd): save 'singularity' info as list, and don't append it as string to 'method'. (singularityMsg): new utility used for printing singularity of MCD (print.mcd): using strwrap() instead of "\n" such that print() obeys options("width"). 2006-12-28 Martin Maechler * DESCRIPTION (Version): 0.2-7 released to CRAN * src/rfltsreg.f: get rid of warnings, notably some extraneous args. * src/rffastmcd.f: ditto * inst/test_MCD.R (mortality, mort3): add example {near singular} * tests/tmcd.R: thest "near singular" example, using new tolSolve: * R/rrcov.control.R (rrcov.control): new tolSolve = 1e-14 * R/covMcd.R (covMcd): use 'tolSolve' instead of 1e-10 for mahalanobis' solve(*, tol). 2006-12-21 Valentin Todorov * R/ltsPlot.R (ltsPlot): for "rqq", use *standardized* residuals 2006-10-20 Martin Maechler * src/rfltsreg.f (rfltsreg): more comments; and minor cleanups * R/ltsReg.R (.fastlts): slightly simplified 'nsamp' checking and setting * DESCRIPTION (LazyData): yes * man/heart.Rd: mention survivals' "heart" data 2006-10-18 Martin Maechler * src/rfltsreg.f: less "if() l1,l2,l3" ; better indenting; etc worked pretty hard on C translation but that still seg.faults (!) 2006-10-04 Martin Maechler * INDEX: added a "manual" INDEX which has all the data sets at the end. * R/OGK.R (covOGK): more default arguments: n.iter = 2, and weight.fn = hard.rejection * R/OGK.R (s_mad, s_IQR): more "scale functions" for (O)GK * tests/OGK-ex.R: added examples for new s_*() scales; * tests/OGK-ex.Rout.save: new 2006-10-03 Martin Maechler * R/qnsn.R (s_Qn, sSn): new (trivial) wrapper functions for easier use in covOGK(). * man/Sn.Rd, man/Qn.Rd: ditto * man/covOGK.Rd: example with the above 2006-09-30 Martin Maechler * DESCRIPTION (Version): 0.2-6 * R/covPlot.R (covPlot): added 'labels.id', 'cex.id' and 'label.pos' arguments, "parallel" to plot.lm() and improved the labeling accordingly. * man/covPlot.Rd: 'ask=TRUE' gives problems in R <= 2.3.1 2006-09-29 Martin Maechler * DESCRIPTION (Version): 0.2-5 * data/radarImage.rda: add 'radarImage' data set from MMY-book * man/radarImage.Rd: ditto * data/toxicity.rda: added 'toxicity' data set (from MMY) * man/toxicity.Rd: ditto * src/rf-common.f (rfishsort): swap integer declaration order 2006-09-23 Martin Maechler * man/covPlot.Rd: document covPlot() as well, since that is more generally usable. * src/rf-common.f (rfrangen): declare unifrnd() as double prec.; also in other places; now using 'implicit none' to catch such things more easily. * R/tolEllipse.R (tolEllipsePlot): classic=TRUE: do not prepare a side-by-side plot, since we *over*plot. Rename 2nd argument from 'mcd' to 'm.cov', since it really only needs to have a mean ('center') and covariance component. 2006-09-05 Martin Maechler * DESCRIPTION (Version): 0.2-3 uploaded to CRAN * tests/tlts.R: rename test functions and move to new file * inst/test_LTS.R: * tests/tmcd.R: rename test functions and move to new file; do not 'time' them, since we want to use *.Rout.save files. * inst/test_MCD.R: * src/Makevars: add long overdue $(FLIBS) 2006-09-04 Martin Maechler * R/ltsReg.R (ltsReg.default): add argument name: sort(*, partial = ) * R/covMcd.R (covMcd): ditto 2006-06-27 Martin Maechler * DESCRIPTION (Depends): no longer depend on "MASS" which is suggested. * NAMESPACE, man/summarizeRobWeights.Rd: export and document summarizeRobWeights(). * R/lmrob.R (summarizeRobWeights): improvement (singular/plural etc) * R/ltsReg.R (ltsReg.formula): add 'subset' etc; and follow guidelines in developer.r-project.org/model-fitting-functions.txt. * tests/tmcd.R: typo; add timing comparison * R/glmrob.R (glmrob): family = "gaussian" now dispatches to lmrob() 2006-06-24 Martin Maechler * R/glmrob.R (print.summary.glmrob): as for lmrob(), now use summarizeRobWeights() and printControl(). * R/lmrob.R (printControl): more flexible * man/glmrob.Rd: update examples with 'weights.on.x' 2006-06-23 Andreas Ruckstuhl * R/glmrobMqle.R (wts_HiiDist): *row*Sums()! 2006-06-13 Martin Maechler * DESCRIPTION (Version): 0.2-2 * src/Makevars (PKG_LIBS): need this (in particular for Windows) 2006-06-08 Martin Maechler * src/lmrob.c (refine_fast_s): made sure 'conv *is* called as *Rboolean 2006-06-07 Martin Maechler * src/lmrob.c (refine_fast_s): print warning in case of non-convergence * DESCRIPTION (Version): 0.2-1 - pre-release * R/lmrob.MM.R (lmrob.control): decrease refine.tol "back" to 1e-7 * man/lmrob.control.Rd: ditto * src/lmrob.c (rho_biwgt): fix embarassing sign typo/thinko 2006-06-06 Martin Maechler * DESCRIPTION (Version): 0.2-0 "pre-released" to Andreas & Matias * src/lmrob.c (rwls): return *max_it = #{iterations used} * R/lmrob.MM.R (lmrob.MM): return #{iterations} back to R level * R/lmrob.R (summary.lmrob): and make sure they are printed. 2006-06-05 Andreas Ruckstuhl * R/anova.lmrob.R (anova.lmrob): new, for model comparison both "Wald" and "Deviance" tests. * man/anova.lmrob.Rd: docu + example 2006-05-31 Martin Maechler * R/covMcd.R (covMcd): use R' RNG * R/covMcd.R (print.summary.mcd): is new; also print.mvd and summary.* are now here, and improved. * src/rfltsreg.f (rfltsreg): use R's RNG * src/rffastmcd.f (rffastmcd): ditto * src/rf-common.f (rfrangen): use unifrnd(), and comment out the previous uniran() * src/R-rng4ftn.c: use R's RNGs also for Fortran, in 2006-05-29 Martin Maechler * src/lmrob.c: use R's unif_rand() instead of C's rand() * R/lmrob.MM.R: set/save R's .Random.seed, possible from 'seed' 2006-05-29 Martin Maechler * DESCRIPTION: version 0.1-7; the last one with C's rand() * R/lmrob.MM.R: it's "$seed" from init.S , not M(M)-estimate 2006-04-25 Martin Maechler * R/biweight-funs.R (lmrob.Psi): unification, rescaling, such that Psi'(0) = 1 2006-04-22 Martin Maechler * R/lmrob.MM.R (lmrob.S): new (control) option 'best.r.s = 2'; was hardcoded in C * src/lmrob.c (R_lmrob_S): 'best_r' is now argument; further, seed_rand is passed to the fast_s*() sub functions, so we can call them from R {and decide ourselves "if fast". * src/rf-common.f: new file for functions identical in rffastcmd.f and rfltsreg.f. 2006-04-21 Martin Maechler * data/NOxEmissions.Rd: add the large dataset from René Locher * man/NOxEmissions.Rd: 2006-04-21 Martin Maechler * R/lmrob.MM.R (lmrob.MM): return robustness weights as 'wt' 2006-04-18 Martin Maechler * R/lmrob.MM.R (lmrob.control): change default for 'compute.rd' to FALSE ==> robust (Mahalanobis) distances are *not* computed by default. This prevents singularity errors which happen frequently as soon as X contains (large) factors (with few levels). 2006-04-15 Martin Maechler * man/pension.Rd: add plots and simple 1st aid trafo (!) * R/glmrobMqle.R (glmrobMqle): weights.on.x = "hat" couldn't have worked(!) - still needs work __TODO__ * R/lmrob.MM.R (lmrob.S, lmrob.MM): simplified computations achieving ~ 10% faster execution for a (n,p) = (500,20) example. 2006-04-01 Martin Maechler * src/lmrob.c: new lmrob() code from Matias' roblm package * R/lmrob.*.R: renamed s/roblm/lmrob/ but also refactored * man/lmrob.*.Rd: and added a bit * TODO: section on lmrob() 2006-03-20 Martin Maechler * DESCRIPTION (Version): 0.1-4 * data/vaso.rda: one value, vaso[32,2], had a typo; it was '0.3' but should have been '0.03' 2006-03-16 Martin Maechler * R/OGK.R (scaleTau2): add consistency correction (for OGK). * man/scaleTau2.Rd: added * R/glmrobMqle.R: ni=0 special casing (not finished yet). * tests/binom-ni-small.R: more testing of ni=0 2006-03-14 Martin Maechler * TODO, Done, DESCRIPTION: updated, ready for release 2006-03-14 Andreas Ruckstuhl * R/anova-glmrob.R (anova.glmrob): new function * man/anova.glmrob.Rd: and documentation, replacing previous modsel.*() 2006-02-24 Martin Maechler * R/print.lts.R: moved to this file (and simplified slightly) to * R/ltsReg.R (ltsReg): more cleanup; fix (y ~ 1) and (y ~ 0) properly 2006-02-23 Martin Maechler * tests/LTS-specials.R: new file 2006-02-22 Martin Maechler * tests/MCD-specials.R: new tests * tests/huber-etc.R: tests for huberM() moved from pkg 'sfsmisc' 2006-02-21 Martin Maechler * R/glmrob.R (summary.glmrob): "Std. Error" (with blank!) 2006-02-18 Martin Maechler * R/glmrobMqle.R (glmrobMqle): make it work for ncoef == 0 * tests/glmrob-specials.R: new tests * R/glmrob.R (print.summary.glmrob): the same as print.glmrob + more 2006-02-17 Martin Maechler * R/glmrob.R (vcov.glmrob): added (print.glmrob): fix typo * tests/binom-ni-small.R: add from Martin's old "robGLM1" package * R/glmrob.R (glmrob): '...' passed to glmrob.control(...) 2006-02-17 Valentin Todorov * FIXED - .fastmcd and .fastlts no more return everything * fixed problems in ltsReg in case of location model Y~1 (i.e. x is missing in ltsReg.default()) * ltsReg & covMcd - added options 'best' and 'exact' for nsamp * ltsReg & covMcd - added parameter for controlling the small sample correction factors - use.correction * rrcov.control - added parameter for controlling the small sample correction factors - use.correction * ltsReg & covMcd - output of the consistency and the small sample correction factors 2006-02-09 Martin Maechler * DESCRIPTION (Version): 0.1-2 ready for CRAN "baby release" * man/vaso.Rd: fix longstanding typo: con*s*triction * R/glmrob.R (glmrob): Oops! the *.control() function must only have one "." and must be *called* 2006-02-08 Martin Maechler * R/glmrob.R,......: added 'glmrob' and 'nlrob' from Andreas Ruckstuhl 2006-02-02 Martin Maechler * R/covMcd.R: all moved from 'rrcov' after Valentin's * R/ltsReg.R: "green light" .......... 2006-01-25 Martin Maechler * DESCRIPTION (Version): 0.0-1 "prerelease" ready * man/psi_func-class.Rd: version "checked in" and ready for pre-release * man/chgDefaults-methods.Rd: ditto 2006-01-17 Martin Maechler * NAMESPACE: added name space * R/OGK.R (covOGK): added this; even though, the default scale estimate is *not* consistent * tests/tests-OGK.R: minimal 'test' 2006-01-16 Martin Maechler * man/starsCYG.Rd: clean up of documentation for the Rousseeuw data * man/aircraft.Rd: from Valentin * .... --------------- all these are for those things from 'rrcov' ------------------- 2005-12-28 Valentin Todorov * 0.2-11 * added more data sets from Rousseeuw & Leroy: telef, lactic, pension, pilot, cloud, education, airmay * fixed codoc discrepancies in the data sets stars and wood * ltsReg & covMcd - added control parameter for the small sample correction factors * ltsReg & covMcd - output of the consistency and the small sample correction factors 2005-10-24 Valentin Todorov * 0.2-10 * minor corrections in the help of covPlot * fixed bug in covPlot in case of class=TRUE * tolellipse - both robust and classical ellipse are superimposed * added directory inst/bm containing benchmarks comparing covMcd and ltsReg to the corresponding functions in MASS, S-PLUS and Matlab 2005-10-17 Valentin Todorov * 0.2-9 * minor corrections in the help of covMcd * minor correction in ltsReg (false corrected to FALSE) * covMcd - fixed the limitation on the number of variables <= 50 * ltsReg - fixed the limitation on the number of variables <= 50 * added function summary.mcd which prints (additionally to the output of print.mcd) the correlation matrix (if requested), the eigenvalues of the covariance or correlation matrix and the robust distances. * added control object for the estimation options rrcov.control and used in covMcd and ltsReg 2005-09-20 Valentin Todorov * 0.2-8 * ltsReg: added formula interface * ltsReg: adde generic functions summary.lts and print.summary.lts * ltsReg: fixed a problem with reordering of the coeficients even in case without intercept 2005-04-16 Valentin Todorov * 0.2-7 * ltsReg: fixed a bug related to nsamp -> it was hard-coded = 500 in Fortran * ltsPlot: default for id.n changed - instead of 3, now it is the number of identified outliers * ltsPlot: help enhanced * covMcd, covPlot, tolellipse: tol.inv parameter changed to tol, according the change in mahalanobis() in 2.1.0 2004-12-26 Valentin Todorov * 0.2-6 * a bug in ltsReg (rsquared) fixed * fixed CRLF line endings in FORTRAN sources * fixed a problem in covMcd: in case of p=1 and cov=[0], the cov matrix was a double instead of a matrix, which resulted in errors in subsequent calls (e.g. determinant(mcd$cov) expects a matrix) * fixed a problem in ltsReg when p==1 and Intercept==FALSE - the vectors of coefficients ans$coefficients and ans$raw.coefficients were of size 2 * error handling added in ltsReg in case of scale=0 2004-09-16 Valentin Todorov * 0.2-5 * several errors in doc fixed (ltsPlot.Rd, covPlot.Rd, aircraft.Rd) 2004-09-16 Valentin Todorov * 0.2-4 * added Regression Diagnostic Plots - function ltsPlot() * ...added Normal QQ Plot of the residuals * ...added Standardized Residuals versus index plot * ...added Standardized Residuals versus fitted values plot * ...added Regression diagnostic plot * ltsReg: the responce variable Y added to the result object * covMcd: fixed a bug related to nsamp -> it was hard-coded = 500 in Fortran * covMcd: fixed a bug - in case of alpha=1 * added S3 methods plot.mcd and plot.lts * the S3 methods print.mcd and print.lts moved to separate R files * added the stars data set (Hertzsprung-Russell diagram) 2004-07-13 Valentin Todorov * 0.2-3 * improved documentation of the datasets * added datasets aircraft and delivery * added Covariance Plots - function covPlot() * ...added Distance Plot - function distplot() * ...added Distance-Distance Plot - function ddplot() * ...added Chisquare QQ-Plot - function chi2qqplot() * ...added Tolerance Ellipse Plot - function tolellipse() * added function print.lts (for ltsReg result); included in the test tlts.R * added function print.mcd (for covMcd result); included in the test tmcd.R 2004-06-26 Valentin Todorov * 0.2-2 * fixed bug in Fortran: rfltsreg.f, xrfnbreak() * Depends >= 1.8 (it was >= 1.9, because of the bug above) * Parameter, controlling whether to perform intercept adjustment at each step added to ltsReg and its default value set to FALSE