NEWS
MixMatrix 0.2.7
- Fix Doxygen update to _PACKAGE issue
- Fix names in DESCRIPTION
- Fix "if (class(x) == ...)" issue.
MixMatrix 0.2.6 (2021-11-16)
- Update to fix M_PI issue with Rcpp update.
- Fix some non-HTTPS URLs.
MixMatrix 0.2.5
- Update with DOI for associated paper.
- Fix an issue with AR(1) and CS covariances. The way these are specified
means that in case of mis-specification, they may be non-monotonic if
they are mis-specified and results are near the the boundary.
The functions were written such that it would not stop in this case.
MixMatrix 0.2.4 (2019-11-14)
- Fixed a minor bug in DF calculation for mixture models.
- Fixed a minor bug in log likelihood calculation for mixture models.
MixMatrix 0.2.2 (2019-07-28)
- Added more citations and references.
- Added reference to the paper this package accompanies.
- A small series of bug fixes and internal function updates to more easily
support restrictions on means and variances different functions.
MixMatrix 0.2.1
- Added a number of citations and references to manuals and vignettes, including
clarifying sources of any other functions.
- Added
logLik
functions for LDA, QDA, and MixMatrix objects
MixMatrix 0.2.0
- Start to add mixture modeling - currently support unconstrained variances only
and fixed
nu
parameters for the model = "t"
option..
- Remove list support for matrix LDA and QDA, since they were just a pain
to support for the
predict
methods.
MixMatrix 0.1.0
- Preparing for CRAN submission
- Add pkgdown (https://gzt.github.io/MixMatrix/)
- Add ORCID
- Minor documentation changes
- Fix
nu
bug for matrixlda
and matrixqda
when using normal distribution
- Add vignette for t distribution
MixMatrix 0.0.0.9949
- changing name to MixMatrix
MixMatrix 0.0.0.9927
- include EM algorithm (actually an ECME) for estimation of parameters of
matrix-variate t-distributions
- include variance specifications for EM for t distribution
- include the possibility of restricting covariance matrices to a correlation
structure.
MixMatrix 0.0.0.9926
- split Wishart functions into CholWishart package
- migrate some internal functions to
RcppArmadillo
to improve speed
- add support for multiple observation input to
dmatrixnorm
function
- add support for multiple observation input to
dmatrixt
and dmatrixinvt
- dmatrix function now have large components in C++
- add error checking to
dmatrixinvt
- density only defined when matrix is
positive definite
- improve speed of
MLmatrixnorm
by migrating more to C++ and fixing some
R bottlenecks
MixMatrix 0.0.0.9925
- add multivariate
digamma
- add a couple tests for
matrixt
- new plan: add fitting for t-distribution, LDA for t-distribution
MixMatrix 0.0.0.9924
- Wrote density functions for the Wishart and InvWishart distributions.
Broke the Wishart functions and
mvgamma
functions into a separate file
just for them as they are all related and I may break them into
their own package.
MixMatrix 0.0.0.9923
- Rewrote
rInvCholWishart
to fix a bug where it was not actually a Cholesky
decomposition - while upper triangular,
tcrossprod()
was InvWishart, not crossprod()
. The method is a little slower
since it involves computing rInvWishart
and then taking the Cholesky
decomposition, but it is faster than doing it in R.
MixMatrix 0.0.0.9922
- Added LDA and QDA functions with
predict()
methods. These functions
are relatively fragile.
- Marked some functions as internal to clean up the NAMESPACE
MixMatrix 0.0.0.9921
- Added support for using IID structure for covariance matrices
- correction on restricted means - only true if known variance
MixMatrix 0.0.0.9920
- added change to mean estimation to account for restricted means
- added changes to documentation
MixMatrix 0.0.0.9919
- Added a
NEWS.md
file to track changes to the package.
- Changed the name of the maximum likelihood parameter fitting function to
MLmatrixnorm
since mle.---
could be confused for a method.