NEWS
mclustAddons 0.9.1 (2024-11-13)
- Change default argument
optimControl = list(..., usegr = FALSE)
in
densityMclustBounded()
and MclustBounded()
.
mclustAddons 0.9 (2024-09-20)
- Added
GMMlogreturn()
to model log-returns financial data via GMMs.
- Added
VaR()
and ES()
to compute risk measures from GMMs.
densityMclustBounded()
allows to have lambda values fixed for a
subset of variables while to estimate lambda parameters for the
remaining variables.
densityMclustBounded()
added noise component.
densityMclustBounded()
and MclustBounded()
include an optional argument
criterion
to specify the information criterion for model selection.
- converted all documentation to use
roxygen2
package.
- clean-up package dependencies.
mclustAddons 0.8 (2024-03-01)
- Starting with this version mclust >= 6.1 is needed because of using
efficient
softmax()
and logsumexp()
functions coded in Fortran.
This replaces previously included functions of the same name (now
removed).
- Added
prior
and nstart
arguments to densityMclustBounded()
function.
- Added
rangepowerBackTransform()
.
- Exported both
rangepowerTransform()
and rangepowerBackTransform()
.
- Bug fixes.
mclustAddons 0.7.2 (2023-01-06)
mclustAddons 0.7.1
- Small bug fix in help page.
mclustAddons 0.7 (2022-11-15)
- Add code for computing entropy via Gaussian mixtures. See
help(EntropyGMM)
.
- Add efficient Rcpp-based functions to compute log-sum-exp and softmax.
mclustAddons 0.6 (2021-12-17)
- Bug fixes.
- Allowed to have both
lbound = NULL
and ubound = NULL
, in which
case only power transformation is performed.
mclustAddons 0.5 (2021-09-29)
- Release submitted to CRAN.
mclustAddons 0.4
- Add logarithm arg to
predict.densityMclustBounded()
function.
mclustAddons 0.3
- Release for R version 4.0
- Inclusion of
MclustMEM()
and accompanying functions.
mclustAddons 0.2
- Inclusion of
densityMclustBounded()
and accompanying functions.
mclustAddons 0.1
- Initial developing release.