MixMatrix 0.2.7
- Fix Doxygen update to _PACKAGE issue
- Fix names in DESCRIPTION
- Fix “if (class(x) == …)” issue.
MixMatrix 0.2.6
- 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
- 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
- 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
matrixdist 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.
matrixdist 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
matrixdist 0.0.0.9925
- add multivariate
digamma
- add a couple tests for
matrixt
- new plan: add fitting for t-distribution, LDA for
t-distribution
matrixdist 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.
matrixdist 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.
matrixdist 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
matrixdist 0.0.0.9921
- Added support for using IID structure for covariance matrices
- correction on restricted means - only true if known variance
matrixdist 0.0.0.9920
- added change to mean estimation to account for restricted means
- added changes to documentation
matrixdist 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.