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.