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select_m(): data-driven bandwidth selection via
generalised cross-validation (GCV) on the diagonal periodogram (Ombao et
al. 2001).decglasso(): one-step debiased (desparsified) spectral
precision estimator. Returns an object of class
"decglasso".var.cov(): asymptotic variance and pseudovariance
estimation with real/imaginary decomposition. Supports plug-in and HAC
estimators. Returns an object of class "varcov".spec.test(): entry-wise Z-statistics, Mahalanobis
chi-squared statistics, CI half-widths, and joint confidence ellipse
areas. Returns an object of class "spectest".spec.fdr(): FDR-controlled multiple testing for support
recovery of the spectral precision matrix. Returns an object of class
"specfdr".fhat_at(): smoothed periodogram matrix at a single
Fourier frequency, added to spectral_functions.R.cv.classo(parallel = TRUE) is now fully operational via
foreach / %dopar%. Requires a registered
backend (e.g. doParallel::registerDoParallel()). A graceful
fallback warning is issued when no backend is registered.classo.control() was ignoring all arguments and always
returning hardcoded factory defaults, making
cv.classo(trace.it = 1) have no effect. Replaced with an
environment-backed settings store so that changes
(e.g. classo.control(itrace = 1)) persist for the R
session.print.classo(): %Dev column was reading
from the non-existent $dev field; corrected to
$dev.ratio.cv.classo(): stop message incorrectly said
cv.glasso; corrected to cv.classo. CV-only
arguments (alignment, parallel) were not
stripped before forwarding the call to classo().cv.classo.raw(): standardized = TRUE
(wrong argument name) changed to standardize = TRUE in all
classo() fold calls.cv_classofit(): removed a glmnet-inherited
family$initialize block that was incompatible with complex
regression. MSE was computed via abs() (MAE) rather than
Mod()^2; corrected.buildPredmat(): S3 generic was defined after its
method; reordered. Prediction matrix initialised as real NA
instead of NA_complex_, causing silent type-coercion. The
alignment switch() was commented out and bypassed;
reactivated.dev_comp() and get_start() in
classoFlex.R: residuals were split into real and imaginary
parts incorrectly. Fixed to Mod(y - x %*% beta)^2.
weighted.mean() on complex y (unsupported in
base R) replaced with sum(w * y) / sum(w).
t(rv) %*% x for lambda_max lacked conjugation;
corrected to Conj(t(rv)) %*% x.plot.cglasso(): x[[index]] accessed a
named field of the fit object by position rather than
x$Theta_list[[index]]. is.integer(index)
rejected all user-supplied plain integers (e.g. index = 1);
replaced with is.numeric + round check. Matrix orientation
was wrong (S[, nrow(S):1] reverses columns, not rows);
corrected to t(S)[, p:1]. The imaginary panel in
"both" mode used zlim = z_re instead of
zlim = z_im. par() was restored twice
(explicitly and via on.exit).predict.classo(): cbind2() (a
sparse-matrix S4 generic) replaced with plain matrix multiplication.
"link" type documented but missing from
match.arg choices. nonzeroCoef() always
dropped row 1 assuming an intercept; now conditional on
object$a0.family.classo() / family.classofit(): were
mapping glmnet-style class names (elnet,
lognet, etc.) that do not exist in cxreg,
returning NA. Both now return "gaussian"
directly.coef.cv.classo(): missing
names(lambda) <- s when s is a character
string, making the output unnamed; added to match
predict.cv.classo().lambda.interp(): top-level = assignment;
two index assignments using =; comment formula
sfrac*left+(1-sfrac*right) missing parentheses. All
fixed.plotCoef():
switch(length(which) + 1, "0" = ...) — the "0"
case was unreachable because length(NULL) + 1 = 1. Fixed to
switch(length(active), "0" = ...). The which
variable was reused for original indices and then overwritten inside
each panel, causing labels to show local rather than original variable
indices.cvtype(): subclass.ch = c(1, 2, 5)
produced an NA entry (only 2 elements in
type.measures); changed to c(1, 2). Both
entries labelled "Mean-Absolute Error"; corrected to
"Mean-Squared Error".error.bars(): returned range(upper, lower)
visibly instead of invisible(NULL)."decglasso", "varcov", "selectm",
"spectest", "specfdr" (previously some
returned plain lists or had the wrong class).classo.path(): duplicate intercept/cbind
block removed (would have appended the intercept column twice when
intercept = TRUE). Orphaned classofit list
object removed. classo.control() called only once.cxreg-package.R: removed unused
@import foreach,
@importFrom fields image.plot, and
@importFrom Rcpp sourceCpp. Added
@importFrom stats qnorm qchisq.plot.classo(): changed to display real and imaginary
parts in separate panels.These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.