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hermiter v2.3.1
Minor improvements and bug
fixes
- Updated parallelized C++ methods to be more thread-safe and included
improved bound checking.
- Updated citation for hermiter article.
hermiter v2.3.0
Additions and improvements
- Enhanced the update_sequential method to incorporate a single or
multiple new observations.
- Added density generic function which outputs an object with
associated print and plot generics.
- Added quantile generic function for convenience.
- Added hcdf function which outputs an object with associated print,
plot and summary generics.
- Added median and IQR convenience functions.
- Added a wrapper around the stats::cor function with two new methods,
namely “hermite.spearman” and “hermite.kendall”.
Minor improvements and bug
fixes
- Additional test cases have been added.
- Updated the vignette.
- Fixed the SystemRequirements: C++11 note.
hermiter v2.2.0
Breaking changes
- The interface of
hermiter
has been simplified. The
update_batch
method has been removed in favor of providing
the ability to initialize the hermite_estimator
with an
initial batch of observations. Several internal methods are no longer
exported in the interests of simplicity.
- The default values of N have been optimized for different settings.
For univariate, non-exponentially weighted estimators, the default is
now N = 50. For univariate, exponentially weighted estimators, the
default is now N = 20. For bivariate, non-exponentially weighted
estimators, the default is now N = 30. Finally, For bivariate,
exponentially weighted estimators, the default is now N = 20.
Major enhancements
- Parallel implementation of batch updating using RcppParallel
provides significant performance improvements on multicore systems. Note
that this can be disabled by using options(hermiter.parallel =
FALSE).
Minor improvements and bug
fixes
- Updated citation information.
- Additional test cases have been added.
- Bug fixes for series acceleration algorithm.
hermiter v2.1.0
New features
- A method has been added for estimating the Kendall rank correlation
coefficient in the bivariate setting.
- The univariate quantile estimation method has been significantly
enhanced in accuracy using series acceleration techniques. Series
acceleration is enabled by default.
- The univariate pdf and cdf methods have been significantly enhanced
in accuracy using series acceleration techniques. Series acceleration is
enabled by default.
- The new default method for the univariate quantile estimation
method, ‘interpolate’ is much faster than the alternate method,
‘bisection’ with nearly the same accuracy.
- Added print and summary methods for both the univariate and
bivariate hermite_estimator objects.
- Convenience function added to calculate sums of Hermite
functions.
Documentation improvements
- The vignette
hermiter
, namely
vignette("hermiter")
has been extended to included examples
pertaining to estimation of the Kendall Tau nonparametric correlation
coefficient in the bivariate setting.
hermiter v2.0.3
Minor improvements and bug
fixes
- Minor update to test cases.
hermiter v2.0.2
Breaking changes
get_coefficients
has been removed as it is
redundant.
combine_hermite
has been renamed to
merge_hermite
for clarity.
combine_pair
has been renamed to
merge_pair
for clarity.
hermite_integral_val_quantile_adap
has been renamed to
hermite_integral_val_upper
for clarity.
New features
- Bivariate Hermite estimators have been added with methods for
estimating bivariate probability density functions and cumulative
distribution functions along with Spearman’s rank correlation
coefficients.
- The bivariate estimators include methods to batch update or
sequentially update.
- Methods are also provided to consistently merge bivariate
hermite_estimators.
- Convenience methods have been added for calculating normalized
Hermite functions, along with upper, lower and full domain integrals of
the normalized Hermite functions.
Documentation improvements
- The vignette
hermiter
, namely
vignette("hermiter")
has been extended to included examples
pertaining to the bivariate Hermite series based estimators.
Minor improvements and bug
fixes
- The method for merging univariate Hermite series based estimators
has been improved, yielding greater accuracy when the hermite_estimators
are standardized.
- The method for estimating quantiles with the univariate Hermite
series based estimator has been improved and is now consistent with the
estimator in the literature.
- Vectorized the univariate quantile estimation method.
- Added further error trapping and other minor enhancements (also for
C++ routines).
hermiter v1.0.0
INITIAL RELEASE
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.