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| NEWS | R Documentation |
improve readability of the code.
add some useful comments.
speedup MCD/ACD/HPC method (GH #2, @Neutron3529).
fix the warning on order() suggested by Kurt Hornik.
remove lattice from Imports.
fix a bug on model order (GH #1).
speedup HPC method (GH #2, @Neutron3529).
fix function bootcurve(): argument
optim.method was missing to call function
optimizeJmcm(), and now it is set to 'default'.
add the JSS paper as vignette in package jmcm.
add option optim.method in function jmcm():
by default, optim.method is 'default' so that the BFGS algorithm
we implemented internally is used; alternatively, we can set
optim.method as 'BFGS' so that vmmin() (the underlying C
function used in stats::optim() for BFGS algorithm) will be
called through R package roptim.
class JmcmBase is implemented as the base class for class
MCD, ACD and HPC to reduce code duplication.
class JmcmFit is used for fitting of the three
Cholesky-based joint mean-covariance models (i.e., MCD, ACD and HPC).
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.