The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

robust2sls 0.2.4

This version only updates the unit tests and vignettes.

Changes to Unit Tests

• discovered slight changes in 14th or 15th decimals
• discovered changes to some random number generations from generate_data(), which were traced back to changes in the environment and changes in the MASS pkg
• restructured the tests to rely on fixtures
  • created fixed datasets, stored in tests/testthat/testdata/
  • replaced generate_data() with readRDS() where possible
  • for mc_grid(), artifical data generation happens within the function body using generate_data(); to make it use fixed datasets, used the mockery pkg and macked the function to read in the stored datasets instead of drawing randim data
• fixed GH issue #19, making parallel execution more robust
• introduced some tolerance to numerical comparisons
  • sup_test simulates pvalue, allowed for 0.015 tolerance diff (e.g. across OS)
  • iis_init snapshots rounded to tolerance 12 digits, set to 0 if smaller than that

Detailed Comments

• created two tags, which represented steps along the way of these improvements:
  • v0.2.3-fixtures was developed on the old environment, changed tests to rely on the fixed datasets and ensured all tests still passed; then converted to new environment
  • v0.2.3-ivreg-fixes updated code (tests and vignettes) to avoid new warnings about collinearity, which did not appear previously
  • also updated the gets pkg to v0.40, no changes were required

robust2sls 0.2.3

Bug Fixes

• update documentation
• re-create binaries with newer R version to address CRAN NOTEs

robust2sls 0.2.2

Minor changes

• move package doRNG from Imports to Suggests because the package has been orphaned as of 2022-12-19. Only affects the function mc_grid(), which is anyway for advanced users only

Bug Fixes

• fix bug in unit testing

robust2sls 0.2.1

Major changes

• addition of Impulse Indicator Saturation (IIS) as initial estimator for outlier detection (from ivgets package)

Minor changes

• code coverage has been extended to 100%
• update formulae for FODR under normality (estimation not required)
• all 2SLS estimation commands originally from AER package now use the ivreg package
• fixed or or with empty second argument, as suggested by CRAN maintainers

robust2sls 0.2.0

Major changes

Introduction of a suite of new functions implementing several tests for the presence of outliers in the sample.

• proportion test
• count test
• global test using Simes (1986) procedure
• scaling sum test
• scaling sup test

A vignette is included that illustrates the usage of these testing functions.

Minor changes

• change gauge_avar() to accept NULL as input for split argument
• implement asymptotic covariance of the FODR for different cut-offs
• utility function multi_cutoff() that allows to apply the same outlier detection algorithm with different cut-off / gamma values

robust2sls 0.1.0 (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.