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The unnecessary C++11 specification has been dropped to avoid a CRAN Package Check NOTE.
README.md: Used app.codecov.io as base for codecov link.
ru() and ru_rcpp() have an additional
argument mode that allows the user to specify the known
mode of the input function logf instead of finding it using
numerical methods.An extra example has been added to ru(), involving
different Box-Cox transformation parameters for different component
variables.
The list object returned from the function ru() has
an extra component named trans_fn. This is an R function
that performs the inverse transformation from the transformed variable
\(\rho\), on which the generalised
ratio-of-uniforms method is performed, back to the original variable
\(\theta\).
The documentation of the functions ru() and
ru_rcpp() now note that if the argument n = 0
is passed then the ratio-of-uniforms bounding box is returned but no
simulation is performed. This may be useful if the bounding box itself
is of interest.
In the description of the argument logf to
ru() and ru_rcpp() it is advised that
logf = should be provided explicitly to avoid the potential
for argument matching problems.
In plot.ru() the arguments xlabs and
ylabs have been super-seeded by an argument
var_names, which can be used to provide variable names for
use as axis labels.
Improvements to the package manual.
Activated 3rd edition of the testthat
package
WARNINGs in the CRAN package check results, like “init.c:60:47: warning: a function declaration without a prototype is deprecated in all versions of C [-Wstrict-prototypes] extern SEXP _revdbayes_RcppExport_registerCCallable();” have been avoided.
LazyData: TRUE has been removed from DESCRIPTION,
because there is no data/ directory in rust.ru() if isTRUE() is used to deal
correctly with instances where there are missing values in the
generalised ratio-of-uniforms test condition.Dependence on the spatstat package has been removed.
In the S3 plot method plot.ru() warnings, stemming
from stats::regularize.values(), which is called by stats::approx(),
have been suppressed.
A very basic S3 print method print.ru() has been
added, which simply prints the call to ru() or
ru_rcpp().
An extra argument shoof has been added to
ru() and ru_rcpp() to enable the user to have
control over the initial value used to check that a non-zero convergence
indicator is indeed spurious.
Functions that are not intended to be called by the user have been moved to rust-internal.R
Use inherits() to check the class of objects
returned from try(), rather than
class().
Hyperlinks corrected in vignettes.
pkgdown documentation at https://paulnorthrop.github.io/rust/
Further steps are taken in the opimisations used to set up the ratio-of-uniforms bounding box (specifically in find_a() and in cpp_find_a()) to avoid erroneous (lack of) convergence warnings. These can occur if we start the optimisation algorithm too close to the solution.
LF line endings used in inst/include/rust.h and inst/include/rust_RcppExports.h to avoid CRAN NOTE
The summary method for class “ru” is now set up according to Section 8.1 of the R FAQ at (https://cran.r-project.org/doc/FAQ/R-FAQ.html).
In the extra checks used to try to avoid erroneous convergence warnings lower and upper bounds on the parameters are now used.
Corrected minor typo in the penultimate sentence of the “Cauchy density” subsection in the “When can rust be used vignette”: b1* should be b1+.
In ru() and ru_rcpp() the constant
hscale is used to shift logf (and hence scale
the target density f) in function logf in the returned
object. This helps to avoid over/under-flow when contouring f in
plot.ru when d = 2.
The var_names argument to ru_rcpp
didn’t work. This has been corrected.
The arguments lower, upper to ru and
ru_rcpp are now used, at least partly even when
rotate = TRUE. See the updated description of
lower, upper in the documentation of ru and
ru_rcpp.
That the function logf supplied to ru
or ru_rcpp should return -Inf when the density
f is zero is stated explicitly in the help files.
ru() did not work when trans = "user" and
d > 1. This has been corrected.
Extra checks are used to try to avoid erroneous convergence warnings.
Incorrectly formatted link to the Rcpp Gallery webpage corrected in the vignette “Rusting Faster: Simulation using Rcpp”.
Extra examples provided for ru and for
ru_rcpp: (a) Cauchy, (b) half-Cauchy and (c) bivariate
normal x bivariate student-t.
Corrected C++ function vecpow to avoid compilation
errors on some platforms.
Unnecessary dependence on packages devtools and
roxygen2 via Suggests is removed.
Minor edit to vignette: provide link directly to example C++ file
user_fns.cpp in src directory, rather than the
the (identical) example_user_fns.cpp file in the
vignettes directory.
Packages Rcpp (https://CRAN.R-project.org/package=Rcpp) and RcppArmadillo (https://CRAN.R-project.org/package=RcppArmadillo) are used to speed up the computations if the user provides a C++ function to evaluate their target log-density.
New functions: ru_rcpp,
find_lambda_rcpp and
find_lambda_one_d_rcpp.
New vignette. “Rusting faster: Simulation using Rcpp”.
Bug fixed in plot.ru(): previously
plot.ru() failed when d > 2 and no axis
label names were provided.
Bug fixed in plot.ru : previously, in the
d = 2 case, providing the graphical parameter
col produced an error because col = 8 was
hard-coded in a call to points. Now the extra argument
points_par enables the user to provide a list of arguments
to points.
“using pairs()” removed from the last sentence
Description of plot.ru() because pairs() is
not used when d > 2, rather a single plot is produced
for each pair of variables.
Obsolete function rho_to_theta() removed from
function ru in ru_sampling.R.
If the user calls ru (or ru_rcpp) with
trans = "user" but doesn’t supply phi_to_theta
then an error is returned.
plot.ru edited to avoid warning message that
occurred in the d=1 case when breaks was
supplied as an argument.
The functions rgpd, gpd_sum_stats,
gpd_init and gpd_logpost are now
exported.
plot.ru() can now be used when
d > 2: it produces pairwise plots of the simulated
values.
find_lamba(): argument init_lambda
added to enable the user to supply an initial value for the Box-Cox
transformation vector lambda.
Unnecessary print statement print(dim(phi)) removed
from function find_lambda().
Unnecessary print statement print(a_algor) removed
from function ru().
Correct lambda$init to lambda$init_psi
in ru() when extracting Box-Cox information.
Documentation of ru() updated to include a
description of the returned function logf_rho() and
simulated values sim_vals_rho and to clarify the meaning of
the returned value of f_mode.
ru(): the expression for the inverse Box-Cox
transformation in the case where lambda is exactly 0 has been
corrected.
find_lambda(): carry out calculation of the target
on a shifted log scale to avoid underflow.
Set up plot.ru() so that if the user supplies axis
labels then they are used and otherwise the column name(s) of
ru_object$sim_vals are used. Also enable plotmath symbols
to be rendered in the axis labels.
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.