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(math/R-quantreg) Updated 5.99 to 6.00 - probably 5.100 means 6.00 5.100 1. The new `cholesky.f` (from 5.99) needed amendments to correctly pass 'tiny, Large' to it e.g., such that package `cobs` tests pass. 2. Most naturally, extend the auxiliary R function `sfn.control()` accordingly.
(..math/R-quantreg) Updatd 5.96 to 5.99 5.97 1. Changed dfloat to dble per BDR's email of 19/08/23 5.98 1. On the advice of BDR the arithmetic ifs in cholsky.f were modified to accord with "modernization" of fortran. And the Do loops in crqf.f were also modified to end with CONTINUE. 2. Some syntax issues identified in the new CRAN checks were also made. 5.99 1. Bug in rq.fit.conquer fixed to allow ci to be passed to conquer::conquer. 2. cp cholesky.f from SparseM to remove computed gotos in the quantreg version 3. changed several calls to model.matrix to use contrasts.arg = rather than contrasts =
(math/R-quantreg) Updated 5.88 to 5.96
(From: inst/ChangeLog)
5.89
1. removed the anonymous function syntax in 5.87 #2 since it did provoke
complaints from users.
2. Fixed bootstrap methods for sparse X matrices for wild and pwy methods
report by Tom Parker.
a mcmb is hopeless since it doesnt know about sparse matrices, will add
something to man page
b pwy problem was annoying in the sense that rbind(X,0) doesnt work in
SparseM because 0 isnt sparse! Duh.
c wild problem revealed an ecosystem of bugs, even in the non-sparse
case there was a bug: hat(X) was called but should have specified hat(X,
intercept = FALSE), when X is sparse I needed to cook up a special version of hat.
5.91
1. CRAN is doing more severe checking about installed packages, so several
changes were made to make calls to suggested packages conditional on their
loading status. This is supposed to be checkable by setting the environment
variable _R_CHECK_DEPENDS_ONLY_="true" R CMD check ... but I haven't yet
gotten this to work.
5.93
1. The problem referenced in 5.91 above was mainly due to the fact that
packages were put in the system library not my personal library. This was
fixed by reinstalling so that now:
Sys.getenv("R_LIBS_USER")
[1] "/Users/roger/Library/R/x86_64/4.2/library"
and now adding to .Renviron
_R_CHECK_DEPENDS_ONLY_=true
I believe will trigger the checking without the dependencies as required.
5.94
1. Albrecht Gebhardt has made a translation of the Renka interp functionality
used for bivariate smoothing by rqss. This effectively eliminates the need
for tripack in quantreg, and the code as been modified accordingly, thanks to
Albrecht for all his efforts on this. This is all due to the unfortunate ACM
TOMS licencing policy that is incompatible with R.
2. Brian Ripley noted that the DOI for my CUP book was broken and I have urged
them to fix this.
3. Minor bug fix in crq for case that the user specifies a single tau value.
5.95
1. modified rqss to use rgl.triangles3d instead of rgl.triangles as suggested
by Duncan Murdock
2. modified predict.rq and friends to adapt to na.action as suggested in
email of ggrothendieck@gmail.com on 5 April 2023.
5.96
1. Changed gtimer to return 0.0 at suggestion of BDR to facilitate
compatibility with flang.
Update to 5.88
math/blas, math/lapack: Install interchangeable BLAS system Install the new interchangeable BLAS system created by Thomas Orgis, currently supporting Netlib BLAS/LAPACK, OpenBLAS, cblas, lapacke, and Apple's Accelerate.framework. This system allows the user to select any BLAS implementation without modifying packages or using package options, by setting PKGSRC_BLAS_TYPES in mk.conf. See mk/blas.buildlink3.mk for details. This commit should not alter behavior of existing packages as the system defaults to Netlib BLAS/LAPACK, which until now has been the only supported implementation. Details: Add new mk/blas.buildlink3.mk for inclusion in dependent packages Install compatible Netlib math/blas and math/lapack packages Update math/blas and math/lapack MAINTAINER approved by adam@ OpenBLAS, cblas, and lapacke will follow in separate commits Update direct dependents to use mk/blas.buildlink3.mk Perform recursive revbump
Update all R packages to canonical form. The canonical form [1] of an R package Makefile includes the following: - The first stanza includes R_PKGNAME, R_PKGVER, PKGREVISION (as needed), and CATEGORIES. - HOMEPAGE is not present but defined in math/R/Makefile.extension to refer to the CRAN web page describing the package. Other relevant web pages are often linked from there via the URL field. This updates all current R packages to this form, which will make regular updates _much_ easier, especially using pkgtools/R2pkg. [1] http://mail-index.netbsd.org/tech-pkg/2019/08/02/msg021711.html
R-quantreg: update to version 5.42.1. Update to the canonical form of an R package.
Remove MASTER_SITES= from individual R package Makefiles. Each R package should include ../../math/R/Makefile.extension, which also defines MASTER_SITES. Consequently, it is redundant for the individual packages to do the same. Package-specific definitions also prevent redefining MASTER_SITES in a single common place.
Update to 5.34
Upstream changes:
5.30
1. Removed Y argument in crq GRAD subroutine, which seems to be superflous.
5.31
1. Added bag of little bootstraps option to summary.rq. Needs further
testing.
5.32
1. Modified the BLB code to use boot.rq.wxy so that the inner loop was all
in fortran, would be nicer if this loop were done with "fn" rather than "br".
See the note in boot.rq above boot.rq.spwy.
2. modified the crq.pdf file to fix a mento in the description of the Peng
Huang algorithm.
5.33
1. Added option to return density estimates from predict.rqs
2. modified rq.fit.fnb to include a rhs input argument.
3. modified boot.crq to properly deal with only one tau requests
and also changed the default for printing progress report to n - 100,000.
Both suggested by Steve Portnoy.
4. modified boot.rq so it returns cov(B$B) not cov(B) as reported
by Marco Geraci
5. Fixed bug in anova.rqlist to correct error when "fn" method was used
and no $y component was returned. Reported by Tom LaBone.
6. Fixed bug in summary.rqss -- control parameters weren't getting
passed to chol call properly. (Reparted by Geoffrey Shideler (NOAA).)
7. Added init.c to register .Fortran calls and removed the package =
"quantreg" argument.
5.34
1. Fix a bug in rqss to allow control parameters to be passed to rqss.fit
when the method is "lasso" (pointed out by Heracles Apergis.)
2. changed nrow(R) to NROW(R) in rq.fit.hogg thanks to Paul Newell for bug
report.
3. fixed axis label typo in demo engel2.
4. Added Panel.R demo to illustrate fixed effect panel estimation, a la
Galvao job market talk.
5. Some changes to crq.fit.por as suggested by SLP:
line 1: add an input variable mw (the error messages suggest changing mw if
there are problems with resolving degeneracies or trying to pivot too far,
and so it should be possible to do this without getting into the deep part of
the code)
lines 3 and 5: test that x is a matrix and add column names if they are
missing
line 39: define mw so that the fortran constraint is satisfied
Updated math/R-quantreg 5.21 to 5.29 ------------------------------------- From: https://cran.r-project.org/web/packages/quantreg/ChangeLog 5.21 1. Allowed ... to be passed in plot.summary.crqs. 2. Fixed namespace bug in dynrq, and added an Edgeworth wacky AR(1) example to dynrq.Rd. 3. Fixed rqss bug about length of residual vector 5.23 1. Added a "cluster" option for summary.rq() when using the bootstrap option this option implements the wild gradient bootstrap method of Hagemann (2016). See boot.rq for further details. [Needs further testing.] 2. Added a sfn method for rq models, and in the process modified somewhat the return object for both rq.fit.sfn and rq.fit.sfnc so that it is compatible with other rq.fit objects. 5.24 1. Reverted to the old fortran versions of srqfn.f and srqfnc.f, ie removed Martin Maechler's C versions, in preparation for some new sparse forms of the bootstrapping functions. Made a couple of slight changes in the return object for these functions. 2. Fixed a sihttps://cran.r-project.org/web/packages/quantreg/ChangeLoggn error in the cluster option pointed out in an email of Andreas on May 9 2016. 3. Added jackknife option to boot.rq for the proposal of Portnoy. 4. Adapted boot.rq and friends so that when there are multiple taus summary.rqs reuses the same randomization for each of the taus to facilitate joint inference with the bootstrap realizations. 5.25 1. When method = "sfn" store model$x in sparse form. Then when bootstrapping use method = "sfn" rather than the usual "br" method. 2. When using the "cluster" option for bootstrap allow "sfn" as above. 3. When na.action = "omit" and length(fit$na.action) > 0, then omit these values from the strata indicator "cluster". This would seem to help bring together the survey package and quantreg as desired by email correspondance with donald706. 5.26 1. Fixed long line per Kurt's suggestion. 2. Added some comments about method "sfn" in the man page for rq. 5.27 1. removed lines that cat'd taus from rqprocess in the khmal.R 2. fixed environment problem in nlrq, according to suggestion of Vaidotas Zemlys-Balevicius email August 9 2016. 5.28 1. Cleaned up the fortran source a bit in accordance with Kurt's mandate of late August 2016. There are still some offensive items mainly in crq.f that should be dealt with, but I wasn't able to dig into this at the moment.
Update to 5.21 Upstream changes for 5.20: 5.20 1. Added FAW to the rq.Rd see also list at the suggestion of Terry Therneau. No changelog for 5.21 found.
Import quantreg-5.19 as math/R-quantreg. Estimation and inference methods for models of conditional quantiles: Linear and nonlinear parametric and non-parametric (total variation penalized) models for conditional quantiles of a univariate response and several methods for handling censored survival data. Portfolio selection methods based on expected shortfall risk are also included.