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CVS log for pkgsrc/math/R-quantreg/Makefile

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Default branch: MAIN
Current tag: pkgsrc-

Revision 1.3 / (download) - annotate - [select for diffs], Fri Feb 10 23:11:05 2017 UTC (2 years, 7 months ago) by mef
Branch: MAIN
CVS Tags: pkgsrc-2017Q4-base, pkgsrc-2017Q4, pkgsrc-2017Q3-base, pkgsrc-2017Q3, pkgsrc-2017Q2-base, pkgsrc-2017Q2, pkgsrc-2017Q1-base, pkgsrc-2017Q1, pkgsrc-
Changes since 1.2: +2 -2 lines
Diff to previous 1.2 (colored)

Updated math/R-quantreg  5.21 to 5.29

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


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 and so that it is compatible
with other objects.


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 si 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.


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.


1.  Fixed long line per Kurt's suggestion.

2.  Added some comments about method "sfn" in the man page for rq.


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.


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.

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