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

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Default branch: MAIN

Revision 1.7 / (download) - annotate - [select for diffs], Thu Aug 8 19:53:53 2019 UTC (5 weeks, 3 days ago) by brook
Branch: MAIN
Changes since 1.6: +4 -6 lines
Diff to previous 1.6 (colored) to selected 1.3 (colored)

Update all R packages to canonical form.

The canonical form [1] of an R package Makefile includes the

- 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.


Revision 1.6 / (download) - annotate - [select for diffs], Wed Jul 31 20:22:08 2019 UTC (6 weeks, 4 days ago) by brook
Branch: MAIN
Changes since 1.5: +8 -9 lines
Diff to previous 1.5 (colored) to selected 1.3 (colored)

R-quantreg: update to version 5.42.1.

Update to the canonical form of an R package.

Revision 1.5 / (download) - annotate - [select for diffs], Sat Jul 28 14:40:50 2018 UTC (13 months, 2 weeks ago) by brook
Branch: MAIN
CVS Tags: pkgsrc-2019Q2-base, pkgsrc-2019Q2, pkgsrc-2019Q1-base, pkgsrc-2019Q1, pkgsrc-2018Q4-base, pkgsrc-2018Q4, pkgsrc-2018Q3-base, pkgsrc-2018Q3
Changes since 1.4: +1 -2 lines
Diff to previous 1.4 (colored) to selected 1.3 (colored)

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.

Revision 1.4 / (download) - annotate - [select for diffs], Mon Jan 22 07:35:38 2018 UTC (19 months, 3 weeks ago) by wen
Branch: MAIN
CVS Tags: pkgsrc-2018Q2-base, pkgsrc-2018Q2, pkgsrc-2018Q1-base, pkgsrc-2018Q1
Changes since 1.3: +3 -2 lines
Diff to previous 1.3 (colored)

Update to 5.34

Upstream changes:

1.  Removed Y argument in crq GRAD subroutine, which seems to be superflous.


1.  Added bag of little bootstraps option to summary.rq.  Needs further


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.


1.  Added option to return density estimates from predict.rqs

2.  modified 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.


1.  Fix a bug in rqss to allow control parameters to be passed to
when the method is "lasso"  (pointed out by Heracles Apergis.)

2.  changed nrow(R) to NROW(R) in thanks to Paul Newell for bug

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 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

    line 39: define mw so that the fortran constraint is satisfied

Revision 1.3 / (download) - annotate - [selected], 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.

Revision 1.2 / (download) - annotate - [select for diffs], Sat Apr 9 11:08:45 2016 UTC (3 years, 5 months ago) by wen
Branch: MAIN
CVS Tags: pkgsrc-2016Q4-base, pkgsrc-2016Q4, pkgsrc-2016Q3-base, pkgsrc-2016Q3, pkgsrc-2016Q2-base, pkgsrc-2016Q2
Changes since 1.1: +2 -2 lines
Diff to previous 1.1 (colored) to selected 1.3 (colored)

Update to 5.21

Upstream changes for 5.20:

1.  Added FAW to the rq.Rd see also list at the suggestion of Terry Therneau.

No changelog for 5.21 found.

Revision 1.1 / (download) - annotate - [select for diffs], Fri Jan 1 11:47:40 2016 UTC (3 years, 8 months ago) by wen
Branch: MAIN
CVS Tags: pkgsrc-2016Q1-base, pkgsrc-2016Q1
Diff to selected 1.3 (colored)

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.

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