2008-07-28 Valentin Todorov * 0.4-07 * * data/un86 - data set added * * R/CovSest.R, man/CovSest.Rd, R/CovControlSest.R, man/CovControlSest.Rd - * added two more estimation methods for the S estimates: bisqauare and * Rocke type, as described in Maronna et al. (2006) - thanks to Matias * Salibian-Barrera for the provided code. * * R/CovMve.R, man/CovMve.Rd - now the raw cov matrix is properly scaled by * a factor median(dist)/qchisq(0.5, p) and the reweighted cov matrix is * multiplied by a consistency corretcion factor, similarly as in CovMcd(). * No finite sample correction factors are used. For details see ?CovMve. * * man/CovMve.Rd - the search for the approximate solution is explained * (fast MVE) and the corresponding referecne (Maronna et al., 2006) is given. * * R/CovMest.R, man/CovMest.Rd - the default initial value now is the raw * (not reweighted) MVE estimate with the covariance matrix standardised * to det(cov)=1 * * R/CovOgk.R, man/CovOgk.RD, src/covOPW.c, R/CovControlOgk.R, man/CovControlOgk.R * Added a C implementation for OGK - thanks to Kjell Konis. * See ?CovOgk for details * * R/plot-utils.R - fixed a bug in plot(CovMcd(x), which="tolEllipsePlot", id.n=0) - * even if id.n was set to 0, at least one observation was plotted with a label * 2008-06-02 Valentin Todorov * 0.4-06 * Added the 'bushmiss' - a group of data sets based on 'bushfire' * with added incompliteness (MCAR) with probability 0.1, * 0.2, 0.3 and 0.4 * Fixed minor errors in the documentation * Added PCA based on robust cov matrix - PcaCov * Added Spherical PCA algorithm - PcaLocantore * Added 'bus' data set - Automatic vehicle recognition data * as an illustration for the PCA methods. The examples reproduce * the corresponding examples from Maronna et al. (2006), page 213 2007-02-12 Valentin Todorov * 0.4-05 * Added the OsloTransect data set * Fixed minor errors in the documentation * Fixed two serious problems in .fastMve() - there was a * hard-coded seed setting and the half-sample was hardcoded too * Added S-estimates computed by either the FAST-S algorithm or * Ruppert's SURREAL 2007-11-10 Valentin Todorov * 0.4-03 * R/plot-utils.R - "Squared Robust distance" changed to "Robust distance", * added ylim parameter so that two parallel distance plots * (robust and classic) will have the same scale * man/getCenter-methods.Rd - there was an 'unmatched right brace' in line 34 - * shown as 'Note' in "R CMD install" but not in "R CMD check" * R/CovRobust.R - method 'plot' - make robust and classic distance * plot same scale * Added function Cov() as an alias to CovClassic() for compatibility with * previous versions * Function and class Robpca changed to PcaHubert - Robpca was too general * Added methods predict, screeplot and biplot for Pca 2007-10-24 Valentin Todorov * 0.4-02 * Fixed the OO-hierarchy for robust location and scatter: now * Cov is a VIRTUAL class and CovClassic added for representing * the classic estimates * CovMve added, to be used as initial solution for CovMest 2007-09-28 Valentin Todorov * 0.4-01 * Removed covMcd, ltsReg and all datasets which were already moved to * package robustbase. Now package robustbase is required and these * functions are used from there. This could cause some minor * incompatibilities because of changed parameters in covMcd(), like: * - trace=FALSE instead of print.it=FALSE * - seed=NULL instead of seed=0 * - changed structure and names of datasets 2007-09-24 Valentin Todorov * 0.3-08 * Added ROBPCA - Robust Principal Component Analysis - with an * S4 object model R/Pca.R, R/PcaClassic, R/Robpca and * man/Pca-class.RD, man/PcaRobust-class.Rd, man/PcaClassic-class.RD * man/Robpca-class.RD, man/PcaClassic.RD, man/Robpca.RD 2007-09-20 Valentin Todorov * 0.3-07 * Added classical and robust Wilks Lambda test - R/Wilks.test.R and * man/Wilks.test.RD 2007-07-05 Valentin Todorov * 0.3-06 * Added one- and two-sample T2 Hotelling test and one-sample * robust T2 Hotelling test (Willems et al. 2002) - R/T2.test.R and * man/T2.test.RD * R/covMcd.R: usage of simulated finite sample correction factors fixed: * - case p=1 fixed * - simulated corrections used only when the Pison et.al. * formula is definitely wrong (negative or very large) * Added the L-moments data sets from Hosking and Wallis (1997): * Appalachia, Cascades, lmom32 and lmom33 * Fixed print.mcd() to avoid conflict with package 'robust' * (same class "mcd") * R/covMcd.R - the calculation of the consistency correction factor * for the raw and reweighted MCD covariance replaced by a call to * a function MCDcons() * R/CovRobust.R, Cov.R, AllGenerics.R, utils.R - fixed the plot * method of CovRobust in case of singular covariance matrix 2006-12-21 Valentin Todorov * 0.3-05 * fixed a bug in ltsReg (in the QQ-plot were plotted the residuals instead * of the standardized reisuals) * added dataset 'Fish Catch Data' * added dataset 'Hemophilia' 2006-09-07 Valentin Todorov * 0.3-04 * name the partial= argument of the sort function in covMcd3.R - * necessary for the coming R 2.4.0 2006-07-08 Valentin Todorov * 0.3-03 * Remove CRLF line endings of the files *.Rout.save in rrcov/tests directory 2006-06-01 Valentin Todorov * 0.3-02 * add CovControlMcd function and CovControlMcd-class * add CovMcd function and CovMcd-class * add CovControlOgk function and CovControlOgk-class * add CovOgk function and CovOgk-class 2006-05-21 Valentin Todorov * 0.3-01 * NAMESPACE: add importFrom(stats4, plot, summary) * add Marona and Yohai data set * add Cov function and Cov-class * add CovControl-class * add CovControlMest function and CovControlMest-class * add CovRobust-class * add CovMest function and CovMest-class 2006-03-13 Valentin Todorov * 0.2-13 * defined package namespace * added constrained M-estimates (Rocke (1994,1996)) 2006-02-10 Valentin Todorov * 0.2-12 * FIXED - .fastmcd and fastlts does not return everything * fixed problems in ltsReg in case of location model Y~1 (or x is missing in ltsReg.default()) 2006-02-06 Valentin Todorov * 0.2-11 * added more data sets from Rousseeuw & Leroy: telef, lactic, pension, pilot, cloud, education, airmay * fixed codoc discrepancies in the data sets stars and wood * ltsReg & covMcd - added options 'best' and 'exact' for nsamp * ltsReg & covMcd - added parameter for controlling the small sample correction factors - use.correction * rrcov.control - added parameter for controlling the small sample correction factors - use.correction * ltsReg & covMcd - output of the consistency and the small sample correction factors 2005-10-24 Valentin Todorov * 0.2-10 * minor corrections in the help of covPlot * fixed bug in covPlot in case of class=TRUE * tolellipse - both robust and classical ellipse are superimposed * added directory inst/bm containing benchmarks comparing covMcd and ltsReg to the corresponding functions in MASS, S-PLUS and Matlab 2005-10-17 Valentin Todorov * 0.2-9 * minor corrections in the help of covMcd * minor correction in ltsReg (false corrected to FALSE) * covMcd - fixed the limitation on the number of variables <= 50 * ltsReg - fixed the limitation on the number of variables <= 50 * added function summary.mcd which prints (additionally to the output of print.mcd) the correlation matrix (if requested), the eigenvalues of the covariance or correlation matrix and the robust distances. * added control object for the estimation options rrcov.control and used in covMcd and ltsReg 2005-09-20 Valentin Todorov * 0.2-8 * ltsReg: added formula interface * ltsReg: adde generic functions summary.lts and print.summary.lts * ltsReg: fixed a problem with reordering of the coeficients even in case without intercept 2005-04-16 Valentin Todorov * 0.2-7 * ltsReg: fixed a bug related to nsamp -> it was hard-coded = 500 in Fortran * ltsPlot: default for id.n changed - instead of 3, now it is the number of identified outliers * ltsPlot: help enhanced * covMcd, covPlot, tolellipse: tol.inv parameter changed to tol, according the change in mahalanobis() in 2.1.0 2004-12-26 Valentin Todorov * 0.2-6 * a bug in ltsReg (rsquared) fixed * fixed CRLF line endings in FORTRAN sources * fixed a problem in covMcd: in case of p=1 and cov=[0], the cov matrix was a double instead of a matrix, which resulted in errors in subsequent calls (e.g. determinant(mcd$cov) expects a matrix) * fixed a problem in ltsReg when p==1 and Intercept==FALSE - the vectors of coefficients ans$coefficients and ans$raw.coefficients were of size 2 * error handling added in ltsReg in case of scale=0 2004-09-16 Valentin Todorov * 0.2-5 * several errors in doc fixed (ltsPlot.Rd, covPlot.Rd, aircraft.Rd) 2004-09-16 Valentin Todorov * 0.2-4 * added Regression Diagnostic Plots - function ltsPlot() * ...added Normal QQ Plot of the residuals * ...added Standardized Residuals versus index plot * ...added Standardized Residuals versus fitted values plot * ...added Regression diagnostic plot * ltsReg: the responce variable Y added to the result object * covMcd: fixed a bug related to nsamp -> it was hard-coded = 500 in Fortran * covMcd: fixed a bug - in case of alpha=1 * added S3 methods plot.mcd and plot.lts * the S3 methods print.mcd and print.lts moved to separate R files * added the stars data set (Hertzsprung-Russell diagram) 2004-07-13 Valentin Todorov * 0.2-3 * improved documentation of the datasets * added datasets aircraft and delivery * added Covariance Plots - function covPlot() * ...added Distance Plot - function distplot() * ...added Distance-Distance Plot - function ddplot() * ...added Chisquare QQ-Plot - function chi2qqplot() * ...added Tolerance Ellipse Plot - function tolellipse() * added function print.lts (for ltsReg result); included in the test tlts.R * added function print.mcd (for covMcd result); included in the test tmcd.R 2004-06-26 Valentin Todorov * 0.2-2 * fixed bug in Fortran: rfltsreg.f, xrfnbreak() * Depends >= 1.8 (it was >= 1.9, because of the bug above) * Parameter, controlling whether to perform intercept adjustment at each step added to ltsReg and its default value set to FALSE