2014-03-05 version 0.39
new features:
- longitudinal data in quadratic programming sheets with random intercepts
changes:
- efficient algorithm to determine expectiles of distributions, e.g. enorm
- set maximum number of used kernels to 2 according to CRAN policy
bugfixes:
- fixed handling of boundary class regions
- fixed plotting of maps
- fixed boosting of Markov random fields (prediction)
2013-07-20 version 0.38
new features:
- least squares smoothing parameter choice by GCV, AIC, BIC, L-curve, GCV grid search
changes:
- optimized Schall algorithm for extreme expectiles
bugfixes:
- fixed prediction and plotting of 2dim bases
2013-04-10 version 0.37
bugfixes:
- fixed print method for boosting
- fixed covariate name usage for parametric effects
- fixed intercept output of quantile bundle
changes:
- removed function "interp" from plot in order to remove dependency from akima
2013-01-15 version 0.36
changes:
- plots for confidence intervals are now added
bugfixes:
- fixed prediction of parametric effects
2012-08-15 version 0.35
new features:
- introducing asymptotic results for weighted least squares estimation
- methods summary and confint added
changes:
- expectreg.qp now works with semiparametric additive models
- nonlinear effects can be plotted with a rug plot
- plot function now adapts to setting of mfrow and pdf creation
- parametric bases now accept more flexible categorical variables by implementing model.matrix
bugfixes:
- additive bases now work with varying coefficients
- p-spline bases and schall algorithm now work better with NA in data
2012-02-13 version 0.30
changes:
- optimised basis selection in kriging
- changed parallelisation to 'parallel' package
bugfixes:
- choosing asymmetries in quantile bundle fixed
- parametric effects in boosting fixed
- fixed plotting options
2011-11-30 version 0.29
new features:
- function mono added that constructs shape constraint p-spline bases
(not yet available for expectreg.qp)
changes:
- renamed function base to 'rb' to avoid name conflict with base package
- includes boosting baselearners bmono and brad
- package structure changed:
- expectreg.ls now contains laws, restricted, bundle and sheets method
- renamed expectreg.boot (prev. expectile.boost) and expectreg.qp (expectile.noncross)
- renamed 'bundle.density' and 'expectile.cdf' to cdf.bundle and cdf.qp (returning the same class)
bugfixes:
- building and plotting of radial / kriging bases fixed
2011-09-08 version 0.26
new features:
- functions eeplot and eenorm added
- functions penorm, pet, pebeta, peunif etc. compute asymmetries from expectile values
changes:
- univariate expectile computation and estimation optimised
- help pages use simpler, faster examples
- added "..." support for plot function
bugfixes:
- predicting sheets fixed
2011-05-09 version 0.25
new features:
- function expectile.noncross now also works for additive parametric models
- adding methods for class 'expectreg': coef, resid, fitted, effects and predict
- function expectile added for univariate expectiles corresponding to 'quantile' function
changes:
- functions can now handle formulas y ~ 1 and y ~ .
- variable names are now saved throughout the regression functions
bugfixes:
- minor fixes regarding sheets and plotting them
2011-03-22 version 0.21
new features:
- function expectile.noncross added that uses quadratric programming with constraints
- function expectile.cdf added that estimates a CDF from an 'expectreg' object
changes:
- optimising kriging and radial basis computation
- expectile plots only with the use of S3method
- formula evaluation not based on GlobalEnv anymore
bugfixes:
- correcting penalty matrices for non-centered basis
- sheets now plot correctly and return an appropriate object
- correcting sheet intercept in additive models and centered bases
2011-02-24 version 0.20
new features:
- functions (d,p,q,r,e)emq replace the 'koenker' distribution functions, being more general
- function plot.expectreg now also works for boosting
- introducing a 'by' argument for varying coefficients in function base
- function quant.bundle added
- print method for class 'expectreg' added
- predict method for base and therefore for class 'regbase' added
changes:
- boosting results now really seperate for each covariate
- not centering bases is now recognised by expectile.(laws,restricted,bundle,sheets)
- base now returns an object of class 'regbase'
- fixed smoothing option renamed from 'none' to 'fixed'
- schall algorithm returns warning if no convergence is achieved
- vignette is now available via call: 'vignette("expectreg")'
bugfixes:
- correcting the plot function for the 'expectreg' class
- correcting theoretical expectiles of gamma (and therefore exponential, chi squared), lognormal
- user defined covariate basis of type 'special' added to output
2010-09-07 version 0.16
new features:
- function expectile.sheets added
- function bundle.density and plot method added
- functions for theoretical expectiles of: student-t, gamma, exponential, chi squared, lognormal added
changes:
- functions expectile.restricted and expectile.bundle ready for density estimation using bundle.density
- centering bases in function base is now optional
- adding parametric effects to the regression functions
- possibility to choose set of expectiles that are computed
bugfixes:
- correcting schall smoothing for additive models
- fixing schall and ACV smoothing for bundle
- covariates are now returned in correct sorting
2010-03-16 version 0.1
* initial release.