News for Package ‘sn’

Changes in sn version 2.1.1 (2023-04-04)

• Coding of pst is improved for extreme x arguments by employing asymptotic expressions of tail probabilites. As an implication, this change improves the working of qst. Also, new arguments lower.tail and log.p are added.

• Checking on the dimensionality (d,m) of calls to {d,p}sun, sunMean, sunVcov, sunMardia takes place before a call to a function of mnormt is issued. If the maximal dimensionality is exceeded, either a stop is generated, or NAs are returned, depending on the value of the silent argument.

• Fixed bugs affecting calls to psn, pst when length(x) was shorter than the length of the parameters (among xi, omega, alpha).

Changes in sn version 2.1.0 (2022-07-30)

• New function fitdistr.grouped, with pertaining class and methods.

• More informative messages are issued when trace=TRUE, at several places.

• An experimental way for initializing the parameters of sn.mple fitting is introduced; it only takes effect when it improves over the existing scheme.

• Some adjustments in the documenation on request of the CRAN group.

• Fixed a bug affecting st.prelimFit when the argument w was used.

• The NEWS file is now in Rd format.

Changes in sn version 2.0.2 (2022-03-07)

• Calling rmsn, rmst, rmsc with parameters for distributions with dimension 1 now works.

• The same feature applies to mst.prelimFit with one column matrix y.

• In psn, improved handling of non-finite x values (NA, NaN, Inf), which led to crashes; also, streamlined coding of qsn.

• Minor fixes in the documentation of zeta and qsn; improved wording elsewhere.

Changes in sn version 2.0.1 (2021-11-26)

• Change of the tuning arguments when numDeriv::hessian is called, to improve computation of the information matrix following a ST model fitting.

• Fixed bug which in some cases prevented the use of the 'start' argument.

• Re-organization of some internal functions computing SUN summary quantities.

• Improved documentation for selm, selm.fit and SUNdistr-base.

Changes in sn version 2.0.0 (2021-03-28)

• Support for the SUN family is introduced, as for probability distribution operations. Two modes of working are envisaged: (i) using classic-style functions for probability distributions, plus some functions of similar style; (ii) using S4 objects of the new class SUNdistr. For mode (i), the functions {d,p,r}sun, sun{Mean,Vcov,Mardia} are provided. For mode (ii), there are {make, marginal, conditional, affineTrans, join, convolution, summary}SUNdistr, and related S4 methods.

• Additional facilities include convertSN2SUNdistr, convertCSN2SUNpar and two matrix operations (tr and blockDiag).

• Fixed a bug in plot.SECdistr affecting the plot of a subset of the variables.

Changes in sn version 1.6-2 (2020-05-26)

• Fixed wrong computation of standard errors when a multivariate ST model was fitted with the constraint alpha=0; similar fix of function confint.

• Change of the algorithm used in rsn: the additive representation is now used both fo r 0 and for non-0 values of tau.

• Use of the vignette builder R.rsp.

Changes in sn version 1.6-1 (2020-04-01)

• Some minor changes in the selm function documentation.

Changes in sn version 1.6-0 (2020-03-28)

• New intialization technique for numerical MLE search when function selm is called with family="ST". This is performed by the new functions st.prelimFit and mst.prelimFit, with the aid of galton_moors2alpha_nu.

• In st.prelimFit, the package quantreg is employed for preliminary linear predictor estimation.

• Related new functions of more general interest are: fournum, pprodn2, pprodt2, qprodt2.

• Additional facts: an improved version of function profile.selm.

• Improved coding of some internal functions.

Changes in sn version 1.5-5 (2020-01-30)

• In sn.infoMv, new argument at.MLE is introduced.

• Arguments of selm are updated to match changes in R.

• Fix a bug in dsn when called with a non-scalar argument alpha.

• Changed internal checks on 'try' output, to accomplish R changes.

Changes in sn version 1.5-4 (2019-05-09)

• On request from the CRAN group, a modification is inserted to get around numerical problems arising in connection with use of OpenBLAS (version 0.3.5).

• For plotting of a multivariate SECdistr when 'range' is not supplied and 'data' is non-NULL, calculation of the plotting range has been modified.

• Proper handling of the 'name' argument of marginalSECdistr when the result is a univariate distribution.

Changes in sn version 1.5-3 (2018-11-08)

• In pst, improved implementation of Method 2; slight modification of the automatic selection method when 'method=0'.

• Internal function qst_bounds introduced for better initial bracketing of ST quantiles; improved qst coding.

• In profile.selm the selected parameter area does no longer need to include the MLE/MPLE point.

• In sn.infoMv removed bugs in the stage of parameter parsing, which prevented computing the expected information matrix.

• In internal functions st.pdev.gh and mst.pdev.grad, improved computation of 'nu' component of logLik gradient, yielding faster fitting of ST models.

• Improved handling of arguments of sn.infoMv.

• Improved documentation of modeSECdistr and coding of modeSECdistrMv.

Changes in sn version 1.5-2 (2018-04-24)

• Improved checking of input arguments to lower level fitting procedures (those below selm) and improved handling for those of pst.

• Fixed improper handling when not positive-definite information in st.infoUv occurs, pointed out by the CRAN group.

Changes in sn version 1.5-1 (2017-11-22)

• More extensive documentation: - addition of 'overview' entry in standard documentation; - in directory 'doc', inclusion of a PDF file providing a tutorial introduction to the package; - additions and improvements at various places in Rd files.

• Fix a minor bug in sn.infoUv causing crash when the DP information matrix is not invertible.

• Improved numerical inversion of st.cp2dp in extreme situations.

Changes in sn version 1.5-0 (2017-02-09)

• Tools for user-defined symmetry-modulated (AKA skew-symmetric) distributions are introduced: {d,r}[m]SymmModulated and its bivariate density plotting.

• Fixed a bug in dsn affecting the cases (a) x=Inf, alpha=0, and (b) omega<=0.

Changes in sn version 1.4-0 (2016-06-30)

• Introduce methods confint and predict for selm-class objects.

• Fix bug in rmst causing some dependence among subsequent samples.

• Fix bug of modeSECdistrMv affecting certain ST cases.

• Now plot.SECdistrBv allows to overlap plots.

• Improved naming of output.

• profile.selm can now be called with vector(s) param.values of length 1.

Changes in sn version 1.3-0 (2015-11-11)

• Method profile.selm is introduced.

• The object returned by plot.SECdistrMv now includes the coordinates of the contour curves.

• Fixed a bug affecting rmsn when called using dp=, also dp[[1]] is named beta instead of xi.

Changes in sn version 1.2-5 (2015-09-25)

• Not released

Changes in sn version 1.2-4 (2015-08-25)

• Output of plot.SECdistr is better structured and documented.

• In pmst, handling of case nu=Inf required a fix.

• Corrected a bug of internal function msn.dp2dp when called with aux=TRUE and d=1; this affected rmsn and rmst if d=1.

Changes in sn version 1.2-3 (2015-07-14)

• Fixed a bug in evaluation of the feasible CP parameter space of univariate ST.

• Fixed a bug which crashed pmst when called with fractional degrees of freedom.

• Functions dmsn, pmsn and dmst now expand a single value supplied as 'xi' into a vector or matrix of suitable dimension.

Changes in sn version 1.2-2 (2015-06-05)

• Fixed a bug in extractSECdistr from mselm-class objects.

• Fixed a bug that prevented calling low level fitting functions with non-null 'penalty' argument.

• Improved documentation of selm.fit and related functions.

Changes in sn version 1.2-1 (2015-04-28)

• Optimization parameters are now passed from selm to sn.mple and st.mple as indicated in the documentation.

• Plotting of selm-class and mselm-class objects avoids clash of par('cex') parameters.

• Computation of sn.infoMv now takes into account whether method="MPLE" was used at the estimation stage.

Changes in sn version 1.2-0 (2015-03-24)

• Created new functions extractSECdistr and modeSECdistr.

• New methods mean and sd for class SECdistrUv, and new methods mean and vcov for class SECdistrMv.

• Computation of qst switches to qsn if nu>1e4, instead of nu=Inf as before.

• Fixed a bug in st.pdev.hessian (correction in args sequence).

• Improved detection of singular distributions in selm output.

• Improved handling of component names of SECdistr.

Changes in sn version 1.1-2 (2014-11-30)

• Fixed a bug affecting plotting of mselm objects under certain circumstances.

• Fixed a bug affecting function selm when the weights argument contained 0's.

• Improved coding in some functions.

• More functions are exported and their documentation is added.

Changes in sn version 1.1-1 (2014-10-30)

• Function qsn has an additional argument 'solver'.

• Functions pmsn and pmst can now be called with argument 'xi' of matrix type.

• More functions are now exported in NAMESPACE.

• Fixed a bug about selm.control argument of selm.fit.

• Improved documentation of various functions.

Changes in sn version 1.1-0 (2014-08-06)

• Main few feature is the possibility to set the constraint alpha=0 in function selm and in lower level fitting functions.

• Other additions or changes are: introduction of OP parameterization; fix a bug in qst; more efficient coding of dmsn and dmst; pmsn can now be called with argument 'x' of matrix type; in pst and qst, new argument method allows to select the algorithm employed.

• More detailed documentation of pst and other functions and methods.

Changes in sn version 1.0-0 (2014-01-06)

• This is a major upgrade of the package, with much of the code completely new or largely re-written, leading to changes in the syntax and the user interface.

• The key new functions are selm and makeSECdistr, with various related functions and methods.

• S4 methods are adopted.

• Many existing functions are updated, a few are dropped.

• See help(SN) for more information.

• (Development of "version 1" was started in June 2007.)

Changes in sn version 0.4-18 (2013-05-01)

• Various minor adjustments, many of them to fulfill CRAN programming standards.

Changes in sn version 0.4-0 (2006-04-11)

Several changes and additions are included:

• many routines allow use of composite parameter 'dp';

• multivariate normal and t probabilities are now computed by 'mnormt';

• use of NAMESPACE introduced;

• some more routines introduced, eg. st.cumulants.inversion;

• various fixes/improvements in documentation.

Changes in sn version 0.3-5 (2006-01-16)

• Added some new functions (these include msn.affine, sn.mmle, sn.Einfo, sn.mle.grouped), fix various errors, and other improvements (eg. improved pst).

Changes in sn version 0.3-0 (2002-06-15)

• The main change is the addition of routines for (multivariate) skew-t distribution; also some other routines, e.g. mle for grouped data

Changes in sn version 0.2-2 (2002-01-05)

• Fix error in sn.dev.gh, improved qsn

Changes in sn version 0.2-0 (1998-10-31)

• This is the first public release and distribution, originally from http://azzalini.stat.unipd.it in October 1998, shortly afterwards from CRAN.