crch 1.2-1
- Due to a bug in the
crps()
computation for censored and truncated Student’s T distributions in thescoringRules
package, some example output in?CensoredStudentsT
and?TruncatedStudentsT
was in error. The problem has been fixed in version 1.1.3 ofscoringRules
and reference output incrch
was updated.
crch 1.2-0
Improved implementations of expectation and variance of censored and truncated normal distributions (contributed by Ioannis Kosmidis).
Turned
vignette("crch", package = "crch")
from Sweave into Quarto vignettes. Some improvements/updates in the text.New package web page (via
altdoc
/quarto
) at https://topmodels.R-Forge.R-project.org/crch/Achim Zeileis takes over maintenance from Jakob W. Messner. Added Ioannis Kosmidis and Georg J. Mayr as contributors.
crch 1.1-2
- Fixed name of first argument in
crps()
method to be consistent with the generic.
crch 1.1-1
Added methods for
is_discrete()
andis_continuous()
for the new distributions3 objects.Replaced deprecated C function
finite()
withisfinite()
(again).
crch 1.1-0
Added support for distributions3 workflows for censored and truncated normal, logistic, and Student’s t distributions:
CensoredNormal()
,TruncatedNormal()
,CensoredLogistic()
,TruncatedLogistic()
,CensoredStudentsT()
,TruncatedStudentsT()
. See the corresponding manual pages for examples illustrating how to work with the distributions in practice, for computing moments, probabilities, densities, simulating random values, etc.Added
prodist()
method for extracting thedistributions3
objects above from fittedcrch
objects, either in-sample or out-of-sample.Bug fix in the computation of the mean of censored or truncated logistic distributions with large (or infinite) censoring/truncation points.
crch 1.0-4
- Replaced deprecated C function
finite()
withisfinite()
.
crch 1.0-3
- Updated contact information.
crch 1.0-1
Added argument
type
tocrch()
which can be set to"crps"
for parameter estimation with minimum CRPS instead of maximum likelihood.Added S3 method for
crps()
fromscoringRules
forcrch
objects.Improvements for the
predict()
method:- New types
"parameter"
,"density"
,"probability"
, and"crps"
. - With
type = "response"
now the expected value and not the location parameter is returned (not equal for censored and truncated distributions). For better backward compatibility, the default type is set to"location"
.
- New types
Added
pit()
,rootogram()
, andsimulate()
methods forcrch
objects.Changed argument names
mean
andsd
tolocation
andscale
in logistic and Student’s t distribution functionsAdded new function
crch.stabsel()
for stability selection based on
crch.boost.fit()
. Some S3 methods for the returned classstabsel.crch
are also provided.
crch 1.0-0
New release accompanying the R Journal paper: Heteroscedastic Censored and Truncated Regression with crch by Messner, Mayr, and Zeileis. See also
citation("crch")
.Added
estfun()
method forcrch
objects
crch 0.9-2
The
crch()
function now supports coefficient optimization by boosting to automatically select the most relevant input variables in high-dimensional data settings. Extractor and plotting functions for correspondingcrch.boost
objects are also available.Transferred functions to estimate density, distribution, score, and Hessian matrices to C code to accelerate coefficient optimization.
Added option to
crch()
to avoid computation of covariance matrix.Added
left
andright
arguments topredict.crch()
andpredict.crch.boost()
to allow quantile predictions for non-constant censoring or truncation points.
crch 0.9-1
Added
model.matrix()
andmodel.frame()
methods forcrch
objectsBug fix in
predict.crch()
: In previous versions predictions for models with other link functions than the log gave wrong results
crch 0.9-0
Added vignette to introduce the
crch()
function with some theoretical background and an illustrating example:vignette("crch", package = "crch")
The
crch()
function now also supports truncated responses. Furthermore added a wrapper functiontrch()
to fit truncated regression models.crch()
: Analytical gradients and Hessian matrices are provided for most models to speed up maximum likelihood optimization (not available for Student’s t distribution with degrees of freedom estimation).crch()
: For the scale model a link function can now be specified ("log"
,"identity"
, or"quadratic"
). In previous version only the log was supported.Added functions for probability density, cumulative distribution, random numbers, and quantiles for censored and truncated normal, logistic, and Student’s t distributions.
The
residuals()
method forcrch
objects now also provides quantile residuals (Dunn and Smyth 1996).Added
update()
method forcrch
objects.
crch 0.1-0
- First official release of the package on CRAN. See
citation("crch")
for the accompanying manuscripts. Note that the interface of bothcrch()
andhxlr()
is still under development and might change in future versions of the package.