Skip to content

Commit

Permalink
Update NEWS file
Browse files Browse the repository at this point in the history
  • Loading branch information
TReynkens committed Aug 5, 2016
1 parent 82a27cf commit a03dea3
Showing 1 changed file with 38 additions and 31 deletions.
69 changes: 38 additions & 31 deletions inst/NEWS.Rd
Original file line number Diff line number Diff line change
Expand Up @@ -3,63 +3,70 @@
\encoding{UTF-8}

\section{Changes in version 0.6-00 (2016-08-05)}{
\subsection{Changes in \code{R} code:}{


\subsection{Major changes in \code{R} code:}{
\itemize{
\item Add fitting procedure of ME-Pa splicing model for censored data (\code{SpliceFiticPareto}).
\item Change initial values of ME distribution to the ones used in Verbelen et al. (2016) (multivariate ME).
\item Add splicing QQ-plot using Turnbull estimator (\code{SpliceQQ_TB}).
\item Remove all old estimators for interval censored data.
\item Remove all old estimators that can handle data that is both censored and truncated.
\item Improve Turnbull estimator using \pkg{interval} package.
\item Add mean excess plot adapted for (interval) censoring using Turnbull estimator (\code{MeanExcess_TB}).
\item Add Hill estimator (\code{icHill}) and Pareto QQ-plot (\code{icParetoQQ}) for interval censored data.
\item Add classical approximations for CDF.
}
}
\subsection{Minor changes in \code{R} code:}{
\itemize{
\item Add argument \code{truncupper} for \code{SpliceFitPareto}.
\item Add warning, and only use last element, if \code{EVTtruncation} argument of \code{SpliceFitPareto} has more than one element.
\item Correct AIC and BIC for truncated splicing fits (if more than two parts).
\item Type \code{"tPa"} is changed to \code{"TPa"} when using SpliceFit objects. \code{"tPa"} is however still supported.
\item \code{SpliceFitPareto:} Correct IC for ME-Pa splicing model when endpoint is provided (and does not need to be estimated).
\item Change order of argument \code{x} in \code{SplicePP} and \code{SplicePP_TB}.
\item Plot points instead of lines in PP-plots.

\item Fix problem with reduction of number of Erlangs when some betas are small.
\item Remove \code{print} option in \code{.MEtune}.
\item Remove history of \code{theta} and \code{loglikelihood} in \code{.ME_em}.
\item Improve while-loops in \code{.ME_shape_adj}.
\item Use \code{X}, not \code{log(X)} (as indicated in the documentation) when computing the derivative plots of the Pareto QQ-plot and the lognormal QQ-plot.
\item Remove all estimators for interval censoring (except QQ-plots).
\item Remove all estimators that can handle data that is both censored and truncated.
\item Rename \code{ExcessHill} to \code{ExcessPareto}, old name is still included for compatibility issues.
\item Add argument \code{truncupper} for \code{SpliceFitPareto}.
\item Add splicing QQ-plot using Turnbull estimator: \code{SpliceQQ_TB}.
\item Remove QQ-plots with Turnbull estimator for Pareto, Exponential and Lognormal distributions.
\item Add warning, and only used last element, if \code{EVTtruncation} argument of \code{SpliceFitPareto} has more than one element.
\item Improve ME quantile function.

\item Add Weibull QQ-plot and derivative plot.
\item Rename input argument \code{M} to \code{R} for excess-loss functions.
\item Correct AIC and BIC for truncated splicing fits (if more than two parts).
\item Change initial values of ME distribution to the ones used in Verbelen et al. (2016) (multivariate ME).
\item Add option to plot estimates for EVI as function of \eqn{log(k)} instead of \eqn{k}.
\item Improve ME quantile function.
\item Plot points instead of lines in PP-plots.
\item Change order of argument \code{x} in \code{SplicePP} and \code{SplicePP_TB}.
\item Improve Turnbull estimator using \pkg{interval}.
\item Add classical approximations for CDF.
\item Add argument \code{raw} to \code{pGC} and \code{pEdge} to define which moments are given the argument \code{moments}.
\item Type \code{"tPa"} is changed to \code{"TPa"} when using splicefit objects. \code{"tPa"} is however still supported.
\item Add mean excess plot adapted for censoring using Turnbull estimator (\code{MeanExcess_TB}).

\item Rename \code{ExcessHill} to \code{ExcessPareto}, old name is still included for compatibility issues.
\item Rename input argument \code{M} to \code{R} for excess-loss functions.


\item Add argument \code{raw} to \code{pGC} and \code{pEdge} to define which moments are given in the argument \code{moments}.

\item Add Fréchet distribution.
\item Re-organise code.
\item Add Hill estimator (\code{icHill}) and Pareto QQ-plot (\code{icParetoQQ}) for interval censored data.

\item Remove \code{DT} argument from \code{trEndpoint}.
\item Add fitting procedure of ME-Pa splicing model for censored data in \code{SpliceFiticPareto}.
\item \code{SpliceFitPareto:} Correct IC for ME-Pa splicing model when endpoint is provided (and does not need to be estimated).
\item Re-organise code.
}
}
\subsection{Documentation changes:}{
\itemize{
\item Change reference of Albrecher et al. from 2015 to 2016.
\item Remove all estimators for interval censoring (except QQ-plots).
\item Remove all estimators that can handle data that is both censored and truncated.
\item Add argument \code{truncupper} for \code{SpliceFitPareto}.
\item Add splicing QQ-plot using Turnbull estimator: \code{SpliceQQ_TB}.
\item Update reference for EPD for censored data (Beirlant et al., 2016).
\item Update documentation of QQ-plots adapted for right-censored data.
\item Add Weibull QQ-plot and derivative plot.
\item Fix typo in documentation of \code{log} option in \code{SplicePP} and \code{SplicePP_TB}.
\item Rename input argument \code{u} to \code{R} for excess-loss functions.
\item Update Beirlant et al. (2015) reference.
\item Update Verbelen et al. (2016) reference.
\item Update examples for estimators adapted for right censoring.
\item Add Reynkens et al. (2016) reference.
}
}
\subsection{Miscellaneous changes:}{
\itemize{
\item Reformat NEWS file.
\item Update splicing part in vignette.
\item Add part on censored data to vignette.
\item Add extra parts to vignette: censored data, distributions and approximations of the distribution function.
\item Update authors.
\item Reformat NAMESPACE file.
}
Expand Down

0 comments on commit a03dea3

Please sign in to comment.