Each R package should include ../../math/R/Makefile.extension, which also
defines MASTER_SITES. Consequently, it is redundant for the individual
packages to do the same. Package-specific definitions also prevent
redefining MASTER_SITES in a single common place.
Upstream changes:
5.30
1. Removed Y argument in crq GRAD subroutine, which seems to be superflous.
5.31
1. Added bag of little bootstraps option to summary.rq. Needs further
testing.
5.32
1. Modified the BLB code to use boot.rq.wxy so that the inner loop was all
in fortran, would be nicer if this loop were done with "fn" rather than "br".
See the note in boot.rq above boot.rq.spwy.
2. modified the crq.pdf file to fix a mento in the description of the Peng
Huang algorithm.
5.33
1. Added option to return density estimates from predict.rqs
2. modified rq.fit.fnb to include a rhs input argument.
3. modified boot.crq to properly deal with only one tau requests
and also changed the default for printing progress report to n - 100,000.
Both suggested by Steve Portnoy.
4. modified boot.rq so it returns cov(B$B) not cov(B) as reported
by Marco Geraci
5. Fixed bug in anova.rqlist to correct error when "fn" method was used
and no $y component was returned. Reported by Tom LaBone.
6. Fixed bug in summary.rqss -- control parameters weren't getting
passed to chol call properly. (Reparted by Geoffrey Shideler (NOAA).)
7. Added init.c to register .Fortran calls and removed the package =
"quantreg" argument.
5.34
1. Fix a bug in rqss to allow control parameters to be passed to rqss.fit
when the method is "lasso" (pointed out by Heracles Apergis.)
2. changed nrow(R) to NROW(R) in rq.fit.hogg thanks to Paul Newell for bug
report.
3. fixed axis label typo in demo engel2.
4. Added Panel.R demo to illustrate fixed effect panel estimation, a la
Galvao job market talk.
5. Some changes to crq.fit.por as suggested by SLP:
line 1: add an input variable mw (the error messages suggest changing mw if
there are problems with resolving degeneracies or trying to pivot too far,
and so it should be possible to do this without getting into the deep part of
the code)
lines 3 and 5: test that x is a matrix and add column names if they are
missing
line 39: define mw so that the fortran constraint is satisfied
-------------------------------------
From: https://cran.r-project.org/web/packages/quantreg/ChangeLog
5.21
1. Allowed ... to be passed in plot.summary.crqs.
2. Fixed namespace bug in dynrq, and added an Edgeworth wacky AR(1) example
to dynrq.Rd.
3. Fixed rqss bug about length of residual vector
5.23
1. Added a "cluster" option for summary.rq() when using the bootstrap option
this option implements the wild gradient bootstrap method of Hagemann (2016).
See boot.rq for further details. [Needs further testing.]
2. Added a sfn method for rq models, and in the process modified somewhat
the return object for both rq.fit.sfn and rq.fit.sfnc so that it is compatible
with other rq.fit objects.
5.24
1. Reverted to the old fortran versions of srqfn.f and srqfnc.f, ie removed
Martin Maechler's C versions, in preparation for some new sparse forms of the
bootstrapping functions. Made a couple of slight changes in the return object
for these functions.
2. Fixed a sihttps://cran.r-project.org/web/packages/quantreg/ChangeLoggn error in the cluster option pointed out in an email of
Andreas on May 9 2016.
3. Added jackknife option to boot.rq for the proposal of Portnoy.
4. Adapted boot.rq and friends so that when there are multiple taus
summary.rqs reuses the same randomization for each of the taus to facilitate
joint inference with the bootstrap realizations.
5.25
1. When method = "sfn" store model$x in sparse form. Then when
bootstrapping use method = "sfn" rather than the usual "br" method.
2. When using the "cluster" option for bootstrap allow "sfn" as above.
3. When na.action = "omit" and length(fit$na.action) > 0, then omit
these values from the strata indicator "cluster". This would seem to
help bring together the survey package and quantreg as desired by
email correspondance with donald706.
5.26
1. Fixed long line per Kurt's suggestion.
2. Added some comments about method "sfn" in the man page for rq.
5.27
1. removed lines that cat'd taus from rqprocess in the khmal.R
2. fixed environment problem in nlrq, according to suggestion of
Vaidotas Zemlys-Balevicius email August 9 2016.
5.28
1. Cleaned up the fortran source a bit in accordance with Kurt's mandate
of late August 2016. There are still some offensive items mainly in crq.f
that should be dealt with, but I wasn't able to dig into this at the moment.
Estimation and inference methods for models of conditional quantiles:
Linear and nonlinear parametric and non-parametric (total variation
penalized) models for conditional quantiles of a univariate response
and several methods for handling censored survival data. Portfolio
selection methods based on expected shortfall risk are also included.
