| NEWS | R Documentation |
improve readability of the code.
add some useful comments.
speedup MCD/ACD/HPC method (GH #2, @Neutron3529).
fix the warning on order() suggested by Kurt Hornik.
remove lattice from Imports.
fix a bug on model order (GH #1).
speedup HPC method (GH #2, @Neutron3529).
fix function bootcurve(): argument
optim.method was missing to call function
optimizeJmcm(), and now it is set to 'default'.
add the JSS paper as vignette in package jmcm.
add option optim.method in function jmcm():
by default, optim.method is 'default' so that the BFGS algorithm
we implemented internally is used; alternatively, we can set
optim.method as 'BFGS' so that vmmin() (the underlying C
function used in stats::optim() for BFGS algorithm) will be
called through R package roptim.
class JmcmBase is implemented as the base class for class
MCD, ACD and HPC to reduce code duplication.
class JmcmFit is used for fitting of the three
Cholesky-based joint mean-covariance models (i.e., MCD, ACD and HPC).