/usr/lib/R/site-library/MCMCpack/HISTORY is in r-cran-mcmcpack 1.3-8-1.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 | //
// Changes and Bug Fixes
//
1.3-6 to 1.3-7
* fixed bug in MCMCirtKd (thanks to Rudolf Debelak)
1.3-3 to 1.3-4
* fixed bug in MCMCmetrop1R that caused the theta.init to be modified after
being passed to MCMCmetrop1R (thanks to Simon Barthelme)
1.3-2 to 1.3-3
* fixed an error in MCMCpoissonChange: is.na(lambda.mu) and dropped offset argument
(thanks to Brian Ripley)
1.3-1 to 1.3-2
* fixed two mistakes in marginal likelihood computation in MCMCregress
(thanks to Sid Chib). In computing log_sigma2,
- exp(digamma) -> digamma
- averaging over tot_iter -> averaging over nstore
* added MCMCintervention(), MCMCregressChange(), and plotIntervention()
* sigma.mu and sigma.var are added in MCMCregress()
* lambda.mu and lambda.sigma are added in MCMCpoissonChange()
* fixed minor mistakes and change expressions for a recent version of g++
(thanks to Jeffrey Oldham)
1.2-4 to 1.3-1
* fixed many C++ issues related to clang and Solaris (many thanks to
Brian Ripley for his significant contributions)
1.2-3 to 1.2-4
* fixed a bug in HMMmultivariateGaussian.cc (comparison of unsigned and
singed integers)
* cleaned up g++ 4.7 compatibility issues (thanks to Dan Pemstein and
Chris Lawrence)
1.2-2 to 1.2-3
* fixed extraneous warnings in hidden.R (thanks to Jeffrey Arnold)
* added make.breaklist.R
* fixed example codes in HMMpanelFE.Rd and testpanelSubjectBreak.Rd
* fixed testpanelSubjectBreak() to handle missing values in subject.id
1.2-1 to 1.2-2
* fixed bug in dwish() (thanks to Taráz E. Buck)
* fixed .onAttach() to no longer require packages and use packageStartupMessage()
(thanks to Brian Ripley)
* updated to most recent version of Scythe library
* cleaned up issues with cout, cerr, abort(), exit(), and pthread.h
(thanks to Brian Ripley)
1.1-5 to 1.2-1
* added HMMpanelFE()
* added HMMpanelRE()
* added testpanelGroupBreak()
* added testpanelSubjectBreak()
* added MCMCresidualBreakAnalysis()
* deleted #undef DO, #undef DS, #undef SO, #undef SS
due to a symbol clash with Solaris' headers (thanks to Brian Ripley)
1.1-4 to 1.1-5
* fixed an error in MCMCregress: loglike should be dropped
1.1-3 to 1.1-4
* fixed an error in MCMChregress: NQ has to be replaced by NP (line 223)
* in MCMChregress, MCMChpoisson, MCMChlogit, R_CheckUserInterrupt(void) is replaced by R_CheckUserInterrupt()
* fixed an error in the marginal likelihood computation
in MCMCproit.cc and MCMCregress.cc (thanks to Sid Chib)
* changed B0 as prior precision in MCMCprobitChange, MCMCoprobitChange and MCMCpoissonChange
* the acceptance rate is reported if verbose > 0
* added the reporting of marginal likelihood components if verbose > 0
1.0-11 to 1.1-2
* fixed an error in MCMCoprobit.R
* changed the documentation of MCMCoprobit.
* Added m=0 option to all changepoint models. Now all changepoint models allow users
to set m=0 for marginal likelihood computation.
* Fixed a bug in MCMCbinaryChange. I don't know why but log(dbeta) in Scythe often
generates NaN results while lndbeta1() does not.
1.0-10 to 1.0-11
* updated CITATION file in inst/ to coincide with JStatSoft publication
* added reference to JStatSoft in references
1.0-9 to 1.0-10
* added CITATION in inst/ to coincide with JStatSoft publication
* compressed two large data files (Senate and Nethvote)
1.0-8 to 1.0-9
* added MCMCprobitChange()
* added MCMCoprobitChange()
* modified MCMCprobit and MCMCprobitres for marginal likelihood estimation
1.0-7 to 1.0-8
* fixed some NAMESPACE issues [thanks to Shawn Treier]
1.0-6 to 1.0-7
* slight modifications to internals of rinvgamma to make parameterization
more clear [thanks to Daniel Runcie and Richard Morey]
* fixed some NAMESPACE issues with SSVSquantreg and its methods [written by Craig
Reed]
1.0-5 to 1.0-6
* added SSVSquantreg [written by Craig Reed]
* added functions to handle SSVSquantreg output [written by Craig Reed]
* revisions to the MCMCquantreg function [written by Craig Reed]
* revisions to the MCMCquantreg function [written by Craig Reed]
* fixed parameterization issue with rinvgamma [thanks to Julian Stander]
1.0-4 to 1.0-5
* added heteroskedastic IRT model [written by Ben Lauderdale]
* minor changes to error status in hierarchical IRT [written by Mike Malecki]
1.0-3 to 1.0-4
* little change to parameterization of BQR [contributed by Craig Reed]
1.0-2 to 1.0-3
* fix to hierarchical IRT documentation [written by Mike Malecki]
* added Bayesian quantile regression [contributed by Craig Reed]
1.0-1 to 1.0-2
* added Poisson regression changepoint analysis MCMCpoissonChange() [JHP]
* Old MCMCpoissonChangepoint() is deprecated [JHP]
* added binary data changepoint model MCMCbinaryChange() [JHP]
* plotState() function modified to support new models [JHP]
* plotChangepoint() function modified to support new models
* added a number of new helper functions in btsutil.R [JHP]
0.9-6 to 1.0-1
* added one-dimensional dynamic IRT model
* added Rehnquist Court data to illustrate dynamic IRT model
0.9-5 to 0.9-6
* fixed bug in MCMCmetrop1R.R [thanks to many for spotting memory issue]
* fixed by in Lecuyer seeds [thanks to Eduardo Leoni]
0.9-4 to 0.9-5
* changed how missing values are handled when calculating agreement scores
for starting values in factor analysis and IRT models
* added warning about incomparable models to BayesFactor
* fixed bug with MCMCmnl example [thanks to Duncan Murdoch]
* fixed formula interface bug for all models [thanks to Duncan Murdoch]
* added hierarchical IRT code [written by Mike Malecki]
0.9-3 to 0.9-4
* fixed issue with MCMCmetrop1R.R [thanks to Jim Albert]
* fixed Linux compilation issue [thanks to Chris Lawrence]
0.9-2 to 0.9-3
* added gcc 4.0 check in configure.ac and SystemRequirements
* added verbose option to plotChangepoint()
0.9-1 to 0.9-2
* fixed Makevars per Ripley's email [PKG_CXXFLAGS to PKG_CPPFLAGS]
* fixed encoding on some documentation files [thanks to Kurt Hornik]
* added other estimation algorithms for MCMCoprobit
* added other estimation algorithms for MCMCmnl
* added MCMCpoissonChangepoint with estimation in compiled C++
* a variety of other minor fixes
0.8-2 to 0.9-1
* first release of JStatSoft version
* full port to Scythe 1.0.2 (nearly all C++ has been radically changed)
* MCMCpanel() deprecated
* a number of minor fixes [thanks to anonymous reviewers]
0.8-1 to 0.8-2
* models with multivariate normal priors now check for symmetry and positive
semi-definiteness of precision matrix
* fixed bug in how models with marginal likelihood calculations check for
prior propriety [thanks to Gary Rosner for spotting this]
* fixed bug in how MCMCmetrop1R handled a singular Hessian
[thanks to Piers Dunstan for spotting this]
0.7-4 to 0.8-1
* added MCMCPoissonChangepoint() model (authored by Jong Hee Park)
* added two plot methods for changepoint models:
plotPostChangepoint() and plotPostState() (authored by Jong Hee Park)
* package cleaned up prior to submission of piece to JStatSoft, including
major edit of documentation
0.7-3 to 0.7-4
* fixed minor bug in MCMCpoisson() that was causing the function to
not work on Windows machines.
* changed
test <- grep("\.nonconst$", c.names)
to
test <- grep("\\.nonconst$", c.names)
and
c.names <- sub("\.nonconst$", "", c.names)
to
c.names <- sub("\\.nonconst$", "", c.names)
in automate.R. [Thanks to Kurt Hornik for noticing this.]
0.7-2 to 0.7-3
* following posting by Radford Neal at:
http://www.stat.columbia.edu/~cook/movabletype/archives/2006/03/ adaptive_metrop.html
switched a < to a <= in the shrinkage procedures used in the various slice
sampling implementations.
* modified tomogplot() and dtomogplot() to handle situations in which
r1[i] == 0. [thanks to David Hugh-Jones for making this suggestion].
* allowed for more user control of the initial call to optim in
MCMCmetrop1R [thanks to Luca La Rocca for this suggestion].
* allowed users to pass the variance-covariance matrix of the Gaussian
proposal directly without resorting to a call to optim
[thanks to Luca La Rocca for this suggestion].
* fixed minor bug in developer mode in automate.R [thanks to Ben Goodrich].
* fixed a minor bug in the developer mode documentation template.
* fixed minor bug in nonconst call in MCMCregress.
0.7-1 to 0.7-2
* added procrustes() to NAMESPACE so that it can be seen (function and
documentation already there).
* fixed the prior in the full conditional for theta_i in MCMCirtKdRob.
Previously was uniform on the unit circle which was not consistent with
the documentation and could cause problems given how the starting values
were chosen.
* fixed prior for lambda_j in MCMCirtKdRob (similar to point above)
* fixed the the calculation of the full conditional for gamma[i] in
MCMCSVDreg()
* Fixed a bug in MCMCbetabinomial() [thanks to John Wood].
0.6-6 to 0.7-1
* Added robust k-dimensional IRT model MCMCirtKdRob().
* Added SVD regression MCMCSVDreg().
* Updated auto.Scythe.call() to have any number of non-constants args; this
is necessary to return other things from the C++ code besides the
posterior density sample (including log-marginal likelihoods,
acceptance rates, etc.).
* Updated form.mcmc.object() to add additional attributes to an
mcmc object to hold other quantities of interest (such as
log-marginal likelihoods, acceptance rates, data, etc.).
* For linear regression model, added option to compute log-marginal
likelihood via the method of Chib (1995) or via the Laplace Approximation.
* For logistic regression model, added option to compute log-marginal
likelihood via the Laplace Approximation.
* For probit regression model, added option to compute log-marginal
likelihood via the Laplace Approximation.
* For Poisson regression model, added option to compute log-marginal
likelihood via the Laplace Approximation.
* Added methods to calculate Bayes factors and posterior probabilities
of models and handle log-marginal likelihoods.
* Added teaching model MCbinomialbeta().
* Added teaching model MCpoissongamma().
* Added teaching model MCnormalnormal().
* Added teaching model MCmultinomdirichlet().
* patched xpnd() function to provide more functionality. Thanks to
Gregor Gorjan for the patches.
* added the function procrustes() that performs a Procrustes
transformation of a matrix.
* made some minor changes to MCMCirt1d() to help conserve memory when
dealing with large datasets (MORE OPTIMIZATION NEEDS TO BE DONE IN
TERMS OF BOTH SPEED AND MEMORY)
0.6-5 to 0.6-6
* fixed the std::accumulate problem pointed out by Kurt Hornik. Thanks
to Dan Pemstein for tracking the problem down and making the fix.
* fixed up how the force.samp option works with MCMCmetrop1R-- previously
if a diagonal element of the Hessian was 0 the correction wouldn't work.
* changed how additional arguments are passed to user-defined function
in MCMCmetrop1R. This breaks old code but provides a more standard
interface.
* when logfun==FALSE in MCMCmetrop1R the initial call to optim() now
maximizes the log of the user-defined function
* cleaned up the *.Rd files for the model fitting functions a bit
(more still needs to be done)
* MCMClogit now optionally accepts a user-defined prior density
0.6-4 to 0.6-5
* added a check so one can run MCMCirt1d without passing constraints
* fixed the Senate dataset so there are no duplicate names in the
member variables, and modified examples accordingly
* slightly edited DESCRIPTION file to get some important keywords
in the first sentence
* compute dinvgamma() on the log scale so it does not blow up
for large shape and scale parameters
* changed how MCMCmetrop1R handles a non-negative definite Hessian
from optim--sampling can now proceed if the user flips a switch
* fixed minor error in how std.mean was passed to MCMCmixfactanal
* fixed the error in the beta full conditional in MCMCpanel that resulted
from a typo in the Chib and Carlin paper
* changed factor.score.eigen.start() in hidden.R to use squared
distances rather than distances so as to be compatible with
Poole, 2005. _Spatial Models of Parliamentary Voting_
* fixed a minor bug in how the verbose argument was handled in the C++
code for MCMCmetrop1R and MCMCfactanal [thanks to Lingji Chen]
* fixed a minor documentation bug in the MCMCirtKd model [thanks to
Guillermo Rosas]
* fixed the text echoed at start-up so it does not have to be updated
year to year
0.6-3 to 0.6-4
* fixed bug with verbose in MCMCmetrop1R pointed out by a referee for
Rnews
* added a little clarification to the lecuyer.h file about the dual-
licensing scheme Pierre L'Ecuyer agreed to on 7 August 2004.
0.6-2 to 0.6-3
* cleaned up the docs for MCMCirtKd
* MCMCirtKd now fits a model with a difficulty parameter rather than
a negative difficulty (easiness ???) parameter
* MCMCirtKd and MCMCordfactanal now do a better job of dropping
variables that have 0 variance.
* fixed Senate examples for MCMCirt1d and MCMCirtKd. EVENTUALLY THE
SENATE DATA SHOULD BE FIXED DIRECTLY SO THAT THERE ARE NO DUPLICATE
NAMES IN THE MEMBER VARIABLE.
* users can interrupt all estimation algorithms now with CTL-C
* changed the behavior of the verbose switch. Now if verbose is greater
than 0 output is printed every verboseth iteration.
* changed the settings when mcmc objects are created so that
"start=burnin+1" and "end=mcmc+burnin"
* fixed documentation of MCMCmetrop1R to make clear how data are passed
to the log-posterior function
* fixed factor.score.start.check to not return an error when a vector of
starting values is passed
* improved the way factor.score.start.check enforces constraints
0.6-1 to 0.6-2
* fixed documentation for rinvgamma() and dinvgamma() so that it is clear
that these functions take shape and scale parameters as arguments.
* fixed documentation and R code for riwish(), diwish(), rwish(), and
dwish() so that it is more clear how these distributions are parameterized.
* fixed line endings in MCMCtobit.cc
* changed how MCMCordfactanal and MCMCmixfactanal report MH acceptance
rates. They now report separate rates for each manifest variable.
* fixed a bug with starting values in the IRT and factor models. If no
starting values were passed, those created in factor.score.start.check()
did not include the constraints (hard or soft), so the check failed. Now
the constructed starting values meet the constraints.
0.5-2 to 0.6-1
* added a tobit model for a linear model with censoring in MCMCtobit()
* added multinomial logit model in MCMCmnl()
* added vote data from the Netherlands to illustrate MCMCmnl()
* added choicevar() function to specify choice-specific variables in
multinomial choice models
* fixed some data-handling issues in MCMCmixfactanal() and
MCMCordfactanal() [thanks to Ben Goodrich for isolating these and
providing patches]
* fixed the Metropolis-Hastings step for the Cowles algorithm for
cutpoints in MCMCoprobit(), MCMCordfactanal(), and MCMCmixfactanal()
[thanks to Alexander Raach for isolating the problem and providing
a patch]
* removed gcc specific compilation flags from Makevars.in (per the
request of Brian Ripley and Kurt Hornik)
* added informative message for templates created in auto.Scythe.call()
* modified vector.tune() hidden function
* fixed Neal's shrinkage procedure in MCMChierEI.cc
* a number of editorial fixes, updating for new calendar year, etc.
* removed functions acosh, asinh, atanh, and expm1 from smath.h and
smath.cc so cross-compilation will work
//
// Old Changes and Bug Fixes
//
MCMCpack 0.5-1 was a major revision of MCMCpack. The entire package was
been essentially re-written using the new development environment (documented
in the MCMCpack specification) and the new Scythe Statistical Library 1.0.
This following list summarizes major changes, but is by no means
exhaustive.
0.5-1 to 0.5-2
* C++ code for truncated normal draws optimized for speed
* with the permission of Pierre L'Ecuyer licensing of RngStream code
changed to a dual license setup that is GPL compatible. Thanks to Chris
Lawrence for bringing the licensing issues to our attention and
drafting a new licensing statement and to Pierre L'Ecuyer for
agreeing to use the new licensing statement for his RngStream
code.
* Fixed serious bugs in MCMChierEI() and MCMCdynamicEI()
* Implemented a new sampling scheme based on slice sampling for
MCMChierEI() and MCMCdynamicEI().
* Removed MCMCbaselineEI()
* Added delay argument to dtomogplog()
0.4-8 to 0.5-1
* NAMESPACE implemented
* hidden functions are now available to aid in development (see hidden.R)
* a function is available to automate the C++ call and generate
template C++ code for estimation (see automate.R)
* all model functions have been updated to the new specification, and
most use hidden functions and automate
* added a general purpose Metropolis sampler that allows the user
to sample from an arbitrary (log)-density.
* C++ code now using Scythe 1.0 (now using the unedited Scythe codebase
through IFDEFs)
* support for arbitrary random number generators, including
the L'Ecuyer RNG for parallel computation (the RNG helper functions
are available in MCMCrng.cc)
* many full conditional distributions are available in MCMfcnds.cc
* documentation for density functions and RNGs have been made "R-like"
* fixed some spelling errors and misnomers in the documentation
* all documentation updated to reflect changes
* MCMCirt1d() has a new interface with new types of constraints--
sampling for this model is also now much faster.
0.4-8 to 0.4-9
* Fixed a minor Scythe issue to fix error found by gcc 3.4.
0.4-7 to 0.4-8
* Repaired Scythe_Simulate.*, for which an outdated version was included
in the last release.
0.4-6 to 0.4-7
* Fixed some Scythe bugs, including a problem with memory allocation for
matrix multiplication. See http://sourceforge.net/projects/scythestat/
for the latest version of Scythe, which is now distributed with MCMCpack.
The Scythe code differs slightly in the paths ../include and ../src are
replace with the current path, and in pnorm2 the isnan() function is
commented out to allow for cross-compilation.
* Rolled out http://mcmcpack.wustl.edu website.
* Mixed response factor code.
* Fixed factanal.
* Fixed irtKd.
0.4-5 to 0.4-6
* Fixed a bug in rnoncenhypergeom() [thanks to Tom LaFramboise]
* Patched Scythe0.3 to fix an error in inv() [thanks to Donour Sizemore].
Note that this function is not called in MCMCpack, so was causing no
explicit errors.
0.4-3 to 0.4-5
* Fixed a bug in xpnd() [thanks to Michael Man]
* Fixed some inconsistencies in documentation [thanks to Kurt Hornik]
0.4-2 to 0.4-3
* Fixed bug in Scythe truncated Normal generators (which had been
fixed before but sneaked into the last release) -- this fixes
a problem with MCMCirt1d
* Cleaned up MCMCbaselineDA.cc (eliminated unused arguments)
* Cleaned up MCMCbaseline.R (tuning argument)
* Set seed in MCMClogit.cc fixed
* Set seed in MCMCpoisson.cc fixed
* Fixed all examples such that they work out of the box
0.4-1 to 0.4-2
* Optimized some of the Scythe 0.4 code, which provides faster
computation for most models.
* Corrected a permissions problem on cleanup [thanks to Kurt Hornik]
* Added explicit licensing information and a text echo when loading
MCMCpack.
0.3-11 to 0.4-1
* Ported to Scythe Version 0.4 (which will soon be publicly available)
* Cleaned up the codebase and documentation (changes will
soon be part of the specification)
* Added vech() and xpnd() utility functions
* Included data file of 106th Senate roll call votes for the
MCMCirt1d() and MCMCirtKd() models
* Added Dirichlet, Noncentral Hypergeometric, and Inverse Gamma
generators and densities [with contributions from Kevin Rompala]
* Added read.Scythe() function to read matrices written by Scythe
[contributed by Kevin Rompala]
* Added helper functions to make coding easier [contributed by
Kevin Rompala]
* Added three models: a K-dimensional item response theory
model (MCMCirtKd), a linear factor model (MCMCfactanal), and
an ordinal item response theory model (MCMCordfactanal)
* Added a pre-processor command to handle ininf() compilation
issues on SGI [thanks to Dave Henderson]
* All MCMC* functions now only allow starting values for the
first simulated block of parameters and use check.parameters()
function.
* Range checking is turned off in the compiled C++ code, yielding
significant speed gains for most models.
0.3-10 to 0.3-11
* Fixed a bug in MCMCpoisson() re: non-negative counts
* Included a data file of Supreme Court votes for the
MCMCirt1d() model [thanks to Simon Jackman for the suggestion]
* Fixed memory leak caused by Scythe_Matrix.cc [thanks to Dan Pemstein]
|