mclustAddons 0.9.1 (2024-11)
- Change default argument
optimControl = list(..., usegr = FALSE) in
densityMclustBounded() and
MclustBounded().
mclustAddons 0.9 (2024-09)
- Added
GMMlogreturn() to model log-returns financial
data via GMMs.
- Added
VaR() and ES() to compute risk
measures from GMMs.
densityMclustBounded() allows to have lambda values
fixed for a subset of variables while to estimate lambda parameters for
the remaining variables.densityMclustBounded() added noise component.densityMclustBounded() and MclustBounded()
include an optional argument criterion to specify the
information criterion for model selection.- converted all documentation to use
roxygen2
package.
- clean-up package dependencies.
mclustAddons 0.8 (2024-02)
- Starting with this version mclust >= 6.1 is needed because of
using efficient
softmax() and logsumexp()
functions coded in Fortran. This replaces previously included functions
of the same name (now removed).
- Added
prior and nstart arguments to
densityMclustBounded() function.
- Added
rangepowerBackTransform().
- Exported both
rangepowerTransform() and
rangepowerBackTransform().
- Bug fixes.
mclustAddons 0.7.2 (2023-01)
mclustAddons 0.7.1 (2022-11)
- Small bug fix in help page.
mclustAddons 0.7 (2022-11)
- Add code for computing entropy via Gaussian mixtures. See
help(EntropyGMM).
- Add efficient Rcpp-based functions to compute log-sum-exp and
softmax.
mclustAddons 0.6 (2021-12)
- Bug fixes.
- Allowed to have both
lbound = NULL and
ubound = NULL, in which case only power transformation is
performed.
mclustAddons 0.5 (2021-09)
- Release submitted to CRAN.
mclustAddons 0.4 (2020-07
NOT ON CRAN)
- Add logarithm arg to
predict.densityMclustBounded()
function.
mclustAddons 0.3 (2020-05
NOT ON CRAN)
- Release for R version 4.0
- Inclusion of
MclustMEM() and accompanying
functions.
mclustAddons 0.2 (2017-10
NOT ON CRAN)
- Inclusion of
densityMclustBounded() and accompanying
functions.
mclustAddons 0.1 (2014-10
NOT ON CRAN)
- Initial developing release.