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authormef <mef@pkgsrc.org>2021-09-18 11:43:01 +0000
committermef <mef@pkgsrc.org>2021-09-18 11:43:01 +0000
commitb85a9d21a82b4a8019b3a51b92f7d35a8d8cba41 (patch)
treee82f028006fb2692e7d1446ea92431c675076c3b /math
parentd275e74fa2c8d1b5c4627e49b447e4a1ae8ff111 (diff)
downloadpkgsrc-b85a9d21a82b4a8019b3a51b92f7d35a8d8cba41.tar.gz
(math/R-sandwich) Updated 2.5.1 to 3.0.1
# sandwich 3.0-1 * Extended the "Getting started" page with information on how to use _sandwich_ in combination with the _modelsummary_ package (Arel-Bundock) based on _broom_ infrastructure (Robinson, Hayes, Couch). (Based on ideas from Grant McDermott.) <https://sandwich.R-Forge.R-project.org/articles/sandwich.html> * Catch `NA` observations in `cluster` and/or `order.by` indexes for `vcovCL()`, `vcovBS()`, `vcovPL()`, and `vcovPC()`. Such missing observations cannot be handled in the covariance extractor functions but need to be addressed prior to fitting the model object, either by omitting these observations or by imputing the missing values. (Raised by Alexander Fischer on StackOverflow <https://stackoverflow.com/questions/64849935/clustered-standard-errors-and-missing-values>.) * In `vcovHC()` if there are `estfun()` rows that are all zero and `type = "const"`, then the working residuals for `lm` and `glm` objects are obtained via `residuals()` rather than `estfun()`. (Prompted by an issue raised by Alex Torgovitsky.) # sandwich 3.0-0 * Release of version 3.0-0 accompanying the publication of the paper "Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in R." together with Susanne Koell and Nathaniel Graham in the _Journal of Statistcal Software_ at <https://doi.org/10.18637/jss.v095.i01>. The paper is also provided as a vignette in the package as `vignette("sandwich-CL", package = "sandwich")`. * Improved or clarified notation in Equations 6, 9, 21, and 22 (based on feedback from Bettina Gruen). * The documentation of the HC1 bias correction for clustered covariances in `vignette("sandwich-CL", package = "sandwich")` has been corrected (Equation 15). While both the code in `vcovCL()` and the corresponding documentation `?vcovCL` always correctly used (n-1)/(n-k), the vignette had incorrectly stated it as n/(n-k). (Reported by Yves Croissant.) * The package is also accompanied by a `pkgdown` website on R-Forge now: <https://sandwich.R-Forge.R-project.org/> This essentially uses the previous content of the package (documentation, vignettes, NEWS) and just formatting was enhanced. But a few new features were also added: - A "Get started" vignette for the `pkgdown` page (but not shipped in the package) providing an introduction to the package and listing all variance-covariance functions provided with links to further details. - R/Markdown overview vignettes for the `pkgdown` page (but also not shipped in the package) linking the `Sweave`-based PDF vignettes so that they are easily accessible online. - A `README` with very brief overview for the `pkgdown` title page. - A nice logo, kindly provided by Reto Stauffer. * All kernel weights functions in `kweights()` are made symmetric around zero now (suggested by Christoph Hanck). The quadratic spectral kernal is approximated by `exp(-c * x^2)` rather than `1` for very small `x`. * In case the `Formula` namespace is loaded, warnings are suppressed now for processing formula specifications like `cluster = ~ id` in `expand.model.frame()`. Otherwise warnings may occur with the `|` separator in multi-part formulas with factors. (Reported by David Hugh-Jones.) * The `bread()` method for `mlm` objects has been improved to also handle _weighted_ `mlm` objects. (Suggested by James Pustejovsky.)
Diffstat (limited to 'math')
-rw-r--r--math/R-sandwich/Makefile11
-rw-r--r--math/R-sandwich/distinfo10
2 files changed, 13 insertions, 8 deletions
diff --git a/math/R-sandwich/Makefile b/math/R-sandwich/Makefile
index a67a1a31a2d..6c3ac1a7ee0 100644
--- a/math/R-sandwich/Makefile
+++ b/math/R-sandwich/Makefile
@@ -1,8 +1,7 @@
-# $NetBSD: Makefile,v 1.2 2019/08/08 19:53:53 brook Exp $
+# $NetBSD: Makefile,v 1.3 2021/09/18 11:43:01 mef Exp $
R_PKGNAME= sandwich
-R_PKGVER= 2.5-1
-CATEGORIES= math
+R_PKGVER= 3.0-1
MAINTAINER= pkgsrc-users@NetBSD.org
COMMENT= Robust covariance matrix estimators
@@ -10,6 +9,12 @@ LICENSE= gnu-gpl-v2 OR gnu-gpl-v3
DEPENDS+= R-zoo>=1.8.6:../../math/R-zoo
+# Packages suggested but not available:
+# 'AER', 'geepack', 'multiwayvcov', 'pcse', 'plm', 'pscl',
+# 'scatterplot3d', 'strucchange'
+TEST_DEPENDS+= R-car-[0-9]*:../../math/R-car
+TEST_DEPENDS+= R-lmtest-[0-9]*:../../math/R-lmtest
+
USE_LANGUAGES= # none
.include "../../math/R/Makefile.extension"
diff --git a/math/R-sandwich/distinfo b/math/R-sandwich/distinfo
index 9d72fbd40d4..c0f3e764316 100644
--- a/math/R-sandwich/distinfo
+++ b/math/R-sandwich/distinfo
@@ -1,6 +1,6 @@
-$NetBSD: distinfo,v 1.1 2019/07/31 13:28:23 brook Exp $
+$NetBSD: distinfo,v 1.2 2021/09/18 11:43:01 mef Exp $
-SHA1 (R/sandwich_2.5-1.tar.gz) = acaf9914ed1a0674033e701b10a4e4733a5b4634
-RMD160 (R/sandwich_2.5-1.tar.gz) = ccdc868f90c92016d5b1baf5e76a107a8fc2082c
-SHA512 (R/sandwich_2.5-1.tar.gz) = 381a4f3f1252e61796744a0d15ce1a118e4a0d4d06325294617fee77e4080e37a0832794d03e1478b7a897058693a50a5c0e59591f445517590f7772c7fd7d04
-Size (R/sandwich_2.5-1.tar.gz) = 1349536 bytes
+SHA1 (R/sandwich_3.0-1.tar.gz) = 243830dd567c18b2d1fc46069350ffbf40ebb04d
+RMD160 (R/sandwich_3.0-1.tar.gz) = fc11d686429ae4a6caa9c1427edb5e1302caff50
+SHA512 (R/sandwich_3.0-1.tar.gz) = fa2117c0d357aea85bab3468789739e218d87552535a8c5aaabb5c1191883304dfd8ac5109d7104ab15fd4535c5f1f4de88a5779ad1e573efc73b0ae567c6769
+Size (R/sandwich_3.0-1.tar.gz) = 1482805 bytes