Changelog dev

matrixdist 0.0.0.9919 Unreleased

  • Added a NEWS.md file to track changes to the package.
  • Changed the name of the maximum likelihood parameter fitting function to MLmatrixnorm since mle.--- could be confused for a method.

matrixdist 0.0.0.9920 Unreleased

  • added change to mean estimation to account for restricted means
  • added changes to documentation

matrixdist 0.0.0.9921 Unreleased

  • Added support for using IID structure for covariance matrices
  • correction on restricted means - only true if known variance

matrixdist 0.0.0.9922 Unreleased

  • Added LDA and QDA functions with predict() methods. These functions are relatively fragile.
  • Marked some functions as internal to clean up the NAMESPACE

matrixdist 0.0.0.9923 Unreleased

  • Rewrote rInvCholWishart to fix a bug where it was not actually a Cholesky decomposition - while upper triangular, tcrossprod() was InvWishart, not crossprod(). The method is a little slower since it involves computing rInvWishart and then taking the Cholesky decomposition, but it is faster than doing it in R.

matrixdist 0.0.0.9924 Unreleased

  • Wrote density functions for the Wishart and InvWishart distributions. Broke the Wishart functions and mvgamma functions into a separate file just for them as they are all related and I may break them into their own package.

matrixdist 0.0.0.9925 Unreleased

  • add multivariate digamma
  • add a couple tests for matrixt
  • new plan: add fitting for t-distribution, LDA for t-distribution

matrixdist 0.0.0.9926 Unreleased

  • split Wishart functions into CholWishart package
  • migrate some internal functions to RcppArmadillo to improve speed
  • add support for multiple observation input to dmatrixnorm function
  • add support for multiple observation input to dmatrixt and dmatrixinvt
  • dmatrix function now have large components in C++
  • add error checking to dmatrixinvt - density only defined when matrix is positive definite
  • improve speed of MLmatrixnorm by migrating more to C++ and fixing some R bottlenecks

matrixdist 0.0.0.9927 Unreleased

  • include EM algorithm (actually an ECME) for estimation of parameters of matrix-variate t-distributions
  • include variance specifications for EM for t distribution
  • include the possibility of restricting covariance matrices to a correlation structure.

MixMatrix 0.0.0.9949 Unreleased

  • changing name to MixMatrix