Title: Zero-coupon Yield Curve Estimation
Diff between termstrc versions 1.3.4 dated 2010-11-22 and 1.3.5 dated 2012-08-31
Description: The package offers a wide range of functions for term
structure estimation based on static and dynamic coupon bond
and yield data sets. The implementation focuses on the cubic
splines approach of McCulloch (1971, 1975) and the Nelson and
Siegel (1987) method with extensions by Svensson (1994),
Diebold and Li (2006) and De Pooter (2007). We propose a
weighted constrained optimization procedure with analytical
gradients and a globally optimal start parameter search
algorithm. Extensive summary statistics and plots are provided
to compare the results of the different estimation methods.
Several demos are available using data from European government
bonds and yields.
Author: Robert Ferstl, Josef Hayden
Maintainer: Josef Hayden
termstrc-1.3.4/termstrc/data/zyields.csv |only
termstrc-1.3.5/termstrc/DESCRIPTION | 12 +++++-------
termstrc-1.3.5/termstrc/MD5 |only
termstrc-1.3.5/termstrc/R/gradfunc.R | 18 ++++++++++++------
termstrc-1.3.5/termstrc/R/methods_termstrc_cs.R | 2 +-
termstrc-1.3.5/termstrc/data/datadyncouponbonds.RData |binary
termstrc-1.3.5/termstrc/data/govbonds.RData |binary
termstrc-1.3.5/termstrc/data/zyields.csv.xz |only
8 files changed, 18 insertions(+), 14 deletions(-)
Title: Network Generation and Comparison
Diff between NetComp versions 1.5 dated 2012-06-21 and 1.6 dated 2012-08-31
Description: This package contains functions to carry out high
throughput data analysis and to conduct data set comparisons.
Similarity matrices from high throughput phenotypic data
containing uninformative (e.g. wild type) or missing data can
be calculated to report similarity of response. A suite of
graph comparisons using an adjacency or correlation matrix
format are included to facilitate quick network analysis.
Author: Shannon M. Bell
Maintainer: Shannon M. Bell
DESCRIPTION | 24 +++++++++++-------------
MD5 | 20 +++++++++++---------
NAMESPACE | 2 +-
R/netClass.R |only
man/SimMeasure.Rd | 4 ----
man/matrix_threshold.Rd | 5 +----
man/netClass.Rd |only
man/netDiff.Rd | 4 ----
man/netIntersect.Rd | 4 ----
man/netUnion.Rd | 4 ----
man/netVal.Rd | 4 ----
src/netVal.c | 4 ++--
12 files changed, 26 insertions(+), 49 deletions(-)
Title: Methods for Tree-based Local Adaptive Thresholding
Diff between treethresh versions 0.1-6 dated 2012-08-29 and 0.1-7 dated 2012-08-31
Description: This package implements TreeThresh, a locally adaptive
version of EbayesThresh.
Author: Ludger Evers
Maintainer: Ludger Evers
DESCRIPTION | 8 ++++----
MD5 | 8 ++++----
R/treethresh.R | 4 ++--
inst/doc/treethresh.pdf |binary
man/wavelet.treethresh.Rd | 2 --
5 files changed, 10 insertions(+), 12 deletions(-)
Title: Multivariate outlier detection based on robust methods
Diff between mvoutlier versions 1.9.7 dated 2012-04-19 and 1.9.8 dated 2012-08-31
Description: This packages was made for multivariate outlier detection.
Author: Peter Filzmoser
Maintainer: Peter Filzmoser
DESCRIPTION | 10 +++++-----
MD5 | 22 +++++++++++-----------
R/locoutPercent.R | 6 +++---
R/locoutSort.R | 6 +++---
data/bhorizon.rda |binary
data/bss.background.rda |binary
data/bssbot.rda |binary
data/bsstop.rda |binary
data/chorizon.rda |binary
data/humus.rda |binary
data/kola.background.rda |binary
data/moss.rda |binary
12 files changed, 22 insertions(+), 22 deletions(-)
Title: Generalized Beta Distribution of the Second Kind: properties,
likelihood, estimation.
Diff between GB2 versions 1.0 dated 2011-01-06 and 1.1 dated 2012-08-31
Description: GB2 is a simple package that explores the Generalized Beta
distribution of the second kind. Density, cumulative
distribution function, quantiles and moments of the
distributions are given. Functions for the full log-likelihood,
the profile log-likelihood and the scores are provided.
Formulae for various indicators of inequality and poverty under
the GB2 are implemented. The GB2 is fitted using the methods of
maximum pseudo-likelihood estimation using the full and profile
log-likelihood, and non-linear least squares estimation of the
model parameters. Various plots for the vizualization and
analysis of the results are provided. Variance estimation of
the parameters is provided for the method of maximum
pseudo-likelihood estimation. A compound distribution based on
the GB2 is presented. This compound distribution can be
calculated by a left or right tail decomposition. Density,
cumulative distribution function, moments and quantiles for the
compound distribution can be calculated. The compound
distribution is fitted using the method of maximum likelihood
estimation. The fit can be also adapted for the use of
auxiliary information.
Author: Monique Graf
Maintainer: Desislava Nedyalkova
DESCRIPTION | 46 ++++++++-----
MD5 |only
NAMESPACE | 30 ++++++++
R/Compound.R |only
R/CompoundFit.R |only
R/CompoundFitAux.R |only
R/CompoundIndicators.R |only
R/CompoundMoments.R |only
R/CompoundQuantiles.R |only
R/Contprof.R | 2
R/Fisk.R |only
R/GB2.R | 29 ++++++--
R/LogLikelihood.R | 58 +++++++---------
R/MLfitGB2.R | 18 ++---
R/MLfullGB2.R | 158 ++++++++++++++++------------------------------
R/MLprofGB2.R | 12 +--
R/NonlinearFit.R | 101 +++--------------------------
R/PlotsML.R | 2
R/ProfLogLikelihood.R | 30 ++++----
R/RobustWeights.R |only
R/Varest.R | 14 ----
man/Compound.Rd |only
man/CompoundFit.Rd |only
man/CompoundFitAux.Rd |only
man/CompoundIndicators.Rd |only
man/CompoundMoments.Rd |only
man/CompoundQuantiles.Rd |only
man/Contindic.Rd | 10 +-
man/Contprof.Rd | 22 +++---
man/Fisk.Rd |only
man/Gini.Rd | 9 --
man/Indicators.Rd | 16 ++--
man/LogDensity.Rd | 11 +--
man/LogLikelihood.Rd | 24 +++---
man/MLfitGB2.Rd | 25 +++----
man/MLfullGB2.Rd | 48 ++++++-------
man/MLprofGB2.Rd | 25 +++----
man/Moments.Rd | 10 +-
man/NonlinearFit.Rd | 123 +++++++++++++++--------------------
man/PlotsML.Rd | 16 ++--
man/ProfLogLikelihood.Rd | 25 +++----
man/RobustWeights.Rd |only
man/Thomae.Rd | 28 +++-----
man/Varest.Rd | 61 +++++++++--------
man/gb2.Rd | 17 ++--
45 files changed, 433 insertions(+), 537 deletions(-)
Title: non-parametric denoising and clustering method of noisy images
both indexed by time and space
Diff between DynClust versions 1.0 dated 2012-08-30 and 1.1 dated 2012-08-31
Description: Two-stage method for the denoising and clustering of stack
of noisy images acquired over time, based on the simple
assumption that a finite sequence of noisy images both indexed
by time and space is composed of noisy versions of only a
limited amount of dynamic features. The aim of the method is
first to denoise signals using both the spatial and temporal
information contained in the data, and then cluster the
denoised signals depending on their dynamic features. Two
signals are considered to have similar features if their
difference does not significantly deviate from zero. By
comparing difference signals, no assumption is therefore made
on the shape of the theoretical signals. In order for the
method to be applicable to experimental data, the data should
be normally distributed (or at least follow a symmetric
distribution) with a constant variance. Also the number of
observations n must be of the form n=d^2. Moreover, the method
is based on the implicit assumption that, for a given data set,
almost each dynamic feature is present in two or more pixels.
The use of the method can be time consumming depending on the
size of the data-array (for example about 2 hours for
130x175x60 data set on a PC dual core processor 2.80 GHz, RAM 4
Go, Ubuntu Maverick 64 bits, R 2.12.1).
Author: Yves Rozenholc, Christophe Pouzat, Tiffany Lieury
Maintainer: Tiffany Lieury
DESCRIPTION | 35 ++++++++++++++++++++--------
MD5 | 12 ++++-----
R/ClusteringFct.R | 22 +++++++++++++++++
R/callDenoiseVoxel.R | 33 ++++++++++++++++++++++++++
man/ClusteringFct.Rd | 40 ++++++++++++++++++++++++++++++++
man/DynClust-package.Rd | 4 +--
man/callDenoiseVoxel.Rd | 59 +++++++++++++++++++++++++++++++++++++++++++++++-
7 files changed, 185 insertions(+), 20 deletions(-)
Title: Spatial dependence: weighting schemes, statistics and models
Diff between spdep versions 0.5-46 dated 2012-05-06 and 0.5-50 dated 2012-08-31
Description: A collection of functions to create spatial weights matrix
objects from polygon contiguities, from point patterns by
distance and tesselations, for summarising these objects, and
for permitting their use in spatial data analysis, including
regional aggregation by minimum spanning tree; a collection of
tests for spatial autocorrelation, including global Moran's I,
APLE, Geary's C, Hubert/Mantel general cross product statistic,
Empirical Bayes estimates and Assunção/Reis Index, Getis/Ord
G and multicoloured join count statistics, local Moran's I and
Getis/Ord G, saddlepoint approximations and exact tests for
global and local Moran's I; and functions for estimating
spatial simultaneous autoregressive (SAR) lag and error models,
impact measures for lag models, weighted and unweighted SAR and
CAR spatial regression models, semi-parametric and Moran
eigenvector spatial filtering, GM SAR error models, and
generalized spatial two stage least squares models.
Author: Roger Bivand
Maintainer: Roger Bivand
ChangeLog | 72 ++++++++++++++++++
DESCRIPTION | 19 ++--
MD5 | 56 +++++++-------
NAMESPACE | 4 -
R/ME.R | 8 +-
R/error.hessian.R | 3
R/error.spsarlm.R | 68 ++++++++++++++---
R/jacobian.R | 194 +++++++++++++++++++++++++++++++++++++++++++++++++++
R/lag.hessian.R | 29 +++----
R/lag.spsarlm.R | 72 ++++++++++++++++--
R/read.gwt2nb.R | 4 +
R/s2sls.R | 2
R/sacsarlm.R | 20 +----
R/skater.R | 17 +---
R/spautolm.R | 2
R/subset.nb.R | 2
R/summary.spsarlm.R | 58 +++++++++++----
inst/ChangeLog | 72 ++++++++++++++++++
inst/doc/CO69.pdf |binary
inst/doc/sids.pdf |binary
man/ME.Rd | 7 +
man/do_ldet.Rd | 50 +++++++++++++
man/errorsarlm.Rd | 16 +++-
man/impacts.sarlm.Rd | 6 -
man/lagsarlm.Rd | 15 +++
man/sacsarlm.Rd | 9 +-
man/skater.Rd | 71 +++++++++++++-----
man/summary.sarlm.Rd | 3
spdep-Ex.R | 62 ++++++++++++----
29 files changed, 770 insertions(+), 171 deletions(-)
Title: LDcorSV
Diff between LDcorSV versions 1.1 dated 2012-01-30 and 1.2 dated 2012-08-31
Description: The package provides a set of functions which aim is to
propose four measures of linkage disequilibrium: the usual r^2
measure, the r^2_S measure (r^2 corrected by the structure
sample), the r^2_V (r^2 corrected by the relatedness of
genotyped individuals), the r^2_VS measure (r^2 corrected by
both the relatedness of genotyped individuals and the structure
of the sample).
Author: David Desrousseaux, Aurelie Siberchicot, Christine
Cierco-Ayrolles and Brigitte Mangin
Maintainer:
DESCRIPTION | 8 ++++----
MD5 | 20 ++++++++++----------
R/Inv.proj.matrix.sdp.R | 2 +-
data/data.test.rda |binary
man/LD.Measures.Rd | 2 +-
man/LDcorSV-package.Rd | 8 ++++----
man/Measure.R2.Rd | 3 +--
man/Measure.R2S.Rd | 4 ++--
man/Measure.R2V.Rd | 3 +--
man/Measure.R2VS.Rd | 2 +-
man/data.test.Rd | 2 +-
11 files changed, 26 insertions(+), 28 deletions(-)
Title: Read and write TIFF images
Diff between tiff versions 0.1-0 dated 2012-08-05 and 0.1-2 dated 2012-08-31
Description: This package provides an easy and simple way to read,
write and display bitmap images stored in the TIFF format. It
can read and write both files and in-memory raw vectors.
Author: Simon Urbanek
Maintainer: Simon Urbanek
DESCRIPTION | 6 ++---
MD5 | 14 ++++++-------
NEWS | 14 +++++++++++++
R/read.R | 4 +--
man/readTIFF.Rd | 8 ++++++-
src/common.c | 6 +++++
src/read.c | 57 ++++++++++++++++++++++++++++++++++++++++++++++++++------
src/write.c | 9 +++-----
8 files changed, 94 insertions(+), 24 deletions(-)
Title: spatial and spatio-temporal geostatistical modelling, prediction
and simulation
Diff between gstat versions 1.0-13 dated 2012-07-24 and 1.0-14 dated 2012-08-31
Description: variogram modelling; simple, ordinary and universal point
or block (co)kriging, sequential Gaussian or indicator
(co)simulation; variogram and variogram map plotting utility
functions.
Author: Edzer Pebesma
Maintainer: Edzer Pebesma
DESCRIPTION | 8 ++++----
MD5 | 14 +++++++-------
R/krige0.R | 9 ++++++---
inst/doc/gstat.pdf |binary
inst/doc/prs.pdf |binary
inst/doc/st.pdf |binary
tests/unproj.Rout.save | 4 ++--
tests/windst.Rout.save | 8 ++++----
8 files changed, 23 insertions(+), 20 deletions(-)
Title: Dendrochronology Program Library in R
Diff between dplR versions 1.5.5 dated 2012-06-24 and 1.5.6 dated 2012-08-31
Description: This package contains functions for performing tree-ring
analyses, IO, and graphics.
Author: Andy Bunn [aut, cph, cre, trl], Mikko Korpela [aut, cph],
Franco Biondi [aut, cph], Filipe Campelo [aut, cph], Pierre
Mérian [aut, cph], Fares Qeadan [aut, cph], Christian Zang
[aut, cph]
Maintainer: Andy Bunn
ChangeLog | 31 +++++++++++++++++++++++++++++++
DESCRIPTION | 26 ++++++++++++++------------
MD5 | 15 +++++++++------
NAMESPACE | 2 +-
R/common.interval.R |only
R/corr.rwl.seg.R | 8 ++++----
R/write.tucson.R | 2 +-
dplR-Ex.R |only
man/common.interval.Rd |only
man/dplR-package.Rd | 4 ++--
10 files changed, 62 insertions(+), 26 deletions(-)