**New**
| Function | What's new! | |:--------:|:-----------------------------------------------------------------------------------:| | jbtests | Many Jarque–Bera normality tests | | lm.nonparboot | Non-parametric bootstrap for linear models | | normal.etest | Energy based normality test | | batch.logistic | Logistic regression for large scale data | | colhalfcauchy.mle | Column-wise MLE for the half Cauchy distribution | | colcenspois.mle | Column-wise MLE for the censored Poisson distribution | | colcensweibull.mle | Column-wise MLE for the censored Weibull distribution | | el.cor.test | Empirical likelihood test for the correlation coefficient | | eel.cor.test | Exponential empirical likelihood test for the correlation coefficient | | jbtest | Jarque–Bera normality test |
**Improved**
(***by speed, correctness or options***)| Function | What's new! | |:--------:|:-----------------------------------------------------------------------------------:| | halfcauchy.mle | Time improvement | | censpois.mle | Time improvement | | censweibull.mle | Time improvement |
**LinkingTo**
(***by speed, correctness or options***)| Function/Structure | What's new! | |:------------------:|:--------------------:| | | |
**Improved**
(***by speed, correctness or options***)| Function | What's new! | |:--------:|:-----------------------------------------------------------------------------------:| | TrimMean | Add option for parallelism. Supported only where C++ execution policy is supported. | | Quantile | Add option for parallelism. Supported only where C++ execution policy is supported. |
**LinkingTo**
(***by speed, correctness or options***)| Function/Structure | What's new! | |:------------------:|:--------------------:| | Quantile | Exported for linking | | rowQuantile | Exported for linking | | colQuantile | Exported for linking | | TrimMean | Exported for linking | | rowTrimMean | Exported for linking | | colTrimMean | Exported for linking | | colTrimMean | Exported for linking |
Comments
- All the exported functions for linking to mechanism are in namespace
Rfast
.- We have added the header file
parallel.h
which automatically includes the new parallelism policy rules of C++17. If not supported by your system, non-parallel algorithms are automatically used.
**New**
| Function | What's new! | |:---------:|:-----------------------------------------------:| | covrob.lm | Linear regression with robust covariance matrix |
**New**
| Function | What's new! | |:-----------:|:-------------------------------------------------------------------------------:| | Runif | Like R's runif but faster. | | Sample | Like R's Sample but faster. | | Sample.int | Like R's Sample.int but faster. | | colaccs | Column-wise accuracies | | colsens | Column-wise sensitivities | | colspecs | Column-wise specificities | | colprecs | Column-wise precisions | | colfscores | Column-wise F-scores | | colfbscores | Column-wise F-beta-scores | | colfmis | Column-wise Fowlkes--Mallows index | | colfmses | Column-wise MSEs | | colmaes | Column-wise MAEs | | colpkl | Column-wise Kullback-Leibler divergence for percentages | | colukl | Column-wise Kullback-Leibler divergence for non-negative or non-negative values | | pinar1 | Poisson INAR(1) model estimation | | colpinar1 | Column-wise Poisson INAR(1) model estimation |
**Improved**
(***by speed, correctness or options***)| Function | What's new! | |:---------------------:|:-------------------------------------------------:| | Quantile, rowQuantile | Optimize algorithm | | colQuantile | Optimize algorithm and new method for data.frames | | colTrimMean | Optimize algorithm and new method for data.frames |
**New**
| Function | What's new! | |:----------:|:-----------------------------------------------------:| | mmhc.skel | Skeleton of MMHC Bayesian network learning algorithm | | fedhc.skel | Skeleton of FEDHC Bayesian network learning algorithm | | fe.lmfit | Fixed effects linear regression for panel data |
**New**
| Function | What's new! | |:--------------:|:--------------------------------------------------:| | gammareg | Gamma regression | | gammaregs | Many gamma regressions | | cor_test | Hypothesis testing for the correlation coefficient | | cor_test | Hypothesis testing for the correlation coefficient | | hcf.circaov | ANOVA for circular data | | het.circaov | ANOVA for circular data | | lr.circaov | ANOVA for circular data | | multivm.mle | Fitting many von Mises distributions | | multispml.mle | Fitting many von SPML distributions | | depth.mahala | Mahalanobis depth | | perm.ttest2 | Permutation based 2 sample t-test | | lm.parboot | Parametric bootstrap for linear models | | weibull.nb | Weibull Naive Bayes (NB) classifier | | weibullnb.pred | Prediction using Weibull NB classifier | | normlog.nb | Gaussian(log-link) NB classifier | | normlognb.pred | Prediction using Gaussian(log-link) NB classifier | | laplace.nb | Laplace NB classifier | | laplacenb.pred | Prediction using Laplace NB classifier | | vm.nb | von Mises NB classifier | | vmnb.pred | Prediction using von Mises NB classifier | | spml.nb | SPML NB classifier | | spml.pred | Prediction using SPML NB classifier |
**Improved**
(***by speed, correctness or options***)| Function | What's new! | |:-----------:|:------------------------------------:| | bic.regs | Addition SPML and Weibull regression | | pc.sel | Time improvement | | welch.tests | Time improevement |
**New**
| Function | What's new! | |:-----------------:|:---------------------------------------------------:| | cls | Constrained least squares regression | | cluster.lm | Linear regression with clustered data | | colborel.mle | Column-wise MLE of the Borel distribution | | collogitnorm.mle | Column-wise MLE of the logistic normal distribution | | collognorm.mle | Column-wise MLE of the log-normal distribution | | cospml.mle | Column-wise MLE of the SPML distribution | | empirical.entropy | Empirical entropy estimation with continuous data | | fbed.reg | FBED variable selection algorithm | | gumbel.reg | Gumbel regression | | moranI | Moran's I measure of spatial autocorrelation | | multinom.reg | Multinomial regression | | negbin.reg | Negative binomial regression | | pca | Principal component analysis | | refmeta | Random effects meta-analysis estimation | | simplex.mle | MLE of the simplex distribution | | weib.regs | Many simple weibull regressions | | ztp.reg | zero truncated Poisson regression | | mmpc2 | MMPC variable selection algorithm | | is.skew.symmetric | Checking if the given matrix is skew-symmetric. |
**Improved**
(***by speed, correctness or options***)| Function | What's new! | |:---------:|:----------------------------:| | benchmark | fix a bug in printing names. |
**New**
| Function | What's new! | |:--------------:|:---------------------------------------------------------------:| | gee.reg | Gereneralised estimating equations Gaussian regression | | halfcauchy.mle | MLE of the half Cauchy distribution | | kumar.mle | MLE of the Kumaraswamy distribution | | powerlaw.mle | MLE of the power law distribution | | reg.mle.lda | Regularised maximum likleihood linear discriminant analysis | | walter.ci | Confidence interval for the relative risk using Walter's method | | welch.tests | Many Welch t-tests |
**New**
| Function | What's new! | |:---------------:|:----------------------------------------------------------------------------:| | add.term | Add many single terms to a model. | | bic.regs | BIC of many univariate regressions. | | censpois.mle | MLE of the left censored Poisson distribution. | | cesweibull.mle | MLE of the censored Weibull distribution. | | circ.cor1 | Circurlar correlations between two circular variables. | | circ.cors1 | Circurlar correlations between a circular and many circular variables. | | colmeansvars | Column-wise means and variances of a matrix. | | covar | Covariance betweeen a vector and a matrix. | | diffic | Difficulty of items (psychometric theory). | | discrim | Discrimination of items (psychometric theory). | | gammapois.mle | MLE of the gamma-Poisson distribution. | | km | Kaplan-Meier estimate of a survival function. | | logiquant.regs | Many simple quantile regressions using logistic regressions. | | mle.lda | Maximum likelihood linear discriminant analysis. | | pc.sel | Variable selection using the PC-simple algorithm. | | pooled.colVars | Column-wise pooled variances across groups. | | purka.mle | MLE of the Purkayastha distribution. | | sp.logiregs | Many approximate simple logistic regressionss. | | trunccauchy.mle | MLE of the truncated Cauchy distribution. | | truncexpmle | MLE of the truncated exponential distribution. | | wald.poisrat | Wald confidence interval for the ratio of two Poisson variables. | | col.waldpoisrat | Column-wise Wald confidence interval for the ratio of two Poisson variables. | | welch.tests | Many Welch tests. | | zigamma.mle | MLE of the zero inflated Gamma distribution. | | ziweibull.mle | MLE of the zero inflated Weibull distribution. | | zil.mle | MLE of the zero inflated logistic normal distribution. | | Intersect | Intersect as R's. | | is.lower.tri | Check if a matrix is lower triangular. | | is.upper.tri | Check if a matrix is upper triangular. | | lud | Split a matrix to a lower,upper matrix and diagonal vector. | | Merge | Merge 2 sorted vectors to a sorted vector. | | benchmark | Measure code's execution time. | | colGroup | Apply Rfast's gorup function to each column with some restrictions. | | Quantile | Quantile(s) of a vector. | | colQuantile | Column-wise quantile(s) of a matrix. | | rowQuantile | Row-wise quantile(s) of a matrix. | | trim.mean | Trimmed mean of a vector. | | colTrimMean | Column-wise trimmed mean of a matrix. | | rowTrimMean | Row-wise trimmed mean of a matrix. |