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Releases: getzze/RobustModels.jl

v0.6.0

26 Sep 11:15
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RobustModels v0.6.0

Diff since v0.5.0

Merged pull requests:

Closed issues:

  • appropriate R^2 for fitted models? (#44)

v0.5.0

12 May 12:07
b3ef64a
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RobustModels v0.5.0

Diff since v0.4.5

Closed issues:

  • StackOverflowError if inputs allow Missing type (#16)
  • Hung Process (#32)

Merged pull requests:

  • Fix missing type leading to StackOverflow (#17) (@svilupp)
  • add test univariate: mean_and_std = (mean, std) (#18) (@getzze)
  • add influence function expression in the docs of each estimator (#19) (@getzze)
  • create an abstract type AbstractMEstimator to differentiate from non-… (#20) (@getzze)
  • prefix new methods by the module defining the function to be extended… (#21) (@getzze)
  • add two Catoni loss functions for M-Estimators, CatoniWideLoss and CatoniNarrowLoss (#22) (@getzze)
  • add wobs (#23) (@getzze)
  • bump compat StatsModels to "0.6, 0.7" (#24) (@getzze)
  • remove use of nobs (#25) (@getzze)
  • Correct leverage, dof for RidgePred (#26) (@getzze)
  • correct Ridge lambda factor 2 and add tests (#27) (@getzze)
  • Correct weights, add tests for weights (#28) (@getzze)
  • Clean estimator (#30) (@getzze)
  • Remove TableRegressionModel wrapper (#31) (@getzze)
  • Correct infinite loop (#33) (@getzze)
  • Compatibility with julia 1.3 (#34) (@getzze)
  • Add GLM.DensePredQR (#35) (@getzze)
  • Bump to v0.5 (#36) (@getzze)

v0.4.5

07 Sep 09:15
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RobustModels v0.4.5

Diff since v0.4.4

  • Update dependencies compat versions (Roots)

v0.4.4

06 Sep 23:29
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RobustModels v0.4.4

Diff since v0.4.3

  • Export hasintercept function
  • Correct nulldeviance and nullloglikelihood for models without intercept (JuliaStats/StatsAPI.jl#14).
  • Update dependencies compat versions (Tulip)

Closed issues:

  • Register package (#13)

Merged pull requests:

  • CompatHelper: bump compat for Tulip to 0.9, (keep existing compat) (#15) (@github-actions[bot])

v0.4.3

25 Oct 18:22
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RobustModels v0.4.3

Diff since v0.4.2

v0.4.2

22 Oct 16:56
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RobustModels v0.4.2

  • Minimal compatibility set to julia 1.3 (because of Tulip.jl>=0.8)

v0.4.1

19 Sep 00:03
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RobustModels v0.4.1

  • Correctly handle multidimensional arrays with univariate robust functions.
  • Reformat code.

v0.4

17 Sep 15:00
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RobustModels v0.4

  • Drop the heavy JuMP dependency and use Tulip with the unstable internal API instead for quantile regression.
  • Add univariate robust functions: mean, std, var, sem, mean_and_std, mean_and_var and mean_and_sem.
  • Drop Coveralls support.

v0.3

24 Mar 19:16
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RobustModels v0.3

  • API change: estimator type and loss functions are now two different types. Fit a robust model using the new API:
    rlm(form, data, MMEstimator{TukeyLoss}(); initial_scale=:L1)
  • Robust Ridge regression by specifying the keyword argument ridgeλ to rlm:
    rlm(form, data, MEstimator{HuberLoss}(); initial_scale=:mad, ridgeλ=0.1)
  • Add documentation.