Received: from localhost (localhost [127.0.0.1]) by mail.netbsd.org (Postfix) with ESMTP id 609A184E9B for ; Thu, 8 Jun 2023 16:04:38 +0000 (UTC) X-Virus-Scanned: amavisd-new at netbsd.org Received: from mail.netbsd.org ([IPv6:::1]) by localhost (mail.netbsd.org [IPv6:::1]) (amavisd-new, port 10025) with ESMTP id UrFVz_-fWOKZ for ; Thu, 8 Jun 2023 16:04:37 +0000 (UTC) Received: from cvs.NetBSD.org (ivanova.netbsd.org [199.233.217.197]) by mail.netbsd.org (Postfix) with ESMTP id ABC1684CDC for ; Thu, 8 Jun 2023 16:04:37 +0000 (UTC) Received: by cvs.NetBSD.org (Postfix, from userid 500) id A54ADFA89; Thu, 8 Jun 2023 16:04:37 +0000 (UTC) Content-Transfer-Encoding: 7bit Content-Type: multipart/mixed; boundary="_----------=_1686240277131660" MIME-Version: 1.0 Date: Thu, 8 Jun 2023 16:04:37 +0000 From: "Makoto Fujiwara" Subject: CVS commit: pkgsrc/math/R-sandwich To: pkgsrc-changes@NetBSD.org Approved: commit_and_comment Reply-To: mef@netbsd.org X-Mailer: log_accum Message-Id: <20230608160437.A54ADFA89@cvs.NetBSD.org> This is a multi-part message in MIME format. --_----------=_1686240277131660 Content-Disposition: inline Content-Transfer-Encoding: 8bit Content-Type: text/plain; charset="US-ASCII" Module Name: pkgsrc Committed By: mef Date: Thu Jun 8 16:04:37 UTC 2023 Modified Files: pkgsrc/math/R-sandwich: Makefile distinfo Log Message: (math/R-sandwich) Updated 3.0.1 to 3.0.2 # sandwich 3.0-2 * Added new argument `aggregate = TRUE` to `meatPL()` which is thus inherited by `vcovPL()`. By default, this still yields the Driscoll & Kraay (1998) covariance matrix. When setting `aggregate = FALSE` the cross-sectional and cross-serial correlation is set to zero, yielding the "pure" panel Newey-West covariance matrix. * Bug fix in `vcovCL(..., type = "HC2")` for `glm` objects or `lm` objects with weights. The code had erroneously assumed that the hat matrices were all symmetric (as in the `lm` case without weights). This is corrected now. (Detected and reported by Bixi Zhang.) * Issue a warning in `vcovHC()` for HC2/HC3/HC4/HC4m/HC5 if any of the hat values are numerically equal to 1. This leads to numerically unstable covariances, in the most extreme case `NaN` because the associated residuals are equal to 0 and divided by 0. (Suggested by Ding Peng and John Fox.) * Speed improvement in `vcovBS.lm()`: For `"xy"` bootstrap, `.lm.fit()` rather than `lm.fit()` is used which is somewhat more efficient in some situations (suggested by Grant McDermott). For `"residual"` and wild bootstrap, the bootstrap by default still samples coefficients via QR decomposition in each iteration (`qrjoint = FALSE`) but may alternatively sample the dependent variable and then apply the QR decomposition jointly only once (`qrjoint = TRUE`). If the sample size (and the number of coefficients) is large, then `qrjoint = TRUE` may be significantly faster while requiring much more memory (proposed by Alexander Fischer). * Enable passing score matrix (as computed by `estfun()`) directly to `bwAndrews()` and `bwNeweyWest()`. If this is used, the score matrix should either have a column `(Intercept)` or the `weights` argument should be set appropriately to identify the column pertaining to the intercept (if any). * The vignettes have been tweaked so that they still "run" without technical errors when suggested packages (listed in the VignetteDepends) are not available. This is achieved by defining replacement functions that do not fail but lead to partially non-sensical output. A warning is added in the vignettes if any of the replacements is used. To generate a diff of this commit: cvs rdiff -u -r1.3 -r1.4 pkgsrc/math/R-sandwich/Makefile cvs rdiff -u -r1.4 -r1.5 pkgsrc/math/R-sandwich/distinfo Please note that diffs are not public domain; they are subject to the copyright notices on the relevant files. --_----------=_1686240277131660 Content-Disposition: inline Content-Length: 1539 Content-Transfer-Encoding: binary Content-Type: text/x-diff; charset=us-ascii Modified files: Index: pkgsrc/math/R-sandwich/Makefile diff -u pkgsrc/math/R-sandwich/Makefile:1.3 pkgsrc/math/R-sandwich/Makefile:1.4 --- pkgsrc/math/R-sandwich/Makefile:1.3 Sat Sep 18 11:43:01 2021 +++ pkgsrc/math/R-sandwich/Makefile Thu Jun 8 16:04:37 2023 @@ -1,7 +1,7 @@ -# $NetBSD: Makefile,v 1.3 2021/09/18 11:43:01 mef Exp $ +# $NetBSD: Makefile,v 1.4 2023/06/08 16:04:37 mef Exp $ R_PKGNAME= sandwich -R_PKGVER= 3.0-1 +R_PKGVER= 3.0-2 MAINTAINER= pkgsrc-users@NetBSD.org COMMENT= Robust covariance matrix estimators Index: pkgsrc/math/R-sandwich/distinfo diff -u pkgsrc/math/R-sandwich/distinfo:1.4 pkgsrc/math/R-sandwich/distinfo:1.5 --- pkgsrc/math/R-sandwich/distinfo:1.4 Tue Oct 26 10:55:32 2021 +++ pkgsrc/math/R-sandwich/distinfo Thu Jun 8 16:04:37 2023 @@ -1,5 +1,5 @@ -$NetBSD: distinfo,v 1.4 2021/10/26 10:55:32 nia Exp $ +$NetBSD: distinfo,v 1.5 2023/06/08 16:04:37 mef Exp $ -BLAKE2s (R/sandwich_3.0-1.tar.gz) = 7decddb372c549eca5794ac9e40414589aad4e3c63596c7601ce1a5ce96dda45 -SHA512 (R/sandwich_3.0-1.tar.gz) = fa2117c0d357aea85bab3468789739e218d87552535a8c5aaabb5c1191883304dfd8ac5109d7104ab15fd4535c5f1f4de88a5779ad1e573efc73b0ae567c6769 -Size (R/sandwich_3.0-1.tar.gz) = 1482805 bytes +BLAKE2s (R/sandwich_3.0-2.tar.gz) = 45c7528495740b82247587bcae6db68c0dccacc0ba9433445487698d3916ce4e +SHA512 (R/sandwich_3.0-2.tar.gz) = 6a976554df87a6776be9209c1680864be91c8b35a95482cc065151a05fe970c7833a87c896986674eb6c166ff14a85b90c4d54980e1e56aaecf62b37c3223d88 +Size (R/sandwich_3.0-2.tar.gz) = 1356080 bytes --_----------=_1686240277131660--