Thu Jun 8 16:04:37 2023 UTC ()
(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.


(mef)
diff -r1.3 -r1.4 pkgsrc/math/R-sandwich/Makefile
diff -r1.4 -r1.5 pkgsrc/math/R-sandwich/distinfo

cvs diff -r1.3 -r1.4 pkgsrc/math/R-sandwich/Makefile (expand / switch to unified diff)

--- pkgsrc/math/R-sandwich/Makefile 2021/09/18 11:43:01 1.3
+++ pkgsrc/math/R-sandwich/Makefile 2023/06/08 16:04:37 1.4
@@ -1,17 +1,17 @@ @@ -1,17 +1,17 @@
1# $NetBSD: Makefile,v 1.3 2021/09/18 11:43:01 mef Exp $ 1# $NetBSD: Makefile,v 1.4 2023/06/08 16:04:37 mef Exp $
2 2
3R_PKGNAME= sandwich 3R_PKGNAME= sandwich
4R_PKGVER= 3.0-1 4R_PKGVER= 3.0-2
5 5
6MAINTAINER= pkgsrc-users@NetBSD.org 6MAINTAINER= pkgsrc-users@NetBSD.org
7COMMENT= Robust covariance matrix estimators 7COMMENT= Robust covariance matrix estimators
8LICENSE= gnu-gpl-v2 OR gnu-gpl-v3 8LICENSE= gnu-gpl-v2 OR gnu-gpl-v3
9 9
10DEPENDS+= R-zoo>=1.8.6:../../math/R-zoo 10DEPENDS+= R-zoo>=1.8.6:../../math/R-zoo
11 11
12# Packages suggested but not available: 12# Packages suggested but not available:
13# 'AER', 'geepack', 'multiwayvcov', 'pcse', 'plm', 'pscl', 13# 'AER', 'geepack', 'multiwayvcov', 'pcse', 'plm', 'pscl',
14# 'scatterplot3d', 'strucchange' 14# 'scatterplot3d', 'strucchange'
15TEST_DEPENDS+= R-car-[0-9]*:../../math/R-car 15TEST_DEPENDS+= R-car-[0-9]*:../../math/R-car
16TEST_DEPENDS+= R-lmtest-[0-9]*:../../math/R-lmtest 16TEST_DEPENDS+= R-lmtest-[0-9]*:../../math/R-lmtest
17 17

cvs diff -r1.4 -r1.5 pkgsrc/math/R-sandwich/distinfo (expand / switch to unified diff)

--- pkgsrc/math/R-sandwich/distinfo 2021/10/26 10:55:32 1.4
+++ pkgsrc/math/R-sandwich/distinfo 2023/06/08 16:04:37 1.5
@@ -1,5 +1,5 @@ @@ -1,5 +1,5 @@
1$NetBSD: distinfo,v 1.4 2021/10/26 10:55:32 nia Exp $ 1$NetBSD: distinfo,v 1.5 2023/06/08 16:04:37 mef Exp $
2 2
3BLAKE2s (R/sandwich_3.0-1.tar.gz) = 7decddb372c549eca5794ac9e40414589aad4e3c63596c7601ce1a5ce96dda45 3BLAKE2s (R/sandwich_3.0-2.tar.gz) = 45c7528495740b82247587bcae6db68c0dccacc0ba9433445487698d3916ce4e
4SHA512 (R/sandwich_3.0-1.tar.gz) = fa2117c0d357aea85bab3468789739e218d87552535a8c5aaabb5c1191883304dfd8ac5109d7104ab15fd4535c5f1f4de88a5779ad1e573efc73b0ae567c6769 4SHA512 (R/sandwich_3.0-2.tar.gz) = 6a976554df87a6776be9209c1680864be91c8b35a95482cc065151a05fe970c7833a87c896986674eb6c166ff14a85b90c4d54980e1e56aaecf62b37c3223d88
5Size (R/sandwich_3.0-1.tar.gz) = 1482805 bytes 5Size (R/sandwich_3.0-2.tar.gz) = 1356080 bytes