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[pkgsrc/trunk]: pkgsrc/math/R-sandwich (math/R-sandwich) Updated 2.5.1 to 3.0.1



details:   https://anonhg.NetBSD.org/pkgsrc/rev/740b676b8574
branches:  trunk
changeset: 458558:740b676b8574
user:      mef <mef%pkgsrc.org@localhost>
date:      Sat Sep 18 11:43:01 2021 +0000

description:
(math/R-sandwich) Updated 2.5.1 to 3.0.1

# sandwich 3.0-1

* Extended the "Getting started" page with information on how to use _sandwich_ in
  combination with the _modelsummary_ package (Arel-Bundock) based on _broom_
  infrastructure (Robinson, Hayes, Couch). (Based on ideas from Grant McDermott.)
  <https://sandwich.R-Forge.R-project.org/articles/sandwich.html>

* Catch `NA` observations in `cluster` and/or `order.by` indexes for `vcovCL()`,
  `vcovBS()`, `vcovPL()`, and `vcovPC()`. Such missing observations cannot be
  handled in the covariance extractor functions but need to be addressed prior
  to fitting the model object, either by omitting these observations or by
  imputing the missing values. (Raised by Alexander Fischer on StackOverflow
  <https://stackoverflow.com/questions/64849935/clustered-standard-errors-and-missing-values>.)

* In `vcovHC()` if there are `estfun()` rows that are all zero and `type = "const"`,
  then the working residuals for `lm` and `glm` objects are obtained via
  `residuals()` rather than `estfun()`. (Prompted by an issue raised by
  Alex Torgovitsky.)


# sandwich 3.0-0

* Release of version 3.0-0 accompanying the publication of the paper
  "Various Versatile Variances: An Object-Oriented Implementation of
  Clustered Covariances in R." together with Susanne Koell and Nathaniel Graham
  in the _Journal of Statistcal Software_ at <https://doi.org/10.18637/jss.v095.i01>.
  The paper is also provided as a vignette in the package as
  `vignette("sandwich-CL", package = "sandwich")`.

* Improved or clarified notation in Equations 6, 9, 21, and 22 (based on
  feedback from Bettina Gruen).

* The documentation of the HC1 bias correction for clustered covariances
  in `vignette("sandwich-CL", package = "sandwich")` has been corrected (Equation 15).
  While both the code in `vcovCL()` and the corresponding documentation `?vcovCL`
  always correctly used (n-1)/(n-k), the vignette had incorrectly stated it as
  n/(n-k). (Reported by Yves Croissant.)

* The package is also accompanied by a `pkgdown` website on R-Forge now:
  <https://sandwich.R-Forge.R-project.org/>
  This essentially uses the previous content of the package (documentation,
  vignettes, NEWS) and just formatting was enhanced. But a few new features
  were also added:

  - A "Get started" vignette for the `pkgdown` page (but not shipped in the
    package) providing an introduction to the package and listing all
    variance-covariance functions provided with links to further details.
  - R/Markdown overview vignettes for the `pkgdown` page (but also not shipped
    in the package) linking the `Sweave`-based PDF vignettes so that they are
    easily accessible online.
  - A `README` with very brief overview for the `pkgdown` title page.
  - A nice logo, kindly provided by Reto Stauffer.

* All kernel weights functions in `kweights()` are made symmetric around zero now
  (suggested by Christoph Hanck). The quadratic spectral kernal is approximated
  by `exp(-c * x^2)` rather than `1` for very small `x`.

* In case the `Formula` namespace is loaded, warnings are suppressed now for
  processing formula specifications like `cluster = ~ id` in `expand.model.frame()`.
  Otherwise warnings may occur with the `|` separator in multi-part formulas with
  factors. (Reported by David Hugh-Jones.)

* The `bread()` method for `mlm` objects has been improved to also handle
  _weighted_ `mlm` objects. (Suggested by James Pustejovsky.)

diffstat:

 math/R-sandwich/Makefile |  11 ++++++++---
 math/R-sandwich/distinfo |  10 +++++-----
 2 files changed, 13 insertions(+), 8 deletions(-)

diffs (42 lines):

diff -r da5adeed5db1 -r 740b676b8574 math/R-sandwich/Makefile
--- a/math/R-sandwich/Makefile  Sat Sep 18 11:30:44 2021 +0000
+++ b/math/R-sandwich/Makefile  Sat Sep 18 11:43:01 2021 +0000
@@ -1,8 +1,7 @@
-# $NetBSD: Makefile,v 1.2 2019/08/08 19:53:53 brook Exp $
+# $NetBSD: Makefile,v 1.3 2021/09/18 11:43:01 mef Exp $
 
 R_PKGNAME=     sandwich
-R_PKGVER=      2.5-1
-CATEGORIES=    math
+R_PKGVER=      3.0-1
 
 MAINTAINER=    pkgsrc-users%NetBSD.org@localhost
 COMMENT=       Robust covariance matrix estimators
@@ -10,6 +9,12 @@
 
 DEPENDS+=      R-zoo>=1.8.6:../../math/R-zoo
 
+# Packages suggested but not available:
+#   'AER', 'geepack', 'multiwayvcov', 'pcse', 'plm', 'pscl',
+#   'scatterplot3d', 'strucchange'
+TEST_DEPENDS+= R-car-[0-9]*:../../math/R-car
+TEST_DEPENDS+= R-lmtest-[0-9]*:../../math/R-lmtest
+
 USE_LANGUAGES= # none
 
 .include "../../math/R/Makefile.extension"
diff -r da5adeed5db1 -r 740b676b8574 math/R-sandwich/distinfo
--- a/math/R-sandwich/distinfo  Sat Sep 18 11:30:44 2021 +0000
+++ b/math/R-sandwich/distinfo  Sat Sep 18 11:43:01 2021 +0000
@@ -1,6 +1,6 @@
-$NetBSD: distinfo,v 1.1 2019/07/31 13:28:23 brook Exp $
+$NetBSD: distinfo,v 1.2 2021/09/18 11:43:01 mef Exp $
 
-SHA1 (R/sandwich_2.5-1.tar.gz) = acaf9914ed1a0674033e701b10a4e4733a5b4634
-RMD160 (R/sandwich_2.5-1.tar.gz) = ccdc868f90c92016d5b1baf5e76a107a8fc2082c
-SHA512 (R/sandwich_2.5-1.tar.gz) = 381a4f3f1252e61796744a0d15ce1a118e4a0d4d06325294617fee77e4080e37a0832794d03e1478b7a897058693a50a5c0e59591f445517590f7772c7fd7d04
-Size (R/sandwich_2.5-1.tar.gz) = 1349536 bytes
+SHA1 (R/sandwich_3.0-1.tar.gz) = 243830dd567c18b2d1fc46069350ffbf40ebb04d
+RMD160 (R/sandwich_3.0-1.tar.gz) = fc11d686429ae4a6caa9c1427edb5e1302caff50
+SHA512 (R/sandwich_3.0-1.tar.gz) = fa2117c0d357aea85bab3468789739e218d87552535a8c5aaabb5c1191883304dfd8ac5109d7104ab15fd4535c5f1f4de88a5779ad1e573efc73b0ae567c6769
+Size (R/sandwich_3.0-1.tar.gz) = 1482805 bytes



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