Bug fixes
- Removed vignette and shiny components to republish to CRAN
Bug fixes
- Changed location of translations file to not be ignored when built and and published.
- Should avoid issue I’m getting running the visualisation functions.
Significant structural change
- Changed syntax of all package functions (see README for summary of new syntax).
- As per comments of peers, the syntax was inconsistent.
- Changed all functions names to follow lowerCamelCase.
- E_d -> expValD; V_d -> varD; Elim_d -> expValLimD; Etrunc_d -> expValTruncD; Mexcess_d -> meanExcessD; SL_d -> stopLossD; VaR_d -> VatRD; TVaR_d -> TVatRD; kthmoment_d -> kthMomentD; MGF_d -> mgfD; PGF_d -> pgfD; p_d -> pD; d_d -> dD.
- Added MGF for the Uniform distribution.
- Combined all separate function files to files containing the entire distribution.
- Amongst other things, it simplifies working with the package.
- Added template files for the parameters which didn’t already have some.
- dispersion parameter; mean parameters for the Normal (mu), lognormal, and Inverse Gaussian (location) distributions; min/max parameters for the Uniform distributions; number of tries parameter for the Negative Binomial; prob parameter of the logarithmic distribution; rate as the normal beta, as an alternative parameter and as lambda; scale parameter as normal and as lambda; standard deviation parameter for both the normal and lognormal distributions; shape parameter as the normal alpha, the n for the Erlang, and as tau; shape1 and shape2 for the Beta.
- Changed name of compound distributions as well as the others.
- Changed negative binomial functions names from negbinom to nbinom.
Significant New Features
- Added copulas !
- copula functions
cCopula, density functions associated with the copulas cdCopula, and simulation functions crCopula.
- Added copulas are :
- Independence Copula
- Fréchet Lower Bound Copula
- Fréchet Upper Bound Copula
- Fréchet Copula
- Bivariate Gumbel Copula
- Bivariate Clayton Copula
- Bivariate Ali-Mikhail-Haq Copula
- Bivariate Cuadras-Augé Copula
- Bivariate Marshall-Olkin Copula
- Bivariate Frank Copula
- Bivariate Eyraud-Farlie-Gumbel-Morgenstern (EFGM) Copula
- Added visualisation function
copulaVis for Copulas.
- Internal functions are distributionPlotBoxCopulas (3D plot of distribution), simulationPlotBoxCopulas (hexagon plot of simulated observations) and parametersBoxCopulas (parameters box).
-
New Features
- Added
pllogis() and dllogis() functions.
- Added the functions to the return field of the
loglogistic-template file.
- Added
plogarithmic(), dlogarithmic(), and VaR_logarithmic()functions.
- Added the functions to the return field of the
logarithmic-template file.
- Created vignette
distributionParameters:
- Explains the various parameters of distributions (scale, rate, location).
- Still need to add shape and dispersion.
- Still need to fix viewing of vignette.
- Added functionality to
MGF_negbinom() and PGF_negbinom() functions:
- Now have both definitions of the Negative Binomial (number of trials or number of failures).
- Replaced Shiny module
Distributacalcul_vis() by distributacalculVis() :
- The new visualisation function can choose which modules to execute.
- There are 4 different modules for :
- The input parameters
parametersBox().
- The PDF and CDF
functionsBox().
- The risk measures (VaR and TVaR)
riskMeasuresBox().
- Various moments
momentsBox().
- Added LaTeX formulas for all functions (VaR and TVaR, moments, PDF and CDF).
- Added language translation with package shiny.i18n.
- English and French translation.
- Added shiny.i18n to the imports section of the
DESCRIPTION file.
- Changed titles and user inputs to be bilingual.
- Added (bilingual) labels to the plots.
- Added language input at the top right of the screen.
- Added a json file containing the translations under man-roxygen/translations.
- Removed old function.
- Updated Shiny functions with new syntax.
- Updated vignette with new syntax.
- Updated README with new syntax.
- Added structure for tests.
- Included basic tests to learn how it works.
- Added function to generate plot of simulation observations from a copula.
Bug Fixes and Changes
- Added
pPareto() and dPareto() functions.
- Fixed environment error in the quantile function plot of the Shiny app.
- Changed the name of file
lowerthan-template to lower.tail-template :
- Typo, it contains the template for the
lower.tail parameter.
- Updated binomial distribution template file reference to the new one.
- Fixed the documentation of the compound distributions.
- Now one input under BINCOMP / BNCOMP / PCOMP for the family of distributions.
- All functions appear there instead of having their individual entries in the documentation.
- Improved title case and style according to the Tidyverse style guide.
- Changed filename of
riskMeasuresBoxVis to riskMeasuresBox
- Fixed mistake in discrete uniform template file which linked the PDF instead of the CDF in the return field of the description.
- Added rmarkdown to the vignette builder section of the
DESCRIPTION file as per this rubric of the writing R extensions guide.
- Added
CITATION file for custom citation.
- Converted parameters into templates for both Shiny applications.
- Added more translations for the second Shiny app.
Minor Changes
- Changed
Etronq_ functions to Etrunc_ functions.
- French spelling to English spelling.
- Later on, with change of all syntax, changed to expValTrunc
- Changed Pareto PDF and CDF from
p_ and d_ to p and d:
- To be consistent with other packages.
- Also updated return field of the
pareto-template file.
- Optimized compound distributions’
p_ (CDF) and TVaR_ codes
- Removed
sapply and used R’s vector operations instead
- Merged documentation of families under one file.
- The procedure is to :
- Create a new file under the distribution’s name
- Copy all functions to it.
- Remove all individual function files.
- Remove the template file from
man-roxygen/.
- This helps simplify the package and the documentation.
- The same procedure is used by other stats packages.
- Distributions merged :
- Binomial (06/16/2020).
- Compound distributions (06/16/2020).
- All of them (08/17/2020)
- Replaced(ing)
@templateVar calls for @template calls with files for each variable.
- Makes it so each distribution’s template file doesn’t individually define the parameters and it’s easier to change the definition of a parameter for all the distributions.
- Removed(ing) the conditional calls for the variables from the distributions’ template files.
- Done: beta, burr, uniform (both), exp, gamma, hyper, IG.
- Pulled x, q, min and max, and lower.tail parameter descriptions directly from functions of the stats package with
@inheritParams call.
- Added notes for
VatR functions which are just wrappers and added direct links to the underlying functions.
- Removed special symbols in LaTeX formulas.
- Added
distributacalcul-package.R file which describes the package !
- Added author, and did other minor changes, to the vignette.
- Added
%>% from dplyr to NAMESPACE file.
- Fixed documentation of Copula functions.
New Features
- Added Pareto PDF and CDF.
- Updated IG VaR from ‘statmod’ package.
Bug Fixes
- Updated URL in description file to GitHub.io site.
Unremarkable release which updates the README.
Bug Fixes
- Updated table of functions.
- Fixed English grammar mistake in README example.
- Updated instructions for downloading the package.
New Features
- Added the expected value and variance of the Poisson distribution as functions for eventual addition to Shiny application.
- Added the MGF of the Erlang distribution to ensure all distributions which have a MGF have the function defined.
- Added NEWS.md file.
Bug Fixes
- Added @return field to function documentation to describe what each functions returns.
- Changed the filenames for d_negbinom and p_negbinom to dnegbinom and pnegbinom as per function name.
- Changed function names for E_logarithmique and V_logarithmique to E_logarithmic and V_logarithmic as per other english function names.
- Changed all ‘F’ and ‘T’ to ‘FALSE’ and ‘TRUE’.
- Fixed PGF to MGF in description of MGF_pois function.
- Removed ‘dontrun’ from the TVaR_BNCOMP example.
- Removed d_negbinom and p_negbinom (instead of not exporting the function) until I can fix the mistake in the function.
- Removed the notes on Distributacalcul_vis module functions and replaced with ‘return’ field describing their use.
- Added domain restrictions for the Poisson distribution.
- initial release.
- Fixed original CRAN comment on license by changing the file license to be MIT.