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Changelog

Source: NEWS.md

rmo 0.9

  • Improve extensibility by exposing defaultMethod and valueOf0 (#118)

  • Review and improve documentation (#116)

  • Re-organize S4 code and documentation (#117)

  • Remove outdated rmarkdown notebooks from development phase (#115)

  • Remove convenience wrapper functions for generating shock arrival intensity and shock-size arrival intensity parameter (#114)

  • Add ConvexCombinationOfBernsteinFunctions to represent convex combinations of Bernstein functions compactly

  • Small changes of the documentation

  • Improveming implementation of method exIntensities

  • Provide zero-sample-size parametrization, n = 0, in simulation algorithms (e.g. for measure setup time)

  • Bugfix for consistent use of STL headers and attribute [[maybe_unused]] in C++ code

rmo 0.8

  • Breaking change: Rename simulation method *_markovian to *_mdcm and *_arnold to *_am

  • Breaking change: Provide a single entry point method for general MO sampling distributions rmo, exchangeable MO sampling routine rexmo, extendible MO sampling routines rextmo, and parametrized extendible MO sampling routines rpextmo

  • Rename C++ backend classes arnold_mo_distribution, markovian_exmo_distribution, and armageddon_extmo_distribution to am_mo_distribution, mdcm_exmo_distribution, and esm_armextmo_distribution, respectively

  • Improve code coverage by adding snapshot tests for sampling routines

  • Improve documentation

rmo 0.7

  • Breaking change: Remove lambda parameter for PoissonBernsteinFunction

rmo 0.6

  • Breaking change: Rename concept Cuadras-Augé to armageddon ESM to better reflect the nature of the distribution. Associated functions are renamed accordingly

  • Bugfix to handle integration error explicitly, possibly adjusting in case of for very small values

  • Improve numerical stability by using the explicit first-order iterated difference for difference_order == 1L in valueOf to avoid endpoint-singularity problems in numerical integration

  • Bugfix in initializers and validity methods of S4 objects such that validObject can now be called with the argument test = TRUE without causing an error

  • Allow pass-though of arguments uexIntensities, exIntensities, and exQMatrix from method valueOf to integrate

  • Add new CompositeScaledBernsteinFunction class

  • Add show method for BernsteinFunction-classes.

rmo 0.5

  • Breaking change: Rename function names of simulation algorithms. Now, sampling algorithms follow the format r*mo_* where the first * indicates the input-parameter and the second on the algorithm, e.g. rexmo_markovian has ex_intensities as input parameters and uses the Markovian model for the default counting process.

  • Breaking change: Rearrange order in arguments of valueOf: instead of cscale, n, k we have n, k, cscale.

  • Implementing new methods to generate distribution parameter from BernsteinFunction classes

rmo 0.4

  • Change input parameter for rexmo_markovian (which is now is scaled exchangeable intensity). The ex_intensities*-methods are similarly adjusted such that there should be no change necessary if these functions were used to create the input parameter for rexmo_markovian.
  • The Bernstein function classes have been refactored and some new features have been added.

rmo 0.3

  • Breaking change: Rename rmo_ex_arnold to rexmo_markovian.

  • Improve numerical stability of the calculation of products with large binomial coefficients

  • Bugfix in function is_within to avoid undefined behavior

  • Implementing the Inverse Gaussian Bernstein function

  • Implementing Pareto jump simulation and the Pareto-jump compound Poisson Bernstein function

  • Implementing the Exponential-jump compound Poisson Bernstein function

  • Add S4 classes for evaluating Bernstein Functions and their higher-order alternating, iterated forward differences

  • Provide drop-in wrapper functions to create meaningful distribution parameters

  • Refactoring of C++ backend to distribution classes satisfying a multivariate version of the named requirement RandomNumberDistribution

  • Refactoring of several internal functions by rewriting them in C++

  • Refactoring of simulation algorithms to improve performance

  • Refactoring to improve internal representation

  • Refactoring of custom assertions

  • Improve code coverage, e.g., by adding additional unit tests, an integration test, and statistical unit tests

rmo 0.2

  • Re-License under GPL-3 (because of Rcpp dependence)

  • Properly handle case rate == 0 in rmo:::sample_cpp (used in rmo_lfm_cpp)

  • Properly handle case when compound Poisson process drifts over several barriers during waiting period in rmo:::sample_cpp (used in rmo_lfm_cpp)

  • Re-implementation of sampling algorithms using Rcpp

  • Use original R-based implementations of simulation algorithms for unit tests

  • Improve code coverage for rmo_lfm_cpp (independence case)

rmo 0.1

  • Added pure R implementations of various sampling algorithms: rmo_esm, rmo_arnold, rmo_ex_arnold, rmo_lfm_cpp, and rmo_esm_cuadras_auge.