News for R Package robustbase

CHANGES in robustbase VERSION 0.99-6 (2025-09-03, svn 1011)

Misc

• small change in vignette ‘lmrob_simulation.Rnw’ such that it also works with ggplot2 version 4.0.0 and newer.

CHANGES in robustbase VERSION 0.99-5 (2024-11-01, svn 1007)

Misc

• small changes in ‘tests/*’, "robustifying" against the possibility of osVersion being NULL; with thank to Michael Chirico for alerting me.

CHANGES in robustbase VERSION 0.99-4-1 (2024-09-25, svn 1006)

Misc

• small changes in ‘tests/lmrob-psifns.R’ and ‘*.Rout.save’, notably avoiding small diffs on "M1mac" and "noLD" (--disable-long-double).

CHANGES in robustbase VERSION 0.99-4 (2024-08-19, svn 1002)

NEW FEATURES

• lmrob.fit() gets new option bare.only for some speed up, in case a relatively “bare” result is sufficient.

Misc

• fix another LaTeX no more wanting math in section titles (same problem as 0.99-3), now for ‘lmrob_simulation.Rnw’. Now also use ⁠\texorpdfstring⁠ inside ⁠\title{}⁠ of ‘psi_functions.Rnw’ and use ⁠newtheorem{..}⁠ after ⁠\hypersetup{...}⁠ (thanks to Kurt).

• avoid some ggplot2 warnings (about omitting obs.)

• do not warn about skipping equilibration for p=1.

• define STRICT_R_HEADERS now (src/*.[ch]).

CHANGES in robustbase VERSION 0.99-3 (2024-07-01, svn r992)

Misc

• Again adapt ‘../vignettes/lmrob_simulation.Rnw’ to ggplot2 changes ( s/ fun.y / fun / ).

• ‘tests/subsample.R’ now shows "Matrix" info (as that gave confusing error during Matrix / R-devel changes).

• Latest LaTeX does not like math in ⁠\section{.}⁠; hence replacing ⁠\psi⁠ by ⁠\texorpdfstring{$\psi$}{psi}⁠.

CHANGES in robustbase VERSION 0.99-2 (2024-01-27, svn r989)

BUG FIXES

• fix thinko bug introduced exact fit checking in 0.99-0; thanks to the report by Thomas Mang.

CHANGES in robustbase VERSION 0.99-1 (2023-11-28, svn r988)

Misc

• document the ... argument(s) of nlrob.control().

• ‘DESCRIPTION’: more URLSs.

• ‘*.Rd’ tweaks; avoiding other ⁠NOTE⁠s.

• ‘src/lmrob.c,mc.c,monitor.c’: format %lld etc

CHANGES in robustbase VERSION 0.99-0 (2023-06-12, svn r928)

NEW FEATURES

• In case it finds an exact fit, i.e., k > n/2 residuals are (practically) zero, lmrob.S() now returns that, scale = 0, and robustness weights weights(., "robustness") which are either 0 or 1 quickly and more consistently.

  This is not yet satisfactorily working for the “large n” case.

  **** TODO: Optionally (but off by default?? for back compatibility??), lmrob() initialized by such an exact-fit estimator may use a (user-specified or automatic) scale \hat{s} > 0 to continue providing efficient SM / MM estimates.

• lmrob.control() gets class "lmrobCtrl" which can be print()ed and update()d.

• New tuning const zero.scale = 1e-10 instead of hardwired EPS_ZERO in lmrob.S()'s C code; additionally the exact fit / zero-residuals checking is finally y-scale equivariant, using 1/n ||y||_1 = mean(abs(y)).

BUG FIXES

• Fixed covMcd(): corrected the consistency correction factor for the reweighted estimate: was MCDCons(p, sum(w)/n), now is MCDCons(p, 0.975), see Croux and Haesbroeck (1999).

  Consequently, often covMcd() and estimates based on it, such as BYlogreg() or ltsReg() are slightly changed.

• registered residuals.lmrob.S and changed formals compatible with generic to (object, ...).

• lmrob.S() in C level refine_fast_s() no longer modifies beta_cand[] which notably fixes a bug found in exact-fit examples previously resulting in coef() == 0 “results”, also for lmrob() which calls lmrob.S() for its default initial estimate.

• print(<lmrob.S>) finally works again as intended (not printing a largish list); mostly by fixing internal lmrob.control.minimal().

• summary.lmrob(obj) now also gets a weights component from obj if that is non-trivial; this may also correct summary() output in weighted cases.

• Minor fixes in plot.lts() related to par mfrow.

• ltsReg() Help file changed - the note strongly advising NOT to use LTS regression removed.

Misc

• argument mf e.g., in lmrob.fit() has been deprecated since 2017-12-09 and is defunct now.

• lmrob() tweaks, notably saying more for trace.lev >= 3.

• replaceed (almost) all Calloc() by R_alloc() in C code; e.g., prevents leakage from user interrupt.

CHANGES in robustbase VERSION 0.95-1 (2023-03-28, svn r903)

BUG FIXES

• Fixed covMcd(): raw.only=TRUE does not work in the case nsamp="deterministic"

NEW FEATURES

• New lmc() and rmc() for robust tail weight (“robust kurtosis”).

Misc

• Our ‘tests/*.R’ no longer rely on the Matrix ‘test-tools.R’ collection but rather use our much smaller own one in ‘xtraR/test-tools.R’.

• fixed \ escape in ‘man/aircraft.Rd’.

• initialize equed in ‘src/lmrob.c’ to avoid false positive compiler warning.

• document "internal" .regularize.Mpsi().

• replace () by (void) arguments for F77_SUB(println).

CHANGES in robustbase VERSION 0.95-0 (2022-04-02, svn r894)

BUG FIXES

• huberM(x, k) now also works in small sample cases with +/-Inf, e.g. for x = c(-Inf, 1).

NEW FEATURES

• New huberize() utility, notably by default used in mc().

• mc() now by default uses doScale=FALSE in order to guarantee convergence also in extreme cases when used together with new c.huberize = 1e11. Both are not back compatible but clearly better in extreme cases, as assessed by Lukas Graz' BSc thesis. Note that the behavior of the new default doScale=FALSE has been amended in the C code to be more compatible in its eps checks with (the previous default) doScale=TRUE.

  Lastly, a message() is printed currently, at most once per R session, whenever mc() is called without an explicit specification of doScale=*, alerting users to the changed default. This message can be turned off by setting options(mc_doScale_quiet = TRUE).

• New dataset data(x30o50) as an example of potentially problematic data, not just for mc().

Misc

• rather "truncating" +/-Inf to <large>, use NA.OK = TRUE in Qn() and Sn()'s .C() call.

• Our C code no longer uses the DOUBLE_* constants from S, but rather standard <float.h>.

CHANGES in robustbase VERSION 0.93-9 (2021-09-27, svn r888)

BUG FIXES

• Qn(x) and Sn(x) gain an na.rm = FALSE option and now work when x has NAs and contains \pm Inf.

Misc

• No longer include ‘Rdefines.h’ as it is somewhat deprecated.

• In ‘src/lmrob.c’ add USE_FC_LEN_T and use FCONE rather than the older FCLEN approach.

CHANGES in robustbase VERSION 0.93-8 (2021-06-01, svn r879)

NEW FEATURES

• scaleTau2() gets new optional iter = 1 and tol.iter arguments; mostly experimentally to see if or when iteration makes sense.

• Qn(x, *) gets new optional k = . to indicate the “quantile” i.e., order statistic to be computed (with default as previously hard-coded).
  Experimentally to try for cases where more than n/2 observations coincide (with the median), i.e., x[i] == x0 == median(x[]), and hence Qn(x) and mad(x) are zero.

• adjOutlyingness() gets new option IQRtype = 7.

Tweaks

• For tests: *again* differences found in the non-sensical adjOutlyingness() example (with large p/n, hence many "random" values in the order of 1e15). Disable the test for now (and record the result in *.Rout).

BUG FIXES

• The test() utility in ‘tests/lmrob-ex12.R’ no longer calls matrix(x, n,4) where the length of x does not match 4n. Similar change in ‘tests/mc-strict.R’

CHANGES in robustbase VERSION 0.93-7 (2021-01-03, svn r865)

NEW FEATURES

• Use \CRANpkg{.} in most places, providing web links to the respective CRAN package page.

• adjOutlyingness() now gains optional parameters to be passed to mc().

BUG FIXES

• update the internal man page, so new checkRdContents() is happy.

• fix several ‘⁠\url{.}⁠’'s that now are diagnosed as ‘moved’.

• adjOutlyingness() finally works with p.samp > p.

• scaleTau2() now works with Inf and very large values, and obeys new na.rm = FALSE argument.

• add check.environment=FALSE to some of the all.equal() calls (for 'R-devel', i.e., future R 4.1.x).

• wgt.himedian(numeric()) now returns NA instead of occasionally seg.faulting or inf.looping. Ditto for a case when called from Qn().

CHANGES in robustbase VERSION 0.93-6 (2020-03-20, svn r854)

NEW FEATURES

• splitFrame() now treats character columns also as categorical (the same as factors).

Tweaks

• Small updates, also in checks for newer compiler settings, e.g., FCLEN macro; also F77_*() etc, in order to fix 'LTO' issues.

• More careful or less calling intpr(): correct "Rank" of array (for gfortran/gcc 10, when -fallow-argument-mismatch is not set).

CHANGES in robustbase VERSION 0.93-5 (2019-05-09, svn r840)

Tweaks

• For tests: try harder in moreSessionInfo() to detect openBLAS (should work for KH's debian openBLAS setup).

CHANGES in robustbase VERSION 0.93-4 (2019-03-18, svn r839)

BUG FIXES

• R_CHECK_LENGTH_1* fix in default value for ask in plot methods for mcd and lts

• ‘src/rowMedians.c’ gets better PROTECT()ion thanks to Tomas Kalibera's "rchk"s.

Tweaks

• losen the strict tests more, convergence issues on all non-standard BLAS platforms. Now modularized the partly platform dependent testing into moreSessionInfo() in ‘./xtraR/platform-sessionInfo.R’. Further, for now use RNGversion("3.5.0") e.g. in ‘../tests/mc-strict.R’.

CHANGES in robustbase VERSION 0.93-3 (2018-09-06, svn r827)

Tweaks

• losen the strict tests, notably in ‘tests/nlregrob-tst.R’ to work around nls() convergence issues on all non-standard BLAS platforms.

CHANGES in robustbase VERSION 0.93-2 (2018-07-26, svn r825)

BUG FIXES

• Update lmrob(<empty multivariate>) to the change in R (incl 3.5.1 patched).

• mc() gets new optional doScale argument, and increased defaults for the tolerances

      eps1 = 1e-14, eps2 = 1e-15

  such that it should converge by default in more cases.

• A na.action is now kept in summary(lmrob(*)), and when print()ing it, a note about omitted observations, e.g., because of NA's, is made as for lm().

• Internal lmrob.weights(): more "resistant" in case scale=0, using na.rm=TRUE (report only, no reprex).

• lmrob(*, trace.lev >= 2) now shows some information about the number of find_scale() iterations used (as these are now stored C internally).

CHANGES in robustbase VERSION 0.93-1-1 (2018-07-18, svn r818)

BUG FIXES

• ‘src/robustbase.h’: is_redescender now is static inline, needed for some compilers, e.g., on ubuntu 18.04. Fixing R-forge bug(s) 6588 (and 6590, 6593), https://r-forge.r-project.org/tracker/index.php?func=detail&aid=6588&group_id=59&atid=302

CHANGES in robustbase VERSION 0.93-1 (2018-06-20, svn r815)

NEW FEATURES

• The ‘Usage:’s in the data set help pages now say data(<..>, package="robustbase").

• The ‘lmrob_simulation’ vignette now should continue to work with upcoming package ggplot2.

BUG FIXES

• Mpsi(x, c, psi="huber", deriv=-1) now gives rho(x) instead of mostly Inf.

CHANGES in robustbase VERSION 0.93-0 (2018-04-21, svn r805)

NEW FEATURES

• .psi.const(*, "lqq") now also gives a "constants" attribute.

• more examples and help on Mpsi() etc functions and tuning constants.

• The S estimator lmrob.S() and M-S estimator now both make use of the new lmrob.control() argument scale.tol which defaults to 1e-10, its formerly hardwired value.

• lmrob.S() further gets a new option only.scale = FALSE, which when true allows to only compute the S scale estimate. In that case, but also generally, trace.lev = 3 or larger also produces output showing the C level find_scale() iterations.

• (By Manuel Koller) There's now a small C API to call our Mpsi() etc from C code in other packages, as C_psi(), etc; using new ‘../inst/include/robustbase.h’.

• nlrob()$call$algorithm now always contains the algorithm used as a character string, compatibly with nls().

• new data set steamUse.

• Vignette ‘lmrob_simulation.Rnw’: fixed the wrong “emprical power” plots; with faster ggplot2, remove all eval=FALSE for plots and longer store the ‘*.pdf’s.

  nlrob() gets model option to ask for the model.frame to be returned.

BUG FIXES

• lmrob(..., method = "S") no longer necessarily produces a warning in .vcov.w().

• nlrob() returns a correct dataClasses component.

Tests Tweaks

• For use in non-R-internal BLAS/Lapack libraries, several ‘tests/*.R’ examples have been tweaked.

CHANGES in robustbase VERSION 0.92-8 (2017-10-30, svn r778)

NEW FEATURES

• fullRank() utility for adjOutlyingness:

• adjOutlyingness(), gets new options p.samp and trace.lev, and when it fails to find enough good directions, now checks the rank and mentions fullRank() in case the matrix is (QR-)rank deficient.

• The "lmrob" method for vcov() gets optional argument complete = TRUE, where only complete = FALSE is back compatible.

• improved (error) messages in singular case in .vcov.avar1().

• .psi.const() is exported as well, and help is improved about using and setting non-default psi tuning constants.

BUG FIXES

• loosened some regression test tolerances (for alternatives to BLAS) in ‘tests/(mc-strict|poisson-ex)’.

• scaleTau2(x, *) gains an optional sigma0 argument and now returns zero instead of NaN when sigma0 == 0.

CHANGES in robustbase VERSION 0.92-7 (2016-11-23, svn r742)

NEW FEATURES

• vignette(psi_functions)

• adjOutlyingness(..., maxit.mult = max(100, p)) new option, allowing more iterations for finding “good” projection directions.

BUG FIXES

• summary(nlrob(*, method = "CM")) now works.

• lmrob..MM..fit() now works again when x and y are specified, but neither method nor obj is.

CHANGES in robustbase VERSION 0.92-6 (2016-05-28, svn r717)

NEW FEATURES

• Now provide an "lmrob" method for the standard R generic function hatvalues(), and also export its lower level workhorse .lmrob.hat() (formerly hidden lmrob.leverages()), which now by default has names(.).

BUG FIXES

• .lmrob.hat() (formerly lmrob.leverages()) has been corrected for the rank-deficient case.

• classPC(m) now also works for a 1-column matrix.

CHANGES in robustbase VERSION 0.92-5 (2015-07-21, svn r698)

NEW FEATURES

• Hidden print() methods print.summary.lmrob() and print.lmrob.S() get a showAlgo = TRUE argument which the user can set to FALSE in order to suppress printing of the “Algorithmic parameters”.

• import (remaining parts) from "base" packages.

• summary(<nlrob>) now also prints a summary on the residuals.

BUG FIXES

• summary(lmrob(.))'s variance-covariance matrix is now called cov instead of cov.unscaled (because it is scaled). Code which has been using vcov(<lmrob>) or <lmrob> $ cov, or even <summary.lmrob> $ cov is not affected.

CHANGES in robustbase VERSION 0.92-4 (2015-06-04, svn r696)

NEW FEATURES

• Started this ‘NEWS.Rd’ file, to eventually replace the ‘ChangeLog’

• plot.lmrob() also identifies largest residuals as plot.lm(). Also gets new argument panel, and add.smooth=TRUE behavior.

• adapt to the fact that R 3.3.0 will have its own sigma() S3 generic.

• setup for having message translations (volunteers sought!).

BUG FIXES

• more careful in ‘../src/mc.c’ (valgrind, thanks to Brian)

• add missing documentation, better examples for predict.lmrob

• warn.limit.* checks in lmrob*()

CHANGES in robustbase VERSION 0.92-3 (2015-01-14, svn r679)

NEW FEATURES

• The ‘Co-Median’ covComed() from Maria Anna, tweaked by Valentin and modified considerably by Martin.

• Also document (and export) r6pack() utility.

• New smoothWgt() function — “Biweight on a Stick” — to be used as wgtFUN option for covMcd() or covComed().

• New utility colMedians() and rowMedians, as we use columnwise medians in so many places.

BUG FIXES

• Tweaks to medcouple(), after detecting flaws – which may be inherent and have not been removed.

• Improved its documentation and the adjOutlyingness() one, notably its “central” case.

CHANGES in robustbase VERSION 0.92-2 (2014-11-22, svn r660)

BUG FIXES

• covMcd() with new options (kmini, nmini) now ok (sometimes wrong in 0.92-1).

CHANGES in robustbase VERSION 0.92-1 (2014-11-18)

NEW FEATURES

• The deterministic MCD, via covMcd(..., nsamp="deterministic").

BUG FIXES

• adjOutlyingness(): reverse the defaults of clower and cupper and fix an “eternal” erronous \pm swap; see new note in ‘man/adjOutlyingness.Rd’.

CHANGES in robustbase VERSION 0.92-0 (2014-11-18)

NEW FEATURES

• nlrob() now works with indexed vector parameters.

• new outlierStats() (Manuel).

BUG FIXES

• got rid of Fortran compiler warnings about ancient style.

• nlrob(*, weigths), fixing R-forge bug #5988.

• covMcd() fix for “MAD = 0” case (new exactfit code 3).

CHANGES in robustbase VERSION 0.91-1 (2014-05-01)

BUG FIXES

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CHANGES in robustbase VERSION 0.91-0 (2014-04-24)

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CHANGES in robustbase VERSION 0.90-1 (2014-01-30)

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CHANGES in robustbase VERSION 0.9-8 (2013-06-14)

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