robust2sls 0.2.4
This version only updates the unit tests and vignettes.
Changes to Unit Tests
- discovered slight changes in 14th or 15th decimals
- discovered changes to some random number generations from
generate_data(), which were traced back to changes in the
environment and changes in the MASS pkg
- restructured the tests to rely on fixtures
- created fixed datasets, stored in tests/testthat/testdata/
- replaced
generate_data() with readRDS()
where possible
- for
mc_grid(), artifical data generation happens within
the function body using generate_data(); to make it use
fixed datasets, used the mockery pkg and macked the
function to read in the stored datasets instead of drawing randim
data
- fixed GH issue #19, making parallel execution more robust
- introduced some tolerance to numerical comparisons
- sup_test simulates pvalue, allowed for 0.015 tolerance diff
(e.g. across OS)
- iis_init snapshots rounded to tolerance 12 digits, set to 0 if
smaller than that
- created two tags, which represented steps along the way of these
improvements:
- v0.2.3-fixtures was developed on the old environment, changed tests
to rely on the fixed datasets and ensured all tests still passed; then
converted to new environment
- v0.2.3-ivreg-fixes updated code (tests and vignettes) to avoid new
warnings about collinearity, which did not appear previously
- also updated the
gets pkg to v0.40, no changes were
required
robust2sls 0.2.3
Bug Fixes
- update documentation
- re-create binaries with newer R version to address CRAN NOTEs
robust2sls 0.2.2
Minor changes
- move package doRNG from
Imports to Suggests because the package has
been orphaned as of 2022-12-19. Only affects the function
mc_grid(), which is anyway for advanced users only
Bug Fixes
robust2sls 0.2.1
Major changes
- addition of Impulse Indicator Saturation (IIS) as initial estimator
for outlier detection (from ivgets package)
Minor changes
- code coverage has been extended to 100%
- update formulae for FODR under normality (estimation not
required)
- all 2SLS estimation commands originally from AER package now use the
ivreg package
- fixed or or with empty second argument, as suggested by CRAN
maintainers
robust2sls 0.2.0
Major changes
Introduction of a suite of new functions implementing several tests
for the presence of outliers in the sample.
- proportion test
- count test
- global test using Simes (1986) procedure
- scaling sum test
- scaling sup test
A vignette is included that illustrates the usage of these testing
functions.
Minor changes
- change gauge_avar() to accept NULL as input for split argument
- implement asymptotic covariance of the FODR for different
cut-offs
- utility function multi_cutoff() that allows to apply the same
outlier detection algorithm with different cut-off / gamma values
robust2sls 0.1.0 (initial
release)