NEWS.md

In Distributacalcul: Probability Distribution Functions

Distributacalcul 0.3.0

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 :
  1. Independence Copula
  2. Fréchet Lower Bound Copula
  3. Fréchet Upper Bound Copula
  4. Fréchet Copula
  5. Bivariate Gumbel Copula
  6. Bivariate Clayton Copula
  7. Bivariate Ali-Mikhail-Haq Copula
  8. Bivariate Cuadras-Augé Copula
  9. Bivariate Marshall-Olkin Copula
  10. Bivariate Frank Copula
  11. 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 :
    1. The input parameters parametersBox().
    2. The PDF and CDF functionsBox().
    3. The risk measures (VaR and TVaR) riskMeasuresBox().
    4. 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 :
    1. Create a new file under the distribution's name
    2. Copy all functions to it.
    3. Remove all individual function files.
    4. 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 :
    1. Binomial (06/16/2020).
    2. Compound distributions (06/16/2020).
    3. 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.

Distributacalcul 0.2.2

New Features

• Added Pareto PDF and CDF.
• Updated IG VaR from 'statmod' package.

Bug Fixes

• Updated URL in description file to GitHub.io site.

Distributacalcul 0.2.1

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.

Distributacalcul 0.2.0

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.

Distributacalcul 0.1.0

• initial release.
• Fixed original CRAN comment on license by changing the file license to be MIT.

Distributacalcul documentation built on Sept. 13, 2020, 5:19 p.m.