NEWS.md

In gmat: Simulation of Graphical Correlation Matrices

gmat 0.2.2

Some meta updates (biblio and maintenance change) and minor fixes, detailed below.

Minor improvements and bug fixes

• Now referencing functions from stats with ::.
• Zeros are now hard-coded instead of using zapsmall.
• Fix codecov badge.
• Now using .Call instead of .C, which was deprecated. port() fully moved to C, with improved headers, error codes and memory management. Style now following c99.
• Use registration for C functions.

gmat 0.2.1

This update of gmat incorporates functions necessary to run the experiments in Córdoba et al. (2019), and some minor improvements and bug fixes.

Breaking changes

• Now we also import package gRbase, mainly for its functionality regarding triangulation and chordal graphs.
• Function chol_polar() has been removed because a faster implementation has been recently provided by the randcorr package.
• Function anti_t() has been replaced by a more useful function uchol(), which by transposing with respect to the antidiagonal obtains the upper Cholesky factor of a positive definite diagonal matrix (see Córdoba et al. 2019, and the documentation of the function).
• All sampling functions now return correlation matrices instead of covariance matrix. This is more coherent with the return value of functions already added in version 0.2.0, and also has yielded more numerical stability and less execution time.

New features

• New function port_chol() which implements a combination of the algorithms in chol_mh() and port(), see Córdoba et al. (2019) for the details.
• Utility function ug_to_dag() for obtaining an acyclic digraph with no v-structures from the chordal cover of an undirected graph.

Minor improvements and bug fixes

• Styled R files using styler package.
• The user can now specify how to generate the random entries in the initial factors for both port() and diagdom().
• Improved sample initialization in port(), now it is faster.
• Function rgraph() allows now to generate acyclic digraphs with any topological sorting of their nodes, by setting to FALSE its new ordered argument. Examples have also been added to the documentation of this function.
• Now function mh_u() works for any topological sort of a dag, not just the standard 1, ..., p.

gmat 0.2.0

In this version the functionality of gmat has been significantly extended. In addition to the functionality already available for sampling covariance matrices, possibly with a zero pattern specified by an undirected graph, now the package also allows sampling correlation matrices with zero entries on their Cholesky factor, represented by an acyclic digraph.

Breaking changes

Arguments for port() and diagdom() have been refactored in order to unify the approaches for undirected graphs and the new functions for acyclic digraphs. This has had some consequences in terms of the behaviour of the two functions.

• The arguments have been reordered taking into account their relative importance. In particular, ug is now the fourth argument, instead of the second one, for both functions.
• Now the function does not generate an undirected graph if parameter ug is not provided, unless explicitly stating a parameter d < 1.
• The default values for p and d have been changed. Now by default one 3 x 3 full matrix is returned.
• The argument rentries has been removed for both functions. In the future maybe this argument is reintroduced with a more complete checking of its validity depending on the properties of the function.
• The argument k has been removed from diagdom(), and its functionality is now implemented by the utility function set_cond_number().

New features

The main addition in this version are functions for correlation matrix sampling, possibly with constraints on the upper Cholesky factorization, which correspond to an acyclic digraph representation. Some side utility functions are also provided.

• Added functions chol_mh(), chol_iid() and chol_polar(). These three functions return a sample of correlation matrices, possibly with an average percentage of zeros in their upper Cholesky factor, which can be also predefined by a given acyclic digraph. See more details at their documentation.
• Functions mh_sphere() and mh_u(), used by chol_mh(), allows to sample the upper Cholesky factor of a correlation matrix by sampling vectors on hemispheres of different dimensions. More information on their documentation.
• Added utility function rgraph(), which is a simple wrapper of some functionality in package igraph for random graph generation.
• New function anti_t() computes the anti transpose of a matrix. This is mainly useful for testing, since it is involved in the acyclic digraph representation of the upper and lower Cholesky factors.
• Utility function vectorize() for extracting the upper/lower triangle in a covariance/correlation matrix sample as returned by the functions in the package.

Minor improvements

• Updated documentation and examples for port() and diagdom().
• Now igraph package is not imported into the NAMESPACE, but instead explicitly called throughout the package using ::.
• Removed a seemingly unnecessary package registration.

gmat documentation built on Aug. 30, 2020, 9:07 a.m.