exIntensities()
to calcExShockSizeArrivalIntensities()
and arguments/variables ex_intensities
to theta
uexIntensities()
to calcExShockArrivalIntensities()
exQMatrix()
to calcMDCMGeneratorMatrix()
intensities()
to calcShockArrivalIntensities()
defaultMethod()
to getDefaultMethodString()
levyDensity()
to getLevyDensity()
stieltjesDensity()
to getStieltjesDensity()
valueOf()
to calcIterativeDifference()
valueOf0()
to calcValue()
Rename various variable, method, and argument names appropriately
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Remove outdated rmarkdown notebooks from development phase (#115)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
Improving 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
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
lambda
parameter for PoissonBernsteinFunction
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.
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
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
.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
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)
R
implementations of various sampling algorithms: rmo_esm
,
rmo_arnold
, rmo_ex_arnold
, rmo_lfm_cpp
, and rmo_esm_cuadras_auge
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