CVS commit: pkgsrc/math/R-sandwich

["Makoto Fujiwara" <mef%netbsd.org@localhost>]

Module Name:    pkgsrc
Committed By:   mef
Date:           Thu Jun  8 16:04:37 UTC 2023

Modified Files:
        pkgsrc/math/R-sandwich: Makefile distinfo

Log Message:
(math/R-sandwich) Updated 3.0.1 to 3.0.2

# sandwich 3.0-2

* Added new argument `aggregate = TRUE` to `meatPL()` which is thus inherited by
  `vcovPL()`. By default, this still yields the Driscoll & Kraay (1998) covariance
  matrix. When setting `aggregate = FALSE` the cross-sectional and cross-serial
  correlation is set to zero, yielding the "pure" panel Newey-West covariance
  matrix.

* Bug fix in `vcovCL(..., type = "HC2")` for `glm` objects or `lm` objects
  with weights. The code had erroneously assumed that the hat matrices were
  all symmetric (as in the `lm` case without weights). This is corrected now.
  (Detected and reported by Bixi Zhang.)

* Issue a warning in `vcovHC()` for HC2/HC3/HC4/HC4m/HC5 if any of the hat values
  are numerically equal to 1. This leads to numerically unstable covariances,
  in the most extreme case `NaN` because the associated residuals are equal to
  0 and divided by 0. (Suggested by Ding Peng and John Fox.)

* Speed improvement in `vcovBS.lm()`: For `"xy"` bootstrap, `.lm.fit()` rather than
  `lm.fit()` is used which is somewhat more efficient in some situations (suggested
  by Grant McDermott). For `"residual"` and wild bootstrap, the bootstrap by default
  still samples coefficients via QR decomposition in each iteration (`qrjoint = FALSE`)
  but may alternatively sample the dependent variable and then apply the QR
  decomposition jointly only once (`qrjoint = TRUE`). If the sample size (and the
  number of coefficients) is large, then `qrjoint = TRUE` may be significantly faster
  while requiring much more memory (proposed by Alexander Fischer).

* Enable passing score matrix (as computed by `estfun()`) directly to
  `bwAndrews()` and `bwNeweyWest()`. If this is used, the score matrix should
  either have a column `(Intercept)` or the `weights` argument should be set
  appropriately to identify the column pertaining to the intercept (if any).

* The vignettes have been tweaked so that they still "run" without technical errors
  when suggested packages (listed in the VignetteDepends) are not available. This is
  achieved by defining replacement functions that do not fail but lead to partially
  non-sensical output. A warning is added in the vignettes if any of the replacements
  is used.


To generate a diff of this commit:
cvs rdiff -u -r1.3 -r1.4 pkgsrc/math/R-sandwich/Makefile
cvs rdiff -u -r1.4 -r1.5 pkgsrc/math/R-sandwich/distinfo

Please note that diffs are not public domain; they are subject to the
copyright notices on the relevant files.

Modified files:

Index: pkgsrc/math/R-sandwich/Makefile
diff -u pkgsrc/math/R-sandwich/Makefile:1.3 pkgsrc/math/R-sandwich/Makefile:1.4
--- pkgsrc/math/R-sandwich/Makefile:1.3 Sat Sep 18 11:43:01 2021
+++ pkgsrc/math/R-sandwich/Makefile     Thu Jun  8 16:04:37 2023
@@ -1,7 +1,7 @@
-# $NetBSD: Makefile,v 1.3 2021/09/18 11:43:01 mef Exp $
+# $NetBSD: Makefile,v 1.4 2023/06/08 16:04:37 mef Exp $
 
 R_PKGNAME=     sandwich
-R_PKGVER=      3.0-1
+R_PKGVER=      3.0-2
 
 MAINTAINER=    pkgsrc-users%NetBSD.org@localhost
 COMMENT=       Robust covariance matrix estimators

Index: pkgsrc/math/R-sandwich/distinfo
diff -u pkgsrc/math/R-sandwich/distinfo:1.4 pkgsrc/math/R-sandwich/distinfo:1.5
--- pkgsrc/math/R-sandwich/distinfo:1.4 Tue Oct 26 10:55:32 2021
+++ pkgsrc/math/R-sandwich/distinfo     Thu Jun  8 16:04:37 2023
@@ -1,5 +1,5 @@
-$NetBSD: distinfo,v 1.4 2021/10/26 10:55:32 nia Exp $
+$NetBSD: distinfo,v 1.5 2023/06/08 16:04:37 mef Exp $
 
-BLAKE2s (R/sandwich_3.0-1.tar.gz) = 7decddb372c549eca5794ac9e40414589aad4e3c63596c7601ce1a5ce96dda45
-SHA512 (R/sandwich_3.0-1.tar.gz) = fa2117c0d357aea85bab3468789739e218d87552535a8c5aaabb5c1191883304dfd8ac5109d7104ab15fd4535c5f1f4de88a5779ad1e573efc73b0ae567c6769
-Size (R/sandwich_3.0-1.tar.gz) = 1482805 bytes
+BLAKE2s (R/sandwich_3.0-2.tar.gz) = 45c7528495740b82247587bcae6db68c0dccacc0ba9433445487698d3916ce4e
+SHA512 (R/sandwich_3.0-2.tar.gz) = 6a976554df87a6776be9209c1680864be91c8b35a95482cc065151a05fe970c7833a87c896986674eb6c166ff14a85b90c4d54980e1e56aaecf62b37c3223d88
+Size (R/sandwich_3.0-2.tar.gz) = 1356080 bytes