improve readability of the code.
add some useful comments.
speedup MCD/ACD/HPC method (GH #2, @Neutron3529).
fix the warning on order() suggested by Kurt Hornik.
remove lattice from Imports.
fix a bug on model order (GH #1).
speedup HPC method (GH #2, @Neutron3529).
fix function bootcurve()
: argument optim.method
was missing to call function optimizeJmcm()
, and now it is set to 'default'.
add the JSS paper as vignette in package jmcm.
add option optim.method
in function jmcm()
: by default, optim.method
is 'default' so that the BFGS algorithm we implemented internally is used; alternatively, we can set optim.method
as 'BFGS' so that vmmin()
(the underlying C function used in stats::optim()
for BFGS algorithm) will be called through R package roptim.
class JmcmBase
is implemented as the base class for class MCD
, ACD
and HPC
to reduce code duplication.
class JmcmFit
is used for fitting of the three Cholesky-based joint mean-covariance models (i.e., MCD, ACD and HPC).
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