NEWS
mclustAddons 0.10 (2025-12-03)
- Added function
hypvolgmm() implementing estimation of hypervolume.
- Allows to specify further arguments in
GMMlogreturn() to be passed to
densityMclust().
mclustAddons 0.9.2 (2025-04-03)
- Bug fixes.
- Added checks on provided lower and upper bounds in
densityMclustBounded().
- Added (classification) entropy for data observations and NCE (Normalized Classification Rntropy) to objects returned by
MclustBounded().
mclustAddons 0.9.1 (2024-11-13)
- Change default argument
optimControl = list(..., usegr = FALSE) in
densityMclustBounded() and MclustBounded().
mclustAddons 0.9 (2024-09-20)
- Added
GMMlogreturn() to model log-returns financial data via GMMs.
- Added
VaR() and ES() to compute risk measures from GMMs.
densityMclustBounded() allows to have lambda values fixed for a
subset of variables while to estimate lambda parameters for the
remaining variables.densityMclustBounded() added noise component.densityMclustBounded() and MclustBounded() include an optional argument
criterion to specify the information criterion for model selection.- converted all documentation to use
roxygen2 package.
- clean-up package dependencies.
mclustAddons 0.8 (2024-03-01)
- Starting with this version mclust >= 6.1 is needed because of using
efficient
softmax() and logsumexp() functions coded in Fortran.
This replaces previously included functions of the same name (now
removed).
- Added
prior and nstart arguments to densityMclustBounded()
function.
- Added
rangepowerBackTransform().
- Exported both
rangepowerTransform() and rangepowerBackTransform().
- Bug fixes.
mclustAddons 0.7.2 (2023-01-06)
mclustAddons 0.7.1
- Small bug fix in help page.
mclustAddons 0.7 (2022-11-15)
- Add code for computing entropy via Gaussian mixtures. See
help(EntropyGMM).
- Add efficient Rcpp-based functions to compute log-sum-exp and softmax.
mclustAddons 0.6 (2021-12-17)
- Bug fixes.
- Allowed to have both
lbound = NULL and ubound = NULL, in which
case only power transformation is performed.
mclustAddons 0.5 (2021-09-29)
- Release submitted to CRAN.
mclustAddons 0.4
- Add logarithm arg to
predict.densityMclustBounded() function.
mclustAddons 0.3
- Release for R version 4.0
- Inclusion of
MclustMEM() and accompanying functions.
mclustAddons 0.2
- Inclusion of
densityMclustBounded() and accompanying functions.
mclustAddons 0.1
- Initial developing release.