NEWS

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hermiter 2.3.1 (2024-03-06)

Minor improvements and bug fixes

• Updated parallelized C++ methods to be more thread-safe and included improved bound checking.
• Updated citation for hermiter article.

hermiter 2.3.0 (2023-05-08)

Additions and improvements

• Enhanced the update_sequential method to incorporate a single or multiple new observations.
• Added density generic function which outputs an object with associated print and plot generics.
• Added quantile generic function for convenience.
• Added hcdf function which outputs an object with associated print, plot and summary generics.
• Added median and IQR convenience functions.
• Added a wrapper around the stats::cor function with two new methods, namely "hermite.spearman" and "hermite.kendall".

Minor improvements and bug fixes

• Additional test cases have been added.
• Updated the vignette.
• Fixed the SystemRequirements: C++11 note.

hermiter 2.2.0 (2022-11-15)

Breaking changes

• The interface of hermiter has been simplified. The update_batch method has been removed in favor of providing the ability to initialize the hermite_estimator with an initial batch of observations. Several internal methods are no longer exported in the interests of simplicity.
• The default values of N have been optimized for different settings. For univariate, non-exponentially weighted estimators, the default is now N = 50. For univariate, exponentially weighted estimators, the default is now N = 20. For bivariate, non-exponentially weighted estimators, the default is now N = 30. Finally, For bivariate, exponentially weighted estimators, the default is now N = 20.

Major enhancements

• Parallel implementation of batch updating using RcppParallel provides significant performance improvements on multicore systems. Note that this can be disabled by using options(hermiter.parallel = FALSE).

Minor improvements and bug fixes

• Updated citation information.
• Additional test cases have been added.
• Bug fixes for series acceleration algorithm.

hermiter 2.1.0 (2021-11-16)

New features

• A method has been added for estimating the Kendall rank correlation coefficient in the bivariate setting.
• The univariate quantile estimation method has been significantly enhanced in accuracy using series acceleration techniques. Series acceleration is enabled by default.
• The univariate pdf and cdf methods have been significantly enhanced in accuracy using series acceleration techniques. Series acceleration is enabled by default.
• The new default method for the univariate quantile estimation method, 'interpolate' is much faster than the alternate method, 'bisection' with nearly the same accuracy.
• Added print and summary methods for both the univariate and bivariate hermite_estimator objects.
• Convenience function added to calculate sums of Hermite functions.

Documentation improvements

• The vignette hermiter, namely vignette("hermiter") has been extended to included examples pertaining to estimation of the Kendall Tau nonparametric correlation coefficient in the bivariate setting.

hermiter 2.0.3 (2021-02-17)

Minor improvements and bug fixes

• Minor update to test cases.

hermiter 2.0.2 (2021-01-11)

Breaking changes

• get_coefficients has been removed as it is redundant.
• combine_hermite has been renamed to merge_hermite for clarity.
• combine_pair has been renamed to merge_pair for clarity.
• hermite_integral_val_quantile_adap has been renamed to hermite_integral_val_upper for clarity.

New features

• Bivariate Hermite estimators have been added with methods for estimating bivariate probability density functions and cumulative distribution functions along with Spearman's rank correlation coefficients.
• The bivariate estimators include methods to batch update or sequentially update.
• Methods are also provided to consistently merge bivariate hermite_estimators.
• Convenience methods have been added for calculating normalized Hermite functions, along with upper, lower and full domain integrals of the normalized Hermite functions.

Documentation improvements

• The vignette hermiter, namely vignette("hermiter") has been extended to included examples pertaining to the bivariate Hermite series based estimators.

Minor improvements and bug fixes

• The method for merging univariate Hermite series based estimators has been improved, yielding greater accuracy when the hermite_estimators are standardized.
• The method for estimating quantiles with the univariate Hermite series based estimator has been improved and is now consistent with the estimator in the literature.
• Vectorized the univariate quantile estimation method.
• Added further error trapping and other minor enhancements (also for C++ routines).

hermiter 1.0.0 (2020-09-10)

INITIAL RELEASE