Changes in version 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. Changes in version 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. Changes in version 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. Changes in version 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. Changes in version 2.0.3 (2021-02-17) Minor improvements and bug fixes - Minor update to test cases. Changes in version 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). Changes in version 1.0.0 (2020-09-10) INITIAL RELEASE