Fit models with the fast fourier transform #43
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tnagler
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Nov 15, 2019
* bump version * add weights argument (#29) * remove unused variable (#26) * fix edf computation for deg = 2 * bump version + update docs * remove package cache on appveyor * weighted bandwidth selection * weighted fitting * adjust R interface * add unit tests * a few more sanity checks * update docs * update docs * fix devtools install link * stabilize weighted quantiles * ensure scale != 0 in case of too many ties * remove stripping of debug symbols * prepare release * update docs * allow already jittered input to be treated as continuous * some improvements to interpolation (#32) * use sample quantiles as grid points * fix unweighted quantile computation * improve safety of integral computations. * make sure that weighted version is consistent * improve grid extensions * fix boundary handling for bounded domain * fix interpolation bug when grid distance is small * install gsl * extend grid a bit further * fix bug for weighted quantile with zero weight * decrease lower bound for interpolation, related to vinecopulib/rvinecopulib#157 * More numerical stability (#35) * hybrid quantile/equidist grid * normalize weights * fix weighted influence and use it as safeguard * avoid double computation of influence fot deg = 0 * interpolant positivity and smooth extrapolation (#37) * switch to linear interpolation if result is negative * use positive constraints for spline coefficients * Gaussian tail for extrapolation * optimal bandwidths for all degrees (#38) * missing inline * fix levels in pkde1d * stabilize edf computation * tabs = 2 spaces (#39) * simplified, deterministic jittering (#40) * tabs = 2 spaces * simplified, deterministic jittering * prepare standalone c++ version with interface (#41) * rename lpdens -> kde1d * use namespaces * bw selection in Kde1d class * jittering + nan handling in cpp * statistical functions * constructor from interpolation grid * all discrete functionality in cpp * kde1d dir structure * seperate wrappers from interface * adapt R code * go to office * fix nans in grid * fix boundary transform order * refactor unit tests * Fast integration (#42) * rename lpdens -> kde1d * use namespaces * bw selection in Kde1d class * jittering + nan handling in cpp * statistical functions * constructor from interpolation grid * all discrete functionality in cpp * kde1d dir structure * seperate wrappers from interface * adapt R code * go to office * fix nans in grid * fix boundary transform order * refactor unit tests * unnormalized algorithm * faster integration by sorting input * Fit models with the fast fourier transform (#43) * isolate KdeFFT class * almost done with fft * proper weights in edf calculation * fix grid related issues * eliminate dead code * safer integration * reorder arguments for the feels * prepare release (#44) * Release 0.4.0 (#31) * bump version * add weights argument (#29) * remove unused variable (#26) * fix edf computation for deg = 2 * bump version + update docs * remove package cache on appveyor * weighted bandwidth selection * weighted fitting * adjust R interface * add unit tests * a few more sanity checks * update docs * update docs * fix devtools install link * stabilize weighted quantiles * ensure scale != 0 in case of too many ties * remove stripping of debug symbols * prepare release * update docs * bump version * update NEWS * update docs * update NEWS and DESCRIPTION * update API docs * backwards compatibility with bad code in rvineocpulib *sigh* * initialization order warning * typo in API doc * CRAN comments * API docs one more time
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benchmark (old version is the one from CRAN)