This file lists changes in the R package for each release.
the main code of beam()
is now written in
C++
new D
argument for beam()
to specify
the shrinkage target of the linear shrinkage estimator
new function lightbeam()
that is a wrapper for
beam()
and beam.select()
. It is faster and
outputs a lighter object (sparse matrix).
new methods postExpSigma
and
postExpOmega
for beam-class
objects that
provide the posterior expectation of covariance and inverse-covariance
matrices, respectively. These methods also allow the shrinkage
estimation of the variances (or not).
Dependency on Rcpp has been added
date and description have been added in
`DESCRIPTION
a NEWS
file has been added
paper citations have been updated