Some meta updates (biblio and maintenance change) and minor fixes, detailed below.
stats with
::.port() fully moved to C, with improved headers, error codes
and memory management. Style now following c99.This update of gmat incorporates functions necessary to
run the experiments in Córdoba et al. (2019), and
some minor improvements and bug fixes.
chol_polar() has been removed because a faster
implementation has been recently provided by the randcorr
package.anti_t() has been replaced by a more useful
function uchol(), which by transposing with respect to the
antidiagonal obtains the upper Cholesky factor of a positive definite
diagonal matrix (see Córdoba et al. 2019, and the documentation of the
function).port_chol() which implements a combination
of the algorithms in chol_mh() and port(), see
Córdoba et al. (2019) for the details.ug_to_dag() for obtaining an acyclic
digraph with no v-structures from the chordal cover of an undirected
graph.port() and
diagdom().port(), now it is
faster.rgraph() allows now to generate acyclic
digraphs with any topological sorting of their nodes, by setting to
FALSE its new ordered argument. Examples have
also been added to the documentation of this function.mh_u() works for any topological sort of a
dag, not just the standard 1, ..., p.In this version the functionality of gmat has been
significantly extended. In addition to the functionality already
available for sampling covariance matrices, possibly with a zero pattern
specified by an undirected graph, now the package also allows sampling
correlation matrices with zero entries on their Cholesky factor,
represented by an acyclic digraph.
Arguments for port() and diagdom() have
been refactored in order to unify the approaches for undirected graphs
and the new functions for acyclic digraphs. This has had some
consequences in terms of the behaviour of the two functions.
ug is now the fourth argument,
instead of the second one, for both functions.ug is not provided, unless explicitly stating a parameter
d < 1.p and d have been
changed. Now by default one 3 x 3 full matrix is
returned.rentries has been removed for both
functions. In the future maybe this argument is reintroduced with a more
complete checking of its validity depending on the properties of the
function.k has been removed from
diagdom(), and its functionality is now implemented by the
utility function set_cond_number().The main addition in this version are functions for correlation matrix sampling, possibly with constraints on the upper Cholesky factorization, which correspond to an acyclic digraph representation. Some side utility functions are also provided.
chol_mh(), chol_iid() and
chol_polar(). These three functions return a sample of
correlation matrices, possibly with an average percentage of zeros in
their upper Cholesky factor, which can be also predefined by a given
acyclic digraph. See more details at their documentation.mh_sphere() and mh_u(), used by
chol_mh(), allows to sample the upper Cholesky factor of a
correlation matrix by sampling vectors on hemispheres of different
dimensions. More information on their documentation.rgraph(), which is a simple
wrapper of some functionality in package igraph for random
graph generation.anti_t() computes the anti transpose of a
matrix. This is mainly useful for testing, since it is involved in the
acyclic digraph representation of the upper and lower Cholesky
factors.vectorize() for extracting the
upper/lower triangle in a covariance/correlation matrix sample as
returned by the functions in the package.port() and
diagdom().NAMESPACE, but instead
explicitly called throughout the package using ::.