DPQ News

Version 0.5-9 (2024-08-23, svn r333)

NEW FEATURES

• dbinom_raw() gets a new more accurate version = "R4.4", using the new pow1p() function, from R-devel, i.e., R 4.4.0 and newer.

• stirlerr_simpl() gets argument version, a string specifying the exact function to be used, currently with options ("R3", "lgamma1p", "MM2", "n0"). The first being the direct formula hardwired in R up to versions 4.3.z, "lgamma1p" is to use lgamma1p(n) instead of lgamma(n+1), whereas "MM2" is a version using lgamma(n) and slightly more accurate for n \in [1, 5], approximately.

  stirlerr() correspondingly gets argument direct.ver to be passed to stirlerr_simpl(., version=*) in the “direct” formula case, when n < cutoffs[1].

• stirlerr() gets argument order allowing currently up to order 20 terms (constants S0..S19) in Stirling's series (and not using cutoffs or direct formula).

• New stirlerrC() interfacing to C code which should “parallelize” R's own C level stirlerr().

  More documentation and tests; experiments added in ‘../Misc/stirlerr-trms.R’; nice explorations to ‘../tests/stirlerr-tst.R’

• New functions pow(x,y) and pow_di(x,y) computing x^y as in R's C API ‘Rmathlib’.

• dgamma.R(x, *) gets new optional argument dpois_r_args.

• New function expm1x() providing exp(x) - 1 - x numerically accurately also for small |x|.

• New function pntGST23_T6() implementing Gil et al.(2023)'s first asymptotic formula (Theorem 6).

• New experimental Ixpq() implementing Gil et al.(2023)'s direct incomplete Beta function, i.e., pbeta() version. TODO: make it work with mpfr() !

• New function pntGST23_T6() and pntGST23_1() implementing Gil et al.(2023)'s first asymptotic formula (Theorem 6), and based on Temme's Maple code for their direct computation (1).

• New function pntVW13() implementing Viktor Witkovský(2013)'s algorithm, from his published Matlab code.

• Data set pt_Witkovsky_Tab1 containing (the free software subset of) Viktor Witkovský(2013)'s Table 1 of pt(x, df=nu, ncp=delta) examples; updated with octave results for both the original 2013 matlab code and the 2022 corrected one.

• lgamma1p_series(x, k), the Taylor series approximations for lgamma1p(x) := \log \Gamma(1+x) are now available up to k = 15, also for mpfr() numbers x.

• New gam1d() and gamln1() providing more TOMS 708 auxiliary routines.

BUG FIXES

• fix format fixes for when 'long != long long'.

• dgamma.R(x, ..) now does vectorize in x, as documented.

• minor adjustment of pntR()'s default use.pnorm.

• ‘src/bd0.c’ needed one more PROTECT().

Misc

• new ‘tests/dt-ex.R’ exploring dt() accuracy issues, mostly historical, but newly for df=\nu \ll 1.

Version 0.5-8 (2023-11-30, svn r278)

BUG FIXES

• ebd0() and C level ebd0C() now work with long vectors and hence return data.frame(yh = *, yl = *) instead of 2-row matrix.

• format fixes: "%lld" and (long long) notably for R_xlen_t.

Version 0.5-7 (2023-10-20, svn r275)

Misc

• fix "lost braces"

• replace UTF-8 greek glyps by plotmath

Version 0.5-6 (2023-09-06, svn r272)

NEW FEATURES

• phyperR() gets lower.tail=TRUE, log.p=FALSE arguments.

BUG FIXES

• Correctly vectorize phyperR().

Misc

• Documentation (and internal comment) updates for qbinomR() and qnbinomR(), notably fixing "empty" argument doc.

• Deprecated phyperBinMolenaar(); it has been synonym to phyperBinMolenaar.1().

• Fix LaTeX warnings/errors by removing amazingly many ⁠\cr⁠ in ‘man/*.Rd’ files.

Version 0.5-5 (2023-06-23, svn r264)

BUG FIXES

• qbinomR(p, *), qnbinomR(p, *), and qpoisR(p, *): Fix R_Q_P01_boundaries(p, ..) for trivial boundaries, e.g., p \in \{0,1\} for log.p=FALSE.

Misc

• A new flang Fortran compiler does not know outdated derfc(), but needs current standard erfc().

Version 0.5-4 (2023-04-12, svn r261)

NEW FEATURES

• New R function qnormCappr().

• New R function rexpm1() from TOMS 708.

• Provide also qnormR(*, version = "1.0.x") and "1.0_noN", for history's sake.

• New R function rlog1() from TOMS 708.

BUG FIXES

• qnormUappr() & qnormUappr6() were wrongly negative for lp in [-.693147, 0) (corresponding to p > 1/2).

Misc

• Tweaks to the ‘qnorm-asymp’ vignette, related to the JSS submission.

• ‘tests/pqnorm_extreme.R’ plots more about the pnormAsymp() relative errors.

• Apple clang 14.0.3 needs looser tolerance for logcf{R}() and dbinom_raw() comparisons.

• Minimally document the internal .D_*() and .DT_*() utilities, as we provide them to experts and e.g., package DPQmpfr.

Version 0.5-3 (2022-12-01, svn r240)

NEW FEATURES

• New R functions qntR() and qtU(), Vectorize()d versions of qntR1() and qtU1(), respectively.

• New qtR() <- Vectorize(qntR1, *); pure R implementation of R's Mathlib C-level qt(), but additionally allowing tweaks, used for fixing R's bug PR#18630. Added (optional) log-scale Newton steps via logNewton = log.p, needing more tests.

• New qtNappr() – from the remark in R's ‘nmath/qt.c’ about very large df approximation, now with all 4 large-df terms from Abramowitz & Stegun's (26.7.5).

• New gammaVer() to exemplify R's (partly historical) versions of gamma() implementations.

• New qnormUappr6(), providing the ‘6 coefficients’-approximation of A. & S. to qnorm().

• qnormR() gets new version = "2022-08-04" which uses MM's newly derived asymptotic approximations to qnorm().

• New qnormAsymp() providing new asymptotic approximations to qnorm().

• Added vignette “Asymptotic Tail Formulas for Gaussian Quantiles”.

• New chebychevPoly() (and auxiliaries) for evaluation of Chebyshev polynomials.

Version 0.5-2 (2022-06-08, svn r212)

NEW FEATURES

• qbetaAppr() (and the qbetaAppr.{1,3}() auxiliaries) now get a log.p argument.

• all(?) qbeta.Appr*() functions now accept a lower.tail argument (with default TRUE).

• New R function dpsifn(), as interface to R's C API dpsifn(), the workhorse of all R's psigamma() functions.

• dpois_raw(x, lambda, *) gets new cutoff small.x__lambda to not use bd0() or ebd0() when x is much smaller than lambda.

• Simple functions, mostly for didactical and comparison purposes, dpois_simpl(), dpois_simpl0() and stirlerr_simpl(), all of which use the “simple” direct formula which leads to numerical cancellation typically.

• New R function bpser() interfacing to the C function of the same in R's Mathlib pbeta() or bratio() in file ‘nmath/toms708.c’.

BUG FIXES

• Updated URL of Abramowitz & Stegun.

• Fixed \ escape in one ‘man/*.Rd’

Misc

• Our ‘tests/*.R’ no longer rely on the Matrix ‘test-tools.R’ collection but rather use our own.

• In ‘tests/chisq-nonc-ex.R’ (and ‘DESCRIPTION’), we've replaced akima by interp as the latter has a FOSS licence.

Version 0.5-1 (2021-12-10, svn r197)

NEW FEATURES

• bd0(x, np, delta, ..) now uses if (|x-np| <= delta * (x+np)) (less-equal instead of strictly less), and hence setting delta = 0 is now allowed, using the series expansion only for x == np, useful e.g., for the case of highly accurate mpfr-numbers.

  Similarly, in log1pmx(x, .., eps2, ..), eps2 = 0 is now allowed.

BUG FIXES

• consistency between ebd0() and ebd0C(): multiplication * e coming last ("bug" did not show ..).

• okLongDouble() should no longer fail on M1 mac.

• ebd0C() now checking |yl| < 5.5 before returning; was horrendously wrong on Windows compiled with -mnative as long as it included (the default) -mfma (FMA:= Fused-Multiply-Add).

• fix rchk issue: "need" PROTECT(.) while calling allocating lgamma1p().

Version 0.5-0 (2021-09-10, svn r183)

NEW FEATURES

• new ebd0C() interface to C version; helps to fix lapsus in pure R version ebd0():

  ebd0(x, M) for large M now checks for overflow in M/x, and notably the case f * 2^-(e+10) =: fg == Inf.

• In bd0() work around underflow of (x-np)/(x+np).

• new R functions frexp() and ldexp() for getting and setting base-2 representations of numbers, and new R function modf() to split number into integer and fractional part, all interfacing the C99 (math lib) standard functions of the same name.

• logcfR.(x) has been “vectorized” in x even though it's iterative with different number of iterations for each x[i], and is hence considerably faster when x is an "mpfr" vector.

  TODO: Consider renaming the two logcfR versions; at least neither is deprecated!

BUG FIXES

• fixed embarrassing typo (two i's) bug in logcfR()

• stirlerr(n) now also works when is.integer(n) and n is large enough for n * n to overflow (to NA).

• fix typo/thinko in dnbinomR()

• ditto in logcfR(*, trace=TRUE) iteration report.

• dpois_raw(x, *) now works up to maximal x, now preventing overflow in previous 2*pi*x computation.

• dnbinomR() and dnbinom.mu() fix for x > size when log=TRUE, notably for x >> size.

Version 0.4-4 (2021-05-22, svn r175)

NEW FEATURES

• new bd0_*() versions of bd0(), based mainly on log1pmx().

REFACTORING

• To be more modular, our ‘test-tools.R’ no longer source() those of Matrix.

BUG FIXES

• ‘src/bd0.c’ gave warning with some compiler settings with -Wself-assign.

• ‘test-tools.R’ readRDS_() thinko fixed.

Version 0.4-3 (2021-05-05, svn r166)

NEW FEATURES

• Provide R functions log1mexpC(), log1pexpC(), log1pmxC(), and lgamma1pC(), all interfacing to R's C API (‘Rmath.h’), aka ‘Rmathlib’.

• New pnormAsymp() for asymptotic (typically upper tail, log scale) approximation of pnorm(). With Rmpfr, we can see how accurate these are in detail.

• New dnbinomR() finding better code for R itself, dnbinom.mu() and dbinom_raw(); also new utility functions bd0() and stirlerr(), both vectorized, and also working with "mpfr"-numbers, such that dpois_raw() now does so, too.

  Additionally, an “extended” version of bd0() called ebd0() in pure R, where a C version was proposed by Morten Welinder in R's bugzilla, PR#15628.

  Experimentally, also provide p1l1() and its Taylor series approximations p1l1ser() which could be employed for bd0() / ebd0() instead of the current algorithms.

• Several C level utilities to be .Call()ed from R, from R's mathlib, ldexp() and frexp() even from C math.

• Pure R implementations (somewhat experimental) of corresponding R Mathlib C functions: qbinomR(), qnbinomR(), and qpoisR() each with several tuning parameters for the underlying algorithm, notably the root-finding parts.

• newly, logcf() now based on C code, perfectly vectorizes; the pure R version, now called logcfR(x, *) currently still runs the iterations simultaneously for all 'x[i]' and hence convergence and rescaling happen by “group decision”, efficiently but undesirable for strict comparisons.

  logcfR(x, *) and log1pmx(x, *) now also work for "mpfr"-numbers x, and log1pmx() gets optional eps2 = 1e-2 and minL1 = -0.791 arguments, the defaults of which may change, as I think at least the latter to not be perfect.

• Now lb_chiAsymp(nu, order) works up to order 8.

• Provide the first parts of a new vignette (‘../vignettes/log1pmx-etc.Rnw’) on log1pmx(), bd0(), and stirlerr(), which should contain part of Loader(2000)'s report and new findings of improved bd0() and stirlerr() computations.

Version 0.4-2 (2020-11-07, svn r151)

NEW FEATURES

• New functions pnormL*() and pnormU*() for (mathematically proven) lower and upper bound to pnorm(), notably also for investigation with log.p=TRUE.

• qnormR(), implementing current R's qnorm() in pure R, notably with trace and version options.

Version 0.4-1 (2020-06-17, svn r145)

TESTING

• Reorganize tests; notably to become less platform dependent.

Version 0.4-0 (2020-06-15, svn r137)

NEW FEATURES

• Many new phyper*() functions and helpers for them, such as Bernoulli numbers Bern() and asymptotic lgammaAsymp().

• Notably phyperR2() which is a pure R version of R's own (C code based) phyper().

Version 0.3-5 (2019-10-18, svn r131)

NEW FEATURES

• pnbetaAS310() gained a useAS226 option.

• New okLongDouble() function, notably for detecting that with a valgrinded version of R, long double C arithmetic seems to silently switch to (simple) double precision.

BUG FIXES

• long double printing from C now should happen correctly on all platforms including 32- and 64-bit Windows.

Version 0.3-4 (2019-10-16, svn r125)

NEW FEATURES

• more efficient (internally vectorized) dntJKBf(). Consequently, dntJKBf1() is deprecated now.

• pntR() (and pntR1()) get new option use.pnorm (the default of which had been hard coded previously).

BUG FIXES

• fix thinko in any_mpfr() and all_mpfr().

• pnchisqRC()'s C code gave severe valgrind warnings; fixed printing of long double etc; also added special MinGW deal in Windows.

• ppoisD() behaves differently in a valgrinded version; for now, reproducible only when using valgrind on non-valgrinded installed package.

Version 0.3-3 (2019-09-24, svn r110)

NEW FEATURES

• Renamed (and generalized / merged) many functions to have less "." in names.

• New pnbetaAS310() function interfacing to my corrected C version of 'ASA 310' (2007).

• New algdiv() function interfacing to the 'TOMS 708' version of our logQab().

• New pl2curves() which generalizes (somewhat) previous function p.dnchiB().

• Made newton() more flexible with new xMin and xMax arguments which are notably useful for q*() (quantile function) computations.

  Correspondingly replaced previous qchisq2() and qchisqA() with new qchisqN() (‘N’ewton).

• new pnchisqRC(), a version of R's C level non-central chi-squared, with additional options.

• “new” logspace.add() and logspace.sub().

• “new” pnchisqT93() (plus its two auxiliaries), implementing Temme(1993)'s approximations.

• “new” pnchisqBolKuz() and qnchisqBolKuz() implementing Bol'shev and Kuznetzov (1963)'s approximations.

• “new” pnchi1sq() and pnchi2sq() with “exact” formulas for the special cases df=1 and df=3.

• simplified formula in dtWV().

BUG FIXES

• qnchisqPearson(pp, df=DF, ncp=100) and qnchisqSankaran_d(*) no longer return NaN for very large DF = 1e200.

• pnchisq() now also has default verbose = 0 as all other such functions with verbose (or trace[.lev] optional argument.

Version 0.3-0 [2018-08-28]

NEW FEATURES

• Move many of my up to 15 years old DPQ computation utilities into a package, to become public, “bloggable”, etc.