mig 1.1 (Release date
2026-06-06)
New:
- Function
lscv_kdens_symmat, mimicking
lcv_kdens_symmat, to evaluate the least square cross
validation criterion at multiple bandwidth
- Symmetric matrix normal least square cross validation criterion now
implemented (
lscv_kern_smnorm)
- New unit test codes for optimization and kernels
- Vignette now included
Bug fixes:
- Function
lcv_kdens_symmat now returns the bandwidth
maximizing the criterion
Changes:
- Leave-one-out cross validation methods now allow to lag
h (default to 1) for selection criterion.
- Degrees of freedom for rWAR defaults to the dimension of the scale
matrix provided, to ensure positive definiteness of the output.
- Simulation model 6 default degrees of freedom increased
- Change wrappers to return by default Rcpp vectors (since
Rcpp::wrap returns column vectors as matrices).
ksm 1.0 (Release date:
2025-10-23)
Initial release