Create the help file for the package correctly, with alias chandwich-package.
plot.confint() confidence limits are now added to
the horizontal axis in cases where only one interval is
Activated 3rd edition of the
conf_intervals() now stops evaluating
the profile loglikelihood when the required confidence limits have been
conf_interals() the initial estimates used in the
profile loglikelihood were not reset in between the searches for the
lower confidence limits and the upper limits. In some cases this may
cause problems for the optimisations. This has been corrected: initial
estimates are now reset.
confint.chandwich() the argument
profile can be used to choose whether to return confidence
intervals based on an (adjusted) profile loglikelihood or based on
approximate large sample normal theory.
anova.chandwich() function has been modified to
enable the comparison of nested (adjusted) model objects, where the
nesting has not been explicitly created using the argument
The documentation of
conf_intervals() has been
updated: the general nature of the argument
explained and in Details advice is given on what to do
if one or more of the confidence limits are not found using the default
In the description of the argument
parm in the
which_pars has been corrected to
The object returned from
adjust_loglik() has an
loglikVecMLE, which is a vector containing
the contributions of individual observations to the independence
log-likelihood evaluated at the MLE.
isTRUE() is used in the GEV example to avoid
potential problems owing to the possibility of NAs.
A typo meant that the text in the Value section of the
confint.chandwich() was cut short. This has
p = 1 and the
user supplies a scalar
H instead of a matrix then an error
is thrown by
dimnames() just before the results are
returned. The calculations are correct, so the code has been modified
trivially to avoid the error.
In the function returned from
adjust_loglik the code
to perform the horizontal adjustment of the loglikelihood has been
x_star <- mle + as.vector(C %*% (x - mle)):
as.vector() avoids a potential warning by ensuring
vector + vector, not vector + matrix.
There were bugs in
produced an error if the user tried to set their own legend using the
legend argument. These bugs have been corrected.
nobs has been added to the object
adjust_loglik() and as an attribute to the
object returned from
compare_models() the parameter names (if any) are
passed to the (adjusted) loglikelihood function, in case they are
required inside the loglikelihood function.
There was a bug in the plot method for objects of class “confreg” returned from conf_region(): if the parameters had not been named by the user then ? appeared twice in the console, requiring the user to press return twice before the plot as produced. This has been corrected.
adjust_loglik has an additional arguments
V that allow the user
the option to supply the MLE, the Hessian of the independence
loglikelihood (H) and the variance of the vector of cluster-specific
contributions to the score vector (V), each evaluated at the MLE, rather
than estimating these within
An anova S3 method for class “chandwich” has been added. This
compares two or more nested models using adjusted likelihood ratio tests
of successive pairs of models, using
A confint S3 method for class “chandwich” has been added. This is
based on a fairly trivial call to
logLik for class “chandwich” have been added.
A bug in
compare_models() has been fixed. The bug
resulted an error in cases where the argument
corresponded to a simplification of the full model in which element i of
the parameter was fixed but some element i+n, for n > 0, was not
Estimated unadjusted (VC) and adjusted (adjVC)
variance-covariance matrices of the free model parameters are now
available in the object returned by
The documentation of the argument
compare_models() has been edited to make it clearer that if
smaller is not supplied then
approx = FALSE
will be used regardless of any value supplied for
the call to
If parameter names are supplied to
fixed_pars is numeric then
the names of the parameters in
fixed_pars are now also
inferred in the case where a larger model is not supplied via
larger. This means that the output from
compare_models() will now use the parameter name, rather
than the parameter number.
If a numeric
fixed_pars is supplied to
compare_models() then the names of the parameters in
fixed_pars are inferred, if they are available in the
The summary method for class “evpost” is now set up according to Section 8.1 of the R FAQ at (https://cran.r-project.org/doc/FAQ/R-FAQ.html).
In the Introducing chandwich vignette a typo in the definition of HA has been corrected. The expression given is for the inverse of HA, not for HA.