fitdistrBayes 0.5.0
- Harden the pre-release numerical audit: use exceptional-range
log-scale fallbacks for the weighted Lindley mean inversion and censored
transforms; avoid rounding a positive beta shape to zero; stabilize SD
and mean ESS under changes of units; flag non-moving MCMC chains
explicitly.
- Handle sure censoring events at zero analytically in PSIS-LOO
instead of fitting degenerate Pareto tails. Guard aggregate criterion/SE
overflow, withhold DIC when the likelihood at the posterior mean is
undefined, and retain completed posterior draws if optional
post-processing fails.
- Add permanent regression tests for these audit findings. Priors and
sampling algorithms are unchanged; ordinary-range regression outputs
remain identical for all 56 complete-data model-prior routes.
- Reject unused built-in fitting arguments and non-vector/complex data
rather than silently ignoring arguments or flattening arrays. Do not
clip boundary Beta draws in the complete-data geometric posterior
sampler.
- Add opt-in criteria = FALSE to both fitting interfaces. TRUE
computes WAIC, PSIS-LOO, and DIC after sampling; character vectors
select a subset. Add criteria(), WAIC(), LOOIC(), DIC(), and
compare_models(). Default fitting does not evaluate additional
likelihoods or load ‘loo’.
- Use the observed likelihood under censoring, guard leave-one-out
posterior propriety, respect certified parameter moments for DIC, and
report pointwise diagnostics and paired comparison uncertainty. PSIS-LOO
uses the optional ‘loo’ package; WAIC and DIC need no additional
dependency.
- Add the separate function fitcensBayes(x, status, distr, prior) for
independent right censoring, with status 1 for exact events and status 0
for strictly greater lifetimes, including discrete distributions.
- Support the 20 registered distributions and 56 complete-data
model-prior routes. These priors are reused, not rederived for a
censoring design. Check sufficient posterior-propriety conditions on the
exact-event subset before sampling; handle the Exponential posterior
analytically.
- Add exact censored Gamma and Beta posteriors where available,
collapsed Weibull sampling, observed-likelihood slice sampling, and
optional data augmentation with truncated lifetimes. Improve numerical
evaluation of extreme Rician tails in the new censored interface.
- Add the fitcensBayes class, posterior summaries and diagnostics,
survival prediction, imputation, and observed pointwise log-likelihood
extraction. Only certified posterior moments are reported.
- Add fitcensBayes_models(), help pages, examples and regression
tests.
- Preserve sampling algorithms and ordinary-range regression results;
the new criteria argument is named-only to preserve existing positional
calls.
fitdistrBayes 0.2.3
- Reject tied observations for the Student-t model with unknown
degrees of freedom under the independence Jeffreys prior. Such samples
have an improper posterior because the prior gives positive mass to
degrees of freedom for which the location-scale posterior is not
integrable near zero scale.
- Document the pairwise-distinct sample requirement in the help page
and public catalogue, and add regression tests for tied and distinct
observations.
- The fixed-degree-of-freedom Student-t routes retain their existing,
multiplicity-dependent propriety conditions. Sampling algorithms and the
remaining model-prior routes are unchanged.
fitdistrBayes 0.2.2
- Added the weighted Lindley distribution with Fisher-information
Jeffreys, one-group reference, Jeffreys’ first-rule,
independence-Jeffreys, and exact ordered reference priors for lambda and
phi. All six routes enforce the proved condition that the sample is
positive, nonconstant, and has at least two observations.
- Disabled weighted Lindley MDI fitting because the corresponding
posterior is improper for every finite sample.
- Added the closed-form weighted Lindley likelihood initialization
with a numerical maximum-likelihood fallback, stable log-prior
evaluation, a Fisher-orthogonal mean/shape Metropolis parameterization,
mixture-based posterior prediction, and pointwise log-likelihood
evaluation.
- Expanded the public catalogue to 20 distributions and 56 enabled
model–prior routes, with analytic, initialization, predictive, guard,
and registry tests for the new family.
fitdistrBayes 0.2.1
- Added
fitdistrBayes_model(), a public model
specification for combining a user-defined density and prior with
parameter support, starting values, validation, posterior-propriety and
moment declarations, posterior prediction, and an adaptive Metropolis,
slice, or user-supplied sampler.
- Extended
fitdistrBayes() so the distribution argument
can be a fitdistrBayes_model object. The fitted object
records which extension components and computational engine were
used.
- Added executable tests for a Laplace model with a proper
non-objective prior, a slice-sampled Exponential model, and an exact
Poisson–Gamma posterior simulator.
fitdistrBayes 0.2.0
- Expanded the help pages to document the class, structure, and
statistical meaning of every exported function and S3 method return
value.
- Replaced the non-executable tutorial wrapper with an interactive
file-view example and left all fitting examples unwrapped after
verifying that the complete help example runs in less than five
seconds.
- Removed explicit access to
.GlobalEnv and all
superassignment operators from the package code and validation
scripts.
- Added Gumbel, Frechet, Lomax, Nakagami-m, Exponential-Logarithmic,
and Rician models with documented propriety conditions enforced on the
supported data domain.
- Added closed-form moment starts for Gumbel, Nakagami-m, and Rician,
closed-form L-moment starts for Frechet and Lomax, and a stable
one-dimensional moment start for the Exponential-Logarithmic model.
- Added marginal/conditional samplers for Frechet and Nakagami-m,
stable transformed Metropolis samplers for the other new models, and an
accelerated Gauss-Laguerre evaluation of the Rician Jeffreys
factor.
- Reparameterized the Lomax Metropolis sampler by shape and
scale/shape to reduce posterior correlation while retaining the
documented output scale.
- Added explicit failures for the improper Lomax reference posterior
and Nakagami-m MDI posterior, as well as for unproved Rician
reference/MDI routes.
- Expanded the analytic, numerical, initialization, route, and stress
tests to 19 built-in distributions and 50 enabled model-prior
routes.
- Added
fitdistrBayes_routes() as a machine-readable
catalogue of all 50 enabled routes and made the route test execute
directly from this catalogue.
- Expanded
help("fitdistrBayes") with all built-in
models, parameterizations, priors, fixed-parameter requirements,
propriety guidance, and one example for every family; the
English-language 50-route console tutorial is installed as
examples/tutorial_fitdistrBayes_all_models.R.
- Tightened the Nakagami-m propriety check to reject constant positive
samples.
- Made the custom density/prior log-mode contract explicit and reject
undefined or positive-infinite log values; custom RNG outputs can now be
validated.
- Reported post-warmup, warmup, and all-iteration acceptance rates
separately, included tail ESS in the convergence decision, and corrected
constant-chain and per-chain ACF diagnostics.
- Removed silent floating-point clipping: unrepresentable
natural-scale draws now produce transparent numerical-range errors.
fitdistrBayes 0.1.2
- Added classical automatic initialization, including the closed-form
Weibull L-moment estimator.
- Made non-constant-sample validation invariant to translation.
- Replaced costly truncated negative-binomial entropy sums with an
exact numerical integral for MDI fitting.
- Stabilized natural-scale Gamma and Weibull draws at floating-point
limits.
- Preserved the matrix shape of
log_lik() for
one-observation samples.
- Scaled Metropolis location proposals to the model’s initial scale,
fixing poor mixing for very small- and very large-scale data.
- Added broad stress, entropy, initialization, edge-case, and
difficult-chain regression tests.