vasicekreg
development version (2026-08-09)
Boundary-adjusted mean
regression
- Added the GAMLSS-conventional aliases
d/p/q/rZANVASIM(), d/p/q/rOANVASIM(), and
d/p/q/rZOANVASIM(). The established numbered names remain
available. This correspondence allows likelihood-based methods such as
vcov.gamlss() to locate each family’s density
function.
- Added
ZANVASIM(), a zero-adjusted normal-kernel Vasicek
mean family, with nu modeling the probability at zero.
- Added
OANVASIM(), a one-adjusted normal-kernel Vasicek
mean family, with nu modeling the probability at one.
- Added
ZOANVASIM(), a zero-and-one-adjusted
normal-kernel Vasicek mean family. In this family, nu is
the probability at zero and tau is the conditional
probability at one among nonzero observations.
- Added the corresponding
d0NVASIM(),
p0NVASIM(), q0NVASIM(),
r0NVASIM(), d1NVASIM(),
p1NVASIM(), q1NVASIM(),
r1NVASIM(), d01NVASIM(),
p01NVASIM(), q01NVASIM(), and
r01NVASIM() functions.
- Added analytical derivatives, randomized quantile residuals,
marginal moments, and GAMLSS fitting support for all three
boundary-adjusted families.
Documentation and tests
- Standardized the R source filenames as
dpqr-0NvasicekM.R, dpqr-1NvasicekM.R, and
dpqr-01NvasicekM.R.
- Added numerical verification of all first, second, and cross
derivatives for
ZANVASIM, OANVASIM, and
ZOANVASIM.
- Clarified the roles of
x and q and
distinguished the boundary behavior of the zero-adjusted, one-adjusted,
and zero-and-one-adjusted distributions.
- Updated the package overview to describe the boundary-adjusted
families and to distinguish the
tau parameter in
ZOANVASIM from the fixed quantile level used by
NVASIQ and LVASIQ.
- Added a package-level example comparing
OANVASIM and
BEOI using the one-inflated accuracy1 response
from the ReadingSkills data.
vasicekreg 1.1.0 (2026-07-28)
Interface reorganization
- Renamed the normal-kernel mean family and distribution functions
from
VASIM to NVASIM.
- Renamed the normal-kernel quantile family and distribution functions
from
VASIQ to NVASIQ.
- Retained
LVASIQ for the logistic-kernel quantile
distribution functions.
- Renamed the corresponding R and C++ source files to identify the
kernel (
N or L) and parameterization
(M or Q) explicitly.
- Renamed the internal Rcpp routines and regenerated their
registration interfaces.
- Updated the namespace, documentation, examples, package overview,
and tests for the new interface.
GAMLSS quantile level
NVASIQ() does not accept tau as an
argument. For GAMLSS fitting, tau must be defined as a
scalar variable in the global environment.
- The distribution functions
dNVASIQ(),
pNVASIQ(), qNVASIQ(), and
rNVASIQ() continue to accept tau
explicitly.
Logistic-kernel quantile
regression
- Added the
LVASIQ() GAMLSS family for conditional
quantile regression with the logistic-kernel Vasicek distribution.
- Implemented closed-form first, second, and cross derivatives with
respect to
mu and sigma; model fitting does
not use numerical differentiation.
- Added quantile residual support and numerical moment functions for
the family object.
vasicekreg 1.0.3 (2026-07-28)
Bug fixes
- Restored the missing implementation of
qVASIM().
- Corrected
log.p handling in all quantile
functions.
- Corrected the bivariate-normal calculation used by the
variance components of VASIM() and
VASIQ().
- Made the fixed quantile level an explicit argument of
VASIQ() and removed dependence on a global tau
object.
- Corrected the second derivative with respect to
mu in
VASIQ().
- Added stable upper-tail calculations and consistent parameter-length
checks to the C++ routines.
Documentation and tests
- Clarified that the logistic-kernel implementation currently provides
distribution functions but not a GAMLSS family.
- Added executable tests for distribution identities, moments,
derivatives, vectorization, and fixed-quantile handling.
vasicekreg 1.0.2 (2026-01-12)
Improvements
- Performance optimizations in
dpqr-vasicekmean.R and
dpqr-vasicekquant.R.
vasicekreg 1.0.1 (2021-12-05)
Bug fixes
- Corrected the term
variance = function(mu, sigma) in
the VASIM family.
- Corrected the term
variance = function(mu, sigma) in
the VASIQ family.
vasicekreg 1.0.0 (2021-07-05)
Initial release
- First release of the vasicekreg package on CRAN.