NEWS
ksm 2025-11-22
New:
- Function
lscv_kdens_symmat, mimicking lcv_kdens_symmat, to evaluate the least square cross validation criterion at multiple bandwidth
- New unit test codes for optimization and kernels
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 2025-10-23
Initial release