robust2sls 0.2.4

This version only updates the unit tests and vignettes.

Changes to Unit Tests

• discovered slight changes in 14th or 15th decimals
• discovered changes to some random number generations from generate_data(), which were traced back to changes in the environment and changes in the MASS pkg
• restructured the tests to rely on fixtures
  • created fixed datasets, stored in tests/testthat/testdata/
  • replaced generate_data() with readRDS() where possible
  • for mc_grid(), artifical data generation happens within the function body using generate_data(); to make it use fixed datasets, used the mockery pkg and macked the function to read in the stored datasets instead of drawing randim data
• fixed GH issue #19, making parallel execution more robust
• introduced some tolerance to numerical comparisons
  • sup_test simulates pvalue, allowed for 0.015 tolerance diff (e.g. across OS)
  • iis_init snapshots rounded to tolerance 12 digits, set to 0 if smaller than that

Detailed Comments

• created two tags, which represented steps along the way of these improvements:
  • v0.2.3-fixtures was developed on the old environment, changed tests to rely on the fixed datasets and ensured all tests still passed; then converted to new environment
  • v0.2.3-ivreg-fixes updated code (tests and vignettes) to avoid new warnings about collinearity, which did not appear previously
  • also updated the gets pkg to v0.40, no changes were required

robust2sls 0.2.3

Bug Fixes

• update documentation
• re-create binaries with newer R version to address CRAN NOTEs

robust2sls 0.2.2

Minor changes

• move package doRNG from Imports to Suggests because the package has been orphaned as of 2022-12-19. Only affects the function mc_grid(), which is anyway for advanced users only

Bug Fixes

• fix bug in unit testing

robust2sls 0.2.1

Major changes

• addition of Impulse Indicator Saturation (IIS) as initial estimator for outlier detection (from ivgets package)

Minor changes

• code coverage has been extended to 100%
• update formulae for FODR under normality (estimation not required)
• all 2SLS estimation commands originally from AER package now use the ivreg package
• fixed or or with empty second argument, as suggested by CRAN maintainers

robust2sls 0.2.0

Major changes

Introduction of a suite of new functions implementing several tests for the presence of outliers in the sample.

• proportion test
• count test
• global test using Simes (1986) procedure
• scaling sum test
• scaling sup test

A vignette is included that illustrates the usage of these testing functions.

Minor changes

• change gauge_avar() to accept NULL as input for split argument
• implement asymptotic covariance of the FODR for different cut-offs
• utility function multi_cutoff() that allows to apply the same outlier detection algorithm with different cut-off / gamma values

robust2sls 0.1.0 (initial release)