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README.md

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Instruction for developer

  • Before pushing make sure that works the following test can be run:
    1. test/mixedeffect/test_NIGMixedEffect.R

TODO

structure

  • Add a file that automatically run all test files that needs to be run be fore pushing to bitbucket.

Methods

  • Add joint sampling of Gaussian components?
  • Automatic switching between distributions based on TV distance
  • Add support for weighted subsampling
  • Add support for individual nu

Interface

  • Add reasonable starting values
  • Add checks of input dimensions to all functions
  • Add checks of initial values in estimation

TO DO -- OA

  • shape parameter is only 0.5 currently - future work
  • all the params of gig can be estimated - future work

NOTES -- OA

  • model with no random effects
  • add tdistr for random effects to summary, plot etc.
  • make model specifications flexible, e.g. Normal, normal, Gaussian are all acceptable
  • allow different locs in predict than those from the observed data
  • continue with predict.derivative!!!
  • setseed_ME - explanations to be added
  • put examples
  • simulate functions - remove?? see LDMod in simulate function!
  • pSubsample2 seems un-used
  • consider ~ -1 + ... in fixed input of ngme
  • add mean or median as an option to the predict.ngme function
  • check calculation of coverages and width in predict.ngme
  • plot for excursions
  • put a note that if nu reaches the limit use normal
  • newdata in predict
  • fit.init is expected to be gaussian atm
  • controls.init vs fit.init
  • process nu never becomes 0.001 for normal nig normal model
  • warning nu = 100 atm, not for 99.99
  • get rid of the for loop at the end of predict.ngme
  • ylabs in plot.ngme
  • add forecasting and prediction by fine interval by locs.pred
  • rename columns and rows of fisher_est in ngme.fisher