HDElliptical 0.1.2
- Expanded
Authors@R to identify all package contributors
and copyright holders, including Dan Zhuang’s scoped SEMC and GEMcluster
contribution.
- Clarified package, SEMC, reference-implementation, and test-fixture
provenance in
inst/COPYRIGHTS and the affected source
headers.
- Corrected two package-original Chapter 4 C++ files whose generic GPL
SPDX headers conflicted with their intended MIT licensing.
HDElliptical 0.1.1
- Replaced README links to build-excluded audit and benchmark files
with public GitHub URLs so they remain resolvable from the CRAN source
package.
- Added an author-year citation and public source URL to the package
description for CRAN submission metadata.
HDElliptical 0.1.0
Chapter 1 foundations
- Added Rcpp implementations of spatial signs, the modified-Weiszfeld
spatial median, empirical spatial ranks, the multivariate spatial
Kendall matrix, Tyler’s fixed-point estimator, and the
Hettmansperger-Randles iteration.
- Added R interfaces for SSCM and spatial-rank covariance matrices,
ACG likelihood evaluation, shape normalization, and elliptical
simulation.
- Added tests of defining equations and translation, scale,
orthogonal, and affine equivariance properties.
- Hardened directional and shape calculations against overflow and
underflow, including finite inputs near the limits of double
precision.
- Changed iterative convergence certificates to use the defining
estimating equation residuals, preventing false convergence near an
observation.
- Defined the one-dimensional HR interface as the ordinary sample
median with unit shape and an explicit not-applicable joint-shape
diagnostic.
Chapter 2 location tests
- Added exact one- and two-sample Hotelling tests and
fixed-dimensional spatial sign, signed-rank, and pooled spatial-rank
tests.
- Added Rcpp implementations of the Srivastava–Du, Park–Ayyala,
Bai–Saranadasa, Chen–Qin, and Srivastava–Katayama–Kano high-dimensional
mean tests.
- Added the Cai–Liu–Xia precision-adjusted maximum test with
deliberately separate oracle, supplied-feasible, and adaptive-threshold
precision paths. The feasible path uses transformed within-group
empirical variances rather than the diagonal of an estimated precision
matrix.
- Added the Wang–Peng–Li one-sample high-dimensional spatial-sign test
with its literal leave-two-out cross-validation variance estimator.
Exact zero signs follow
U(0) = 0; invalid variance
estimates are not repaired.
- Added the Feng–Sun scalar-invariant one-sample spatial-sign test
with literal pair-specific leave-two-out location/diagonal fits and the
primary paper’s feasible trace calibration omitted from the short book
presentation.
- Added the Huang–Liu–Zhou–Feng two-sample inverse-norm sign test
(tINST) with the paper’s feasible cross statistic, observation-specific
leave-one- out nuisance fits, published variance decomposition, and
explicit iteration stability versus score-residual diagnostics.
- Added the Feng–Zou–Wang–Zhu scale-invariant high-dimensional
Behrens–Fisher test with the primary paper’s asymptotic centering and
exact leave-four-out / two-plus-two leaveout trace estimators.
- Added the common-covariance Composite T2 test with paper-greedy
correlation blocks, a full two-plus-two leaveout statistic, and the
original first-group leave-four-out trace calibration.
- Added the Feng–Liu–Ma one-sample INST procedure with null-centered
endpoints, delete-two nuisance fits, and the supplement’s direct
2 * n^(-4) feasible variance.
- Added the Feng–Zou–Wang two-sample multivariate-sign test with
crossed leave-one-out locations, full/leave-one-out diagonal HR fits,
and the primary paper’s Proposition 2 feasible trace and variance
calibration.
- Added the Li–Wang–Zou simpler two-sample spatial-sign test with two
full-sample diagonal HR fits, the exact feasible bias correction, and
the published distinction between ordered-pair trace denominators and
the outer squared-sample-size variance factors.
- Added the Feng–Zhang–Liu high-dimensional two-sample spatial-rank
test with its feasible leave-four/leave-two trace calibration. The API
exposes both a coherent geometric scale identification and the article’s
literal trace-normalized finite-sample definition.
- Added the Xu–Lin–Wei–Pan analytical aSPU test. Its default
finite-power scores reproduce the primary paper’s raw sample-mean
differences, while an explicit
book_studentized path
implements the book’s scale-invariant standardized-coordinate variant;
both use deterministic odd/even Gaussian and maximum extreme-value
calibration without paper-specific simulations.
- Added the scaled spatial median, the spatial-sign MAX test, and its
MAXSUM Cauchy combination with the existing Feng–Sun SUM component. The
API exposes fixed-point stability and estimating-equation residuals
separately.
- Added the Yan–Zhao–Feng weighted scaled spatial median and
general-
m weighted MAX/MAXSUM tests. The
m = -1 SUM path is locked component by component to the
existing INST implementation, and the published half-power,
endpoint-index, and radial-moment typos are corrected explicitly.
- Added Zhang–Feng one- and two-sample adaptive rank tests with max,
squared- rank sum, and equal-weight Cauchy components. Sum calibration
requires a supplied positive long-run variance or an explicitly selected
Ouyang–Parzen lag; there is no hidden bandwidth or variance floor.
- Added
generic_weighted_hr_location() and the
deliberately oracle oracle_weighted_sign_sum_test() for the
formula-complete generic weighted layer. Calibration is reported only
from an explicit null_sd, or supplied nu2 and
trace_R2; no feasible p-value is guessed.
- Added
zhang_zhou_guo_one_sample_test(),
zhang_zhou_guo_paired_test(), and
zhang_zhou_guo_linear_hypothesis_test() for
normal-reference one-sample means, rowwise paired differences, and
same-unit linear hypotheses. All three wrappers reuse the compiled
centred-U-statistic and unbiased-trace kernel, and deterministic tests
lock the appendix v + 4 denominator, wrapper
transformations, primal/dual agreement, invariances, and no-repair
errors.
- Added
zhang_zhu_zhang_two_sample_test(), the
Zhang–Zhu–Zhang scale-invariant two-sample normal-reference test, with
crossed covariance weights, bias-corrected trace calibration, and
distinct published-threshold and unadjusted degrees-of-freedom paths.
Deterministic formula, primal/dual, invariance, extreme-tail, and
boundary checks cover the compiled implementation.
- Added
wang_xu_approx_randomization_test() with the
Wang–Xu full-sample CQ statistic and adjacent within-group
half-difference reference sample. The compiled kernel supports
exhaustive small-sample sign enumeration and a reproducible
counter-based Monte Carlo mode; deterministic tests lock odd- row
discard, tie handling, exact tails without +1, Monte Carlo tails with
+1, seed isolation, and no-repair boundaries.
- Added
feng_wang_pdq_two_sample_test(), the Feng–Wang
PDQ two-sample spatial-sign test, with empirical pairwise-difference
U-quantiles, standardized spatial medians, feasible bias/variance
matrices, and Rademacher wild-bootstrap calibration. Literal
small-sample and fixed-counter tests verify the compiled statistic,
bootstrap, dual finite-B decision conventions, invariances,
zero directions, extreme units, and degeneracy contracts.
- Added
zhao_feng_strongcorr_sign_test(), the Zhao–Feng
strong-correlation one-sample spatial-sign test, with Rademacher or
Gaussian wild-bootstrap multipliers. The compiled pair-sum kernel and
deterministic tests preserve the distinct null and fitted centerings,
multiplier-dependent diagonal, common-tau cancellation,
finite-B decisions, RNG contract, invariances, and
zero/no-repair cases.
- Added
elliptical_regularized_hotelling_test() and
elliptical_regularized_hotelling_cauchy_test() for
fixed-ridge and Cauchy-grid Feng–Zhou–Wang elliptical regularized
Hotelling testing. One economy-SVD compiled kernel evaluates the
feasible companion-matrix centre and variance for every ridge;
deterministic tests cover literal margins, the p > n
complement route, small positive ridges, stable signed-log Cauchy
aggregation, invariances, extreme scales, and explicit failures. The
paper’s unspecified simulation-program Bartlett modification is not
guessed.
- Marked
ch2_location.tex:2438-2451
structured-correlation combinations as the sole blocked Chapter 2 item.
A legally accessible primary full text has not been obtained and the
book contains no executable formulas, so no API is fabricated pending
source access.
- Retained randomization and wild bootstrap only where they are
intrinsic test calibrations. These callable calibrations are not paper
simulation replications; no paper-specific Monte Carlo grids, size/power
scenarios, tables, reproduction scripts, or data were added.
- Stabilized CLX group centering and adaptive covariance moments under
large common translations and representable extreme global scales.
- Kept the original common-covariance Bai–Saranadasa statistic
separate from the unequal-covariance Chen–Qin U-statistic, correcting
their conflation in the current book draft.
- Added stable primal/dual Gram calculations, leave-out kernels,
scaled diagnostic components, and independent
formula/invariance/degeneracy tests.
Chapter 3 matrix
estimation and testing
- Added six classical covariance, sphericity, and spatial sign/rank
shape tests, with the primary Mauchly, John, and Nagao finite-sample
factors.
- Added Bickel–Levina, Rothman–Levina–Zhu, and Cai–Liu covariance
thresholding plus supplied-factor POET, together with five
high-dimensional Gaussian/light-tail covariance tests.
- Added four elliptical sign/rank/adaptive sphericity tests and two
SSCM/spatial-rank proportionality tests with their feasible bias and
variance calibration.
- Added certificate-checked spatial-sign SCLIME and SGLASSO precision
estimation and exact support thresholding. Failed feasibility, KKT, or
positive-definiteness checks are returned as failures rather than
repaired.
- Added
ec2_covariance() for the formula-complete
convex-l1 EC2 branch, gaussian_graphical_lasso() with an
off-diagonal l1 penalty, and clime_precision() with primary
smaller-absolute-value symmetrization. Each reports strict
feasibility/KKT or primal-dual certificates without hidden ridge, floor,
pseudoinverse, or SPD repair. Adaptive/MC+ EC2, SCIO, and scaled-lasso
remain review-only because their distinct contracts are not closed by
the short review passages.
- Added tensor spatial-sign precision estimation and graph
thresholding with column-major Kolda unfolding, the published pilot
switch, and modewise objective/KKT diagnostics.
- Added the Ollila–Raninen shrinkage covariance estimator, regularized
SSCM, BASIC, BASICS, and linear covariance pooling with self-contained
quadrature, bounded inversion, and pooling optimisation.
- Added the primary joint high-dimensional HR fixed point, which bands
the standardised-sign SSCM within every iteration and reports map,
score, convergence, conditioning, and pilot diagnostics.
- Added elliptical factor-number selection, spatial-sign POET,
one-step Tyler POET, and sparse factor precision reconstruction with
explicit factor count and tuning constants.
- At the earlier Chapter 1–3 gate, generation produced 107 Rd files.
That source package passed all examples, 35 test files, both vignettes,
and
R CMD check --no-manual with zero errors and warnings;
the only NOTE is the existing Windows linked-symbol scan.
- Added no paper-specific simulation grids, size/power scenarios,
result tables, reproduction scripts, or simulation data. Tests are
deterministic formula, invariance, solver-certificate, and
numerical-boundary checks.
Chapter 4 other
high-dimensional tests
- Added 33 callable APIs spanning unconditional and conditional alpha
tests, mutual-fund FDR, change-point testing and ERHT-WBS segmentation,
white-noise tests, a radial-directional diagnostic, and
Gaussian/panel/vector independence testing.
- Completed the formula-closed Chapter 4 layer with
weighted_spatial_sign_alpha_oracle_test(),
zhao_chen_zi_inst_alpha_test(),
book_gaussian_alpha_cauchy_test(),
conditional_factor_wald_test(), and
wang_liu_feng_vector_u_independence_test(). The separate
mutual-independence max–sum studentization remains source-blocked rather
than being replaced by the adjacent exact rank-U vector method.
- Corrected the book-level DMS, spatial-sign change-point, alpha-test,
conditional-residual, white-noise variance, panel-Gumbel, and
serial-panel formula conflations against the primary sources; every
software choice is exposed in returned diagnostics.
- Added strict nuisance-fit, covariance, determinant, variance,
solver, and seed contracts. Invalid inputs or uncertified fits fail
explicitly rather than receiving an implicit ridge, floor,
pseudoinverse, or nearest-PD repair.
- Retained bootstrap, randomization, permutation, and Gaussian-process
draws only where they define a method’s own calibration. No paper
simulation design, size/power grid, empirical table, reproduction
script, or data set was added.
- At the earlier Chapter 1–4 gate, generation produced 113 exports and
147 Rd files. That source tarball passed 41 test files, 426 named test
blocks, all examples, both vignettes, and
R CMD check --no-manual with zero errors and warnings; the
only NOTE is the existing Windows linked-symbol scan.
Chapter 5 classification
- Added a common
hd_classifier_fit contract and 23
callable APIs covering oracle/classical LDA and QDA, independence and
FAIR rules, thresholded and direct sparse LDA, sparse
Gaussian/spatial-sign QDA, certified plug-in rules, and robust
GQDA/HR-GQDA.
- Added strict vector- and matrix-Dantzig, lasso, and interaction-loss
solver certificates. Tuning paths, priors, score orientation/scale,
determinant signs, SPD status, feasibility, duality, and KKT residuals
are retained in every fit; failed fits are not silently repaired or made
predictable.
- Corrected the book’s unequal-prior elliptical shortcut, DSDA
coding/objective, Jiang versus Cai–Zhang attribution, explicit
ridge-operator semantics, SSQDA trace computation, and HR-QDA/GQDA
distinction against primary sources.
- Added deterministic formula, prediction, invariance,
tuning-isolation, solver-certificate, and degeneracy tests. At the
earlier Chapter 1–5 gate, the source tarball passed 45 test files, 495
named test blocks, 4,772 expectations, all 170 Rd files, examples and
both vignettes with zero errors and warnings; the only NOTE is the
existing Windows linked-symbol scan.
- No paper-specific classification simulation grid, error-rate table,
reproduction script, benchmark data, or guessed optimizer was
added.
Chapter 6 dimension
reduction
- Added 16 callable APIs across four modules: classical
PCA/CCA/Bartlett testing and robust factor/subspace/number methods;
spatial-sign, Kendall and generalized-sign PCA; TPM/Fantope/PMD sparse
PCA and CCA; and the primary metric-lasso
sscca() kept
distinct from the book’s whitened-PMD variant.
- Made centers, divisors, ranks, eigengaps, ties, supports, l1
boundaries and ridge operators explicit. KKT, PSD and convergence
certificates are returned; invalid fits are never promoted or silently
repaired.
- Separated generalized-sign median/raw-MAD and h-order cutoff
families and recorded the radial population scope. Preserved the primary
SSCCA metric diagonals and BIC program rather than silently whitening
them.
- Added 77 named deterministic test blocks with 539 static source
expect_* call occurrences. They verify formulas,
invariances, solvers and boundaries; no paper Monte Carlo design, tuning
result, table, script or data was added.
Chapter 7 clustering
- Added Lloyd K-means, full-covariance Gaussian-mixture EM, sparse
K-means and its selector, sparse K-medians, CHIME, IF-PCA, K-spatial
medians, SM-SSCM, Sparse-SM and its tau/K selectors, plus SEMC
fitting/prediction and Gap-LSE selection: 14 exported APIs and 19
registered compiled kernels.
- Canonicalized CHIME labels after initialization and every update so
omega <= 1/2, with coherent mean, responsibility, beta,
score, class and history orientation. The full supplied lambda path and
exact lasso KKT certificates are preserved without a hidden ridge.
- Verified ordered-pair BCSS as
2 * (TSS - WCSS), the s=1
soft-threshold boundary, full-covariance GMM rank/SPD checks, and
explicit tie, start, farthest-empty, cycle and returned-final-state
contracts.
- Hardened robust spatial geometry with raw-first close-large
differences, overflow-safe scaled accumulation, a Cholesky metric root,
and finite subnormal/opposite-DBL_MAX paths.
- Kept selector permutations and IF-PCA null generation local,
fixed-seed and caller-RNG preserving. These are intrinsic calibrations,
not paper simulations.
- Added
semc_fit(), predict.semc_fit(), and
semc_select_k_gap() as an independent rewrite against the
primary source and pinned
flnankai/GEMcluster@10fce04fe690fe274dd5d237cfcd3d5c6a4139f6
MIT release. Primary-paper and software-only controls remain explicit
and separate; fixed formula/software fixtures contain no copied
author-code expression or paper simulation.
- The fresh unified gate has 176 exports, 3 S3 registrations, 140 Rcpp
attributes matched by 140 native registrations, 223 Rd files, and 169
public topics. Its 56 test files contain 688
test_that
blocks and 5,781 static expect_* calls; the installed run
reported 6,267 passes and zero failures, errors, warnings, or skips. Two
generation passes produced an identical 226-file hash manifest and all
226 files matched the release tree.
- The final 87-row ledger records 83 implemented, 2 review-only, and 2
source-blocked method rows. The blocked rows are the Chapter 2
structured- correlation review and Chapter 4 mutual-independence
studentization; SEMC is implemented.
- The final 0.1.0 source tarball built from this release state passed
standard
R CMD check --no-manual with 0 ERROR, 0 WARNING,
and 1 NOTE, and remote-enabled
R CMD check --as-cran --no-manual with 0 ERROR, 0 WARNING,
and 2 NOTEs. Both ran examples, tests, and vignettes, and the as-CRAN
check also ran donttest. Both checks share the conservative
DLL linked-symbol scan for _exit, abort, and
exit; exact R/src direct-call scanning found
zero. The additional as-CRAN NOTE identifies a new CRAN submission.
- The public
flnankai/HDElliptical repository and issue
tracker were bootstrapped before the final tag. The post-bootstrap
as-CRAN check kept incoming remote checks enabled, and the Windows,
macOS, and Linux Actions jobs passed before the annotated
v0.1.0 tag, release, and regenerated release assets were
published.
- Added a deterministic installed-package benchmark harness and
checked-in CSV/ Markdown report with one representative workflow per
chapter. These are machine-local software timings and fingerprints, not
paper simulations, size/power experiments, or empirical
reproductions.