Changelog

mclustAddons 0.10 (2025-12)

• Added function hypvolgmm() implementing estimation of hypervolume.
• Allows to specify further arguments in GMMlogreturn() to be passed to densityMclust().

mclustAddons 0.9.2 (2025-04)

CRAN release: 2025-04-03

• Bug fixes.
• Added checks on provided lower and upper bounds in densityMclustBounded().
• Added (classification) entropy for data observations and NCE (Normalized Classification Rntropy) to objects returned by MclustBounded().

mclustAddons 0.9.1 (2024-11)

CRAN release: 2024-11-13

• Change default argument optimControl = list(..., usegr = FALSE) in densityMclustBounded() and MclustBounded().

mclustAddons 0.9 (2024-09)

CRAN release: 2024-09-20

• Added GMMlogreturn() to model log-returns financial data via GMMs.
• Added VaR() and ES() to compute risk measures from GMMs.
• densityMclustBounded() allows to have lambda values fixed for a subset of variables while to estimate lambda parameters for the remaining variables.
• densityMclustBounded() added noise component.
• densityMclustBounded() and MclustBounded() include an optional argument criterion to specify the information criterion for model selection.
• converted all documentation to use roxygen2 package.
• clean-up package dependencies.

mclustAddons 0.8 (2024-02)

CRAN release: 2024-03-01

• Starting with this version mclust >= 6.1 is needed because of using efficient softmax() and logsumexp() functions coded in Fortran. This replaces previously included functions of the same name (now removed).
• Added prior and nstart arguments to densityMclustBounded() function.
• Added rangepowerBackTransform().
• Exported both rangepowerTransform() and rangepowerBackTransform().
• Bug fixes.

mclustAddons 0.7.2 (2023-01)

CRAN release: 2023-01-06

• Bug fixes.

mclustAddons 0.7.1 (2022-11)

• Small bug fix in help page.

mclustAddons 0.7 (2022-11)

CRAN release: 2022-11-15

• Add code for computing entropy via Gaussian mixtures. See help(EntropyGMM).
• Add efficient Rcpp-based functions to compute log-sum-exp and softmax.

mclustAddons 0.6 (2021-12)

CRAN release: 2021-12-17

• Bug fixes.
• Allowed to have both lbound = NULL and ubound = NULL, in which case only power transformation is performed.

mclustAddons 0.5 (2021-09)

CRAN release: 2021-09-29

• Release submitted to CRAN.

mclustAddons 0.4 (2020-07 NOT ON CRAN)

• Add logarithm arg to predict.densityMclustBounded() function.

mclustAddons 0.3 (2020-05 NOT ON CRAN)

• Release for R version 4.0
• Inclusion of MclustMEM() and accompanying functions.

mclustAddons 0.2 (2017-10 NOT ON CRAN)

• Inclusion of densityMclustBounded() and accompanying functions.

mclustAddons 0.1 (2014-10 NOT ON CRAN)

• Initial developing release.