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@SebKrantz SebKrantz released this 12 Nov 19:22
· 388 commits to master since this release
1a05eaf
  • Fixed a serious bug in qsu() where higher order weighted statistics were erroneous, i.e. whenever qsu(x, ..., w = weights, higher = TRUE) was invoked, the 'SD', 'Skew' and 'Kurt' columns were wrong (if higher = FALSE the weighted 'SD' is correct). The reason is that there appears to be no straightforward generalization of Welford's Online Algorithm to higher-order weighted statistics. This was not detected earlier because the algorithm was only tested with unit weights. The fix involved replacing Welford's Algorithm for the higher-order weighted case by a 2-pass method, that additionally uses long doubles for higher-order terms. Thanks @randrescastaneda for reporting.

  • Fixed some unexpected behavior in t_list() where names 'V1', 'V2', etc. were assigned to unnamed inner lists. It now preserves the missing names. Thanks @orgadish for flagging this.