collapse version 2.0.6
-
Fixed a serious bug in
qsu()
where higher order weighted statistics were erroneous, i.e. wheneverqsu(x, ..., w = weights, higher = TRUE)
was invoked, the 'SD', 'Skew' and 'Kurt' columns were wrong (ifhigher = 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.