fastcpd 0.2.9

* Fix Poisson regression bug related to `lfactorial`.

DESCRIPTION

@@ -2,7 +2,7 @@ Package: fastcpd
 Type: Package
 Title: Fast Change Point Detection Based on Dynamic Programming with Pruning
     with Sequential Gradient Descent
-Version: 0.2.8
+Version: 0.2.9
 Authors@R: c(
     person("Xingchi", "Li", email = "anthony.li@stat.tamu.edu",
            role = c("aut", "cre", "cph"),

NEWS.md

@@ -1,3 +1,7 @@
+# fastcpd 0.2.9
+
+* Fix Poisson regression bug related to `lfactorial`.
+
 # fastcpd 0.2.8
 
 * Make penalized linear regression estimated coefficients output sparse.

README.Rmd

@@ -28,7 +28,7 @@ find change points in a fast manner. It is easy to install and extensible to
 all kinds of change point problems with a user specified cost function apart
 from the built-in cost functions.
 
-If you'd like to learn how to use the fastcpd effectively, please refer to the following references:
+If you'd like to learn how to use the fastcpd effectively, please refer to:
 
 * [Sequential Gradient Descent and Quasi-Newton's Method for Change-Point Analysis](https://proceedings.mlr.press/v206/zhang23b.html)
 
@@ -45,7 +45,11 @@ install.packages("fastcpd")
 pak::pak("doccstat/fastcpd")
 ```
 
-If you're compiling from source, you can run `pak::pkg_system_requirements("fastcpd")`, to see the complete set of system packages needed on your machine.
+If you're compiling from source, you can run
+`pak::pkg_system_requirements("fastcpd")`, to see the complete set of system
+packages needed on your machine.
+
+[documentation & examples](https://fastcpd.xingchi.li/reference/fastcpd.html#ref-examples)
 
 ## Dependency
 
@@ -58,10 +62,6 @@ If you're compiling from source, you can run `pak::pkg_system_requirements("fast
 * [glmnet](https://glmnet.stanford.edu/), for penalized regression.
 * [ggplot2](https://github.com/tidyverse/ggplot2), for data visualization.
 
-## Documentation
-
-[documentation & examples](https://fastcpd.xingchi.li/reference/fastcpd.html#ref-examples)
-
 ## Contact us
 
 Encountered a bug or unintended behavior?

README.md

@@ -1,53 +1,72 @@
 
 <!-- README.md is generated from README.Rmd. Please edit that file -->
 
-
-
 # fastcpd
 
-[![CRAN status](https://www.r-pkg.org/badges/version/fastcpd)](https://cran.r-project.org/package=fastcpd) [![R-CMD-check](https://github.com/doccstat/fastcpd/workflows/R-CMD-check/badge.svg)](https://github.com/doccstat/fastcpd/actions) [![Codecov test coverage](https://codecov.io/gh/doccstat/fastcpd/branch/main/graph/badge.svg)](https://app.codecov.io/gh/doccstat/fastcpd?branch=main) [![Last Commit](https://img.shields.io/github/last-commit/doccstat/fastcpd)](https://github.com/doccstat/fastcpd) [![r-universe](https://doccstat.r-universe.dev/badges/fastcpd)](https://doccstat.r-universe.dev)
+[![CRAN
+status](https://www.r-pkg.org/badges/version/fastcpd)](https://cran.r-project.org/package=fastcpd)
+[![R-CMD-check](https://github.com/doccstat/fastcpd/workflows/R-CMD-check/badge.svg)](https://github.com/doccstat/fastcpd/actions)
+[![Codecov test
+coverage](https://codecov.io/gh/doccstat/fastcpd/branch/main/graph/badge.svg)](https://app.codecov.io/gh/doccstat/fastcpd?branch=main)
+[![Last
+Commit](https://img.shields.io/github/last-commit/doccstat/fastcpd)](https://github.com/doccstat/fastcpd)
+[![r-universe](https://doccstat.r-universe.dev/badges/fastcpd)](https://doccstat.r-universe.dev)
 
 ## Overview
 
-The fastcpd (**fast** **c**hange **p**oint **d**etection) is a fast implmentation of change point detection methods in R. The **fastcpd** package is designed to find change points in a fast manner. It is easy to install and extensible to all kinds of change point problems with a user specified cost function apart from the built-in cost functions.
+The fastcpd (**fast** **c**hange **p**oint **d**etection) is a fast
+implmentation of change point detection methods in R. The **fastcpd**
+package is designed to find change points in a fast manner. It is easy
+to install and extensible to all kinds of change point problems with a
+user specified cost function apart from the built-in cost functions.
 
-If you'd like to learn how to use the fastcpd effectively, please refer to the following references:
+If you’d like to learn how to use the fastcpd effectively, please refer
+to:
 
--   [Sequential Gradient Descent and Quasi-Newton's Method for Change-Point Analysis](https://proceedings.mlr.press/v206/zhang23b.html)
+- [Sequential Gradient Descent and Quasi-Newton’s Method for
+  Change-Point
+  Analysis](https://proceedings.mlr.press/v206/zhang23b.html)
 
 ## Installation
 
-``` {.r}
+``` r
 # Install from CRAN, (not yet available)
 install.packages("fastcpd")
 ```
 
-``` {.r}
+``` r
 # Install the development version from GitHub
 # install.packages("pak")
 pak::pak("doccstat/fastcpd")
 ```
 
-If you're compiling from source, you can run `pak::pkg_system_requirements("fastcpd")`, to see the complete set of system packages needed on your machine.
+If you’re compiling from source, you can run
+`pak::pkg_system_requirements("fastcpd")`, to see the complete set of
+system packages needed on your machine.
+
+[documentation &
+examples](https://fastcpd.xingchi.li/reference/fastcpd.html#ref-examples)
 
 ## Dependency
 
 `library(fastcpd)` will load the following packages:
 
--   [Rcpp](https://github.com/RcppCore/Rcpp), for C++ source code compilation.
--   [RcppArmadillo](https://github.com/RcppCore/RcppArmadillo), for fast linear algebra.
--   [fastglm](https://github.com/jaredhuling/fastglm), for fast generalized linear models.
--   [DescTools](https://github.com/AndriSignorell/DescTools), for Winsorizing Poisson data.
--   [glmnet](https://glmnet.stanford.edu/), for penalized regression.
--   [ggplot2](https://github.com/tidyverse/ggplot2), for data visualization.
-
-## Documentation
-
-[documentation & examples](https://fastcpd.xingchi.li/reference/fastcpd.html#ref-examples)
+- [Rcpp](https://github.com/RcppCore/Rcpp), for C++ source code
+  compilation.
+- [RcppArmadillo](https://github.com/RcppCore/RcppArmadillo), for fast
+  linear algebra.
+- [fastglm](https://github.com/jaredhuling/fastglm), for fast
+  generalized linear models.
+- [DescTools](https://github.com/AndriSignorell/DescTools), for
+  Winsorizing Poisson data.
+- [glmnet](https://glmnet.stanford.edu/), for penalized regression.
+- [ggplot2](https://github.com/tidyverse/ggplot2), for data
+  visualization.
 
 ## Contact us
 
 Encountered a bug or unintended behavior?
 
-1.  File a ticket at [GitHub Issues](https://github.com/doccstat/fastcpd/issues).
+1.  File a ticket at [GitHub
+    Issues](https://github.com/doccstat/fastcpd/issues).
 2.  Contact the developers specified in [DESCRIPTION](/DESCRIPTION).

src/fastcpd.cc

@@ -94,8 +94,17 @@ Rcpp::List negative_log_likelihood(
     arma::vec y = data.col(0);
     arma::mat x = data.cols(1, data.n_cols - 1);
     arma::colvec u = x * theta_nonnull;
-    Rcpp::NumericVector y_factorial = Rcpp::lfactorial(Rcpp::wrap(y));
-    return Rcpp::List::create(Rcpp::Named("value") = arma::accu(-y % u + arma::exp(u) + arma::vec(y_factorial.begin(), y_factorial.size(), false)));
+
+    arma::colvec y_factorial(y.n_elem);
+    for (unsigned int i = 0; i < y.n_elem; i++) {
+      double log_factorial = 0;
+      for (int j = 1; j <= y(i); ++j) {
+        log_factorial += std::log(j);
+      }
+      y_factorial(i) = log_factorial;
+    }
+
+    return Rcpp::List::create(Rcpp::Named("value") = arma::accu(-y % u + arma::exp(u) + y_factorial));
   }
 }