NEWS
HDElliptical 0.1.3 (2026-09-14)
- Made two numerical-boundary tests portable to Linux ARM64 by allowing either
mathematically degenerate trace estimate to trigger the documented
no-repair error and by using an exactly representable cross-zero fixture.
- Relaxed two chi-square p-value comparisons to a still stringent 1e-12
tolerance so the tests do not depend on extended-precision intermediates.
HDElliptical 0.1.2 (2026-09-09)
- 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.