NEWS
logcumulant 0.1.1
- Corrected the closed-form Fisher information matrices returned by
fisher_closed() for two families, to match the numerical observed
information used by default in mle_fit():
- Frechet now uses the correct off-diagonal (cross) term
+(1 - gamma)/b.
Weibull and Frechet share the same diagonal entries but differ in the
sign of the cross term (log-inversion duality); the previous version
returned the Weibull cross term for both.
- Log-Logistic now returns
diag((pi^2 + 3)/(9 a^2), a^2/(3 b^2)). The
previous version used diag(pi^2/(3 a^2), 1/b^2), whose (1,1) entry is
the second log-cumulant Var(log X) rather than the shape information,
and whose (2,2) entry omitted the factor a^2/3.
- Added a regression test (
tests/validate_fisher.R) comparing fisher_closed()
against the Monte Carlo observed information for all six families.
- Note: default inference (
T2_bootstrap, size_study, power_study) is
unaffected, since the covariance is estimated from the observed information
(mle_fit()), not from these closed forms; fisher_closed() is only used as
a fallback when the numerical Hessian is not invertible.
logcumulant 0.1.0 (2026-06-12)
- Initial release.
- Three nested Hotelling-type T-squared goodness-of-fit statistics
(
T2_all, T2_bootstrap) with parametric-bootstrap calibration.
- Three diagnostic diagrams (
log_cumulant_diagram, kurtosis_diagram,
cv_diagram), a combined panel (three_diagrams), a multi-dataset overlay
(multi_lc_diagram), and the quick plot_lc interface.
- Maximum-likelihood fitting for six reliability families with a C++ core.
- Anderson--Darling and Cramer--von Mises tests and AIC via
gof_compare_all.
- Size and power simulation utilities (
size_study, power_study).
- Nine bundled reliability datasets (
reliability_datasets).