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gkwdist 1.1.1

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@evandeilton evandeilton released this 26 Nov 23:18

Major Refactoring Release

This release represents a comprehensive refactoring of the entire package codebase, focusing on numerical stability, code consistency, and maintainability.

C++ Backend Overhaul

  • Unified utility functions: Introduced utils.h header providing numerically stable implementations of critical functions:

    • log1mexp(): Stable computation of log(1 - exp(x)) using Mächler (2012) methodology
    • log1pexp(): Overflow-protected computation of log(1 + exp(x))
    • safe_log(), safe_exp(), safe_pow(): Protected arithmetic operations with graceful handling of edge cases
    • Vectorized versions (vec_safe_log, vec_log1mexp, etc.) for efficient array operations
  • Consistent parameter validation: All distribution families now use dedicated parameter checkers (check_pars(), check_kw_pars(), check_ekw_pars(), etc.) that properly handle NaN, Inf, and boundary conditions.

  • Complete documentation: All C++ source files now include comprehensive Doxygen-style documentation headers describing:

    • Mathematical formulas for PDF, CDF, quantile, and random generation
    • Parameter constraints and special cases
    • Numerical stability considerations
    • Relationship to parent GKw distribution

Bug Fixes

  • Fixed critical bug in qgkw(): Corrected logic error where lower_tail transformation was incorrectly applied when log_p = TRUE. The probability is now properly converted to linear scale before tail adjustment.

  • Fixed gradient calculation in grkkw(): Resolved issue where log_z was not recomputed after clamping z to minimum threshold, causing corrupted gradient values near boundaries.

  • Fixed Hessian calculation in hsmc(): Corrected sign errors and formula for the lambda component of the Hessian matrix for the Beta-Power/McDonald distribution.

  • Fixed gradient signs in grmc(): Ensured consistent computation of log-likelihood gradient before negation for optimization.

Code Quality Improvements

  • Eliminated unused variables: Removed declared but unused constants (exp_threshold) and intermediate variables across all distribution files.

  • Removed redundant calculations: Streamlined computations, notably in pgkw() where logarithm was computed twice for the same quantity.

  • Simplified parameter recycling: Replaced double-modulo indexing pattern (idx = i % k; vec[idx % vec.n_elem]) with direct single-modulo access (vec[i % vec.n_elem]) in random generation functions.

  • Standardized function signatures: All distribution functions now follow consistent patterns for parameter order, validation, and return value handling.

R Wrapper Layer

  • Complete separation of R and C++ interfaces: All exported R functions now serve as wrappers around internal C++ implementations (.dgkw_cpp, .pgkw_cpp, etc.), providing:
    • Enhanced input validation with informative error messages
    • Consistent argument checking across all distribution families
    • Proper NA/NaN propagation
    • Documentation accessible via standard R help system

Distribution Families

All seven distribution families have been refactored with identical improvements:

Distribution Parameters File
Generalized Kumaraswamy (GKw) α, β, γ, δ, λ gkw.cpp
Kumaraswamy-Kumaraswamy (KKw) α, β, δ, λ kkw.cpp
Beta-Kumaraswamy (BKw) α, β, γ, δ bkw.cpp
Exponentiated Kumaraswamy (EKw) α, β, λ ekw.cpp
Beta-Power/McDonald (BP/Mc) γ, δ, λ bpmc.cpp
Kumaraswamy (Kw) α, β kw.cpp
Beta (GKw-style) γ, δ beta.cpp

Each family includes: density (d*), distribution (p*), quantile (q*), random generation (r*), negative log-likelihood (ll*), gradient (gr*), and Hessian (hs*) functions.

Technical Notes

  • Minimum supported R version remains 3.5.0
  • C++11 standard required (enabled via Rcpp plugin)
  • Depends on RcppArmadillo for efficient linear algebra operations

Acknowledgments

Special thanks to the thorough code review process that identified subtle numerical issues in edge cases, particularly for extreme parameter values and observations near distribution boundaries.