This update of `gmat`

incorporates functions necessary to run the experiments in Córdoba et al. (2019), and some minor improvements and bug fixes.

- Now we also import package gRbase, mainly for its functionality regarding triangulation and chordal graphs.
- Function
`chol_polar()`

has been removed because a faster implementation has been recently provided by the randcorr package. - Function
`anti_t()`

has been replaced by a more useful function`uchol()`

, which by transposing with respect to the antidiagonal obtains the upper Cholesky factor of a positive definite diagonal matrix (see Córdoba et al. 2019, and the documentation of the function). - All sampling functions now return correlation matrices instead of covariance matrix. This is more coherent with the return value of functions already added in version 0.2.0, and also has yielded more numerical stability and less execution time.

- New function
`port_chol()`

which implements a combination of the algorithms in`chol_mh()`

and`port()`

, see Córdoba et al. (2019) for the details. - Utility function
`ug_to_dag()`

for obtaining an acyclic digraph with no v-structures from the chordal cover of an undirected graph.

- Styled R files using styler package.
- The user can now specify how to generate the random entries in the initial factors for both
`port()`

and`diagdom()`

. - Improved sample initialization in
`port()`

, now it is faster. - Function
`rgraph()`

allows now to generate acyclic digraphs with any topological sorting of their nodes, by setting to`FALSE`

its new`ordered`

argument. Examples have also been added to the documentation of this function. - Now function
`mh_u()`

works for any topological sort of a dag, not just the standard`1, ..., p`

.

In this version the functionality of `gmat`

has been significantly extended. In addition to the functionality already available for sampling covariance matrices, possibly with a zero pattern specified by an undirected graph, now the package also allows sampling correlation matrices with zero entries on their Cholesky factor, represented by an acyclic digraph.

Arguments for `port()`

and `diagdom()`

have been refactored in order to unify the approaches for undirected graphs and the new functions for acyclic digraphs. This has had some consequences in terms of the behaviour of the two functions.

- The arguments have been reordered taking into account their relative importance. In particular,
`ug`

is now the fourth argument, instead of the second one, for both functions. - Now the function does not generate an undirected graph if parameter
`ug`

is not provided, unless explicitly stating a parameter`d < 1`

. - The default values for
`p`

and`d`

have been changed. Now by default one`3 x 3`

full matrix is returned. - The argument
`rentries`

has been removed for both functions. In the future maybe this argument is reintroduced with a more complete checking of its validity depending on the properties of the function. - The argument
`k`

has been removed from`diagdom()`

, and its functionality is now implemented by the utility function`set_cond_number()`

.

The main addition in this version are functions for correlation matrix sampling, possibly with constraints on the upper Cholesky factorization, which correspond to an acyclic digraph representation. Some side utility functions are also provided.

- Added functions
`chol_mh()`

,`chol_iid()`

and`chol_polar()`

. These three functions return a sample of correlation matrices, possibly with an average percentage of zeros in their upper Cholesky factor, which can be also predefined by a given acyclic digraph. See more details at their documentation. - Functions
`mh_sphere()`

and`mh_u()`

, used by`chol_mh()`

, allows to sample the upper Cholesky factor of a correlation matrix by sampling vectors on hemispheres of different dimensions. More information on their documentation. - Added utility function
`rgraph()`

, which is a simple wrapper of some functionality in package igraph for random graph generation. - New function
`anti_t()`

computes the anti transpose of a matrix. This is mainly useful for testing, since it is involved in the acyclic digraph representation of the upper and lower Cholesky factors. - Utility function
`vectorize()`

for extracting the upper/lower triangle in a covariance/correlation matrix sample as returned by the functions in the package.

- Updated documentation and examples for
`port()`

and`diagdom()`

. - Now igraph package is not imported into the
`NAMESPACE`

, but instead explicitly called throughout the package using`::`

. - Removed a seemingly unnecessary package registration.