Released on CRAN: December 5, 2017

Fixed bug; the print.goric() function gave the wrong relative evidence in case of the complement.

Changed; the first robust Wald test has been removed. In linear models the first and second Wald tests are equivalent.

Changed; the test-statistics for robust M- and MM-estimators have been updated. The robust Wald test now uses the full parameter vector. Only the robust score test uses the block that corresponds to the inequality-constrained parameters in the covariance matrix of the M- and MM-estimator.

Changed; the standard deviation from the summary.rlm() function is not correct. It uses a robust version of the sum of squares. Therefore, it has been changed to the method given in Yohai (1987, p. 648, Eq. 4.2, 4.3 and 4.4).

Added support (not fully tested yet); These new argument

`bound`

for the goric() function allows for testing 'about equality' constraints.Added support; information about the weights is printed in the restriktor() output and the summary() output for objects of class rlm.

Known issues:

- same as 0.1-70.

Bugs/glitches discovered after the release:

- just released.

Released on CRAN: August 24, 2017

Fixed bug; the parametric and model-based bootstrap resulted in an error for the Wald and score test-statistic (class rlm only).

Fixed bug; an error was given if mix.weights = "none" and no constraints were specified.

Changed; the test-statistics for robust M- and MM-estimators have been updated. For most bounded-influence estimators the error distribution should be symmetric, otherwise the intercept and center of the error distribution are confounded. Therefore, to compute the test-statistics we now use the block that corresponds to the inequality-constrained slope parameters in the covariance matrix of the M- and MM-estimator.

Added support; the parametric bootstrap for shifted/relocated cones is now supported for the gaussian family.

Added support; the goric() function can now compute the complement of one order-constrained hypothesis.

Added support; order-constrained estimates for the multivariate normal linear model. No standard errors are available (yet).

Added support; likelihood ratio test-statistic for the multivariate normal linear model. No Wald- or score-test statistic is available (yet).

Known issues:

- the parametric bootstrap for shifted/relocated closed convex cones is incorrect if the family object is not gaussian.

Bugs/glitches discovered after the release:

- The print.goric() function gives the wrong relative evidence in case of the complement. The goric weights are correct, so the values can easily be calculated by hand.

Released on CRAN: February 22, 2017

Known issues:

- the parametric bootstrap for shifted/relocated closed convex cones is incorrect if the parametric bootstrap is used. For now, an error is given. This will be fixed in the next release.

Bugs/glitches discovered after the release: