=========================================================== .___ __ __ _________________ __ __ __| _/|__|/ |_ / ___\_` __ \__ \ | | \/ __ | | \\_ __\ / /_/ > | \// __ \| | / /_/ | | || | \___ /|__| (____ /____/\____ | |__||__| /_____/ \/ \/ grep rough audit - static analysis tool v2.8 written by @Wireghoul =================================[justanotherhacker.com]=== r-cran-glmmtmb-1.0.2.1/vignettes/covstruct.rmd-201-overparameterization, as these would be redundant with the diagonal r-cran-glmmtmb-1.0.2.1/vignettes/covstruct.rmd:202:elements in the covariance matrix. Hence, when fitting the model with `glmmTMB`, we have to disable the $\varepsilon$ term (the dispersion) by setting `dispformula=~0`: r-cran-glmmtmb-1.0.2.1/vignettes/covstruct.rmd-203- ############################################## r-cran-glmmtmb-1.0.2.1/vignettes/covstruct.rmd-523- r-cran-glmmtmb-1.0.2.1/vignettes/covstruct.rmd:524:For an unstructured matrix of size `n`, parameters `1:n` represent the log-standard deviations while the remaining `n(n-1)/2` (i.e. `(n+1):(n:(n*(n+1)/2))`) are the elements of the *scaled* Cholesky factor of the correlation matrix, filled in row-wise order (see [TMB documentation](http://kaskr.github.io/adcomp/classUNSTRUCTURED__CORR__t.html)). In particular, if $L$ is the lower-triangular matrix with 1 on the diagonal and the correlation parameters in the lower triangle, then the correlation matrix is defined as $\Sigma = D^{-1/2} L L^\top D^{-1/2}$, where $D = \textrm{diag}(L L^\top)$. For a single correlation parameter $\theta_0$, this works out to $\rho = \theta_0/(1+\theta_0^2)$. r-cran-glmmtmb-1.0.2.1/vignettes/covstruct.rmd-525- ############################################## r-cran-glmmtmb-1.0.2.1/vignettes/mcmc.rmd-92- r-cran-glmmtmb-1.0.2.1/vignettes/mcmc.rmd:93:The `tmbstan` package allows direct, simple access to a hybrid/Hamiltonian Monte Carlo algorithm for sampling from a TMB object; the `$obj` component of a `glmmTMB` fit is such an object. (To run this example you'll need to install the `tmbstan` package and its dependencies.) r-cran-glmmtmb-1.0.2.1/vignettes/mcmc.rmd-94- ############################################## r-cran-glmmtmb-1.0.2.1/R/methods.R-258- if(name == "ALL") ## recursively get all provided components r-cran-glmmtmb-1.0.2.1/R/methods.R:259: return(sapply(eval(formals()$name), r-cran-glmmtmb-1.0.2.1/R/methods.R-260- getME.glmmTMB, object=object, simplify=FALSE)) ############################################## r-cran-glmmtmb-1.0.2.1/R/glmmTMB.R-745- if (!is.null(family$initialize)) { r-cran-glmmtmb-1.0.2.1/R/glmmTMB.R:746: local(eval(family$initialize)) ## 'local' so it checks but doesn't modify 'y' and 'weights' r-cran-glmmtmb-1.0.2.1/R/glmmTMB.R-747- } ############################################## r-cran-glmmtmb-1.0.2.1/inst/doc/covstruct.rmd-201-overparameterization, as these would be redundant with the diagonal r-cran-glmmtmb-1.0.2.1/inst/doc/covstruct.rmd:202:elements in the covariance matrix. Hence, when fitting the model with `glmmTMB`, we have to disable the $\varepsilon$ term (the dispersion) by setting `dispformula=~0`: r-cran-glmmtmb-1.0.2.1/inst/doc/covstruct.rmd-203- ############################################## r-cran-glmmtmb-1.0.2.1/inst/doc/covstruct.rmd-523- r-cran-glmmtmb-1.0.2.1/inst/doc/covstruct.rmd:524:For an unstructured matrix of size `n`, parameters `1:n` represent the log-standard deviations while the remaining `n(n-1)/2` (i.e. `(n+1):(n:(n*(n+1)/2))`) are the elements of the *scaled* Cholesky factor of the correlation matrix, filled in row-wise order (see [TMB documentation](http://kaskr.github.io/adcomp/classUNSTRUCTURED__CORR__t.html)). In particular, if $L$ is the lower-triangular matrix with 1 on the diagonal and the correlation parameters in the lower triangle, then the correlation matrix is defined as $\Sigma = D^{-1/2} L L^\top D^{-1/2}$, where $D = \textrm{diag}(L L^\top)$. For a single correlation parameter $\theta_0$, this works out to $\rho = \theta_0/(1+\theta_0^2)$. r-cran-glmmtmb-1.0.2.1/inst/doc/covstruct.rmd-525- ############################################## r-cran-glmmtmb-1.0.2.1/inst/doc/mcmc.rmd-92- r-cran-glmmtmb-1.0.2.1/inst/doc/mcmc.rmd:93:The `tmbstan` package allows direct, simple access to a hybrid/Hamiltonian Monte Carlo algorithm for sampling from a TMB object; the `$obj` component of a `glmmTMB` fit is such an object. (To run this example you'll need to install the `tmbstan` package and its dependencies.) r-cran-glmmtmb-1.0.2.1/inst/doc/mcmc.rmd-94- ############################################## r-cran-glmmtmb-1.0.2.1/debian/tests/run-unit-test-6-if [ "$AUTOPKGTEST_TMP" = "" ] ; then r-cran-glmmtmb-1.0.2.1/debian/tests/run-unit-test:7: AUTOPKGTEST_TMP=`mktemp -d /tmp/${debname}-test.XXXXXX` r-cran-glmmtmb-1.0.2.1/debian/tests/run-unit-test-8- trap "rm -rf $AUTOPKGTEST_TMP" 0 INT QUIT ABRT PIPE TERM