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1.0.4

Changes

  • Changed the method for random initialisation of alpha parameters. Also removes the control parameter sample_pars.

1.0.3

Bug fixes

  • predict method: fixed an issue with extrapolation of some terms outside the observed range (thanks to Nuwani Palihawadana)

1.0.2

  • Resubmission of the package which was archived because of some dependencies

1.0.1

New features

  • New vcov method

Bug fixes

  • Adapts smooth_scam function to new version of package gratia
  • Fixes names in confidence intervals from confint.cgaim

1.0.0

Changes

  • Expanded documentation
  • Merged all control parameters into a single one. Added function control.cgaim

Bug fixes

  • Fixed bug with select in predict.cgaim and plot.cgaim
  • Fixed reporting active constraints from osqp
  • Changed derivative function for gam (previous was deprecated)
  • Bug in the use of foreach in boot.cgaim
  • The main function now checks for irreducibility of the constraint matrix.
  • Fixed crash when a wrong argument is given in acons.

0.4.00 - 2022-05-28

New features

  • Confidence intervals through normal approximation.
  • New function dedicated to bootstrap resampling. Result can be used in other functions such as confint.

Changes

  • Changes in bootstrap confidence intervals. Evaluated at index values.
  • Parallel through the doParallel package, made easier.
  • QR decomposition for alpha updating to stabilize it.
  • Internal change in function organization.

0.3.05

Bug fixes

  • Fixed bug related to model frame with covariates

0.3.04

Changes

  • Changed default solver to osqp.

Bug fixes

  • Fixed bug in replication of bvec when Cmat is passed through alpha_control.

0.3.03

Bug fixes

  • Fixed issue in the finding of active constraints in quadprog for edf (yes, again).

0.3.02

Bug fixes

  • Fixed issue in the finding of active constraints in quadprog for edf.

0.3.01

Changes

  • Slight change in convergence handling: now possibility to choose between convergence in RSS or coefficients.

Bug fixes

  • Fixed bug caused by naming variables in g.

0.3.00

New features

  • Add computation of effective degrees of freedom.
  • Add GCV computation.
  • Add ctol parameter to add a small margin to constraints.

Changes

  • Names of algorithm controlling arguments changed with specific help pages added.
  • Internal reorganization of functions.

0.2.04

Bug fixes

  • Bug for the predict function when some data come from matrices.

0.2.03

Bug fixes

  • Fixed computation of bootstrap confidence intervals for ridge functions g.
  • Got back to new form of documentation.

0.2.02

Changes

  • Restricted the computation of confidence intervals to percentile bootstrap. The others need a proper implementation.

Bug fixes

  • Removed the computation of all standard errors from the main function cgaim. They were half-baked and caused more problems than were useful.
  • Fixed issues on the documentation

0.2.01

Changes

  • Now uses mgcv::gam instead of scam when no smoothing constraints are given. Doesn't apply to scar and cgam yet.

0.2.0

New features

  • Custom function s for non-index smooth terms. Maps to the right function depending on the function used at the GAM step.
  • Possibility to use package cgam for constrained smooths.

Changes

  • Change of argument names in g.
  • Warning messages for convergence failures.

Bug fixes

  • Fixes a bug related to argument select in plot.cgaim
  • Fixes a bug related to the computation of covariance matrices after estimation
  • Fixes bug occurring for single-index models without covariate

0.1.1

Function 'g'

  • argument 'label' now defaults to the name of the first variable given
  • now takes list of matrices to facilitate calling the function
  • smarter attribution of names inside each index

Bug fixes

  • fixes the mixing of names in elements gfit and beta from the output