confint.profile.gnm() now works for a single parameter
gnm() now works when eliminate is
specified as NULL set argument of getContrasts() to be
numeric, as documentedresidSVD(), so it can be applied
to model objects that do not inherit from class "lm"."nonlin" functions in formula:
prioritise functions in gnm over other packages; handle namespacing with
::.update.gnm to be called within a function, fixes
#11.Symm() now works for > 2 factors, fixes #16.confint.profile.gnm() now works for a single parameter
gnm() now works when eliminate is
specified as NULL set argument of getContrasts() to be
numeric, as documentedDiag and Symm to work with
factors with levels that are not in alphabetical order. Factor levels
are now only sorted by Diag if the input factors have
different sets of levels.se() generic to allow methods to be added (e.g. as
in logmult package).R_forceSymbols routine requires R >=
3.0.0.print or cat outside print
methods, so print output always optional (e.g. by setting
verbose argument or using
suppressMessages).gnm() with
eliminate argument.x = FALSE also work when using gnm()
with eliminate argument.D/E) when formula uses instances.expandCategorical now works when there are no
covariates in the data.predict.gnm now works with se.fit = TRUE
for models with eliminated terms; correctly handles new data without all
levels of homogeneous factors present, and respects contrasts
settings.anova.glmlist in
anova.gnm.NaN.gnm no longer restarts if algorithm fails - better to
provide improved starting values in this case.etastart is used to initialise the
linear parameters when eliminate is used as well.gnm now works with eliminate argument when
remaining linear part of predictor only involves one parameter.pickCoef extended to allow fixed pattern matching and
to optionally return actual coefficients rather than their indices.gnm now looks for exact match in coefficient names when
a single character string is passed to the constrain
argument before treating as regular expression.hatvalues.gnm has been reimplemented to work more
efficiently for large model matrices."nonlin" terms defined for homogeneous factors will now
accept factors specified as an interaction (using :).eliminate argument.residSVD reverted so that now
correctly aggregates working residuals.anova.gnm now works when model is a single
"nonlin" term.meanResiduals functioncheck argument added to getContrasts.?wheat; also in
vignette.update.gnm so that nonlinear terms were no
ordered as linear, first order terms.eliminated coefficients now treated entirely separately, in particular the design matrix no longer has columns for these coefficients, making the algorithm far more efficient for models with many eliminated coefficients.
more reliable calculation of rank
ofInterest and constrain now index
non-eliminated coefficients only.
eliminated coefficients now returned as attribute of returned coefficient vector.
"lsMethod" argument to gnm removed as
now the LAPACK routines are
always used to determine the least squares solution at the heart of the
fitting algorithm. Hence qrSolve and cholInv
deprecated.
the "eliminate", "onlyFirstCol" and
"onlyNonElim" arguments to MPinv have been
removed as no longer used.
etastart now works for models with no linear
parameters.
anova now ignores terms that are completely
constrained.
mustart/etastart now used to obtain
starting values for linear and nonlinear parameters separately,
improving performance.expandCategorical now groups together individuals with
common covariate values, by default. New group argument
added to switch this behaviour.print.profile.gnm now prints full result.
data now read in correctly for Lee-Carter example in vignette.
etastart and mustart arguments added to
gnm.gnm now returns data argument as
glm does.getContrasts can now estimate scaled contrasts
with more flexibility in how the reference level is defined.1e6 * .Machine$double.eps as previous tolerance too strict
for some examples.getContrasts now only handles one set of parameters at
a time.Const is now restricted to the symbolic
predictors of "nonlin" functions.Nonlin - the wrapper function for plug-in functions -
is now defunct. Use "nonlin" functions to specify custom
nonlinear terms.plot.gnm now uses standardised Pearson residuals for
plot which = 5 so that the Cook’s distance contours are
correctpredict now implemented for "gnm"
objectsfitted, etc), rather than
gnmmatch argument of nonlinTerms
now zero vector (i.e. no matching to arguments of call by
default)termPredictors now works on "gnm" objects
fitted with glm.fiteliminate argument of
gnm is non-NULLDiag and Symm now work for factors of
length 1gnm now returns object with "gnm"-type
terms component"profile.gnm" objects now
exportedDrefWeights for computing the weights in a
diagonal reference term and the corresponding standard errors."assign" attribute now attached to the parameter vector
when passed to start functions defined by "nonlin"
functions, specifying the correspondence between parameters and
predictors in the nonlinear term.start function in Dref now identifies weight
parameters correctly.
can now evaluate term predictors for "nonlin" terms
that depend on covariates.
"nonlin" functions now evaluated in the same
environment and enclosure as call to create model frame, so
"nonlin" functions should be able to find variables in gnm
calls - potentially useful for setting starting values.gnm algorithm now reinitiates correctly when
restarting after non-convergence.
gnm now works correctly when a model is specified
with nonlinear terms in between linear terms.
introduction of functions of class "nonlin" for the
unified specification of nonlinear terms. Mult,
Exp, Dref and MultHomog have all
been converted to functions of this class.
added Inv to specify the reciprocal of a
predictor.
added Const to specify a constant in a
predictor.
added instances to specify multiple instances of a
nonlinear term.
nonlinear terms can now be nested.
Exp can now be used outside of Mult or
to exponentiate part of a constituent multiplier.
to accommodate the increased functionality introduced by
"nonlin" functions, new labelling conventions have been
introduced. In particular, most "nonlin" functions use
argument-matched parameter labels.
in the new implementation of Dref the
formula argument has been re-named delta to
provide more informative parameter labels under the new
conventions.
ofInterest = "[?]" in gnm now
works as documented.none in this releaseadded a new ridge argument to gnm, to allow some
control over the Levenberg-Marquardt regularization of the internal
least squares calculation
changed the default ridge constant to 1e-8 (from 1e-5), to increase speed of convergence (especially in cases where there are infinite parameter estimates)
modified the "qr" method so that it no longer checks
for rank deficiency (it was both unreliable, and not necessary since the
matrix is regularized prior to solving)
substantial speed improvements in model fitting when there are
large numbers of eliminated parameters, achieved mainly via a new
internal function cholInv1. Corresponding example timings
changed in the Overview document (vignette).
speed improvements in vcov.gnm when there are
eliminated parameters; new logical argument use.eliminate
gives control over this
in getContrasts, added new arguments
dispersion and use.eliminate, both of which
are passed on to vcov
implemented faster alternatives to ifelse in
gnmFit
speed gains from use of tcrossprod. Because of this
the gnm package now requires R 2.3.0 or later.
in gnm, changed the default value of argument x to
TRUE (it was previously FALSE)
in checkEstimable, changed the name of the first
argument from coefMatrix to combMatrix (to
reflect better that it is a matrix of coefficient
combinations); and changed the default tolerance value to one
which should give more reliable results. Also, more fundamentally,
changed the check to be whether combinations are in the column span of
crossprod(X) instead of the row span of X; the
results should be the same, but the new version is much faster for large
n.
model.matrix.gnm no longer passes extra arguments to
gnm as it’s unlikely to be useful/sensible. For the same reasons it will
not pass extra arguments to model.frame, unlike
model.matrix.lm
getContrasts now results in a list only when the
sets argument itself is a list; otherwise (i.e., normally)
the result is a single object (rather than a list of objects) of class
qv
fixed a bug in internal function quick.glm.fit,
which greatly improves its performance. Also changed the default value
of the nIter argument from 3 to 2.
fixed a small bug in demo(gnm)
fixed a bug in vcov.gnm, which previously gave an
error when data were of class "table")
fixed summary.gnm so that it now takes proper
account of the dispersion argument
in se, added new arguments Vcov and
dispersion; the latter fixes a bug, while the former
minimizes wasted computation in summary.gnm
fixed bug in model.matrix.gnm so that it can compute
the model matrix even when original data is not available - unless model
frame has not been saved. Original data still needed to update model
frame - this is the same as for glms, etc.
fixed bug in gnm so that reconstructing
"table"-class data works for models with
weights/offsets
added "gnm" methods for profile and
confint. Use of alpha argument differs
slightly from "glm" methods: see help files.
constrain argument to gnm now
supplemented by constrainTo argument, allowing
specification of values to which parameters should be
constrained.
gnm now has ofInterest argument to
specify a subset of coefficients which are of interest - returned in
ofInterest component of "gnm" object as named
numeric vector. print summaries of model object/its
components extracted by accessor functions only print coefficients of
interest and (where appropriate) methods for "gnm" objects
select coefficients of interest by default.
added ofInterest and ofInterest<- to
extract/replace ofInterest component of "gnm"
object.
added parameters which returns coefficient vector
with constrained parameters replaced by their constrained
value.
added pickCoef function to aid selection of
coefficients - returns numeric indices of coefficients selected by Tk
dialog or regular expression matching.
constrain argument to gnm now accepts a
regular expression to match against coefficient names.constrain component of "gnm" objects is
now a numeric, rather than logical, vector of indices.
all "gnm" methods for which a subset of the
coefficients may be specified by numeric indices now interpret those
indices as referencing the full coefficient vector (not just
non-eliminated parameters).
gnm now preserves order of terms rather than moving
all linear terms to the start (this fixes bug in
anova.gnm).
the "pick" option for the constrain
argument to gnm and the estimate argument to
se has been replaced by "[?]" to avoid
possible conflict with coefficient names/regular expressions.
fixed bug in se so will now work for single
parameter.
fixed bug in summary.gnm so will now work for models
with one parameter.
fixed bug in anova so that rows of returned table
are correct for models with eliminated terms.
fixed bug in eliminate so that it now accepts
interactions.
fixed bug in MPinv so that it works for models in
which all parameters are eliminated.
fixed bug in asGnm.lm where object not fully
identified
corrected maintainer address in DESCRIPTION!
added demonstration script to run using
demo
added package help file, opened by package?gnm
added the method argument to MPinv, to
allow the method of calculation to be specified. Permitted values are
"svd" to compute the pseudo-inverse by singular value
decomposition, and "chol" to use the Cholesky decomposition
instead. The latter is valid only for symmetric matrices, but is usually
faster and more accurate.
added the lsMethod argument to gnm, to
allow specification of the numerical method used for least-squares
calculations in the core of the iterative algorithm. Permitted options
are "chol" and "qr".
added new function qrSolve, which behaves like
base::qr.coef but in the non-full-rank case gives the
minimum-length solution rather than an arbitrary solution determined by
pivoting.
added .onUnload so that compiled code is unloaded
when namespace of package is unloaded using
unloadNamespace.
added coef argument to model.matrix.gnm
so that the model matrix can be evaluated at any specified value of the
parameter vector.
added asgnm generic to coerce linear model objects
to gnm objects.
added exitInfo for printing numerical details of
last iteration on non-convergence of gnm.
added new dataset, friend, to illustrate a workaround to fit a
homogeneous RC(2) using gnm - documented in help file for
MultHomog.
gnm now takes less time per (main) iteration, due to
improvements made internally in the iterative algorithm. These include
pre-scaling of the local design matrix, and Levenberg-Marquardt
adjustment of the least-squares solvers so that rank determination is no
longer necessary.
the default convergence tolerance has been tightened (from 1e-4 to 1e-6)
modified model.matrix.gnm so it can be used when
only the namespace of gnm is loaded.
fixed bug in gnm so that subset now
works with table data.
fixed bug in model.matrix.gnm so can construct model
matrix from "gnm" object even when original call not made
in .GlobalEnv.
fixed bug in the examples on help page for House2001
data.
fixed bug so that formula in gnm now
accepts . in formulae even when
eliminate = NULL.
fixed bug in getContrasts, so that the first two
columns of the qvframe component of each element of the result list are
correctly named as “estimate” and “SE”, as required for objects of class
“qv”.
added "model.matrix" option for method
argument of gnm so that model matrix can be obtained much
faster. The new method is used in model.matrix.gnm and
vcov.gnm.
added new utility function residSVD, to facilitate
the calculation of good starting values for parameters in certain
Mult terms.
added new dataset House2001, to illustrate the use
of gnm in Rasch-type scaling of legislator votes.
added new utility function expandCategorical for
expanding data frame on the basis of a categorical variable.
added formula.gnm method - returns formula from
"gnm" object excluding the eliminated factor
where necessary.
gnm now takes less time to run due to improvements
made in internal functions.
the fitting algorithm used by gnm now copes better
with zero-valued residuals.
output given by gnm when trace = TRUE
or verbose = TRUE is now displayed as it is generated on
console-based versions of R.
plot.gnm now includes option which = 5
as in plot.lm in R >= 2.2.0. Now has separate help
page.
the constrain argument to gnm now
accepts the names of parameters.
the formula argument to gnm now accepts
. as described in ?terms.formula, ignoring
eliminated factor if in data.
interface for se extended - can now use to find
standard errors for all parameters or (a selection of) individual
parameters in a gnm model.
made it possible to use gnm with alternative fitting
function.
".Environment" attribute now attached to
"gnm" objects so that gnm package loaded when workspace
containing "gnm" objects is loaded.
start-up iterations now only update column of design matrix
required in next iteration. Therefore plug-in functions using the
default start-up procedure for nonlinear parameters need a
localDesignFunction with the argument ind
specifying the column that should be returned.
modified output given by gnm when
trace = TRUE: now prints initial deviance and the deviance
at the end of each iteration.
modified updates of linear parameters in starting procedure: now offset contribution of fully specified terms only.
results of summary.gnm, vcov.gnm and
coef.gnm now include any eliminated parameters. Print
methods have been added for "vcov.gnm" and
"coef.gnm" objects so that any eliminated parameters are
not shown.
Mult terms are no longer split into components by
anova.gnm, termPredictors.gnm,
labels.gnm or the "assign" attribute of the
model matrix - consistent with terms output.
the eliminate argument to gnm must now
be an expression that evaluates to a factor - this reverts the extension
of 0.7-2.
when using gnm with constrain = "pick",
the name(s) of the chosen parameter(s) will replace "pick"
in the returned model call.
getContrasts now uses first level of a factor as the
reference level (by default).
gnmControl replaced by arguments to
gnm.
gnm now uses glm.fit for linear models
(with control parameters at the gnm defaults) unless
eliminate is non-NULL.
vcov.gnm and summary.gnm now return
variance-covariance matrices including any aliased parameters.
summary.gnm now returns standard errors with test
statistics etc, where estimated parameters are identified.
fixed bug in summary.gnm, anova.gnm,
termPredictors.gnm and model.matrix.gnm where
search for model variables was incorrect.
fixed bug preventing estimation of weight parameters in
Dref terms and changed default starting values so that
these parameters no longer sum to one or appear to be
estimable.
corrected options for method argument in
gnm help file: replaced method = "coef" with
method = "coefNames".
fixed bug in gnm so that it can handle tables with
missing values when formatting components of fit.
hatvalues.gnm now works for objects produced from
table data.
residuals.gnm now returns table not matrix when
type = "deviance" for "gnm" objects produced
from table data.
hatvalues.gnm, cooks.distance.gnm and
plot.gnm now handle cases which are fitted exactly (giving
a hat value of 1).
example fitting proportional odds model in backPain
help file now works.
fixed bug in Mult terms so that an offset can be
added to a constituent multiplier without an unspecified intercept being
added also.
gnm argument constrain = "pick" now
allows selection of more than one constraint and is compatible with use
of eliminate.
gnm can now fit models which only have the term
specified by eliminate.
eliminate argument of
gnm to allow crossed factors - this also fixes bug which
occurred when interactions were eliminated in the presence of lower
order terms involving other factorsvcov returned by gnm now has no rank
attribute (as before, the rank is returned as the separate component
rank).Changed the calculation of df.residual returned by
gnm to correctly take account of zero-weighted observations
(as in glm).
When gnm is called with arguments
x = TRUE or VCOV = TRUE, the returned matrices
now include columns of zeros for constrained parameters.
Corrected evaluation of model frame in gnm so that
if data is missing, variables are taken from
environment(formula), as documented. Modified evaluation of
plug-in functions to be consistent with this, i.e. objects are taken
from environment(formula) if not in model frame.
MPinv now checks that the diagonal elements of an
eliminated submatrix are all non-zero and reports an error
otherwise.
Topo introduced for creating topological interaction
factors.
anova implemented for objects of class
c("gnm", "glm").
Diagnostic messages given by gnm have been
improved.
Step-halving introduced in main iterations of gnm to
ensure deviance is reduced at every iteration.
getContrasts now (additionally) reports quasi
standard errors, when available.
Calls to gnm plug-in functions are now evaluated in
the environment of the model frame and the enclosing environment of the
parent frame of the call to gnm. This means that variables
can be found in a more standard fashion.
The data argument of Nonlin is defunct:
Nonlin now identifies variables to be added to the model
frame as those passed to unspecified arguments of the plug-in function
or those identified by a companion function to the plug-in, which is of
a specified format.
The (optional) start object returned by a plug-in
function can no longer be a function, only a vector. However it may now
include NA values, to indicate parameters which may be
treated as linear for the purpose of finding starting values, given the
non-NA values.
The eliminate argument of gnm now
handles functions of variables in the given formula
e.g. ~ strata(A, B), ~ as.factor(A):as.factor(B),
etc.
gnm was giving an error for models with either no
linear parameters, or none specified by the start argument,
this is now fixed.
Long calls to plug-in functions caused problems in parsing the model formula: now fixed.
gnm now only restarts after failing if there are
unspecified nonlinear parameters.
gnm now returns NULL if model
fails.
Bug fixed in calculation of starting values for gnm
that occurred when some parameters were constrained.