NEWS.md
In PierreMasselot/cgaim: Constrained Groupwise Additive Index Models

1.0.1

New vcov method

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

1.0.0

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

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

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

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

Fixed bug related to model frame with covariates

0.3.04

Changed default solver to osqp.

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

0.3.03

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

0.3.02

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

0.3.01

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

Fixed bug caused by naming variables in g.

0.3.00

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

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

0.2.04

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

0.2.03

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

0.2.02

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

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

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

0.2.0

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.

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

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

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

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

PierreMasselot/cgaim documentation built on March 5, 2025, 10:18 p.m.

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