Report an error if the initial model contains all the available variables.
nestfs 1.0.2 (2022-05-04)
Skip test on CRAN to avoid failure reported by R-devel with OpenBLAS.
nestfs 1.0.1 (2022-02-21)
Remove test that will fail due changes in R-devel.
nestfs 1.0 (2019-09-21)
Introduce the fs() and nested.fs() functions which adopt a new interface based
on formulas
Change the interface of nested.glm() to align to the new formula interface.
Change default values for the max.iters (from 15 to 10) and min.llk.diff
(from 0 to 2) options.
Replace the parallel computation backend from the doParallel to the
parallel package.
Restructure the diabetes dataset to be a single data frame.
Update and expand the example in the README file.
Use markdown in the package documentation.
Include tests in the package.
nestfs 0.9.2 (2019-05-02)
Silence messages output by newer versions of the pROC package.
nestfs 0.9.1 (2018-12-16)
Change maintainer email address.
nestfs 0.9 (2018-09-25)
Use getfullname() if available also in summary.fs().
Make nested.glm() accept a formula argument so that models with interaction
terms can be specified. This also ensures that such models are fitted
correctly in nested.forward.selection() after selection has been performed.
Add the family field and assign a class to the object created by
nested.glm().
Add nested.performance() to compute the performance of cross-validated
models as the area under the curve or the correlation coefficient.
nestfs 0.8.6 (2018-08-13)
Document the default selection criterion.
Correct the check for the verbose option in nested.forward.selection().
Fix an error occurring in nested.forward.selection() when a categorical
variable is selected.
nestfs 0.8.5 (2018-08-02)
Make the univariate filter cope with non-matching names in filter.ignore.
Parallelise the univariate filtering step.
Add the verbose option to forward.selection().
Return the coefficients of summary() instead of summary() itself from
nested.glm().
Swap family and folds in nested.glm() for consistency with other functions.
Add tests for nested.glm().
nestfs 0.8.4 (2018-07-04)
Close the parallel clusters at the end of the examples.
Vectorize the computation of differences in log-likelihoods at iteration 1.
First version on CRAN.
nestfs 0.8.3 (2018-07-03)
Rewrite the examples to satisfy the CRAN upload request.
Decrease the minimum number of inner folds to 5.
nestfs 0.8.2 (2018-06-29)
Use family$dev.resids() to compute log-likelihoods.
Fix forward.selection() when there's only one variable to choose from.
Allow to specify variable names in the choose.from argument and not only
indices.
Allow more freedom in how the outcome variable can be specified for
logistic regression.
Rename parameters x.all, y.all and all.folds to x, y, and folds.
Merge init.vars and init.model to make formulas a first class input type.
Rework the diabetes dataset and save it in .rda format.
Replace the doMC package with doParallel.
Remove automatic registration of the parallel backend when attaching the
package to pass checks on the R-devel win-builder machine.
Add tests for forward.selection() and nested.forward.selection().
nestfs 0.8.1 (2018-06-21)
Sort the indices of the test observations within each fold.
Reorder some arguments of forward.selection() according to importance.
Improve the argument checks in forward.selection().
Let the family argument also be one of the family functions.
Add tests for argument checks.
nestfs 0.8 (2017-07-03)
Limit the variable names in the output to the length of the field.
Clarify that the p-value from forward selection is a false discovery rate.
Convert documentation to roxygen2 format.
nestfs 0.7.20160815 (2016-08-15)
Check that the indices in the folds don't exceed the size of the dataset.
Make the init.model option work in more cases.
nestfs 0.7.20150729 (2015-07-29)
Check for missing values in the predictors and in the outcome variable.
Return only the right-hand side of the formula in final.model from
forward.selection().