Releases: JuliaStats/MixedModels.jl
Allow 3 or more nested factors
v0.7.6 Fix correlation store in bootstrap!
Return a DataFrame from bootstrap
The bootstrap function now returns a data frame with columns corresponding to individual parameters.
Correct the calculation of the conditional std. dev. of the r.e.
Correct the calculation of conditional std dev of r.e. * Initialize pars to optsum.initial, not optsum.final * clean up logic in optimize for GLMM - still needs work * Restore model at the end of the bootstrap * Use Cholesky factor not product in `condVar` * Need to square diagonals of Cholesky factor Failures on v0.6.0-dev are new and likely not to be unique to this package.
Fix bug introduced in v0.7.2
In the fit!
method for LinearMixedModel
objects the parameters were initialized to optsum.final
not optsum.initial
. This is not a problem for newly created objects because final
is a copy of initial
, But it does cause a problem for simulations such as a parametric bootstrap.
Extend OptSummary
- extend
OptSummary
to include more information and to convey settings for the algorithm - add
show
method forOptSummary
- clean up logic on last evaluation of objective to ensure the structure is consistent with
xmin
- clean up code in
fit!
methods - add
Ac_mul_B
methods forScalarReTerm
andVectorReTerm
combinations.
Provide nAGQ=0 option for fitting GLMMs
Using
fit!(glmm(...), nAGQ = 0)
provides a faster optimization algorithm at the expense of some small loss of accuracy.
For models with a large number of fixed-effects parameters relative to the number of covariance parameters there can be considerable speedup because nAGQ=0
profiles out the fixed-effects parameters as part of the PIRLS iterations, thereby reducing the dimension of the constrained, nonlinear optimization problem passed to an NLopt optimizer.
Speed increase
Allocation profiling showed that two downdate!
methods were being slowed down because the compiler had insufficient type information on ReMat
types. Expanding the template parameters for these types resulted in considerable speed improvement for examples like InstEval
.
Drop Julia v0.4.x and earlier support
v0.6.0 MixedModels v0.6.0 [44b78b5282]