NEWS

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cgaim 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.

cgaim 1.0.1 (2024-04-03)

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

cgaim 1.0.0 (2022-07-15)

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.

cgaim 0.3.05

Bug fixes

• Fixed bug related to model frame with covariates

cgaim 0.3.04

Changes

• Changed default solver to osqp.

Bug fixes

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

cgaim 0.3.03

Bug fixes

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

cgaim 0.3.02

Bug fixes

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

cgaim 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.

cgaim 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.

cgaim 0.2.04

Bug fixes

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

cgaim 0.2.03

Bug fixes

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

cgaim 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

cgaim 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.

cgaim 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

cgaim 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