Fix prestogp_fit stability and beta.hat validation #109
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- Added omp.cores parameter to prestogp_fit
- Fixed issues caused by numerically singular V matrices
- Modifed the NEWS.md file
- Fixed a bug where then length check on beta.hat was invalid
PrestoGP 0.2.0.9040 (2025-1-3)
BREAKING CHANGES
The function create.param.sequence has been renamed to be
create_param_sequence for consistency with other function names
The parameter apanasovich has been renamed common_scale
throughout the package
MINOR IMPROVEMENTS
Tests were updated to reflect the new common_scale parameter and
the create_param_sequence function
Fixed some formatting issues in NEWS.md
DOCUMENTATION FIXES
The documentation for create_param_seqence was updated to clarify
how to extract/assign scale parameters when there is more than one
scale parameter per outcome
The documentation for PrestoGP-Model-class and prestogp_fit has
been updated to reflect the new common_scale parameter
* commit 'db6c581cbc4eb30a3cf141ec85bd369a9f146184':
Renamed functions and parameters, documentation fixes
Merge in STAT/prestogp from eb-dev to master * commit 'c405919b5a3e050eb89869703cca77fe671b49e9': Adaptive lasso
# PrestoGP 0.2.0.9042 (2025-1-14) ## BREAKING CHANGES * The slot `lambda_1se_idx` has been removed from the `PrestoGPModel` superclass ## NEW FEATURES * Added the option `relax` to `prestogp_fit` to allow fitting a relaxed lasso model ## MINOR IMPROVEMENTS * Eliminated the type checking on the `linear_model` slot in the `PrestoGPModel` superclass, which will allow new types of regression models (e.g., relaxed lasso, SCAD, MCP) * commit '6ee742fb4b6553c4945345f56a2f85f337d2fbd9': Relaxed lasso
# PrestoGP 0.2.0.9043 (2025-1-29) ## BUG FIXES * Imputation code has been rewritten to avoid computing the full covariance matrix, resulting in a huge performance improvement * The nntmvn package dependency has been removed to fix errors caused by a recent update * commit 'd5c24277518f3bc3a71d496f1d9afc968f8e0d8b': Faster imputation Faster imputation
PrestoGP 0.2.0.9045
BREAKING CHANGES
Removed the relax parameter from prestogp_fit
All glmnet-based models now use lambda.min (rather than lambda.1se) to
choose the optimal value of lambda
NEW FEATURES
Added the parameter penalty to prestogp_fit to specify the type of
penalized regression (relaxed lasso, SCAD, and MCP)
Added the parameter alpha to prestogp_fit to change the alpha parameter
in glmnet/ncvreg (which can be used to fit ridge regression or elastic
net models)
MINOR IMPROVEMENTS
Subsampling is no longer used to calculate the initial estimates of the
scale parameters in calc_covparams
Fixed an issue where the C++ code displayed repeated warnings when an
estimated submatrix was nearly numerically singular
Many new tests were added to test the new penalties
BUG FIXES
Fixed an issue where initial scale parameter estimates were sometimes set
to 0 due to subsampling
Fixed an issue where likelihood calculations could crash if the estimated
U matrix is numerically singular
Fixed an issue where imputed values were not being updated properly
* commit 'f431661669013dfc590bda1963f142f9540e18da':
Fixed some lint issues
New penalties, bug fixes
PrestoGP 0.2.0.9046 (2025-4-24)
BREAKING CHANGES
The parameter lod has been renamed to be lod.upper
The parameter max_iters has been renamed as max.iters for a consistent
naming convention
NEW FEATURES
The prestogp_fit method now supports lower limits of detection via the
lod.lower parameter
Additional tuning parameters can be specified for the LOD imputation
procedure, namely n.impute, eps.impute, and maxit.impute
BUG FIXES
Added another set of fixes to avoid crashes when the estimated U matrix is
numerically singular
Subsampling is once again used for initial scale parameter estimates for
large (>10,000 observation) data sets for computational reasons
* commit '36deb68e1b4d6b5bf8ecae28a8ad639848779c81':
Fixed a bug in prestogp_predict
Lower LOD, imputation parameters
Merge in STAT/prestogp from eb-dev to master * commit '245d08f7ff6317169def890285df5ff762e73f24': Fixed a bug for lod.upper/lod.lower
…at/prestogp into eb-dev Conflicts: NEWS.md
…matrices Merge in STAT/prestogp from eb-dev to master * commit '4a9ebfe163300747a1e17e731c097368116e0b5d': Fixed another bug caused by numerically singular U matrices
Merge in STAT/prestogp from eb-dev to master * commit '5de4c360c67555811999e5ee9f15386ae825583f': Imputation bug fixes Imputation bug fixes Imputation bug fixes
- Added omp.cores param to prestogp_fit - Fixed issues caused by numerically singular V matrices - Modified NEWS.md file - Fixed a bug where the length check on beta.hat was invalid * commit 'd4d98c904d88764ed222d20e786fd7adfe85a5fa': Fixed a bug where then length check on beta.hat was invalid Modifed the NEWS.md file Fixed issues caused by numerically singular V matrices Added omp.cores parameter to prestogp_fit
Merge in STAT/prestogp from master to to-git * commit 'fd453941a57f60ba4d15e7bb4a43fd115bc3bcad': (27 commits) Fixed a bug where then length check on beta.hat was invalid Modifed the NEWS.md file Fixed issues caused by numerically singular V matrices Added omp.cores parameter to prestogp_fit Pull request #84: Lower LOD, imputation parameters Pull request #84: Lower LOD, imputation parameters Imputation bug fixes Imputation bug fixes Imputation bug fixes Pull request #82: Bugfix for numerically singular matrices in prestrogp_predict Fixed another bug caused by numerically singular U matrices Fixed a bug for lod.upper/lod.lower Fixed a bug for lod.upper/lod.lower Pull request #77: Lower LOD, imputation parameters Fixed a bug in prestogp_predict Lower LOD, imputation parameters Update github cache to v3 Pull request #75: Added the parameters penalty and alpha to prestogp_fit Fixed some lint issues New penalties, bug fixes ...
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