pedmod_profile_nleq()
passes on the augmented penalty parameter for the quadratic term and the Lagrangian parameter toauglag()
ifmaxvls_start
andminvls_start
is passed.- A citation is added.
- deal with a deprecated
<<
operator forarma
objects in version 11.2.3.
eval_pedigree_hess
is faster.- fixed a bug from release 0.2.0 which in extreme settings could cause the C++ code to run forever.
- deal with a breaking change in RcppArmadillo which could possibly cause issues in this package. See https://stackoverflow.com/a/72533955/5861244
- better starting values are used by
pedmod_profile_prop
. It is also possible to pass a bound on the confidence interval using thebound
argument. mvndst_grad
is added which computes the gradient with respect to the mean and covariance matrix.
- a minor bug fix on Mac when using Apple LLVM version 10.0.0 with R version 4.2.0 and x86_64.
- A hessian approximation of objects from
pedigree_ll_terms
is added in theeval_pedigree_hess
function. pedmod_profile
works with object frompedigree_ll_terms_loadings
.pedmod_profile_nleq
has been added to construct profile likelihood based confidence intervals for general non-linear transformations of the model parameters.- An undefined undefined behavior bug has been fixed in the C++ code which
possibly effects cases where
use_aprx = TRUE
but only in very extreme settings. - A bug has been fixed in
pedmod_profile_prop
.minvls_start
andmaxvls_start
were used instead ofminvls
andmaxvls
. - The code to compute the limits in
pedmod_profile
andpedmod_profile_prop
has been changed. The previous code could give very wrong points for theconf
element if a point was computed very far from one of the confidence limits. The issue was caused by usingapprox
in combination withspline
and with points with great distance.
pedigree_ll_terms_loadings
is implemented to support models with individual specific covariance scale parameters (e.g. individual specific heritabilities).- The minimax tilting method suggested by Botev (2017) (see https://doi.org/10.1111/rssb.12162) is implemented. The method is less numerically stable and thus required more care when implementing. This yield a higher per randomized quasi-Monte Carlo sample cost. Though, the increased cost may be worthwhile for low probability events because of a reduced variance at a fixed number of samples.
- The
vls_scales
argument is added which allows the user to use more randomized quasi-Monte Carlo samples for some log likelihood terms. This is useful e.g. when one uses weighted terms.
- First release on CRAN.