Revision 9be3f5a0653739a591e2b30cc9e77900612dad9a authored by Wayne Zhang on 08 November 2011, 00:00:00 UTC, committed by Gabor Csardi on 08 November 2011, 00:00:00 UTC
1 parent 31a5c50
NEWS
================
Version 0.4-1
================
NEW FEATURES
o Function 'bcpglmm' is added that handles Bayesian mixed-effect models
using MCMC simulations.
CHANGES:
(user-visible)
o create the class 'cplm' as a fundamental structure in the package,
and define utility methods for it
o replace the 'pstart', 'phistart' and 'betastart' arguments by a single
argument 'inits' in most functions
o combine the documentation for all classes and methods
================
Version 0.3-1
================
NEW FEATURES
o Function 'cpglmm' is added that handles mixed-effect models using
Laplace approximations. This is based on the R package 'lme4'.
o Function 'bcpglm' now has a second method to fit Bayesian compound
Poisson GLM using direct Tweedie density approximation.
o Function 'bcpglm' also has a tuning phase that automatically updates
the scale parameter in the proposal distribution.
o The profile likelihood method in 'cpglm' is now automated
CHANGES:
(user-visible)
o Prior distribution of the dispersion parameter in 'bcpglm' is
changed to be Uniform, specified in the argument 'bound.phi'
o 'bcpglm' has another argument 'method' that allows users to choose
from the latent variable approach or direct density evaluation
o An insurance example 'insLoss' is added in 'bcpglm'
o Remove the 'digits' parameter in control in 'cpglm' as the profile
likelihood method is automated now
o MCEM method in 'cpglm' simplifies the process of increase sample
size. The old time-consuming method of estimating approximate
covariance matrix is removed. So the 'alpha' parameter in control
is removed.
o The default method in 'cpglm' is now set to be 'profile'
o Remove the 'summary' slot in 'bcpglm'
o The profile method in 'cpglm' now returns covariance estimate for the
dispersion and index parameter
(not user-visible):
o 'bcpglm' replaces ARMS with M-H update. Now the dependency on the
ARMS functions is eliminated
o 'bcpglm' now generates starting values using 'cpglm'
o Simplify rejection sampling of latent variables (now twice faster)
================
Version 0.2-1
================
NEW FEATURES
o The package now implements MCMC methods for Bayesian compound
Poisson GLM in the function "bcpglm" with the use of
latent variables.
o The R package "coda" is imported so that a large number of functions
and methods defined there are now directly applicable to
the simulation results from "bcpglm" to help diagnose convergence
and summarize posterior inference.
CHANGES:
(user-visible)
o Various methods defined for the class "bcplm" and "bcpglm"
(not user-visible, all in C code):
o Change the use of "R_alloc" in "lbfgsb" to "Calloc" and "Free"
(the old function eats up memory quickly)
o Simplify rejection sampling of latent variables (now twice faster)
================
Version 0.1-3 (not released)
================
CHANGES (not user-visible, all in C code):
o Fix a bug in rejection sampling of the latent variable
o Fix a bug in specifying weights
o Divide cpglm_str into three parts, one for data and parameters,
one for latent variable, and one for EM related
================
Version 0.1-2
================
NEW FEATURES
o Add a wrapper of the profile likelihood approach to the "cpglm"
function that runs automatically to generate estimate of the
index parameter to arbitrary accuracy.
CHANGES:
o The MCEM algorithm is now implemented in pure C code
o Remove the restriction on the "weights" argument (but not tested)
o Add "beta.step" in "control" to allow skips in the update of beta
o Allow "link" to be both character and numeric
o Force coercion of argument type before callings the C function
- thanks Mikel Esnaola Acebes for pointing out this bug
o Re-write "summary" and "show" function to produce statistical
test output automatically
o Revise "residuals" to allow different types of residuals to be computed
o Add methods for "formula", "AIC", "deviance", "model.matrix", "terms"
o Output now returns "deviance", "aic" and "model.frame"
o Tracing info from MCEM tidied up by showing only the dispersion, the
index parameter, and the sample size (if necessary)
o Fix bug in the definition of "[[", add methods for "["
Computing file changes ...