Releases: merliseclyde/BAS
BAS 2.0.2
BAS 2.0.0
Features
-
in function
bas.lm()andbas.glm()replace use of non-API call toSETLENGTHfor MCMC sampling with
new C functionresizeVectorsto truncate when overallocated (closes issue #82). This should reduce memory allocation
for large problems whenn.modelswas much larger than needed, as the longer vectors are available for
garbage collection, although there may be a slight increase in memory usage while copying the to the new vector. This
uses theCfunctionresizeVectorsbased on theRinternal functionxlenghtgets, but usesmemcpyto copy the
data to the new vector for efficiency in the case of real and integer SEXP vectors. -
in
bas.lm()andbas.glm, added logical optionGROW"formethod = "MCMC", to allow output vectors to grow as needed (closes issue #91) rather than over-allocating based onn.modelsand truncating. This should reduce memory usage when the number of unique models visited is much smaller than the default forn.models. Additional optionsexpandandn.models.initcontrol the growth rate and initial size of the output vectors. By default,GROW = TRUE,expand = 1.25andn.models.init = 2500`. See documentation for more details. -
in
bas.lmandbas.glm, MCMC sampling now stops afterMCMC.iterations, even ifn.modelsis reached,
improving estimation based on MCMC frequencies.
Bug Fixes
-
R2is calculated correctly in models where the number of columns in the design matrix was greater than
n, but the model was full rank. Closes issue #96 reported by A. Womack. -
Fixes issues #97 reported by A. Womack where the truncated Poisson and truncated power prior probabilities
did not account for the number of models of a given size.
BAS 1.7.5
Version 1.7.5 of the BAS package adds an internal function to count the number of models
that satisfy "hereditary" constraints. This is used in the force.heredity option
in bas.lm to reduce the number of models considered in the sampling process and should
reduce the memory requirements and speed up the sampling process. This currently works only
for factors included in the model formula, but not with factors always included in the model
orwith other hereditaty constraints such as with polynomials. (theforce.heredity option
does work with these other constraints). This is a first step in reducing the number of models
allocated in the sampling process. Future updates will include other hereditary constraints.
BAS 1.7.3
BAS 1.7.3 introduces a new Independent Adaptive MCMC algorithm for bas.lm that can be used a proposal distribution for sampling models with replacement and estimation of posterior model probabilities via Importance sampling and Horvitz-Thomposon estimators and their Bayesian Finite Population estimators. See details in bas.lm with `method="AMCMC".
BAS 1.7.2
Updated package provides a new adaptive independent MCMC sampler that allows more accurate estimates of model probabilities and other quantities using the Horvitz-Thompson estimator and Bayesian analogs for finite population sampling
Full Changelog: v1.7.1...v1.7.2
BAS 1.7.1
Minor Improvements and Fixes
-
Initialized vector
seviamemsetanddisp = 1.0infit_glm.c(issue #72) -
Initialized variables in
hyp1f1.cfromtestthat(issue #75) -
Removed models that have zero prior probability in
bas.lmandbas.glm(issue #74) -
Fixed error in
bayesglm.fitto check argumentsxoryfor correct type before calling C and added unit test (issue #67)
BAS 1.6.6
New Features
- Added support for
Gammaregression forbas.glm, with unit tests and
example (Code contributed by @betsyberrson)
Minor Improvements and Fixes
-
added error if supplied initial model for the
bas.lmsampling methods "MCMC" and "MCMC+BAS" had prior probability zero. -
fixed printing problems as identified via checks
-
fixed indexing error for
bas.lmandmethod = "MCMC+BAS"asbas.lmusingmethod = "MCMC+BAS"crashed with a segmentation fault ifbestmodelis not NULL or the null model. GitHub issue #69 -
fixed error in
predict.baswithse.fit=TRUEif there is only one predictor. GitHub issue #68 reported by @AleCarminati
added unit test totest-predict.R -
Fixed error in
coefforbas.glmobjects when using abetapriorof class
IC, including AIC and BIC Github issue #65 -
Fixed error when using
Jeffreysprior inbas.glmwith the
include.alwaysoption and added unit test intest-bas-glm.R.
Github issue #61 -
Fixed error for extracting coefficients from the median probability model
when a formula is passed as an object rather than a literal, and added
a unit test totest-coefficients.RGithub issues #39 and #56
v1.6.4
Latest release for CRAN
BAS version 1.6.2
Release for updates with R 4.2.0
Major change is improved behavior for CCH and related priors in bas.glm that use the phi1 function. Alternative formulations for computing the marginal likelihoods show add improved stability and eliminate/reduce NA and Inf in computations as reported in Issue #55
BAS version 1.6.0
Changes
- update Fortran code to be compliant with
USE_FC_LEN_Tfor character strings
Bug Fixes
- fixed warning in src code for
log_laplace_F21which had an uninitialized variable
leading to NaN being returned fromRfunctionhypergeometric2F1