2013-05-25
* create package
2013-08-14
* add set.seed(1) to chngpt.score.test so that the results are
reproducible
* rename chngpt.score.test to chngpt.test
* MASS is used for generating reference distribution samples while mvrnorm
is used in sim.sigmoid. In principle, should be able to use a single
package, but since the simulation studies for the paper has already been
run, just leave it as it is
* let search.all.thresholds be true if n < 500
2015-09-01
* when glm warns, set the log likelihood to NA
2015-09-29
* implement more vcov
* add e.effective.maxit to deal with non-convergence
2015-10-18
* when est.method==smoothapprox, effective chgnpt needs to be determined
to stop infinite loops. It used to be defined in between two observed data
values, but is not set to one observed data value
2015-11-19
* make.chngpt.var now takes b. as an argument, the results of smoothapprox
estimation will change!
2016-01-24
* add testing for linear model
2017-05-13
* modify make.chngpt.var to fit smooth transition model
* add sandwich variance estimator
* add segmented2
* change b to -b
2017-09-16
* this version contains some commented out code related to indices, which
was used to compare with R implemention
2017-10-27
* a major cleanup of sim.chngpt
* weighted estimation now works
2018-03-30
* change how chngpts are defined in chngpt.test
* weighted estimation now works
* chngptm used to use chngpt.test to initialize when doing smooth
approximation. now chngptm uses chngptm to initialize in that situation.
This way chngptm does not depend on chngpt.test anymore
2018-05-02
* Add support for cbind() on the lhs for the binomial family. Both grid
and smoothapprox are supported.
* Add support for Poisson family
* Many thanks to Helen R. Sofaer for the questions resulting in the update
2018-06-02
* Implement fastgrid for thinned thresholds.
* Deprecate useC for grid search
* Revamp vignette
* Add approximate p value when var.method is bootstrap
* Change summary chngptm output to remove empirical percentile of the
estimated threshold
2018-07-02
* Add chngptm.xy (x,y,...) to provide an alternative way of fitting
chngptm without data frame and formula
2018-07-16
* Replace %+% by %.% throughout to work with the udpated kyotil package
2018-07-25
* Change robust testing implementation
* RDR is changed to R.h %*% D.h when not robust. This requires a change of
values in the unit testing function
2018-08-07
* Add upper hinge model implementation
* Remove smooth as a var.type, comment out var.est.smooth and remove
smooth from unit testing
* Implement superfastgrid
* Merge fastgrid_search and boot_fastgrid_search into one C function
* Implement grid search in C for upperhinge2
2018-10-08
* A naive implementation of the test inversion CI is added when search method is grid
2019-01-02
* Michal Jurask reported a bug when the glm has a NA coef. Fix at line
897.
2019-03-08
* Bug fix, delete to delete[]
2019-03-12
* Bug fix, add X.col(p-2) = (x-e)%(x>e); in fastgrid_binomial.cpp
2019-04
* Fix vcov implementation when var.type is bootstrap
* Add multicore parallel support for bootstrap. ncpus controls the number of cores. Thanks to JDS for the question resulting in the update
2019-04-21
* Discovered that adding support for thinned thresholds back in 2018-10-2
(compared to 2018-10-1) slows things down by two fold. Fixed it.
2019-06-17
* This version has an unsuccesful attempt to add upper hinge quadratic
model
2019-06-17
* Revert back to before 6.17
2019-06-30
* Revert back to 6.17 and work from there
* Change the implementation of upperhingequad in chngptm from based on formula.2 to type
2019-07-23
* Bug fix in SEXP fastgrid2quad_gaussian so that bootstrap for upperhingequad works too
2019-08-16
* Allow subsampling bootstrap m-out-of-n for discontinuous threshold effects in chngptm(). Thanks to Jeremy Nguyen for the question resulting in the update
2019-08-17
* Allow more than one variables to be interacting with the threshold variable. chngptm updated, unit testing code added. A quick test for consistency performed (test_multi_itxn.R). Thanks to Jeremy Nguyen for the question resulting in the update
2019-08-26
* chngpt.test throws an exception. Modify chngpt.test() to check if the min and max are part of the candidate change points and if yes, remove them. Thanks to Eric Scott for the question resulting in the update
* Add CXX_STD = CXX11 to Makevars and Makevars.win. Replace ptr_fun by cref in smath.h. Thanks Prof Brian Ripley
* Change ncpus default to 1 to avoid an error on debian
2019-08-28
* Remove fastgrid_binomial_wrapper.cpp and fastgrid_binomial.cpp for now. They lead to check errors on CRAN. Namespace and description file also changed accordingly
* Vignette updated
2019-09-02
* Replace bind1st and bind2nd by bind in matrix.h and smath.h in the scythe library. Thanks Prof Brian Ripley
2019-09-05
* Add estimation and CI for hingequad model
* Vignette updated
* Add LIDAR data (lidar)
2019-09-15
* add argument checking for weights
* add support for offset to chngptm and plot.chngptm
* Thanks to Ryan Terrill for the questions resulting in the updates
2019-09-19
* add support for offset in fastgrid2
* implement double.hinge
2019-10-04
* implement segmented quadratic models: M1, M2, M3a, and M3b in chngptm
2019-10-15
* change how the step effect is implemented in make.chngpt.var(), from I(x>=e) to I(x>e) to be consistent with Fong et al. (2017)
* implement fastgrid2 for step
2019-10-17
* fix a bug in chngptm relate to hingequad.to.upperhingequad, which causes the lower and upper CI bounds for some models to be reversed
2019-10-29
* implement upper hinge and hinge cubic model
2019-11-09
* implement segmented cubic models
2019-11-13
* implement x4hinge and x4upperhinge models to fit LIDAR example, but grid search only
2019-11-16
* rename the higher order models
2019-11-18
* remove isupperhinge parameter and related implementations from all C functions. all c functions only implement upperhinge and related models. All hinge and related models are implemented through transformation
2019-11-21
* add support for subsampling, aka m out of n bootstrap, in fastgrid2step_gaussian
2019-11-22
* change grid.search.max default in chgnptm from 5e3 to Inf
* remove fastgrid and gridC from est.method options
* add support for weight in fastgrid2
* replace invpd with chol_solve in the C functions, the former gives weird results sometimes. See M20.cc for an example.
* refactor C code
2019-11-26
* fix a memory issue from inverting a 0-column matrix when the design matrix has 0 columns
2019-11-30
* Add a check in get.chngpts() so that we do not have the min to be the first change point
* Change direct assignment to indirect copy in _preprocess (fastgrid_helper.cc)