A collection of algorithms and functions to aid statistical modeling. Includes growth curve comparisons, limiting dilution analysis (aka ELDA), mixed linear models, heteroscedastic regression, inverse-Gaussian probability calculations, Gauss quadrature and a secure convergence algorithm for nonlinear models. Includes advanced generalized linear model functions that implement secure convergence, dispersion modeling and Tweedie power-law families.
16 June 2017: statmod 1.4.30
27 February 2017: statmod 1.4.29
26 February 2017: statmod 1.4.28
R_registerRoutines is now used to register the Fortran subroutine gaussq2.
pinvgauss() and qinvgauss() now use a gamma approximation when the coefficient of variation is very small.
17 December 2016: statmod 1.4.27
28 August 2016: statmod 1.4.26
5 August 2016: statmod 1.4.25
Add CITATION file.
pinvgauss() now uses an asymptotic approximation to compute right tail probabilities for extreme large quantiles. This allows it to give correct right tail probabilities for virtually any quantile.
Fix to qinvgauss() to avoid NA values when computing extreme tail quantiles where the inverse Gaussian density is subject to floating underflow.
Bug fix to qresiduals() and qresid.invgauss() for the inverse Guassian distribution.
2 February 2016: statmod 1.4.24
speedup for rinvgauss() by replacing rchisq() with rnorm() and rbinom() with runif().
speedup for qinvgauss() by using qgamma as starting approximation for very small right tail probabilities, and inverse chisq as starting approximation for very small left tail probabilities.
qinvgauss() now computes Newton step using log probabilities and a Taylor series expansion for small steps. This improves accuracy in extreme cases. The stopping criterion for the Newton iteration has been revised.
Bug fix to dinvgauss(), pinvgauss() and qinvgauss() which were not preserving attributes of the first argument.
30 December 2015: statmod 1.4.23
qinvgauss() has been improved to return best achievable machine accuracy. It now checks for backtracking of the Newton iteration.
dinvgauss() and pinvgauss() now check for a wider range of special cases. This allows them to give valid results in some cases for infinite or missing parameter values and for x outside the support of the distribution.
26 October 2015: statmod 1.4.22
30 March 2015: statmod 1.4.21
qinvgauss() now treats input arguments of different lengths or NA parameter values more carefully.
elda() now gracefully removes structural zeros, i.e., rows where the number of cells or the number of assays is zero.
S3 print and plot methods for "limdil" class now registered.
Use of require("tweedie") in the qres.tweedie() code replaced by requireNameSpace("tweedie").
31 May 2014: statmod 1.4.20
Considerable work on the inverse Gaussian functions dinvgauss(), pinvgauss(), qinvgauss() and rinvgauss(). The parameter arguments are changed to mean, shape and dispersion instead of mu and lambda. The functions now include arguments lower.tail and log.p, meaning that right-tailed probabilities can be used and probabilities can be specified on the log-scale. Good numerical precision is maintained in these cases. The functions now respect attributes, so that a matrix argument for example will produce a matrix result. Checking is now done for missing values and invalid parameter values on an element-wise basis. A technical report has been written to describe the methodology behind qinvgauss().
Change to qresid.invgauss() to compute extreme tail residuals accurately. (This introduced a bug that was fixed in version 1.4.25.)
This file has been renamed to NEWS instead of changelog.txt.
The introductory help page previously called 1.Introduction is now named statmod-package.
13 April 2014: statmod 1.4.19
qinvgauss() now uses a globally convergent Newton iteration, which produces accurate values for a greater range of parameter values.
glmnb.fit() now supports weights.
27 September 2013: statmod 1.4.18
Update reference for permp().
bug fix to elda() so that it returns NA for the tests instead of giving an error when the Fisher information for the slope isNA.
Exact roles of authors specified in DESCRIPTION file.
All usage lines in help files wrapped at 90 characters to ensure that code is not truncated in pdf manual.
30 January 2013: statmod 1.4.17
new function eldaOneGroup() to conduct limiting dilution analysis when there is only one treatment group. This function implements a globally convergent Newton iteration to avoid occasional problems with lack of convergence of the usual glm calculations.
elda() (aka limdil) now call eldaOneGroup() to get confidence intervals and score tests. This improves the numerical reliability of the function.
more detail added to the elda() help page about the interpretations of the goodness of fit tests.
new function forward() for forward selection in multiple regression with an unlimited number of candidate covariates.
license upgraded to GPL from LGPL.
28 September 2012: statmod 1.4.16
gauss.quad() and gauss.quad.prob() now use Fortran to solve tridiagonal eigenvalue problem, with considerable gain in speed. Updates to references for the same two functions.
Formatting of gauss.quad test output to ensure agreement between Unix and Windows.
mixedModel2 test code no longer prints REML residuals, because these are not reproducible between Windows and Unix.
6 August 2012: statmod 1.4.15
improvements to glmnb.fit() to make it more numerically robust.
use of lgamma() in gauss.quad() to avoid floating overflows with kind="jacobi".
19 November 2011: statmod 1.4.14
25 October 2011: statmod 1.4.13
18 October 2011: statmod 1.4.12
glmnb.fit() now accepts vector dispersion argument.
change to residual returned by tweedie glms when var.power=2 and y==0. In this case the theoretical residual is -Inf. The value returned by the tweedie family is finite, but smaller than previous.
29 June 2011: statmod 1.4.11
21 April 2011: statmod 1.4.10
9 March 2011: statmod 1.4.9
bug fix to glmnb.fit().
bug correction to sage.test() when library sizes are equal. The p-values returned change slightly.
3 November 2010: statmod 1.4.8
28 May 2010: statmod 1.4.7
19 April 2010: statmod 1.4.6
16 April 2010: statmod 1.4.5
30 March 2010: statmod 1.4.4
18 February 2010: statmod 1.4.3
5 January 2010: statmod 1.4.2
29 Sep 2009: statmod 1.4.1
6 May 2009: statmod 1.4.0
18 November 2008: statmod 1.3.8
20 July 2008: statmod 1.3.7
07 April 2008: statmod 1.3.6
24 March 2008: statmod 1.3.5
11 February 2008: statmod 1.3.4
12 January 2008: statmod 1.3.3
24 September 2007: statmod 1.3.1
15 October 2006: statmod 1.3.0
4 January 2006: statmod 1.2.4
12 December 2005: statmod 1.2.3
20 October 2005: statmod 1.2.2
4 July 2005: statmod 1.2.1
22 June 2005: statmod 1.2.0
14 June 2005: statmod 1.1.1
5 Oct 2004: statmod 1.1.0
27 Sep 2004: statmod 1.0.8
19 Sep 2004: statmod 1.0.7
20 Mar 2004: statmod 1.0.6
11 Feb 2004: statmod 1.0.5
10 Feb 2004: statmod 1.0.4
6 Jan 2004: statmod 1.0.3