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Current development version

New features

• New method shapeConstr to build constraint matrices for shape-constrained splines. Currently works with classes ns, bs (from package splines), ps and onebasis (from dlnm). Also includes a default method for more general bases.
• New function zerosumConstr for constraint matrices for a zero sum such as used in compositional regression for instance.
• New function edf to compute observed and expected degrees of freedom for a fitted cirls object.
• Method logLik.cirls for AIC and BIC computation.
• New function uncons to return the unconstrained model.
• Constraints can now be passed as a formula through a new argument called constr.
• New function buildCmat to build a constraint matrix using a model frame and a list of matrices or constraint formula (or both).

Changes

• Changed the default QP solver to quadprog after some expriments.
• Added the argument complete in inferential functions, to allow keeping or discarding aliased coefficients. Same interpretation as in vcov.lm.
• vcov now allows returning the usual variance-covariance returned by vcov.glm when trunc = FALSE.
• simu_coef renamed as simulCoef and now includes an argument to set the seed.
• check_cmat has been renamed checkCmat. It also now returns logical vectors instead of vectors of indices
• Now the Cmat, lb and ub used are not returned in the control object from the result of glm with cirls.fit.
• Now lb and ub can be passed by term.
• The element aic of a fitted cirls object is penalised by the number of active constraints.

Bug fixes

• Fixed issue with R matrix when there was less observations than variables.
• Fixed error from solve.QP when there are large values in the response.
• Now checkCmat also checks if there are “zero” constraints.
• Fixed a bug in simulCoef. Now includes a switch to simulate under the constrained or unconstrained model.
• simulCoef returns a NA matrix with a warning in the case of a saturated model.

0.3.0

New features

• Added check_cmat and coef_simu to the list of exported functions as they can be useful for specific use cases.
• Added full documentation.

Bug fixes

• In check_cmat, removed the call to limSolve::nnls() to be replaced by coneproj::coneB (also a NNLS solver) to reduce the number of dependencies.

0.2.1

New features

• Initialization of a short documentation for several functions.

Bug fixes

• cirls.control now checks for constraint matrix irreducibility.
• cirls.control is now exported.
• changed the function to determine redundant constraints in check_cmat
• No warning message on row rank of Cmat anymore
• Cmat is now checked only when there are more than one row

0.2.0

New features

• Method vcov for cirls to compute corrected covariance matrices
• Method confint for cirls to compute feasible confidence intervals
• Added several QP solvers: quadprog (the original one), osqp and coneproj.

Changes

• A warning is now displayed when Cmat is not of full row rank
• vcov and confint return NA matrices if Cmat is not of full row rank
• Changed residual df computation to account for active constraints
• Replaced bvec by lb (lower bound) and ub (upper bound). Allows equality constraints.
• Added cirls class to glm output

Bug fixes

• cirls.fit has the same behaviour as glm.fit when model is singular: fill with NAs

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.