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gips 1.3.0

Multi-sample support

gips() now accepts a list of covariance matrices and a vector of sample sizes, enabling Bayesian model selection with a shared permutation symmetry across G independent groups:

g <- gips(list(S1, S2, S3), c(n1, n2, n3))
g_MAP <- find_MAP(g, optimizer = "BF")

Each group has its own covariance matrix Sigma_g and can have its own prior hyperparameters D_matrix_g and delta_g, but all share the same symmetry group Gamma. The MLE exists when min(n_g) >= n0. All existing single-sample usage is fully unchanged.

gips 1.2.4

Performance gain

project_matrix() is now implemented in C++ internally. Additionally, several internal calculations used by log_posteriori_of_gips() and find_MAP(optimizer = "BF") were optimized.

For Brute Force optimization:

For log_posteriori_of_gips() evaluated on 1000 random permutations of a given size:

The above tables are based on the code from Pull Request #99.

Update to functions

• find_MAP() now uses its precomputed cyclic-subgroup generators for optimizer = "BF" through perm_size = 10; Brute Force is the default through this size.
• Added caching for find_MAP(optimizer = "MH") to store computed values. This reduces computation time for the Markov chain, particularly when the acceptance rate is low.
• Improved find_MAP(optimizer = "MH") with a forced move mechanism: when the cache is full (all neighbors have been evaluated), the algorithm now makes a probabilistic move based on the cached values instead of exiting early, which improves exploration of the permutation space. See #115.
• plot.gips() now uses ggplot2 for all plot types.
• plot.gips(type = "all", "best", "both", or "n0") is now much faster for large iteration counts.
• project_matrix(): The precomputed_equal_indices parameter is no longer used and will be removed in v1.4.0.

Bugfixes:

• Documentation improvements: grammar and style corrections in roxygen comments, vignettes, and error messages.
• plot.gips(type = "n0") works properly after multiple optimizations. See #114.

gips 1.2.3

Performance gain

There was a significant speed improvement in get_structure_constants(), which is used internally by posterior calculations. For 1000 random permutations of a given size:

This change consequently improved log_posteriori_of_gips(). For 1000 random permutations of a given size:

Update to functions

• plot.gips() can get type = "n0", which will plot the change of n0 along the “MH” optimization. Handy for deciding of burn-in time;
• find_MAP(optimizer = "MH") tracks the n0 along the optimization;
• summary.gips() calculates Likelihood-Ratio test.

gips 1.2.2

Bugfixes:

• logLik.gips() will return an object of class logLik;
• Better Vignettes titles.

gips 1.2.1

Bugfix:

• One test on alternative BLAS/LAPACK has an alternative check for a singular matrix. Found by CRAN’s ATLAS test.

gips 1.2.0

New functions

• BIC.gips()
• AIC.gips()
• logLik.gips()
• as.character.gips()

Update to functions

• gips() has a new default D_matrix = mean(diag(S)) * diag(p);
• summary.gips() calculates AIC, BIC, and n_parameters (number of free parameters in the covariance matrix);
• get_probabilities_from_gips() will return a sorted vector;
• compare_posteriories_of_perms() and compare_log_posteriories_of_perms() have a new parameter digits;
• Everywhere a permutation was expected, the gips object can now be passed and interpreted as a permutation. Those are:
  • perm in gips(), project_matrix(), prepare_orthogonal_matrix(), get_structure_constants(), calculate_gamma_function();
  • perm1 and perm2 in compare_posteriories_of_perms(), compare_log_posteriories_of_perms();
  • x in gips_perm();
• plot.gips() can get type = "MLE", which is an alias for type = "heatmap";
• find_MAP(optimizer = "BF") is 3 times faster;
• find_MAP(optimizer = "BF") is default for perm_size <= 9.

Bugfixes:

• Sometimes, post_probabilities underflows to 0. This is appropriately validated now;
• NaNs should not occur in find_MAP() for D_matrix <- diag(ncol(S)) * d when 1000 < d < 1e300;
• When NaNs do occur in find_MAP(), they will throw an error (used to show a warning);
• Inf better handled in print.gips();
• print.*() functions will print \n in the end;
• Slightly different punctuation in print.gips();
• Tremendous vignettes and documentation improvements;
• Proper testing of examples;
• delta parameter of gips() has to be bigger than 1. We used to restrict it to bigger than 2;
• project_matrix() shows a warning when the non-positive-semi-definite matrix is passed as an S argument;
• project_matrix() preserves colnames() and rownames() of a matrix;
• D_matrix is checked for containing any NaN or Inf values;
• Absurdly long structure constants vectors may overflow an integer. Now we use double;
• compare_log_posteriories_of_perms() and compare_posteriories_of_perms() show an error when given two incomparable gips objects (with different parameters).

gips 1.0.0

• This is the first release of gips.

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.