NEWS file for the tram package

Changes in Version 1.2-0 (2024-11-18)

• Adding scores for discrete mtram models.

• Update mtram to internal interface changes.

• Use mltoptim also in mtram.

• Ship proper mtram vignette (so far only the rendered output was supplied).

• Make sure demos are in shape (again).

Changes in Version 1.1-2 (2024-10-02)

• Gradient check failed on Fedora noLD.

Changes in Version 1.1-1 (2024-09-27)

• Gradient check failed on MacOS.

Changes in Version 1.1-0 (2024-09-24)

• mmlt moved to mlt 1.6-0.

• New Mmlt allowing arbitrary mixes of continuous and discrete data, including exact and censored observations for the same variable; implementing three (potentially) convex approximations; allowing for non-informative missings encoded as -Inf, Inf.

• Compris now also uses the parametric likelihood for the competing risk case.

• Allow density predictions for all continuous variables (regardless of censoring in training data).

Changes in Version 1.0-5 (2024-08-17)

• Add example for Compris.

• Correct simulate.mmlt.

• Change to R\_Calloc and friends.

Changes in Version 1.0-4 (2024-05-13)

• Allow larger then needed args$w argument in mmlt.

• Fix bug in predict.mmlt.

Changes in Version 1.0-3 (2024-04-15)

• Add sequential fits to mmlt.

• Add fixed = TRUE/FALSE argument to coef.mmlt such that the whole parameter vector can be retrieved.

• Handle constraints for fixed parameters in mmlt correctly (as mlt always did).

• tram and Polr allow binary responses (and return results identical to glm with appropriate family).

Changes in Version 1.0-2 (2024-01-30)

• New demo("survtram") and demo("hcc").

• predict methods for tram and stram now offer the same type argument as mlt::predict.ctm offers.

Changes in Version 1.0-1 (2023-12-18)

• Allow shift-scale transformation models in mmlt.

• Add nonparametric log-likelihood to Compris.

Changes in Version 1.0-0 (2023-08-25)

• Improved, simplified, and generalised implementation of mmlt.

• Coxph, Colr, and BoxCox allow unbiased estimation of time-to-event distributions under dependent censoring.

• All tram models can be equipped with frailty terms.

• Fix some minor issues.

Changes in Version 0.8-2 (2023-03-28)

• Update demo stram.

Changes in Version 0.8-1 (2023-03-09)

• Add simulate.mmlt.

• Survreg didn't work with constraints, reported by Lucas Kook.

• mtram didn't deal properly with interval censoring in all cases.

• Enable stratification for shift-scale transformation models (still experimental).

• Fix S3 argument issues.

• Try to detect negative SEs.

Changes in Version 0.8-0 (2022-11-02)

• Stabilise and generalise mmlt: Alternative link functions, separate lower triangular matrix storage and computations from mmlt.

• coef(<mmlt>, type = "Sigma") and coef(<mmlt>, type = "Corr") were incorrect for more than three dimensions.

• Improved numerical stability in mtram.

Changes in Version 0.7-2 (2022-08-05)

• New location-scale functionality, see demo("stram").

• New Laplace link function.

• New cauchit link function.

Changes in Version 0.7-1 (2022-05-18)

• Minor bug fixed for shift-scale transformation models (still experimental).

• bread.tram added for sandwich to work.

• Update mtram vignette; move code to demo.

Changes in Version 0.7-0 (2022-04-01)

• Add shift-scale transformation models (experimental).

• Add methods for probabilistic indices and overlap coefficients + friends.

• Export Gradient and Hessian methods.

• Simplify score_test and profile: Use fixed instead of offset.

• Models with standardisation now available in mtram for exact continuous outcomes and link functions other than probit.

Changes in Version 0.6-4 (2022-01-14)

• Remove arguments ignored by mlt.

• Move mtram vignette code to demo as it took too long on Windows for CRAN.

Changes in Version 0.6-3 (2022-01-04)

• Deal with stratum - covariate interactions, overparameterised coefficients are constraint to zero.

Changes in Version 0.6-2 (2021-10-19)

• Make sure to use the Schur complement when computing variances in for linear transformation models in score_test and perm_test.

• Fix LaTeX problems.

Changes in Version 0.6-1 (2021-09-16)

• Add dofit argument to mmlt.

• Robustify vcov for mmlt objects.

• Add experimental score_test and perm_test methods for glm.

Changes in Version 0.6-0 (2021-03-08)

• Add simulate method.

• Enable nonparametric likelihood estimation by Polr.

• New argument sparse_nlevels to tram, requesting a model Matrix for ordered factors with at least sparse_nlevels levels.

Changes in Version 0.5-2 (2020-10-23)

• Add experimental score_test and perm_test for survival::coxph.

• Update simulation code.

Changes in Version 0.5-1 (2020-09-03)

• Robustify computation of score intervals.

• Add Spearman correlation to mmlt example.

Changes in Version 0.5-0 (2020-08-27)

• Lehmann() parameter is now labelled as proportional reverse time hazard ratio.

• Add mmlt for multivariate conditional transformation models (continuous responses only for now).

• Reproducibility material for <arxiv:1906.03151> added to package.

Changes in Version 0.4-0 (2020-05-11)

• Force support to start at time zero and constrain cumulative hazard to zero for time zero in Aareg.

Changes in Version 0.4-0 (2020-05-11)

• Add Aareg for Aalen additive hazard models.

Changes in Version 0.3-3 (2020-01-16)

• score_test generic and method added for computing score tests and corresponding confidence intervals.

• perm_test generic and method added for computing permutation score tests.

• PI converts log-odds ratios to probabilistic indices and vice versa.

Changes in Version 0.3-2 (2020-01-08)

• profile method added for computing profile likelihood confidence intervals.

• Allow additional linear inequality constraints for regression coefficients.

Changes in Version 0.3-1 (2019-11-05)

Bugfixes

• Fix problem in C header file.

• Fix problems with responses of class R, spotted by Balint Tamasi.

Changes in Version 0.3-2 (2019-12-02)

• Add new demo.

Bugfixes

• Deal with model_only in Survreg, spotted by Balint Tamasi.

Changes in Version 0.3-0 (2019-10-09)

Bugfixes

• y | s1:s2 ~ x lead to rank-deficit models, the intercept is now removed.

• Not really a bug, but time-consuming examples were removed (or replaced by static output) in package vignettes to make CRAN happy.

• as.mlt returned an object of class mlt but not mlt_fit.

New Features

• New marginally interpretable models for clustered data in mtram, see mtram vignette. This is still experimental and very rough, so please be careful.

• Compute vcov.tram via Schur complement when possible.

Changes in Version 0.2-6 (2019-06-20)

• Add regression test for count data and log_first = TRUE.

Changes in Version 0.2-5 (2019-02-25)

• tram objects are now in line with multcomp::glht, allowing post-hoc multiple comparisons.

Changes in Version 0.2-4 (2019-01-22)

• log_first = TRUE is now accepted by tram and all model functions calling tram. This is still experimental.

• Silence regression tests on Windows.

Changes in Version 0.2-3 (2018-09-17)

• New extrapolate = TRUE option for all models constraints the second derivate of the Bernstein transformation function to be zero at support. This helps to get rid of possible discontinuous densities at support.

• Add Lehmann for fitting shift transformation models those linear predictor can be interpreted as log-Lehmann-alternative.

• Add method = "loglog" to Polr.

• New update method.

Changes in Version 0.2-2 (2018-06-22)

• Use default bounds = c(0, Inf) for Surv objects (for example in Coxph.

• Update to mlt 1.0-2.

Changes in Version 0.2-1 (2018-04-20)

• Likelihood ratio tests with fixed parameters gave an error.

• Remove strata from linear predictor (experimental).

• Try to implement a better guess for the add argument later defining the axes corresponding to the response in plots.

• All models accept add and bounds arguments.

Changes in Version 0.2-0 (2018-02-25)

• tram first published on CRAN.