NEWS (original) (raw)
TRES 1.1.5
Major changes
- Revise the help documentation for the function
OptStiefelGBB.R
. - The Journal of Statistical Software paper accompanying this package has been published.
TRES 1.1.4
Major changes
- We change the title from
Tensor Regression with Envelope Structure and Three Generic Envelope Estimation Approaches'' to
Tensor Regression with Envelope Structure’’.
Minor change
- Revert
res <- kroncov(En)
tores <- try(kroncov(En))
in functionTRR.fit
, which is forgotten to be reverted in last version.
TRES 1.1.3
Major changes
- Replace the
base::norm(x, 'F')
function withsqrt(sum(x^2))
for some matrixx
. - In the
Data
segment of the printout of thetensor
object, instead of just the first few elements, the summarized results of all elements are printed.
Minor changes
- Add more output information returned from
OptManiMulitBallGBB()
to the output ofballGBB1D()
.
TRES 1.1.2
Major changes
- Renaming:
TRR_sim -> TRRsim; TPR_sim -> TPRsim; TensEnv_dim -> TRRdim; ballGBB1D_bic -> oneD_bic; TensPLS_cv2d3d -> TPRdim; OptimballGBB1D -> OptM1D; EnvMU -> simplsMU
- Deprecate:
plot.Tenv
:- Correct the direction of y axis. The coordinates of x and y increase from left to right, top to bottom;
- Add arguments
xlab = ""
,ylab = ""
,axes = TRUE
,ask = TRUE
, remove argumentsxticks
,yticks
.axes
is a logical value specifying whether the axes should be drawn. Ifask = TRUE
, user is prompted before the second plot is shown (if exists).
ECD, simplsMU, manifold1D, manifoldFG, OptM1D, OptMFG
: Change optional arguments likemaxiter
,tol
, to three dots...
fun1D, get_ini1D, ballGBB1D, OptManiMulitBallGBB
: Collected into file “1Dfunction.R”. Help documentation are no longer supported.MenvU_sim
: An optionwishart = FALSE
is provided to return the population matricesM
andU
. Other argument likejitter
is also provided which adds an scaler matrix toM
to ensures it positive-definiteness.PMSE
: Calculates the prediction and mean squared error for both TRR and TPR models.kroncov
: Add convergence criteriontol
and the maximal iterationmaxiter
.
Minor changes
OptStiefelGBB
: Hideout
from the output.manifoldFG
: Set default value forGamma_init
.ttt.R
: Change argumentsX,Y
tox,y
.oneD_bic
: Add the estimated envelope basisGamma
to the output.TRRdim
: Output the mean squared error using the selected envelope basis.TRRdim, oneD_bic
: ArgumentmultiD
is changed toC
to comply with the paper Zhang X, Mai Q (2018). “Model-Free Envelope Dimension Selection.” Electronic Journal of Statistics.
New functions
OptMFG
: New FG optimization function encapsulating the core functionOptStiefelGBB
.show
: overloadsshow
in packagerTensor
. With the overloadedshow
, only the first 6 elements of tensor is printed out.
Bugs
- In documentation of
subspace()
, the formula of subspace distance should be ||P_{A} - P_{B}||_F/√{2d}. - Fix bat dataset where
x
was not binary.
TRES 1.1.1
Major changes
- Lists or environments data structures are also acceptable as a whole in
TRR.fit()
andTPR.fit()
. They can be passed to argumentx
. - Since the variance-covariance matrix is not available for
Tenv
class object, we remove S3 methodsvcov.Tenv()
. Use functionstd_err()
if the standard error for the tensor coefficient fromTRR.fit()
is desired. - Improved the computation efficiency by adopting cholesky decomposition in matrix inversion and the calculation of the square root of a matrix.
- Add a real data set
EEG
. Refer to R help documentation for more details - Add a new feature to
predict.Tenv()
: if the argumentnewdata
is missing, the fitted values from the fitted model is returned.
Minor changes
- Change arguments
Xn
andYn
in all functions tox
andy
in accordance with other popular functions, e.g.,lm()
,glm()
, etc. plot.Tenv()
: Change the name of argumentthrd
tolevel
.kroncov
: DataTn
is centered before the estimation.
TRES 1.1.0
Small changes
- Add some references in Description field in file DESCRIPTION
- Fix the document of
summary.Tenv
. - Remove the parameter
ask
in plot.Tenv. - Add envelope basis
Gamma
list intobat
andsquare
datasets. - Change the names of some parameters, like
bic_max
tomaxdim
inTensEnv_dim
,max_iter
tomaxiter
inmanifold1D
,epsilon
totol
inECD
,G_ini
toGamma_init
inmanifoldFG
,G_hat
toGamma
inmanifoldFG
,Yhat
topred
inPMSE
. - Rename
TRR
,TPR
asTRR.fit
,TPR,fit
.
S3 methods
print.Tenv
: Prints the call, coefficients fromTPR
andTRR
, make the output more concise.print.summary.Tenv
: Print call, dimensions of X, Y, sample size, mse, the coefficient and p_value. (invoked implicitly when there is no assignment ofsummary.Tenv
).
TRES 1.0.0
Major changes
- Switch the arguments
Xn
andYn
in functions:TensEnv_dim
,TensPLS_cv2d3d
,Tenv
,Tenv_Pval
,TPR
andTRR
. - Removed package
mvtnorm
inDESCRIPTION
, it is not used in the package. - Move all the packages in
Depends
inDESCRIPTION
toImports
except forManifoldOptim
. - Add examples to some functions:
PMSE
,TensEnv_dim
,TensPLS_cv2d3d
,Tenv_Pval
. - Add simulated data “bat” and “square” with which users can quickly verify the functions in the package.
# Usage
> data("bat")
> data("square")
TPR
,TRR
:- Change the output names of some functions. E.g.,
Bhat
in the object returned fromTPR
andTRR
is renamed ascoefficients
. - Append
fitted.values
andresiduals
into the output. - More robust to the input type:
Yn
can be vector or matrix andXn
can be matrix, array or tensor forTPR
,Xn
can be vector or matrix andYn
can be matrix, array or tensor forTRR
. - Incorporate
FG_TRR
andFG_TPR
intoTRR
andTPR
. Add one more option formethod
, “FG”. Also add argumentGamma_init
for “FG” method.
- Change the output names of some functions. E.g.,
Tenv_Pval
: Change the data type of outputs from array to tensor. Change the namese_mat
tose
.PMSE
: RewritePMSE
.Xn
can be matrix, array or tensor,Yn
can be vector or matrix, andBhat
can be vector, matrix, array or tensor as long as the dimensions match the ones ofXn
andYn
.TRR_sim
,TPR_sim
: Add two simulation functions to generate data used in TRR and TPR which can help user quickly test the functions.
S3 methods
Construct S3 object for TRR
and TPR
withclass
attribute “Tenv”
> data("bat")
> fit <- TRR(bat$Xn, bat$Yn, method = "standard")
> class(fit)
> [1] "Tenv"
predict.Tenv
: Make predictions of new data.summary.Tenv
: Append dimensions of X,Y, sample size, mse, p_val and s.e. to the output object fromTPR
andTRR
.plot.Tenv
: Draw the plot of coefficients fromTRR
andTPR
, and draw p_val plot fromTRR
.vcov.Tenv
: No covariance for coefficients. But forTRR
, we print the standard error for coefficients.fitted.default
: Calculates the fitted Y forTPR
andTRR
separately.residuals.default
: Calculate Y minus fitted Y forTPR
andTRR
coef.default
: Print the coefficients forTPR
andTRR
.
Deprecated functions
FG_TPR
,FG_TRR
> Help pages for deprecated functions are available athelp("TRES-deprecated")
.
Bug fixed
- Default value
u=NULL
forTPR
andTRR
. - Default value
maxdim=10
andnfold=5
forTensPLS_cv2d3d
PMSE
: now accept tensorXn