This switch means almost a 20-fold speedup (for c++ routines) when using analytical first derivatives (i.e., need to calculate "trace" terms)
Speedup comes from only calculating elements of inverse matrix (C-inverse) following the non-zero pattern determined for the Cholesky decomposition of the C matrix.
follows the SuiteSparse Matlab_Tools sparseinv by Tim Davis, but sparseinv works on LDL' factorization of C whereas I changed this to work on LL' factorization of C.
gremlinR() now uses far less RAM per iteration of the model (previously was forming the entire C-inverse)
add finite difference algorithm to obtain first derivatives of likelihood function
h) inside gremlinControl() to set the "difference" or amount to alter parameters to calculate change in log-likelihood.created a REML function inside the c++ code (reml) to calculate log-likelihood
error() in c++
now issues with matrix singularities etc. do not stop code without returning model so far
should now be possible to use update() to get "through" trouble spots
also allows for user interruptions to c++ code from terminal
Changed default parameterization so lambda transformation is no longer the default
Changed default convergence check criteria (cctol)
deltaSE() function to calculate approximate standard errors for functions of (co)variance parameters (e.g., h2, standard deviations of variances, or correlations)
this can take a formula for the function or a character expression
also allows for a list of formulas or character expressions e.g., calculate all variance components as proportions of total variance
Introduce Gcon and Rcon arguments to gremlin() for constraining parameters
Gstart and Rstart argumentssire model, we could restrain the sire variance =0.38.grSf <- gremlin(WWG11 ~ sex,
random= ~ sire,
data = Mrode11,
Gstart = list(matrix(0.38)),
Gcon = list("F"),
control = gremlinControl(lambda = FALSE))
Similar to above change (Gcon/Rcon), introduced steps to deal with parameters outside of the boundaries of their parameter space (e.g., variance < 0).
change version numbering to just 3 numbers (instead of 4)
update() function
can now continue a model where it left off or change the structure (e.g., drop a single variance component for likelihood ratio test)
Implement "step-halving" algorithm for AI updates
gremlinControl() using the step argumentgremlinControl() function for advanced changes to the way gremlin runsem, ai, and elsewhere (where relevant) in next versionmade a "modular" series of functions for setting up the model and optimizing the REML likelihood
new grMod and gremlinR classes.
grMod is the model structure for which a log-likelihood can be calculatedgremlinR class distinguishes from gremlin class in that gremlinR objects will only use R code written by the package in order to run the model. Class gremlin will execute underlying c++ code written in the package.Average Information algorithm has been vastly improved
ai() efficiently calculates the AI matrix without directly computing several matrix inverses (as previously coded)lambda and alternative parameterizations now possible and executed by the same code
lambda parameterization is the REML likelihood of the variance ratios after factoring out a residual variance from the Mixed Model Equations.lambda models).M) matrix from which the Cholesky factorization (and logDetC and tyPy calculations are made)
C) and obtain tyPy and logDetC using thisM and C, now do a solve with Cholesky of C (sLc/Lc in R/c++ code) to calculate tyPy based off Boldman and Van Vleckgremlin objects
AIC, residuals, anova, and nobssummary, print, and logLik methods as wellImproved algorithm that reduces computational resources and time! Also implemented c++ code in gremlin(), while keeping gremlinR() purely the R implementation (at least from the package writing standpoint).
Documentation has switched from filling out the .Rd files manually to providing
documentation next to the function code in the .R files using roxygen2
Congratulations, its a gremlin!