backport of QR to 1.x #537
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backport of #507 --------- Co-authored-by: Mousum <mousum@spotle.ai> Co-authored-by: ayushpatnaikgit <ayushpatnaik@gmail.com> Co-authored-by: Milan Bouchet-Valat <nalimilan@club.fr> Co-authored-by: Ayush Patnaik <u6012645@anu.edu.au> Co-authored-by: harsharora21 <harsharora1337@gmail.com> Co-authored-by: Bogumił Kamiński <bkamins@sgh.waw.pl> (cherry picked from commit a8016bd)
Codecov ReportPatch coverage:
Additional details and impacted files@@ Coverage Diff @@
## v1 #537 +/- ##
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+ Coverage 87.39% 88.11% +0.72%
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Files 7 7
Lines 952 1077 +125
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+ Hits 832 949 +117
- Misses 120 128 +8
☔ View full report in Codecov by Sentry. |
Co-authored-by: Mousum Dutta <44145580+mousum-github@users.noreply.github.com>
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Is there any particular place we should look at (i.e. where you had to adapt the original PR)? |
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@nalimilan if you look at the diff excluding the first commit, then you can see things that were non obvious in the cherry-pick -- one exception (not including a local |
| @@ -79,11 +79,14 @@ Using a `CategoricalVector` constructed with `categorical` or `categorical!`: | |||
| ```jldoctest categorical | |||
| julia> using CategoricalArrays, DataFrames, GLM, StableRNGs | |||
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This is what doctest updated things to.
| @@ -139,7 +142,8 @@ function negbin(F, | |||
| regmodel = glm(F, D, NegativeBinomial(θ), args...; | |||
| dropcollinear=dropcollinear, method=method, maxiter=maxiter, | |||
| atol=atol, rtol=rtol, verbose=verbose, kwargs...) | |||
| μ = regmodel.rr.mu | |||
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| μ = _rr(regmodel).mu | |||
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Above the code seems to assume that regmodel is a TableRegressionModel, so you could just do regmodel.model.rr.mu and remove _rr.
| GLM.Link(m::GeneralizedLinearModel) = Link(m.rr) | ||
| Link(r::GlmResp) = r.link | ||
| Link(m::GeneralizedLinearModel) = Link(m.rr) | ||
| Link(m::StatsModels.TableRegressionModel{<:GeneralizedLinearModel}) = Link(m.model) |
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I'm a bit surprised that you need to add this, as usually method delegations were only done in StatsModels, for functions from StatsAPI. For example, below Distribution isn't defined for TableRegressionModel. Where is this method called from?
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They're called in the tests.
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Yeah but I wonder why we never needed this kind of definition before. I think the code was designed so that we never called functions on objects which could either be AbstractGLMs or TableRegressionModels.
Maybe this doesn't matter much as 1.x is a dead-end anyway.
| @test coef(gm1) == coef(gm2) ≈ [10, 1] | ||
| end | ||
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| @testset "formula accessor" begin |
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This accessor isn't introduced by the PR, right? Why are tests added then?
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They were part of the cherry-picked commit.
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I don't see it at https://github.com/JuliaStats/GLM.jl/pull/507/files. I think this comes from the commit which removed TableRegressionModel, which isn't relevant here.
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What's the status of this? The 1.9 release notes mention that QR is now available, but that doesn't actually seem to be the case? |
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The automatically generated release notes just indicate that a certain PR has been merged, not that it's part of the release. The QR decomposition is available on trunk, but it's not been back ported to the 1.x series. We've been putting off a 2.0 release for a few reasons, but maybe we can go ahead and release it. |
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Any reason why it's not being backported? As far as I can tell this could just be a feature release, as Cholesky would remain the default? |
from #507