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ericbair-sciome opened this issue Jul 30, 2024 · 0 comments · Fixed by #96
Closed

Allow users to specify options for LOD imputation #70

ericbair-sciome opened this issue Jul 30, 2024 · 0 comments · Fixed by #96
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enhancement New feature or request version 1.0 Features that should be included in the initial PrestoGP release

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@ericbair-sciome
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As we discussed, we want to modify the LOD imputation code so that users can specify the number of iterations and the convergence tolerance. We should also display some intermediate output if users turn on the "verbose" option if only so that users can kill the procedure if it is taking too long.
@ericbair-sciome ericbair-sciome added enhancement New feature or request version 1.0 Features that should be included in the initial PrestoGP release labels Jul 30, 2024
sciome-bot added a commit that referenced this issue Jan 29, 2025
@sciome-bot
Pull request #70: Adaptive Lasso
bbd78f0 
Merge in STAT/prestogp from master to to-git

Squashed commit of the following:

commit 5ecff193c23747654e165b87dc855ab2c13f2880
Merge: 4b5f559 d5c2427
Author: Eric Bair <eric.bair@sciome.com>
Date:   Wed Jan 29 13:46:34 2025 -0500

    Pull request #72: Faster imputation

    # PrestoGP 0.2.0.9043 (2025-1-29)

    ## BUG FIXES

    * Imputation code has been rewritten to avoid computing the full
      covariance matrix, resulting in a huge performance improvement

    * The nntmvn package dependency has been removed to fix errors caused
      by a recent update

    * commit 'd5c24277518f3bc3a71d496f1d9afc968f8e0d8b':
      Faster imputation
      Faster imputation

commit d5c24277518f3bc3a71d496f1d9afc968f8e0d8b
Author: Eric Bair <eric.bair@sciome.com>
Date:   Wed Jan 29 10:24:57 2025 -0500

    Faster imputation

commit 1cab9af7692852cb3e8bb6505bc6d9b2251a7dbd
Author: Eric Bair <eric.bair@sciome.com>
Date:   Wed Jan 29 10:19:35 2025 -0500

    Faster imputation

commit 4b5f559603da98895d218e05d0e83746e3f6e2a3
Merge: 8ddb266 6ee742f
Author: Eric Bair <eric.bair@sciome.com>
Date:   Mon Jan 27 12:53:17 2025 -0500

    Pull request #71: Relaxed lasso

    # PrestoGP 0.2.0.9042 (2025-1-14)

    ## BREAKING CHANGES

    * The slot `lambda_1se_idx` has been removed from the `PrestoGPModel`
      superclass

    ## NEW FEATURES

    * Added the option `relax` to `prestogp_fit` to allow fitting a
      relaxed lasso model

    ## MINOR IMPROVEMENTS

    * Eliminated the type checking on the `linear_model` slot in the
      `PrestoGPModel` superclass, which will allow new types of regression
      models (e.g., relaxed lasso, SCAD, MCP)

    * commit '6ee742fb4b6553c4945345f56a2f85f337d2fbd9':
      Relaxed lasso

commit 6ee742fb4b6553c4945345f56a2f85f337d2fbd9
Author: Eric Bair <eric.bair@sciome.com>
Date:   Tue Jan 14 18:03:25 2025 -0500

    Relaxed lasso

commit 8ddb266aead77c33acb62f7bff1c29b27d41e19c
Merge: 98ce34b c405919
Author: Eric Bair <eric.bair@sciome.com>
Date:   Thu Jan 9 17:41:50 2025 -0500

    Pull request #69: Adaptive lasso

    Merge in STAT/prestogp from eb-dev to master

    * commit 'c405919b5a3e050eb89869703cca77fe671b49e9':
      Adaptive lasso

commit c405919b5a3e050eb89869703cca77fe671b49e9
Author: Eric Bair <eric.bair@sciome.com>
Date:   Tue Jan 7 12:38:43 2025 -0500

    Adaptive lasso

commit 98ce34b36b7156e4d6ecdde22a50ba749635845a
Merge: ff0e307 291bb10
Author: sciome-bot <software.tools@sciome.com>
Date:   Tue Jan 7 10:59:08 2025 -0500

    Merge branch 'main'

commit 291bb10ded0f9d21bf6a67178aed6afaa0443f28
Merge: a611fc5 4f5a781
Author: sciome-bot <software.tools@sciome.com>
Date:   Tue Jan 7 10:58:42 2025 -0500

    Merge branch 'main-sciome'

commit 4f5a781
Merge: bce459f ec91a82
Author: sciome-bot <software.tools@sciome.com>
Date:   Mon Jan 6 22:25:04 2025 -0500

    Merge branch 'main-sciome' of github-sciome:NIEHS/PrestoGP into to-git

commit ff0e3077844d006920198eab5dee639c2dd95ad2
Merge: 6b318ba db6c581
Author: Eric Bair <eric.bair@sciome.com>
Date:   Mon Jan 6 15:54:40 2025 -0500

    Pull request #67: Renamed functions and parameters, documentation fixes

    PrestoGP 0.2.0.9040 (2025-1-3)
    BREAKING CHANGES

        The function create.param.sequence has been renamed to be
        create_param_sequence for consistency with other function names
        The parameter apanasovich has been renamed common_scale
        throughout the package

    MINOR IMPROVEMENTS

        Tests were updated to reflect the new common_scale parameter and
        the create_param_sequence function
        Fixed some formatting issues in NEWS.md

    DOCUMENTATION FIXES

        The documentation for create_param_seqence was updated to clarify
        how to extract/assign scale parameters when there is more than one
        scale parameter per outcome
        The documentation for PrestoGP-Model-class and prestogp_fit has
        been updated to reflect the new common_scale parameter

    * commit 'db6c581cbc4eb30a3cf141ec85bd369a9f146184':
      Renamed functions and parameters, documentation fixes

commit db6c581cbc4eb30a3cf141ec85bd369a9f146184
Author: Eric Bair <eric.bair@sciome.com>
Date:   Fri Jan 3 13:06:56 2025 -0500

    Renamed functions and parameters, documentation fixes

commit a611fc5
Merge: 39c0ffc ec91a82
Author: {SET}group <127860447+kyle-messier@users.noreply.github.com>
Date:   Sun Dec 29 17:56:58 2024 -0500

    Merge pull request #85 from NIEHS/main-sciome

    Minor bug fixes and usability improvements

commit ec91a82
Merge: c8a7d10 fbaed19
Author: sciome-bot <software.tools@sciome.com>
Date:   Sun Dec 29 12:56:08 2024 -0500

    Merge branch 'main-sciome' of github-sciome:NIEHS/PrestoGP into to-git

commit fbaed19
Merge: 491476e b7e6887
Author: sciome-bot <software.tools@sciome.com>
Date:   Tue Dec 24 11:48:32 2024 -0500

    Merge branch 'main-sciome' of github-sciome:NIEHS/PrestoGP into to-git
sciome-bot added a commit that referenced this issue Jan 29, 2025
@sciome-bot
Pull request #70: Adaptive Lasso
16afc95 
Merge in STAT/prestogp from master to to-git

Squashed commit of the following:

commit 5ecff193c23747654e165b87dc855ab2c13f2880
Merge: 4b5f559 d5c2427
Author: Eric Bair <eric.bair@sciome.com>
Date:   Wed Jan 29 13:46:34 2025 -0500

    Pull request #72: Faster imputation

    # PrestoGP 0.2.0.9043 (2025-1-29)

    ## BUG FIXES

    * Imputation code has been rewritten to avoid computing the full
      covariance matrix, resulting in a huge performance improvement

    * The nntmvn package dependency has been removed to fix errors caused
      by a recent update

    * commit 'd5c24277518f3bc3a71d496f1d9afc968f8e0d8b':
      Faster imputation
      Faster imputation

commit d5c24277518f3bc3a71d496f1d9afc968f8e0d8b
Author: Eric Bair <eric.bair@sciome.com>
Date:   Wed Jan 29 10:24:57 2025 -0500

    Faster imputation

commit 1cab9af7692852cb3e8bb6505bc6d9b2251a7dbd
Author: Eric Bair <eric.bair@sciome.com>
Date:   Wed Jan 29 10:19:35 2025 -0500

    Faster imputation

commit 4b5f559603da98895d218e05d0e83746e3f6e2a3
Merge: 8ddb266 6ee742f
Author: Eric Bair <eric.bair@sciome.com>
Date:   Mon Jan 27 12:53:17 2025 -0500

    Pull request #71: Relaxed lasso

    # PrestoGP 0.2.0.9042 (2025-1-14)

    ## BREAKING CHANGES

    * The slot `lambda_1se_idx` has been removed from the `PrestoGPModel`
      superclass

    ## NEW FEATURES

    * Added the option `relax` to `prestogp_fit` to allow fitting a
      relaxed lasso model

    ## MINOR IMPROVEMENTS

    * Eliminated the type checking on the `linear_model` slot in the
      `PrestoGPModel` superclass, which will allow new types of regression
      models (e.g., relaxed lasso, SCAD, MCP)

    * commit '6ee742fb4b6553c4945345f56a2f85f337d2fbd9':
      Relaxed lasso

commit 6ee742fb4b6553c4945345f56a2f85f337d2fbd9
Author: Eric Bair <eric.bair@sciome.com>
Date:   Tue Jan 14 18:03:25 2025 -0500

    Relaxed lasso

commit 8ddb266aead77c33acb62f7bff1c29b27d41e19c
Merge: 98ce34b c405919
Author: Eric Bair <eric.bair@sciome.com>
Date:   Thu Jan 9 17:41:50 2025 -0500

    Pull request #69: Adaptive lasso

    Merge in STAT/prestogp from eb-dev to master

    * commit 'c405919b5a3e050eb89869703cca77fe671b49e9':
      Adaptive lasso

commit c405919b5a3e050eb89869703cca77fe671b49e9
Author: Eric Bair <eric.bair@sciome.com>
Date:   Tue Jan 7 12:38:43 2025 -0500

    Adaptive lasso

commit 98ce34b36b7156e4d6ecdde22a50ba749635845a
Merge: ff0e307 291bb10
Author: sciome-bot <software.tools@sciome.com>
Date:   Tue Jan 7 10:59:08 2025 -0500

    Merge branch 'main'

commit 291bb10ded0f9d21bf6a67178aed6afaa0443f28
Merge: a611fc5 4f5a781
Author: sciome-bot <software.tools@sciome.com>
Date:   Tue Jan 7 10:58:42 2025 -0500

    Merge branch 'main-sciome'

commit 4f5a781
Merge: bce459f ec91a82
Author: sciome-bot <software.tools@sciome.com>
Date:   Mon Jan 6 22:25:04 2025 -0500

    Merge branch 'main-sciome' of github-sciome:NIEHS/PrestoGP into to-git

commit ff0e3077844d006920198eab5dee639c2dd95ad2
Merge: 6b318ba db6c581
Author: Eric Bair <eric.bair@sciome.com>
Date:   Mon Jan 6 15:54:40 2025 -0500

    Pull request #67: Renamed functions and parameters, documentation fixes

    PrestoGP 0.2.0.9040 (2025-1-3)
    BREAKING CHANGES

        The function create.param.sequence has been renamed to be
        create_param_sequence for consistency with other function names
        The parameter apanasovich has been renamed common_scale
        throughout the package

    MINOR IMPROVEMENTS

        Tests were updated to reflect the new common_scale parameter and
        the create_param_sequence function
        Fixed some formatting issues in NEWS.md

    DOCUMENTATION FIXES

        The documentation for create_param_seqence was updated to clarify
        how to extract/assign scale parameters when there is more than one
        scale parameter per outcome
        The documentation for PrestoGP-Model-class and prestogp_fit has
        been updated to reflect the new common_scale parameter

    * commit 'db6c581cbc4eb30a3cf141ec85bd369a9f146184':
      Renamed functions and parameters, documentation fixes

commit db6c581cbc4eb30a3cf141ec85bd369a9f146184
Author: Eric Bair <eric.bair@sciome.com>
Date:   Fri Jan 3 13:06:56 2025 -0500

    Renamed functions and parameters, documentation fixes

commit a611fc5
Merge: 39c0ffc ec91a82
Author: {SET}group <127860447+kyle-messier@users.noreply.github.com>
Date:   Sun Dec 29 17:56:58 2024 -0500

    Merge pull request #85 from NIEHS/main-sciome

    Minor bug fixes and usability improvements

commit ec91a82
Merge: c8a7d10 fbaed19
Author: sciome-bot <software.tools@sciome.com>
Date:   Sun Dec 29 12:56:08 2024 -0500

    Merge branch 'main-sciome' of github-sciome:NIEHS/PrestoGP into to-git

commit fbaed19
Merge: 491476e b7e6887
Author: sciome-bot <software.tools@sciome.com>
Date:   Tue Dec 24 11:48:32 2024 -0500

    Merge branch 'main-sciome' of github-sciome:NIEHS/PrestoGP into to-git
sciome-bot added a commit that referenced this issue Mar 12, 2025
@sciome-bot
Pull request #75: Added the parameters penalty and alpha to prestogp_fit
911173f 
Merge in STAT/prestogp from master to to-git

Squashed commit of the following:

commit af4c26968736723d39542640298b5db18117f4d9
Merge: ee47067 f431661
Author: Eric Bair <eric.bair@sciome.com>
Date:   Wed Mar 12 13:09:40 2025 -0400

    Pull request #74: New penalties, bug fixes

    PrestoGP 0.2.0.9045
    BREAKING CHANGES

        Removed the relax parameter from prestogp_fit
        All glmnet-based models now use lambda.min (rather than lambda.1se) to
        choose the optimal value of lambda

    NEW FEATURES

        Added the parameter penalty to prestogp_fit to specify the type of
        penalized regression (relaxed lasso, SCAD, and MCP)
        Added the parameter alpha to prestogp_fit to change the alpha parameter
        in glmnet/ncvreg (which can be used to fit ridge regression or elastic
        net models)

    MINOR IMPROVEMENTS

        Subsampling is no longer used to calculate the initial estimates of the
        scale parameters in calc_covparams
        Fixed an issue where the C++ code displayed repeated warnings when an
        estimated submatrix was nearly numerically singular
        Many new tests were added to test the new penalties

    BUG FIXES

        Fixed an issue where initial scale parameter estimates were sometimes set
        to 0 due to subsampling
        Fixed an issue where likelihood calculations could crash if the estimated
        U matrix is numerically singular
        Fixed an issue where imputed values were not being updated properly

    * commit 'f431661669013dfc590bda1963f142f9540e18da':
      Fixed some lint issues
      New penalties, bug fixes

commit f431661669013dfc590bda1963f142f9540e18da
Author: Eric Bair <eric.bair@sciome.com>
Date:   Mon Mar 10 23:00:12 2025 -0400

    Fixed some lint issues

commit 9f7d6784110ce3abf2f5966e624091ced0edcdec
Author: Eric Bair <eric.bair@sciome.com>
Date:   Fri Mar 7 13:47:57 2025 -0500

    New penalties, bug fixes

commit ee470673474bcb9d2735b7c6224bc415168e703c
Merge: 7332bc0 9acbbc6
Author: sciome-bot <software.tools@sciome.com>
Date:   Wed Jan 29 18:06:22 2025 -0500

    Merge branch 'main-sciome'

commit 9acbbc6
Merge: 16afc95 9536801
Author: sciome-bot <software.tools@sciome.com>
Date:   Wed Jan 29 18:05:32 2025 -0500

    Merge remote-tracking branch 'sciome-git/main' into main-sciome

commit 16afc95
Author: Sciome Bot <software.tools@sciome.com>
Date:   Wed Jan 29 16:48:26 2025 -0500

    Pull request #70: Adaptive Lasso

    Merge in STAT/prestogp from master to to-git

    Squashed commit of the following:

    commit 5ecff193c23747654e165b87dc855ab2c13f2880
    Merge: 4b5f559 d5c2427
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Wed Jan 29 13:46:34 2025 -0500

        Pull request #72: Faster imputation

        # PrestoGP 0.2.0.9043 (2025-1-29)

        ## BUG FIXES

        * Imputation code has been rewritten to avoid computing the full
          covariance matrix, resulting in a huge performance improvement

        * The nntmvn package dependency has been removed to fix errors caused
          by a recent update

        * commit 'd5c24277518f3bc3a71d496f1d9afc968f8e0d8b':
          Faster imputation
          Faster imputation

    commit d5c24277518f3bc3a71d496f1d9afc968f8e0d8b
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Wed Jan 29 10:24:57 2025 -0500

        Faster imputation

    commit 1cab9af7692852cb3e8bb6505bc6d9b2251a7dbd
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Wed Jan 29 10:19:35 2025 -0500

        Faster imputation

    commit 4b5f559603da98895d218e05d0e83746e3f6e2a3
    Merge: 8ddb266 6ee742f
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Mon Jan 27 12:53:17 2025 -0500

        Pull request #71: Relaxed lasso

        # PrestoGP 0.2.0.9042 (2025-1-14)

        ## BREAKING CHANGES

        * The slot `lambda_1se_idx` has been removed from the `PrestoGPModel`
          superclass

        ## NEW FEATURES

        * Added the option `relax` to `prestogp_fit` to allow fitting a
          relaxed lasso model

        ## MINOR IMPROVEMENTS

        * Eliminated the type checking on the `linear_model` slot in the
          `PrestoGPModel` superclass, which will allow new types of regression
          models (e.g., relaxed lasso, SCAD, MCP)

        * commit '6ee742fb4b6553c4945345f56a2f85f337d2fbd9':
          Relaxed lasso

    commit 6ee742fb4b6553c4945345f56a2f85f337d2fbd9
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Tue Jan 14 18:03:25 2025 -0500

        Relaxed lasso

    commit 8ddb266aead77c33acb62f7bff1c29b27d41e19c
    Merge: 98ce34b c405919
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Thu Jan 9 17:41:50 2025 -0500

        Pull request #69: Adaptive lasso

        Merge in STAT/prestogp from eb-dev to master

        * commit 'c405919b5a3e050eb89869703cca77fe671b49e9':
          Adaptive lasso

    commit c405919b5a3e050eb89869703cca77fe671b49e9
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Tue Jan 7 12:38:43 2025 -0500

        Adaptive lasso

    commit 98ce34b36b7156e4d6ecdde22a50ba749635845a
    Merge: ff0e307 291bb10
    Author: sciome-bot <software.tools@sciome.com>
    Date:   Tue Jan 7 10:59:08 2025 -0500

        Merge branch 'main'

    commit 291bb10ded0f9d21bf6a67178aed6afaa0443f28
    Merge: a611fc5 4f5a781
    Author: sciome-bot <software.tools@sciome.com>
    Date:   Tue Jan 7 10:58:42 2025 -0500

        Merge branch 'main-sciome'

    commit 4f5a781
    Merge: bce459f ec91a82
    Author: sciome-bot <software.tools@sciome.com>
    Date:   Mon Jan 6 22:25:04 2025 -0500

        Merge branch 'main-sciome' of github-sciome:NIEHS/PrestoGP into to-git

    commit ff0e3077844d006920198eab5dee639c2dd95ad2
    Merge: 6b318ba db6c581
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Mon Jan 6 15:54:40 2025 -0500

        Pull request #67: Renamed functions and parameters, documentation fixes

        PrestoGP 0.2.0.9040 (2025-1-3)
        BREAKING CHANGES

            The function create.param.sequence has been renamed to be
            create_param_sequence for consistency with other function names
            The parameter apanasovich has been renamed common_scale
            throughout the package

        MINOR IMPROVEMENTS

            Tests were updated to reflect the new common_scale parameter and
            the create_param_sequence function
            Fixed some formatting issues in NEWS.md

        DOCUMENTATION FIXES

            The documentation for create_param_seqence was updated to clarify
            how to extract/assign scale parameters when there is more than one
            scale parameter per outcome
            The documentation for PrestoGP-Model-class and prestogp_fit has
            been updated to reflect the new common_scale parameter

        * commit 'db6c581cbc4eb30a3cf141ec85bd369a9f146184':
          Renamed functions and parameters, documentation fixes

    commit db6c581cbc4eb30a3cf141ec85bd369a9f146184
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Fri Jan 3 13:06:56 2025 -0500

        Renamed functions and parameters, documentation fixes

    commit a611fc5
    Merge: 39c0ffc ec91a82
    Author: {SET}group <127860447+kyle-messier@users.noreply.github.com>
    Date:   Sun Dec 29 17:56:58 2024 -0500

        Merge pull request #85 from NIEHS/main-sciome

        Minor bug fixes and usability improvements

    commit ec91a82
    Merge: c8a7d10 fbaed19
    Author: sciome-bot <software.tools@sciome.com>
    Date:   Sun Dec 29 12:56:08 2024 -0500

        Merge branch 'main-sciome' of github-sciome:NIEHS/PrestoGP into to-git

    commit fbaed19
    Merge: 491476e b7e6887
    Author: sciome-bot <software.tools@sciome.com>
    Date:   Tue Dec 24 11:48:32 2024 -0500

        Merge branch 'main-sciome' of github-sciome:NIEHS/PrestoGP into to-git

commit 7332bc07f3ae3abe9e1516918b7bc4d3109fce06
Merge: 5ecff19 9536801
Author: sciome-bot <software.tools@sciome.com>
Date:   Wed Jan 29 17:51:37 2025 -0500

    Merge remote-tracking branch 'sciome-git/main'

commit ea49125
Author: sciome-bot <software.tools@sciome.com>
Date:   Wed Jan 29 17:46:10 2025 -0500

    Pull request #72: Faster imputation

commit ef71f02
Merge: bbd78f0 4f5a781
Author: sciome-bot <software.tools@sciome.com>
Date:   Wed Jan 29 17:47:11 2025 -0500

    Merge remote-tracking branch 'sciome-git2/main-sciome' into to-git

commit 5ecff193c23747654e165b87dc855ab2c13f2880
Merge: 4b5f559 d5c2427
Author: Eric Bair <eric.bair@sciome.com>
Date:   Wed Jan 29 13:46:34 2025 -0500

    Pull request #72: Faster imputation

    # PrestoGP 0.2.0.9043 (2025-1-29)

    ## BUG FIXES

    * Imputation code has been rewritten to avoid computing the full
      covariance matrix, resulting in a huge performance improvement

    * The nntmvn package dependency has been removed to fix errors caused
      by a recent update

    * commit 'd5c24277518f3bc3a71d496f1d9afc968f8e0d8b':
      Faster imputation
      Faster imputation

commit d5c24277518f3bc3a71d496f1d9afc968f8e0d8b
Author: Eric Bair <eric.bair@sciome.com>
Date:   Wed Jan 29 10:24:57 2025 -0500

    Faster imputation

commit 1cab9af7692852cb3e8bb6505bc6d9b2251a7dbd
Author: Eric Bair <eric.bair@sciome.com>
Date:   Wed Jan 29 10:19:35 2025 -0500

    Faster imputation

commit 4b5f559603da98895d218e05d0e83746e3f6e2a3
Merge: 8ddb266 6ee742f
Author: Eric Bair <eric.bair@sciome.com>
Date:   Mon Jan 27 12:53:17 2025 -0500

    Pull request #71: Relaxed lasso

    # PrestoGP 0.2.0.9042 (2025-1-14)

    ## BREAKING CHANGES

    * The slot `lambda_1se_idx` has been removed from the `PrestoGPModel`
      superclass

    ## NEW FEATURES

    * Added the option `relax` to `prestogp_fit` to allow fitting a
      relaxed lasso model

    ## MINOR IMPROVEMENTS

    * Eliminated the type checking on the `linear_model` slot in the
      `PrestoGPModel` superclass, which will allow new types of regression
      models (e.g., relaxed lasso, SCAD, MCP)

    * commit '6ee742fb4b6553c4945345f56a2f85f337d2fbd9':
      Relaxed lasso

commit 6ee742fb4b6553c4945345f56a2f85f337d2fbd9
Author: Eric Bair <eric.bair@sciome.com>
Date:   Tue Jan 14 18:03:25 2025 -0500

    Relaxed lasso

commit 8ddb266aead77c33acb62f7bff1c29b27d41e19c
Merge: 98ce34b c405919
Author: Eric Bair <eric.bair@sciome.com>
Date:   Thu Jan 9 17:41:50 2025 -0500

    Pull request #69: Adaptive lasso

    Merge in STAT/prestogp from eb-dev to master

    * commit 'c405919b5a3e050eb89869703cca77fe671b49e9':
      Adaptive lasso

commit 9536801
Merge: a611fc5 4f5a781
Author: {SET}group <127860447+kyle-messier@users.noreply.github.com>
Date:   Tue Jan 7 13:53:41 2025 -0500

    Merge pull request #87 from NIEHS/main-sciome

    Renamed functions and parameters, documentation fixes

commit c405919b5a3e050eb89869703cca77fe671b49e9
Author: Eric Bair <eric.bair@sciome.com>
Date:   Tue Jan 7 12:38:43 2025 -0500

    Adaptive lasso

commit 98ce34b36b7156e4d6ecdde22a50ba749635845a
Merge: ff0e307 291bb10
Author: sciome-bot <software.tools@sciome.com>
Date:   Tue Jan 7 10:59:08 2025 -0500

    Merge branch 'main'

commit 291bb10ded0f9d21bf6a67178aed6afaa0443f28
Merge: a611fc5 4f5a781
Author: sciome-bot <software.tools@sciome.com>
Date:   Tue Jan 7 10:58:42 2025 -0500

    Merge branch 'main-sciome'

commit 4f5a781
Merge: bce459f ec91a82
Author: sciome-bot <software.tools@sciome.com>
Date:   Mon Jan 6 22:25:04 2025 -0500

    Merge branch 'main-sciome' of github-sciome:NIEHS/PrestoGP into to-git

... and 5 more commits
sciome-bot added a commit that referenced this issue Apr 29, 2025
@sciome-bot
Pull request #77: Lower LOD, imputation parameters
37aa4d8 
PrestoGP 0.2.0.9046 (2025-4-24)

BREAKING CHANGES

- The parameter lod has been renamed to be lod.upper
- The parameter max_iters has been renamed as max.iters for a consistent
naming convention

NEW FEATURES

- The prestogp_fit method now supports lower limits of detection via the
lod.lower parameter
- Additional tuning parameters can be specified for the LOD imputation
procedure, namely n.impute, eps.impute, and maxit.impute

BUG FIXES

- Added another set of fixes to avoid crashes when the estimated U matrix is
numerically singular
- Subsampling is once again used for initial scale parameter estimates for
large (>10,000 observation) data sets for computational reasons

Squashed commit of the following:

commit c83f160d4437d077204d7bbd205788852c2162ca
Merge: 9491a4b 36deb68
Author: Eric Bair <eric.bair@sciome.com>
Date:   Mon Apr 28 15:34:21 2025 -0400

    Pull request #76: Lower LOD, imputation parameters

    PrestoGP 0.2.0.9046 (2025-4-24)
    BREAKING CHANGES

        The parameter lod has been renamed to be lod.upper
        The parameter max_iters has been renamed as max.iters for a consistent
        naming convention

    NEW FEATURES

        The prestogp_fit method now supports lower limits of detection via the
        lod.lower parameter
        Additional tuning parameters can be specified for the LOD imputation
        procedure, namely n.impute, eps.impute, and maxit.impute

    BUG FIXES

        Added another set of fixes to avoid crashes when the estimated U matrix is
        numerically singular
        Subsampling is once again used for initial scale parameter estimates for
        large (>10,000 observation) data sets for computational reasons

    * commit '36deb68e1b4d6b5bf8ecae28a8ad639848779c81':
      Fixed a bug in prestogp_predict
      Lower LOD, imputation parameters

commit 36deb68e1b4d6b5bf8ecae28a8ad639848779c81
Author: Eric Bair <eric.bair@sciome.com>
Date:   Sun Apr 27 21:33:07 2025 -0400

    Fixed a bug in prestogp_predict

commit d836bc8a342677027b6f38e722258f76ac3559af
Author: Eric Bair <eric.bair@sciome.com>
Date:   Thu Apr 24 15:26:24 2025 -0400

    Lower LOD, imputation parameters

commit 9491a4bd1a22995710f4cb4f67d794337094ab28
Merge: 70d678a 0bab44a
Author: sciome-bot <software.tools@sciome.com>
Date:   Wed Mar 12 16:43:40 2025 -0400

    Merge branch 'main-sciome'

commit 0bab44a
Author: sciome-bot <software.tools@sciome.com>
Date:   Wed Mar 12 16:41:49 2025 -0400

    Update github cache to v3

commit 70d678a24761f8caab95db5f53fadae88a0793eb
Merge: af4c269 eddd969
Author: sciome-bot <software.tools@sciome.com>
Date:   Wed Mar 12 16:28:51 2025 -0400

    Merge branch 'main-sciome'

commit eddd969
Merge: 5971d2c a47f9e8
Author: sciome-bot <software.tools@sciome.com>
Date:   Wed Mar 12 16:20:24 2025 -0400

    Merge branch 'main' into main-sciome

commit 5971d2c
Author: sciome-bot <software.tools@sciome.com>
Date:   Wed Mar 12 16:14:52 2025 -0400

    Pull request #75: Added the parameters penalty and alpha to prestogp_fit

commit d2d6068
Merge: 911173f 9acbbc6
Author: sciome-bot <software.tools@sciome.com>
Date:   Wed Mar 12 16:17:24 2025 -0400

    Merge branch 'main-sciome' of sciome-bot-git:NIEHS/PrestoGP into to-git

commit af4c26968736723d39542640298b5db18117f4d9
Merge: ee47067 f431661
Author: Eric Bair <eric.bair@sciome.com>
Date:   Wed Mar 12 13:09:40 2025 -0400

    Pull request #74: New penalties, bug fixes

    PrestoGP 0.2.0.9045
    BREAKING CHANGES

        Removed the relax parameter from prestogp_fit
        All glmnet-based models now use lambda.min (rather than lambda.1se) to
        choose the optimal value of lambda

    NEW FEATURES

        Added the parameter penalty to prestogp_fit to specify the type of
        penalized regression (relaxed lasso, SCAD, and MCP)
        Added the parameter alpha to prestogp_fit to change the alpha parameter
        in glmnet/ncvreg (which can be used to fit ridge regression or elastic
        net models)

    MINOR IMPROVEMENTS

        Subsampling is no longer used to calculate the initial estimates of the
        scale parameters in calc_covparams
        Fixed an issue where the C++ code displayed repeated warnings when an
        estimated submatrix was nearly numerically singular
        Many new tests were added to test the new penalties

    BUG FIXES

        Fixed an issue where initial scale parameter estimates were sometimes set
        to 0 due to subsampling
        Fixed an issue where likelihood calculations could crash if the estimated
        U matrix is numerically singular
        Fixed an issue where imputed values were not being updated properly

    * commit 'f431661669013dfc590bda1963f142f9540e18da':
      Fixed some lint issues
      New penalties, bug fixes

commit f431661669013dfc590bda1963f142f9540e18da
Author: Eric Bair <eric.bair@sciome.com>
Date:   Mon Mar 10 23:00:12 2025 -0400

    Fixed some lint issues

commit 9f7d6784110ce3abf2f5966e624091ced0edcdec
Author: Eric Bair <eric.bair@sciome.com>
Date:   Fri Mar 7 13:47:57 2025 -0500

    New penalties, bug fixes

commit a47f9e8
Merge: 9536801 9acbbc6
Author: {SET}group <127860447+kyle-messier@users.noreply.github.com>
Date:   Wed Jan 29 20:58:36 2025 -0500

    Merge pull request #89 from NIEHS/main-sciome

    Faster imputation and Adaptive Lasso

commit ee470673474bcb9d2735b7c6224bc415168e703c
Merge: 7332bc0 9acbbc6
Author: sciome-bot <software.tools@sciome.com>
Date:   Wed Jan 29 18:06:22 2025 -0500

    Merge branch 'main-sciome'

commit 9acbbc6
Merge: 16afc95 9536801
Author: sciome-bot <software.tools@sciome.com>
Date:   Wed Jan 29 18:05:32 2025 -0500

    Merge remote-tracking branch 'sciome-git/main' into main-sciome

commit 16afc95
Author: Sciome Bot <software.tools@sciome.com>
Date:   Wed Jan 29 16:48:26 2025 -0500

    Pull request #70: Adaptive Lasso

    Merge in STAT/prestogp from master to to-git

    Squashed commit of the following:

    commit 5ecff193c23747654e165b87dc855ab2c13f2880
    Merge: 4b5f559 d5c2427
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Wed Jan 29 13:46:34 2025 -0500

        Pull request #72: Faster imputation

        # PrestoGP 0.2.0.9043 (2025-1-29)

        ## BUG FIXES

        * Imputation code has been rewritten to avoid computing the full
          covariance matrix, resulting in a huge performance improvement

        * The nntmvn package dependency has been removed to fix errors caused
          by a recent update

        * commit 'd5c24277518f3bc3a71d496f1d9afc968f8e0d8b':
          Faster imputation
          Faster imputation

    commit d5c24277518f3bc3a71d496f1d9afc968f8e0d8b
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Wed Jan 29 10:24:57 2025 -0500

        Faster imputation

    commit 1cab9af7692852cb3e8bb6505bc6d9b2251a7dbd
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Wed Jan 29 10:19:35 2025 -0500

        Faster imputation

    commit 4b5f559603da98895d218e05d0e83746e3f6e2a3
    Merge: 8ddb266 6ee742f
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Mon Jan 27 12:53:17 2025 -0500

        Pull request #71: Relaxed lasso

        # PrestoGP 0.2.0.9042 (2025-1-14)

        ## BREAKING CHANGES

        * The slot `lambda_1se_idx` has been removed from the `PrestoGPModel`
          superclass

        ## NEW FEATURES

        * Added the option `relax` to `prestogp_fit` to allow fitting a
          relaxed lasso model

        ## MINOR IMPROVEMENTS

        * Eliminated the type checking on the `linear_model` slot in the
          `PrestoGPModel` superclass, which will allow new types of regression
          models (e.g., relaxed lasso, SCAD, MCP)

        * commit '6ee742fb4b6553c4945345f56a2f85f337d2fbd9':
          Relaxed lasso

    commit 6ee742fb4b6553c4945345f56a2f85f337d2fbd9
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Tue Jan 14 18:03:25 2025 -0500

        Relaxed lasso

    commit 8ddb266aead77c33acb62f7bff1c29b27d41e19c
    Merge: 98ce34b c405919
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Thu Jan 9 17:41:50 2025 -0500

        Pull request #69: Adaptive lasso

        Merge in STAT/prestogp from eb-dev to master

        * commit 'c405919b5a3e050eb89869703cca77fe671b49e9':
          Adaptive lasso

    commit c405919b5a3e050eb89869703cca77fe671b49e9
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Tue Jan 7 12:38:43 2025 -0500

        Adaptive lasso

    commit 98ce34b36b7156e4d6ecdde22a50ba749635845a
    Merge: ff0e307 291bb10
    Author: sciome-bot <software.tools@sciome.com>
    Date:   Tue Jan 7 10:59:08 2025 -0500

        Merge branch 'main'

    commit 291bb10ded0f9d21bf6a67178aed6afaa0443f28
    Merge: a611fc5 4f5a781
    Author: sciome-bot <software.tools@sciome.com>
    Date:   Tue Jan 7 10:58:42 2025 -0500

        Merge branch 'main-sciome'

    commit 4f5a781
    Merge: bce459f ec91a82
    Author: sciome-bot <software.tools@sciome.com>
    Date:   Mon Jan 6 22:25:04 2025 -0500

        Merge branch 'main-sciome' of github-sciome:NIEHS/PrestoGP into to-git

    commit ff0e3077844d006920198eab5dee639c2dd95ad2
    Merge: 6b318ba db6c581
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Mon Jan 6 15:54:40 2025 -0500

        Pull request #67: Renamed functions and parameters, documentation fixes

        PrestoGP 0.2.0.9040 (2025-1-3)
        BREAKING CHANGES

            The function create.param.sequence has been renamed to be
            create_param_sequence for consistency with other function names
            The parameter apanasovich has been renamed common_scale
            throughout the package

        MINOR IMPROVEMENTS

            Tests were updated to reflect the new common_scale parameter and
            the create_param_sequence function
            Fixed some formatting issues in NEWS.md

        DOCUMENTATION FIXES

            The documentation for create_param_seqence was updated to clarify
            how to extract/assign scale parameters when there is more than one
            scale parameter per outcome
            The documentation for PrestoGP-Model-class and prestogp_fit has
            been updated to reflect the new common_scale parameter

        * commit 'db6c581cbc4eb30a3cf141ec85bd369a9f146184':
          Renamed functions and parameters, documentation fixes

    commit db6c581cbc4eb30a3cf141ec85bd369a9f146184
    Author: Eric Bair <eric.bair@sciome.com>
    Date:   Fri Jan 3 13:06:56 2025 -0500

        Renamed functions and parameters, documentation fixes

    commit a611fc5
    Merge: 39c0ffc ec91a82
    Author: {SET}group <127860447+kyle-messier@users.noreply.github.com>
    Date:   Sun Dec 29 17:56:58 2024 -0500

        Merge pull request #85 from NIEHS/main-sciome

        Minor bug fixes and usability improvements

    commit ec91a82
    Merge: c8a7d10 fbaed19
    Author: sciome-bot <software.tools@sciome.com>
    Date:   Sun Dec 29 12:56:08 2024 -0500

        Merge branch 'main-sciome' of github-sciome:NIEHS/PrestoGP into to-git

    commit fbaed19
    Merge: 491476e b7e6887
    Author: sciome-bot <software.tools@sciome.com>
    Date:   Tue Dec 24 11:48:32 2024 -0500

        Merge branch 'main-sciome' of github-sciome:NIEHS/PrestoGP into to-git

commit 7332bc07f3ae3abe9e1516918b7bc4d3109fce06
Merge: 5ecff19 9536801
Author: sciome-bot <software.tools@sciome.com>
Date:   Wed Jan 29 17:51:37 2025 -0500

    Merge remote-tracking branch 'sciome-git/main'

commit ea49125
Author: sciome-bot <software.tools@sciome.com>
Date:   Wed Jan 29 17:46:10 2025 -0500

    Pull request #72: Faster imputation

commit ef71f02
Merge: bbd78f0 4f5a781
Author: sciome-bot <software.tools@sciome.com>
Date:   Wed Jan 29 17:47:11 2025 -0500

    Merge remote-tracking branch 'sciome-git2/main-sciome' into to-git

commit 5ecff193c23747654e165b87dc855ab2c13f2880
Merge: 4b5f559 d5c2427
Author: Eric Bair <eric.bair@sciome.com>
Date:   Wed Jan 29 13:46:34 2025 -0500

    Pull request #72: Faster imputation

    # PrestoGP 0.2.0.9043 (2025-1-29)

    ## BUG FIXES

    * Imputation code has been rewritten to avoid computing the full
      covariance matrix, resulting in a huge performance improvement

    * The nntmvn package dependency has been removed to fix errors caused
      by a recent update

    * commit 'd5c24277518f3bc3a71d496f1d9afc968f8e0d8b':
      Faster imputation
      Faster imputation

... and 15 more commits
@ericbair-sciome ericbair-sciome linked a pull request Apr 29, 2025 that will close this issue
PrestoGP 0.2.0.9046 - Lower LOD, imputation parameters #96
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PrestoGP 0.2.0.9046 - Lower LOD, imputation parameters NIEHS/PrestoGP
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