- Replaced functions list.as.matrixbisdim1 and list.as.array and replaced them by as.matrix and as.array (from coda package)
- Complete reshaping of section 2.5
- Introduction of components ip.nc, conv.thorough.check, thinmult.in.resetMV.temporary, check.thinmult, only.final.adapt.thin, max.prop.decr.neff, save.data in parameter control
- Introduction of components resetMV, parallelize, parallelizeInitExpr, useConjugacy, WAIC, WAIC.Nsamples, WAIC.control, APT, APT.NTemps, APT.initTemps, APT.tuneTemps, APT.thinPrintTemps, includeAllStochNodes, saveAllStochNodes, includeParentNodes, saveParentNodes and extraCalculations in parameter control.MCMC.
- Replacing updates of thin with the function update.thin
- Added component save.data in control argument, allowing to save entire data instead of summary of data.
- Added code in the call.params component of the attributes output
- Added possibility that parameter inits is a function, and further checkings for inits
- Considerably developed checkings of arguments
- Revised formula for calculating thinmult and put it in function calculate.thinmult.target
- Allowed control$convtype to be NULL - which is now the default.
- Introduction of control$conv.thorough.check and associated programmation in sections 1.4 & 2.4.1
- Changed function checking.neffs.conserved to make all kinds of neff potentially active
- Introduced component only.final.adapt.thin to control and changed the function calculate.thinmult.target and its call accordingly
- Reframed initial checking of control$time.max so that if initially NULL becomes Inf and keeping only first condition in 2.1
- Reframed the proposed number of iterations to run in 2.1 in case ! Converged & ! previously.converged (to be close to case where previously converged in case the diagnostic is close the target, using a sigmoid function) & Heidleberger replaced by Heidelberger. Added associated component ip.nc to control
- In case MCMC.language is Nimble: added set.seed (…+Nchains) before $run in 1.1 and turned the one in 2.2 to set.seed (…+Ncycles*Nchains)
- Added component resetMV in control.MCMC active in case MCMC.language is Nimble: and adapted code accordingly in section 2.2
- Implemented parallelization for Jags and Nimble as driven by the parallelize & parallelizeInitExpr components of control.MCMC (and added section 3.1)
- Added calculate=FALSE in nimbleModel commands to speed up model preparation with Nimble: see: https://groups.google.com/g/nimble-users/c/a6DFCefYfjU/m/kqUWx9UXCgAJ
- Added useConjugacy in control.MCMC and then in configureMCMC commands to speed up model preparation with Nimble if TRUE: see: https://groups.google.com/g/nimble-users/c/a6DFCefYfjU/m/kqUWx9UXCgAJ
- Removed code: require(coda) through adding more calls to coda::as.mcmc.list to link with coda library sonner - for functions such as summary, as.matrix and as.array
- In case MCMC.language is Nimble: coded of (online) WAIC and introduced associated components in control.MCMC
- In case MCMC.language is Nimble: added possibility to use NimbleAPT through new code and associated components in control.MCMC (components starting with APT)
- Added components to the final.params element of the attributes of the output: WAIC, Temps, extraResults, the various components starting by "childCPUduration"
- Added near the end: result<- coda::as.mcmc.list(lapply(result,function(x){y<-x; attributes(y)$mcpar<-c(original.atrributes$final.params$burnin,original.atrributes$final.params$burnin+original.atrributes$final.params$thin*(attributes(y)$dim[1]-1), original.atrributes$final.params$thin);y})) - to render the mcmc.list with its usual format.
- Replaced final.diags=conveff_final(result) with final.diags=conveff_final(coda::as.mcmc.list(lapply(result,function(x){coda::as.mcmc(as.matrix(x))}))) and updated thin in the last condition for final diagnostics to be OK
- To correct problems with calculus of nburnin in case index.conv==1, repaced througout: nburnin.min0+sum(numIter.samplesList[1:ifelse(converged,index.conv-1,size.samplesList)]) by: nburnin.min0+ifelse(index.conv==1&converged,0,sum(numIter.samplesList[1:ifelse(converged,index.conv-1,size.samplesList)]))
- Added lines at the end of sections 1.1 and 2.2 to make samplesList of standard format: samplesList<- coda::as.mcmc.list(lapply(samplesList,function(x){coda::as.mcmc(as.matrix(x))}))
- Added a last argument to function checking.neffs.conserved to have a different behaviour depending on whether neffs criteria are reached or not; and recoded the function accordingly: now max.prop.decr.neff is active only if neffs.reached
- Added two suggested libraries in DESCRIPTION file: nimbleAPT & parallel
- Modifications in ways samples are collected with Nimble and in 2.6 (this is actually done for it) ; associated introduction of argument thinmult.in.resetMV.temporary in control
- Turned default of showCompilerOutput to FALSE to limit printing size with Nimble.
- Redesigned calculations of CPUtime/duration: includes child processes time & also reports childCPUtime as well (which can/should be NA on Windows)
- Removed components of the attributes of the output: R.version and package.versions, replacing it by sessionInfo that conatins these info (+ extra info)
- Modification of function formatC_adapted so that it does what we ant (digits=3); otherwise was returning to the default for the second formatC
- Due to bug with Nchains=1 & rstan: replaced as.array(out) with as.array(out,drop=FALSE) in two conveff functions
- Changed way of declaring initial values in Nimble - strangely appeared undeclared so far - and, if parallelize, Jags
- Introduced component check.thinmult in control and associated code
- Various changes in printed texts
- Introduced min.Nvalues in calculation of niter to avoid having so few values after fitting that no diagnostic would be produced
- Changes in the Vignette
- Correction of a bug in the section 2.1 section of the code for the calculation of the new number of iterations: the number of iterations was too small when thin.max was reached (acknowledged with thin.max=1): replaced thin by thin.theoretical (which has been introduced at the beginning or section 2.1); replaced (index.conv-1) by ifelse(converged,index.conv-1,size.samplesList) in final calculations of durations. Otherwise, erroneous in case of non convergence..
- Made corrections regarding how control$seed was treated: (i) added the possibility that control$seed could be NULL - in which case there is no control of seeds for MCMCs; (ii) put the default to NULL instead of 1; (iii) in case length(control$seed) was 1, added set.seed(NULL) at the end to not constrain the seed of the R environment after the end of the function by the seed used in the function.
- Added neffs.reached in the final.params component of the attributes of the result; added help for final.params$converged and final.params$neffs.reached
- Allowed control.MCMC$n.adapt to also apply in case Nimble was the MCMC.language; changed the default value accordingly (so that it is in the program 1000 in case Jags is used and 0 in case Nimble is used); corrected an error in the inclusion of n.adapt in duration.MCMC.transient in case Jags is used.
- Replaced (index.conv-1) by ifelse(converged,index.conv-1,size.samplesList) in final calculations of durations. Otherwise, erroneous in case of non convergence..
- Added buildDerivs component to control.MCMC parameter.
- Changed default value for round.thinmult in parameter control to TRUE, which is more rigorous.
- Added a
NEWS.mdfile to track changes to the package. - Changed title of package - referring to 'JAGS', 'nimble' or 'greta' explicitly
- Changed function runMCMC_btadjust(): placing neff.max at the beginning, replacing neffmax by neff.max in functions scale.available.neffs & calculate.thinmult.target, adding warnings if niter.max is finite and niter.max/thin.max is greater than 3*neff.max
- Replaced niter>0 by niter>=thin in sections 2 and 2.2 in function runMCMC_btadjust(), to avoid a bug
- Slight changes to the vignette named 'runMCMCbtadjust_Presentation'