Releases: jenfb/bkmr
bkmr 0.2.1
Bug fixes
-
allowable values for starting parameter for
r[m]
parameters updated as follows-
no longer truncated to a single value (when
varsel = FALSE
andrmethod = "varying"
) -
can be equal to 0 (when
varsel = TRUE
)
-
-
Error no longer generated if starting values for h.hat are not positive
-
When checking class of an object, use
inherits()
instead ofclass()
bkmr 0.2.0
Major changes
-
Added ability to have binomial outcome
family
by implementing probit regression withinkmbayes()
-
Changed default settings of
kmbayes()
to speed up computation, by removing computation of the subject-specific effectsh[i]
, as this is not always desired and greatly slows down model fitting-
This could still be done by setting the option
est.h = TRUE
in thekmbayes
function -
posterior samples of
h[i]
can now be obtained via the post-processingSamplePred
function; alternatively, posterior summaries (mean, variance) can be obtained via the post-processingComputePostmeanHnew
function
-
-
Added ability to use exact estimates of the posterior mean and variance by specifying the argument
method = 'exact'
within the post-processing functions (e.g.,OverallRiskSummaries()
,PredictorResponseUnivar()
)
Bug fixes
- Fixed
PredictorResponseBivarLevels()
when argumentboth_pairs = TRUE
(#4)
Intial CRAN release
Provides initial functionality for:
- fitting the BKMR model using the main
kmbayes
function - post-processing functions to visualize cross-sections of the exposure-response function
- post-processing functions to generate summary statisitics of the exposure-response function
Implementations of BKMR via the main kmbayes
function:
- normally distributed (Gaussian) outcome data
- Gaussian kernel function
- model fitting with or without variable selection
- allows for component-wise or hierarchical (grouped) variable selection
- can include a random intercept in the model
- can use a Gaussian predictive process to speed up the computation (after supplying a matrix of knots)