fix: improve convergence speed and robustness in EM estimation (#1)#2
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TianzhuQin wants to merge 6 commits into
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fix: improve convergence speed and robustness in EM estimation (#1)#2TianzhuQin wants to merge 6 commits into
TianzhuQin wants to merge 6 commits into
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Add gsynth callout tip, link gsynth/panelView user manuals, fix table alignment and minor formatting. Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
- Add warm-start CV loop reusing fitted values across r/lambda candidates - Preserve burn-in progress in weighted IFE estimation (remove Y0 reset) - Add multi-start initialization via perturbedFit() and n.init parameter - Add convergence diagnostics: converged flag in C++ + R-level warning - Update man/fect.Rd for n.init parameter, add rnorm to NAMESPACE All 586 existing tests pass. Default behavior (n.init=1) is numerically identical to previous version. Fixes #1
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
…reps) Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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Summary
Fixes #1 — convergence speed and robustness improvements for the EM-based estimation pipeline.
Changes
R/cv.R): Reuses fitted values from previous r/lambda candidate as starting pointsrc/ife_sub.cpp): Retains converged burn-in solution instead of resetting to Y0R/support.R,R/cv.R,R/default.R): Newn.initparameter for robustnesssrc/ife_sub.cpp,src/ife.cpp,R/cv.R,R/fe.R):convergedflag + R-level warningBackward Compatibility
Default behavior (
n.init = 1) is numerically identical to previous version.Validation
Generated by StatsClaw automated workflow.