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QR decomposition method in GLM.#507

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andreasnoack merged 142 commits intoJuliaStats:masterJuliaStats/GLM.jl:masterfrom xKDR:lm-qrxKDR/GLM.jl:lm-qrCopy head branch name to clipboardMay 4, 2023

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Commits on Apr 12, 2022

• PowerLink refers to a class of techniques that use a power function

  

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Commits on Apr 13, 2022

• added a few more testcases

  

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Commits on Apr 15, 2022

• Fixing doctests for PowerLink

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• Making subheading smaller than heading.

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Commits on Apr 16, 2022

• Merge pull request #1 from xKDR/powerlink

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• Rounding off a test case result to 2 digits

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• adding Optim dependancy to docs

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• No need to have optim as a dependancy for the entire package. Only need it for the docs

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• Rounding off GLM.linkinv(PowerLink(-1), 10) and GLM.linkinv(PowerLink(-2), 10 to 2 digits

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• Rounding off GLM.mueta(PowerLink(-1), 10) to make the test work on Julia Nightly

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Commits on Apr 17, 2022

• Using inexact equality comparison instead of rounding.

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Commits on Apr 18, 2022

• Apply suggestions from code review

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• Adding the missing comma.

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• Follwing alphabetical order in references

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• Adding suggested changes by nalimilan

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• replaced isapprox function by ≈ symbol whereever possible, added few more metrics to test, also replaced all = by ≈ for real numbers

  

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Commits on Apr 19, 2022

• Update src/glmfit.jl

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Commits on Apr 20, 2022

• updated test cases, added a few more metrics to check, move link member after d (distribution) and changed in corresponding constructor, remove updateμ! function for PowerLink and modified general …

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• Rephrased the description of PowerLink

  

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Commits on Apr 22, 2022

• Merge branch 'JuliaStats:master' into master

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• Update docs/src/examples.md

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Commits on Apr 24, 2022

• Removed GLM.Link(mm::AbstractGLM) = mm.l, redefine defination of PowerLink and updated test cases

  

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• Merge branch 'master' of https://github.com/xKDR/GLM.jl

  

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Commits on May 6, 2022

• update test case

  

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Commits on May 20, 2022

• Update src/glmtools.jl

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• changed the inverselink function for PowerLink as suggested in PR

  

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Commits on Jun 28, 2022

• Merge branch 'JuliaStats:master' into master

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Commits on Jul 14, 2022

• Add files via upload

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Commits on Aug 21, 2022

• added qrpred

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• use qrpred instead of cholpred

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• removed tests which use chol

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Commits on Aug 23, 2022

• added qr decomp with weights

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Commits on Aug 24, 2022

• added dropcollinear for qr decomp

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Commits on Oct 3, 2022

• added pivot cholesky for pivot qr

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Commits on Oct 9, 2022

• added dof for qr

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• added chol for qr

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Commits on Oct 11, 2022

• updated test cases related to QR method

  

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• added float conversion

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• fixed test

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Commits on Oct 14, 2022

• updated QR decompositions

  

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Commits on Oct 18, 2022

• removed redundant functions

  

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Commits on Oct 23, 2022

• Merge branch 'JuliaStats:master' into master

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• merge latest with lm-qr

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Commits on Oct 27, 2022

• updating documention

  

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Commits on Oct 28, 2022

• fixed bug

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• refactored DensePredQR constructor

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• changed DensePredQR constructor to take Abstract types

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Commits on Oct 29, 2022

• removed unused functions

  

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• removed unused functions

  

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• updated doc string

  

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• conditional pivoting in QR

  

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• conditional QR pivoting

  

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• updated example of Lineam model with QR decomposotion

  

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Commits on Nov 4, 2022

• removed nasty.csv file and commented code

  

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Commits on Nov 14, 2022

• Update src/GLM.jl

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• Update src/linpred.jl

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Commits on Nov 15, 2022

• some changes suggested by @nalimilan

  

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• Changed pivoted_qr to pivoted_qr!

  

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• Changed :stable to :qr and :fast to cholesky

  

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Commits on Nov 22, 2022

• Changed in predict function in lm for qr method, also added some testcases

  

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Commits on Nov 24, 2022

• re arranged all tests related to linear models (Cholesky and QR

  

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Commits on Dec 8, 2022

• Merge branch 'JuliaStats:master' into master

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• Merge remote-tracking branch 'origin/master' into lm-qr

  

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• An intermidiate commit after merging with master branch

  

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• An intermidiate commit after merging with master branch

  

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• without predict with qr test case. need to re-write predict function in lm

  

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• updated example.md file

  

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Commits on Dec 9, 2022

• Added test cases with predictions for QR method

  

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• Removed some comments

  

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• removed comments, replace Rsub\I by inv(Rsub)

  

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Commits on Jan 4, 2023

• updated test cases, qrpred method

  

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• removed extra lines in lm file

  

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• updated predict! function in lm in compact form

  

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• Optimizing the performnce for full rank matrix

  

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Commits on Jan 13, 2023

• changed outer constructor to inner

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Commits on Jan 28, 2023

• Incorporated QR decomposition method in glm related functions

  

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• NegativeBinomial Parameter estimation test is failing in a few system. Trying a different minstepfac value

  

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• NegativeBinomial Parameter estimation test is failing in a few system. Trying another smaller different minstepfac value

  

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• NegativeBinomial Parameter estimation test is failing in a few systemse

  

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• added one more example to show when QR method works better

  

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Commits on Jan 29, 2023

• update for doc test failure

  

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• Fixing doc test

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• Fixing for doc test failure

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Commits on Mar 27, 2023

• updated example for :qr method

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Commits on Apr 5, 2023

• Updated example for QR decomposition

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• Updated example for QR decomposition

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• Updated example for QR decomposition

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• Updated instead of generic error

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• Trying to resolve the conflict

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Commits on Apr 7, 2023

• Merge branch 'master' into lm-qr

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Commits on Apr 9, 2023

• Updated example to show QR performs better

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Commits on Apr 13, 2023

• Updated test cases. Test cases with cholesky and qr methods are written in compact form

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• Updated test case due to different pivot in different systems

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• replaced equality check to egality check in glmfit

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Commits on Apr 20, 2023

• updated example and added doctest

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• updated example without doctest

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• Avoiding multiple copyies of design matrix

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Commits on Apr 24, 2023

• added one more example in qr vs cholesky

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Commits on May 2, 2023

• updated example, remove unused constructor and added one more test case

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• updated example to pass doctest

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• updated example to pass doctest

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• example

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Commits on May 3, 2023

• updated example with rdchem data

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