NEWS | R Documentation |

## NEWS file for the mlt package

### Changes in Version 1.6-0 (2024-09-23)

#### Bugfixes

Allow interval censoring using

`-Inf`

and`Inf`

. Starting values are affected but the corresponding observations contribute zero to the log-likelihood.Make sure

`R()`

does not drop any unused levels (unlike`factor()`

).

#### New features

`mmlt`

moved from tram allowing arbitrary mixes of continuous and discrete data, including exact and censored observations for the same variable and thus also allowing non-informative missings encoded as`-Inf, Inf`

, see below. Corresponding`logLik`

and`estfun`

methods feature`newdata`

and`weights`

arguments, as the methods for`mlt`

always did.`R()`

translates missing response values to`-Inf`

and`Inf`

interval censoring. This means that missing values are allowed in response variables and the corresponding observations do not contribute to the log-likelihood. In contrast to`na.omit`

, the (technical) dimension of the training data is not changed.

### Changes in Version 1.5-2 (2024-08-24)

#### Bugfixes

Handle

`Surv`

objects with smaller than zero values in`R.Surv(..., as.R.interval = TRUE)`

.

#### New features

Add

`maxeval = 1000L`

for`nloptr`

.Report

`nloptr`

more detailed status messages.

### Changes in Version 1.5-1 (2024-04-11)

#### Bugfixes

Remove warning when dealing with binary factors.

### Changes in Version 1.5-0 (2023-12-13)

#### Bugfixes

Do no use zero as lower bound (when running

`R(Surv(...), as.R.interval = TRUE)`

) except when zero is first death time.

#### New features

Add slots to

`mmlt`

for externally computing transformations and derivatives thereof, needed by`tram::mmlt`

.

### Changes in Version 1.4-9 (2023-08-21)

#### Bugfixes

Make sure

`R(Surv(...), as.R.ordered = TRUE)`

matches Kaplan-Meier for right-censored and possibly tied observations. Such responses give NPML estimates.

#### New features

`R(Surv(...), as.R.numeric = TRUE)`

can be used to fit smooth models by maximising the nonparametric likelihood.

### Changes in Version 1.4-8 (2023-06-27)

#### New features

Better support for frailty parameter.

### Changes in Version 1.4-7 (2023-05-22)

#### Bugfixes

Starting values might end up being NA; set to zero.

#### New features

`mlt(..., theta = theta, dofit = TRUE)`

returns a "fitted"`mlt`

model with coefficients`theta`

. If`theta`

is missing, an unfitted model is returned.

### Changes in Version 1.4-6 (2023-04-14)

#### Bugfixes

Register internal methods.

#### New features

Re-add support for nloptr in

`mltoptim()`

.

### Changes in Version 1.4-5 (2023-03-09)

#### Bugfixes

Fix S3 argument mismatches.

Try to detect negative standard errors in case optimisation failed silently.

### Changes in Version 1.4-4 (2022-11-02)

#### New features

Improve numerical stability in

`simulate.ctm`

.

### Changes in Version 1.4-3 (2022-10-31)

#### New features

`predict`

and`plot`

have new types involving logs.

#### Bugfixes

`plot()`

ignored`lwd`

.

### Changes in Version 1.4-2 (2022-06-30)

#### New features

`as.R.interval`

allows evaluation of nonparametric likelihood for smoothly defined models.New Laplace link function, contributed by Ainesh Sewak.

New cauchit link function.

#### Bugfixes

`drop = TRUE`

in score for shift-scale models.Eliminate fallout of fix of PR#17616 in Rout.save files.

### Changes in Version 1.4-1 (2022-03-31)

#### New features

`update`

allows fixing parameters.

#### Bugfixes

Fix discrete gradient for shift-scale models.

### Changes in Version 1.4-0 (2022-01-14)

#### New features

Add infrastructure for shift-scale transformation models.

#### Documentation

`Gradient`

and`estfun`

always returned negative scores, this is documented now.

#### Bugfixes

Arguments passed to

`mlt`

via dots were silently ignored.Remove nloptr dependency for the time being.

### Changes in Version 1.3-2 (2021-08-24)

#### New features

Add

`as.double`

for`response`

objects (replaces`trtf:::.R2vec`

).

### Changes in Version 1.3-1 (2021-03-22)

#### New features

Improved numerical stability for censored data.

### Changes in Version 1.3-0 (2021-03-03)

#### New features

New argument

`as.R.ordered`

allowing numeric and survival responses to be coded as ordered factors, for nonparametric maximum likelihood estimation.Allow sparse model matrices. This is useful for nonparametric maximum likelihood estimation with many distinct outcomes.

Some speed-ups.

#### Bugfixes

Plotting of quantiles sometimes failed because inversion of cdf was not possible for certain quantiles. These are now removed before plotting.

Fitting models to interval censored responses containing intervals

`c(-Inf, Inf)`

failed.Always return names score matrices and residuals.

### Changes in Version 1.2-3 (2021-02-22)

#### New features

Improve documentation.

### Changes in Version 1.2-2 (2021-02-12)

#### Bugfixes

Sampling from unconditional models did not pay attention to number of observations.

### Changes in Version 1.2-1 (2021-02-03)

#### New features

Quantiles and thus simulations are now computationally more exact and more robust. The unnecessary

`interpolate`

argument to`predict`

and`simulate`

is now ignored.Adjust contrasts a fixed parameter contributes to.

Return numerically determined Hessians upon request.

Implement frailty error distributions, experimentally and internal only.

Implement cure mixture models, experimentally and internal only.

Improve computations of log-probabilities.

#### Bugfixes

Discrete hazard functions were incorrect.

### Changes in Version 1.2-0 (2020-05-11)

Add exponential distribution (for Aalen additive hazards models).

Pay attention to model class when computing cumulative hazards.

Add log-cumulative hazards, log-odds, and odds for predictions and plots.

### Changes in Version 1.1-2 (2020-02-13)

Allow permutations of single variables.

Update citation info.

### Changes in Version 1.1-1 (2020-01-09)

Try harder to invert Hessians.

Update reference output.

### Changes in Version 1.1-0 (2019-11-06)

Add support for nloptr (still experimental and thus switched off by default).

Make sure

`coef()`

always returns named argument.Fix problem in

`as.Surv`

reported by Balint Tamasi.

### Changes in Version 1.0-7 (2019-10-07)

Less paranoia in ‘bugfixes.R’.

### Changes in Version 1.0-6 (2019-10-04)

Return Hessian for fixed parameters if requested.

Fix subsetting problem in

`R.numeric`

.Allow to

`update`

offsets.

### Changes in Version 1.0-5 (2019-06-20)

Add a

`bread`

method.Check response variable against observations in

`data`

.Make sure integers larger zero are handled correctly in

`R`

.Implement

`resid`

method, ie the score wrt a constant.Cox examples with Bernstein polynomials of log-time.

### Changes in Version 1.0-4 (2018-12-03)

Arguments

`K`

and`cheat`

where ignored by`confband`

when`newdata`

had multiple rows.Computation of starting values more robust now.

Order of fixed parameters (

`fixed`

argument to`mlt`

) might have been wrong due to incomplete matching.

### Changes in Version 1.0-3 (2018-09-17)

Add

`lty`

argument to`plot.ctm`

.`update`

needs free coefficients only.Internal interface changes.

### Changes in Version 1.0-2 (2018-06-22)

Make sure transformation functions outside

`bounds`

are minus or plus`Inf`

.Initial guestimates for ordered responses were incorrect and may potentially have led to nonsense results.

Some smaller improvements in computation of log-likelihoods and scores with respect to accuracy and speed.

`print`

respects`options(digits)`

.

### Changes in Version 1.0-1 (2018-04-20)

`estfun, parm = coef(object, fixed = TRUE))`

evaluates scores for all model parameters, including fixed ones.`logLik(..., newdata, w)`

ignored weights`w`

when`newdata`

was given. Same problem was also fixed for`estfun`

.

### Changes in Version 1.0-0 (2018-03-07)

A paper describing version 1.0-0 of the mlt, basefun, and variables packages was accepted for publication in the Journal of Statistical Software 2018-03-05.

Documentation updates.

### Changes in Version 0.2-2 (2018-02-23)

Use coneprog for getting the starting values.

`logLik`

and`estfun`

accept matrices as`parm`

argument for the evalution of log-likelihoods and scores with subject-specific parameters (for example in transformation trees or forests and boosting procedures.

### Changes in Version 0.2-1 (2017-12-12)

`q`

is forwarded to`qmlt`

by`predict.ctm`

now.`p`

is now`prob`

in`qmlt`

and thus`predict.ctm`

.Update citation.

### Changes in Version 0.2-0 (2017-06-20)

Most Likely Transformations will be published in the Scandinavian Journal of Statistics.

Import package alabama.

`as.Surv(R(Surv(...)))`

returns`Surv(...)`

, useful for converting output by`simulate`

to`Surv`

objects.

### Changes in Version 0.1-3 (2017-04-04)

Add

`subset`

argument to`update`

(for faster transformation trees and forests).Sum over score contributions with positive weight only when evaluating the gradient.

Having all response observations being interval-censored is allowed again (too heavy checking was in place).

Don't try to numerically check KKT conditions automatically.

Check for unused arguments in dots where necessary.

Make sure the score doesn't get too large (avoid division by near zero probabilities).

Improve

`survfit`

to compute non-parametric unconditional probabilities for obtaining starting values in the presence of censoring and truncation.

### Changes in Version 0.1-2 (2017-02-14)

`logLik`

with`newdata`

argument ignored`parm`

and`weights`

arguments.`estfun`

now also has a`newdata`

argument.Correct axes labelling when plotting quantile functions.

make sure names are correct in

`coef(model, fixed = FALSE)`

.check if any exact or interval-censored response with non-zero weight exists before trying to fit the model.

make checks a little more robust against huge diffs under Windows.

### Changes in Version 0.1-1 (2016-11-29)

Fix two bugs in computation of log-likelihood for possibly left-truncated responses such as

`Surv(start, time, status)`

.

### Changes in Version 0.1-0 (2016-11-10)

Add augmented lagrangian minimization (

`auglag()`

from package alabama).Make optimiation procedure more general and adaptive, allow users to change defaults and even add their own optimiser.

### Changes in Version 0.0-34 (2016-09-13)

fix bug when calling

`survfit`

for computing initial probabilities.add

`bysim`

argument to`simulate`

.make sure

`checkGrad`

is respected by`update`

.`predict`

computes`q`

with`K`

elements if not given (as`plot`

always did).

### Changes in Version 0.0-33 (2016-05-25)

Make sure

`times`

are ordered before calling`survival::summary.survfit`

.

### Changes in Version 0.0-32 (2016-05-24)

Introduce

`as.mlt`

generic.Introduce a

`coef`

slot in`ctm`

objects and a corresponding`coef<-`

and`coef`

method for setting and extracting coefficients to and from unfitted conditional transformation models.`predict`

,`simulate`

and`plot`

work on`ctm`

objects (with meaningful coefficients) now.

### Changes in Version 0.0-31 (2016-03-11)

Some small improvements wrt run time and memory consumption.

Use

`theta = coef(object)`

as default starting parameters in`update()`

.`logLik`

has a new`newdata`

argument.`simulate`

has a new`q`

argument.

### Changes in Version 0.0-30 (2016-02-19)

The mlt package was first published on CRAN.