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exposureEM 0.3.0
- All three component links (cloglog, logit, and log) now support EM,
direct Marquardt Newton-Raphson, and hybrid fitting.
- Added analytic observed-likelihood derivatives for logit and log.
The hybrid uses the chosen link throughout, and final inference uses its
unmodified observed Hessian. Log-link proposals outside the probability
domain are rejected by backtracking. No new dependencies or public
controls were added.
- Scaled the direct line-search rounding allowance to the summed
likelihood to prevent false failures near a root on large samples.
- Expanded derivative, EM/direct/hybrid agreement, covariance,
rare-probability, and domain-backtracking tests; updated examples and
algorithm documentation.
- Version 0.2.0 Win-builder results do not validate this extension.
Repeat R-release and R-devel checks on the 0.3.0 archive before
submission.
exposureEM 0.2.0
- Added direct observed-likelihood Marquardt Newton-Raphson and
EM-initialized hybrid fitting through
exposure_fit(). Pure
EM remains available through exposure_em(); no ES algorithm
is included.
- Verified all three EM component links, their full Newton M-steps,
Louis information, and the cloglog observed derivatives against
independent numerical differentiation and likelihood optimization.
- EM termination now checks observed likelihood change and the
unmodified score-curvature measure as well as the selected change
criterion. Direct termination consistently applies the three change and
curvature checks. Final observed scores and Newton decrements are
returned for all methods.
- Reject indefinite covariance information and constant cloglog
exposure proportions. Validate integer limits, named controls, logical
settings, finite covariates, response shape, and unsupported formula
offsets.
- Stabilized structural-zero exposure calculations and rare-event
direct derivatives. The EM Q ascent check now allows rounding error
proportional to objective size; tiny M-step changes also require a small
score.
- Fixed missing-exposure prediction for logit, domain checking with
mixed missing and invalid predictions, and
na.exclude
restoration in standard prediction, fitted-value, and residual
methods.
- Hybrid warm-up is documented as an upper iteration limit and
respects each phase’s trace setting. Documentation now explains
inference assumptions, convergence limitations, returned fields, and the
absence of a proven hybrid runtime advantage.
- Added self-contained numerical safeguard tests. The restricted-data
ABCD comparison remains in the local source tree but is excluded from
source archives; the installed smoke-test example is portable.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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