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fido 1.1.5

This release fixes a long-standing error in how the prior degrees of freedom (upsilon) were used. Results from pibble(), basset() and orthus() fitted with earlier versions may change; please refit.

What was wrong

fido fits models in two steps. It first finds Eta using a “collapsed” model in which Lambda and Sigma have been integrated out. It then draws Lambda and Sigma given Eta (the “uncollapse” step). Both steps should use the same inverse-Wishart prior on Sigma, with upsilon degrees of freedom.

The collapsed step expects its degrees of freedom on a different scale (the matrix-t scale). Converting the inverse-Wishart upsilon to that scale requires subtracting D - 2. Since 2018, pibble() passed upsilon to the collapsed step without this conversion. The collapsed step therefore used a prior on Sigma that was more informative than the one requested. The uncollapse step used the correct prior, so the two steps did not agree.

Who is affected

Other fixes

What you need to do

fido 1.1.4

fido 1.1.3

fido 1.1.1

fido 1.1.0

fido 1.0.4

bug fixes

fido 1.0.3

bug fixes

fido 1.0.2

bug fixes

fido 1.0.1

bug fixes

fido 1.0.0

More changes to make the final push for CRAN! Changes include:

fido 0.1.14

fido 0.1.13

fido 0.1.12

fido 0.1.11

fido 0.1.10

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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