Changes in Version 2.0.0:
- Potentially breaking change: Changed name of global shrinkage
parameter from lambda to tau, as to be more consistent with
references
- Added support for multivariate GPR and TPR under shrinkage
- Added method to save and load model objects
- Overhauled documentation to be more informative, including model
specification
- Fixed various bugs
- Fixed issues on CRAN with examples being run when torch is not
installed
Changes in Version 1.1.3
- Fixed issues on CRAN with examples being run when torch is not
installed
Changes in Version 1.1.2
- Moved to torch for R version >= 0.16.0
- Made training loop more numerically robust by falling back on robust
Cholesky decomposition
- Fixed error in documentation for sylvester flows
- Fixed issues on CRAN with examples being run when torch is not
installed
Changes in Version 1.1.1:
- Fixed typo in prior on global shrinkage parameters
- Fixed error when generating posterior samples with (optional) linear
mean equation
- Wrapped JIT compilation in torch::torch_is_installed() check to
avoid errors when torch is not installed
Changes in Version 1.1:
- Added student-t process as in Shah et al. (2014) as alternative to
Gaussian process
- Added option to estimate simulated data with multicollinearity
- Added ability to estimate marginal effects of one or two parameters
and associated plotting functions
- Increased speed of estimation through use of JIT compiled
torchscript
- Changed default number of householder transformations in Sylvester
flows to be min(5, d-1)
- Corrected documentation for mean equation in shrinkGPR
- Fixed bug in TG/NGG density in GPR_class