causalreg 0.3.0
cglm() and cgam() gain a
direction argument for the stepwise search,
"forward" (the default and the previous behaviour) or
"backward". The backward search starts from the full model
and removes, at each step, the variable whose removal gives the largest
Pearson-risk p-value, stopping once the model is no longer rejected.
Both directions then prune by BIC as before. Forward remains the default
because it is cheaper.
- For a binomial response whose candidate set contains a categorical
variable, the stepwise search now runs backward and says so. The Pearson
risk of a binary regression on categorical covariates alone is
mathematically equal to 1, so a forward search can enter such a variable
at the first step and stop there.
- The stepwise search now emits the same “only one categorical
variable” message that the exhaustive search already emitted.
- The backward search reports
"no potential causal model found" when no model on its path
was accepted, matching search = "all". Previously it
returned the single-term model it happened to end on, which the test had
rejected.
causalreg 0.2.2
- Parallel model search (
ncores > 1) now works on
all platforms. On Unix/macOS it continues to use
forking (parallel::mclapply); on Windows it uses a PSOCK
cluster (parallel::parLapply) with parallel-safe RNG
streams. Previously ncores was silently ignored on
Windows.
- Added the
causalreg.parallel option to select the
parallel backend ("auto", "fork",
"psock", "sequential").
causalreg 0.2.1
cgam() fast bootstrap via fixed smoothing parameters
(fast_gam = TRUE, the default): the smoothing parameters
selected on the original data are held fixed across that model’s
bootstrap resamples, giving a 3-4x speedup.
causalreg 0.2.0
- Added C++/Rcpp acceleration for GLM fitting, Pearson statistics, and
the bootstrap (
use_cpp = TRUE, the default for supported
families).
- Added parallel model evaluation via the
ncores
argument.