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.